Today, I'm excited to share my trading strategy with you all. I've invested a significant amount of resources, both financially and time-wise, and collaborating with some incredibly talented coders. This strategy is fundamentally based on the heikin ashi concept, integrating moving averages of 15, 35, and 100. We've also incorporated several additional filters, which I'll detail below, along with any existing issues. I encourage everyone to contribute to refining this strategy by editing and sharing your code modifications here.
Filters Implemented:
Alignment of EMA (Exponential Moving Average)
EMA crossover as an exit signal
Exit strategy based on a specific number of bars
VWAP (Volume Weighted Average Price)
ORB (Opening Range Breakout)
Trailing stop-loss
ATR-based Stop Loss (Average True Range)
Volume filter with a moving average
Current Issue:
The EMA exit selector is currently malfunctioning.
Future Enhancement:
Planning to add a VWAP outer band exit strategy.
This strategy has shown promising backtest results on 1-minute NQ charts, but I'm aiming to adapt it for use with ES 5-minute (E-mini S&P 500) or CL (Crude Oil Futures).