Hybrid Trading System Combining Fair Value Gaps, Volume Exhaustion, and Retests

Summary

This strategy combines three configurable setup families: pullbacks into fair value gaps, volume-exhaustion reversals, and breakouts of prior swing levels followed by retests. Its filters use an EMA trend, higher-timeframe direction, ADX, EMA slope, ATR-scaled distance, volume, RSI, candle shape, and optional trading hours. Setups are armed after qualifying events, remain valid for limited bars, and require confirmation before a score threshold allows an entry. Balanced and High Quality modes alter thresholds and timing parameters.

The visible code includes per-trade risk settings, setup-specific reward-to-risk parameters, alert controls, and a status panel for pending trade details. However, the supplied source omits a substantial middle section, including parts of scoring and trade execution, so the complete order and exit logic cannot be verified from this document. It provides no backtest results or evidence that the scoring thresholds predict returns. Users would need to inspect the full implementation and evaluate it with realistic costs and data assumptions.

Key ideas

• The strategy combines fair value gap pullbacks, volume exhaustion, and swing-break retests.
• Trend, higher-timeframe, volatility, volume, momentum, and candle filters constrain candidate setups.
• Signals are scored and must meet mode-dependent thresholds before confirmation.
• The source excerpt is incomplete and includes no reported validation or profitability results.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.