NQ/MNQ CT Scalper [BACKTEST]
NQ/MNQ counter-trend scalper. 1-min chart, fades overextended moves across all sessions.
6 entry paths — FADE (overextension), DIV (delta divergence), TRAP (liquidity sweep fade), AGG (aggressive flow fade), VRZ (volume zone retest), and ABSORB (institutional absorption). Every entry requires the market to be trending AND overextended — no fading chop.
TP targets the mean — EMA21, VWAP, POC, pivot levels. Dynamically picks the closest or farthest target based on confidence. SL sits beyond the structural extreme with a 3 ATR hard cap. Session-tuned TP scaling takes quick profits during MOC/thin sessions and lets winners ride during afternoon reversions.
Backtest — MNQ, 1-min, 1 yr:
393 trades | 40.5% win rate | avg W/L ratio 2.08
PF 1.41 | Sharpe 0.40 | Sortino 1.66
MaxDD -$1,296 | Return/DD 3.14
Pyramiding 20 | $0.62/contract | 2 tick slippage
process_orders_on_close = false
Session-aware confidence boost filters out low-edge entries. Dynamic R:R floor rejects trades with bad TP/SL geometry. Hurst exponent blocks fades during persistent trends. HTF veto prevents catching knives when higher timeframes are strongly directional.
Same architecture as the trend-following companion — stateless, no cooldowns, 8 session windows, AER regime, ADF stationarity. Designed to run alongside the Super Scalper for full-spectrum NQ/MNQ coverage.
6 entry paths — FADE (overextension), DIV (delta divergence), TRAP (liquidity sweep fade), AGG (aggressive flow fade), VRZ (volume zone retest), and ABSORB (institutional absorption). Every entry requires the market to be trending AND overextended — no fading chop.
TP targets the mean — EMA21, VWAP, POC, pivot levels. Dynamically picks the closest or farthest target based on confidence. SL sits beyond the structural extreme with a 3 ATR hard cap. Session-tuned TP scaling takes quick profits during MOC/thin sessions and lets winners ride during afternoon reversions.
Backtest — MNQ, 1-min, 1 yr:
393 trades | 40.5% win rate | avg W/L ratio 2.08
PF 1.41 | Sharpe 0.40 | Sortino 1.66
MaxDD -$1,296 | Return/DD 3.14
Pyramiding 20 | $0.62/contract | 2 tick slippage
process_orders_on_close = false
Session-aware confidence boost filters out low-edge entries. Dynamic R:R floor rejects trades with bad TP/SL geometry. Hurst exponent blocks fades during persistent trends. HTF veto prevents catching knives when higher timeframes are strongly directional.
Same architecture as the trend-following companion — stateless, no cooldowns, 8 session windows, AER regime, ADF stationarity. Designed to run alongside the Super Scalper for full-spectrum NQ/MNQ coverage.
Thông báo miễn trừ trách nhiệm
Thông tin và các ấn phẩm này không nhằm mục đích, và không cấu thành, lời khuyên hoặc khuyến nghị về tài chính, đầu tư, giao dịch hay các loại khác do TradingView cung cấp hoặc xác nhận. Đọc thêm tại Điều khoản Sử dụng.
Thông báo miễn trừ trách nhiệm
Thông tin và các ấn phẩm này không nhằm mục đích, và không cấu thành, lời khuyên hoặc khuyến nghị về tài chính, đầu tư, giao dịch hay các loại khác do TradingView cung cấp hoặc xác nhận. Đọc thêm tại Điều khoản Sử dụng.