NQ Morning ICT Strategy with Daily Bias and Liquidity Sweeps

Summary

This strategy is designed for Nasdaq futures and restricts trade signals to a New York morning window. It sets a daily directional bias using price relative to a daily EMA or the previous daily close relative to that EMA. It tracks whether price sweeps the prior day’s high or low and uses five-bar fractal pivots to identify swing levels, which feed into break-of-structure and market-structure-shift logic. Inputs also include a risk-to-reward setting and options for displaying and refining order-block levels.

The supplied excerpt ends partway through the market-structure logic, so it does not reveal the complete entry, exit, or order-block rules. It contains no backtest period, results, or evidence that the chosen time window or signals are profitable. The method therefore offers a framework built around time-of-day, daily trend bias, liquidity levels, and structure, while leaving key execution and risk details unassessable from the available text.

Key ideas

• The strategy limits its signals to a morning window in New York time.
• Daily bias is based on price and a daily exponential moving average or a prior close comparison.
• Prior-day highs and lows are monitored for sweeps, and five-bar fractals identify swing points.
• Break-of-structure and market-structure-shift logic uses those swing levels.
• The excerpt omits complete trade rules and provides no backtest evidence.

Tags

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