Middle Finger Trading Strategy

Strategy Logic Summary:

Identify Huge Volume: Finds a bar ([1] - the previous bar) where volume is significantly higher (activeHugeVolMultiplier) than the recent average volume (avgVolume[1]). The average calculation excludes specific times (RTH edges, certain ETH).

Confirm Volume Drop: Checks if the current bar's ([0]) volume is lower than the previous bar's huge volume (volume < volume[1]).

Determine Trend Before Spike: Looks at the close two bars ago (close[2]) relative to the SMA two bars ago (priceSma[2]) to determine the trend before the huge volume bar.

Entry Signal (Base):
Long: Bearish trend before spike + Huge Volume on prev bar + Volume drop on current bar.

Short: Bullish trend before spike + Huge Volume on prev bar + Volume drop on current bar.

Time Filter: Optionally filters out entries during the first/last 15 mins of RTH and always filters specific ETH/pre-market times.

Entry Execution:
If a Long signal occurs and no position is open, place a limit order to buy at the low of the huge volume bar (low[1]).

If a Short signal occurs and no position is open, place a limit order to sell at the high of the huge volume bar (high[1]).

Order Processing: process_orders_on_close=false means limit orders can potentially be filled intra-bar if the price touches the limit level during the bar's formation.