FCPO Scalping Strategy with ATR Volatility and Session Filters
Summary
The document presents an FCPO momentum scalping strategy configured through several presets or manual inputs. Its stated controls include ATR-based volatility limits, a minimum ATR floor to avoid inactive markets, candle body size and body-to-range requirements, and take-profit and stop-loss settings. It also offers time-based exits and a maximum number of daily trades.
Session handling is configurable, including alternatives for carrying positions through lunch or exiting at a specified time. A Friday afternoon shield is named in the title, but the provided excerpt ends before its rules or the entry logic are shown. The document supplies no visible backtest results or evidence supporting its preset labels and optimization claims, so performance and the precise behavior of omitted portions cannot be assessed from this text.
Key ideas
- The strategy offers presets alongside manual take-profit and stop-loss settings.
- ATR limits and a volatility floor are intended to filter extreme and inactive conditions.
- Candle body size and body-to-range requirements are configurable entry filters.
- Time exits and a daily trade cap constrain trade duration and frequency.
- Session exit choices are provided, but the excerpt does not show the complete rules or validation.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.