Market Structure Entries with FVG Filters and Adaptive ATR Exits

Summary

This strategy combines internal and swing market structure breaks with fair value gap confirmation and premium or discount zones. Users can choose which structure scale to follow, adjust signal aggressiveness, and optionally require divergence or a Bollinger midpoint condition. Volume strength and price relative to a long-term EMA label entries as strong, while the entry rules themselves do not require those strength labels.

Stops are placed beyond a recent pivot with an ATR buffer and a maximum percentage cap. The first target is set at a 1:1 risk multiple, and the second uses a structural level when available or a larger fixed risk multiple. Partial exits and an ATR trailing stop manage open trades. A rolling win rate also adjusts volume and ATR multipliers within limits. The supplied excerpt shows implementation and display features, but no historical performance results. These rules therefore describe a configurable trading hypothesis, not evidence of profitability; results would depend on market, timeframe, execution assumptions, and parameter choices.

Key ideas

• Entries require a structure break and, by default, a nearby fair value gap and the appropriate premium or discount zone.
• Optional RSI divergence and Bollinger midpoint checks can further filter entry signals.
• Volume, a ranking EMA, and rolling trade outcomes influence signal labels or selected risk parameters.
• The strategy combines pivot-based ATR-buffered stops, partial profit targets, and a trailing stop.
• The document provides code but no backtest results demonstrating performance.

Tags

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