ICT-Style NQ Strategy Framework with Sessions and Risk Filters

Summary

The available document excerpt outlines a semi-automated strategy for NQ futures built around ICT-style concepts. Its inputs show a manual directional bias, confirmation from an S&P 500 symbol, and selectable confirmation strictness. It also defines New York morning and afternoon trading windows, an option to block Mondays, and structural inputs for pivots, a midpoint no-trade band, and the maximum spacing between setup events.

The visible displacement and risk settings include ATR-based candle displacement, a minimum body-to-range ratio, a minimum fair value gap size, a daily trade cap, a maximum stop distance, a stop buffer, a profit target in R units, and a break-even trigger. However, the document cuts off during the daily-level logic, before the entry rules, exits, or remaining code are shown. It provides no backtest results or evidence of profitability. The available material supports describing the intended filters and controls, but not assessing signal execution or strategy performance.

Key ideas

• The visible inputs combine a manual market bias with confirmation from an S&P 500 instrument.
• Trading is limited to configurable New York sessions, with an optional Monday restriction.
• The strategy uses prior-day levels, pivots, a midpoint band, and timing constraints for setup events.
• Displacement and fair value gap settings define additional price-action filters.
• Risk controls include a daily trade limit, stop-distance cap, target multiple, and break-even trigger.
• The excerpt ends before showing complete entry and exit logic or any performance evidence.

Tags

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