NQ Phantom Scalper Pro

4 giorni fa

# 👻 NQ Phantom Scalper Pro

**Advanced VWAP Mean Reversion Strategy with Volume Confirmation**

## 🎯 Strategy Overview

The NQ Phantom Scalper Pro is a sophisticated mean reversion strategy designed specifically for Nasdaq 100 (NQ) futures scalping. This strategy combines Volume Weighted Average Price (VWAP) bands with intelligent volume spike detection to identify high-probability reversal opportunities during optimal market hours.

## 🔧 Key Features

### VWAP Band System
- **Dynamic VWAP Bands**: Automatically adjusting standard deviation bands based on intraday volatility
- **Multiple Band Levels**: Configurable Band #1 (entry trigger) and Band #2 (profit target reference)
- **Flexible Anchoring**: Choose from Session, Week, Month, Quarter, or Year-based VWAP calculations

### Volume Intelligence
- **Volume Spike Detection**: Only triggers entries when volume exceeds SMA by configurable multiplier
- **Relative Volume Display**: Real-time volume strength indicator in info panel
- **Optional Volume Filter**: Can be disabled for testing alternative setups

### Advanced Time Management
- **12-Hour Format**: User-friendly time inputs (9 AM - 4 PM default)
- **Lunch Filter**: Automatically avoids low-liquidity lunch period (12-2 PM)
- **Visual Time Zones**: Color-coded background for active/inactive periods
- **Market Hours Focus**: Optimized for peak NQ trading sessions

### Smart Risk Management
- **ATR-Based Stops**: Volatility-adjusted stop losses using Average True Range
- **Dual Exit Strategy**: VWAP mean reversion + fixed profit targets
- **Adjustable Risk-Reward**: Configurable target ratio to opposite VWAP band
- **Position Sizing**: Percentage-based equity allocation

### Optional Trend Filter
- **EMA Trend Alignment**: Optional trend filter to avoid counter-trend trades
- **Configurable Period**: Adjustable EMA length for trend determination
- **Toggle Functionality**: Enable/disable based on market conditions

## 📊 How It Works

### Entry Logic
**Long Entries**: Triggered when price touches lower VWAP band + volume spike during active hours
**Short Entries**: Triggered when price touches upper VWAP band + volume spike during active hours

### Exit Strategy
1. **VWAP Mean Reversion**: Early exit when price returns to VWAP center line
2. **Profit Target**: Fixed target based on percentage to opposite VWAP band
3. **Stop Loss**: ATR-based protective stop

### Visual Elements
- **VWAP Center Line**: Blue line showing volume-weighted fair value
- **Green Bands**: Entry trigger levels (Band #1)
- **Red Bands**: Extended levels for target reference (Band #2)
- **Orange EMA**: Trend filter line (when enabled)
- **Background Colors**: Yellow (lunch), Gray (after hours), Clear (active trading)
- **Info Panel**: Real-time metrics display

## ⚙️ Recommended Settings

### Timeframes
- **Primary**: 1-5 minute charts for scalping
- **Validation**: Test on 15-minute for swing applications

### Market Conditions
- **Best Performance**: Ranging/choppy markets with good volume
- **Trend Markets**: Enable trend filter to avoid counter-trend trades
- **High Volatility**: Increase ATR multiplier for stops

### Session Optimization
- **Pre-Market**: Generally avoided (low volume)
- **Morning Session**: 9:30 AM - 12:00 PM (high activity)
- **Lunch Period**: 12:00 PM - 2:00 PM (filtered by default)
- **Afternoon Session**: 2:00 PM - 4:00 PM (good volume)
- **After Hours**: Generally avoided (wide spreads)

## ⚠️ Risk Disclaimer

This strategy is for educational purposes only and does not constitute financial advice. Past performance does not guarantee future results. Trading futures involves substantial risk of loss and is not suitable for all investors. Users should:

- Thoroughly backtest on historical data
- Start with small position sizes
- Understand the risks of leveraged trading
- Consider transaction costs and slippage
- Never risk more than you can afford to lose

## 📈 Performance Tips

1. **Volume Threshold**: Adjust volume multiplier based on average NQ volume patterns
2. **Band Sensitivity**: Modify band multipliers for different volatility regimes
3. **Time Filters**: Customize trading hours based on your timezone and preferences
4. **Trend Alignment**: Use trend filter during strong directional markets
5. **Risk Management**: Always maintain consistent position sizing and risk parameters

**Version**: 6.0 Compatible
**Asset**: Optimized for NASDAQ 100 Futures (NQ)
**Style**: Mean Reversion Scalping
**Frequency**: High-Frequency Trading Ready

3 giorni fa

Note di rilascio

🆕 New Additions:
📊 Enhanced Performance Dashboard Section

-Real-time P&L tracking (daily and cumulative)
-Win rate analytics for overall, long, and short positions
-Performance metrics including profit factor and max drawdown
-Trade breakdown with detailed analytics
-Market status indicators with visual alerts
Customizable display options

🤖This strategy is currently being forward tested and automated in a live environment