ICT Price Action Entries with Trend, Session, and ATR Filters
Summary
This strategy combines three entry patterns—fair value gaps, order blocks, and pin bars—with directional and timing filters. Longs require price and the fast EMA to be above the slow EMA; shorts require both below it. Trades are limited to London or New York UTC kill zones, aligned with VWAP when that filter is enabled, and screened to avoid buying overbought or selling oversold RSI readings. Any one of the three patterns can trigger an entry when the filters agree.
Stops and targets are set using multiples of ATR, with defaults of 1.5 ATR and 2.5 ATR respectively. The script also plots the EMAs, VWAP-related status, fair value gap boxes, and a dashboard. It provides a rule set and implementation details, but the supplied text includes no backtest results or evidence that the patterns predict institutional activity or perform reliably. Its claims about gap fills and kill-zone behavior should therefore be treated as hypotheses; performance may depend on instrument, timeframe, costs, and execution assumptions.
Key ideas
- Entries may trigger from a fair value gap, an order block, or a prior-bar pin bar.
- Trend direction requires price and the fast EMA to align relative to the slow EMA.
- Trades are restricted to configurable London and New York UTC hours.
- VWAP and RSI filters can screen entries according to directional bias and stretched conditions.
- ATR multiples determine stop-loss and take-profit distances.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.