Strategy
TradeRep Strategy V1 — the exact deterministic rule set the engine evaluates, generated from the active config. Read-only for this phase; a future version can be edited and versioned without corrupting past backtests.
Mandatory — every one of these must hold for READY
HTF bias
4H and 1H must agree on direction. Disagreement (or either being neutral) is HTF_CONFLICT — no tradable direction, regardless of Daily.
Daily conflict flag
If Daily disagrees with an aligned 4H/1H, the intraday direction is still usable but flagged DAILY_CONFLICT.
Valid condition ownership
A revisit-eligible 15M/5M FVG (>= 0.5pt, no maximum width) owns the setup once meaningfully touched; a newer/deeper condition resets ownership before entry. A condition consumed mid-sequence (a close at/beyond its distal boundary) does not end an already-owned sequence — only starting a NEW setup from it is blocked.
Qualifying liquidity sweep
1M price must trade beyond the reference wick — no fixed expiry; a valid condition-owned setup may keep waiting for it.
Valid displacement
Best directional candle body-to-range >= 60%, real net travel, and limited immediate retracement. Consecutive-candle overlap alone is never disqualifying — a sustained, overlapping "stairstep" sequence with real net delivery still qualifies.
Qualifying inversion structure
Eligible structure timeframes are 5M/3M/2M only (never 1M alone). The highest currently qualifying timeframe wins (5M > 3M > 2M); within it, the first/nearest valid structure encountered in the trade direction is selected — a farther same-timeframe structure never needs to invert and never blocks confirmation. A completed 1M candle CLOSE at or through the selected structure's far boundary confirms — a wick or intrabar cross alone is not enough.
No 5M trap
Never enter resting inside a fresh, un-inversed opposing 5M gap.
Inside execution window
Entry only between 09:30 and 11:30 ET. Premarket may build context (FVGs, liquidity, HTF) but never hosts an entry.
Structural stop loss
Fixed 5-point buffer beyond the structural extreme. Frozen at entry — no trailing, no breakeven, no later tightening.
Logical target with valid R:R
First logical opposing liquidity beyond entry, never already-swept. Minimum R:R = 0.7. Never tighten the stop or extend the target to qualify.
Position sizing fits risk constraints
Up to 3 MNQ contracts, dollar risk must stay under $500. If even 1 contract can't fit, NO TRADE — never solved by moving the stop.
Daily trade state permits a trade
Max 2 trades/day. One loss locks the account for the rest of the day.
Supportive — improves confidence, never a hard gate
Desired risk range
$200-$499 is the preferred sizing band when structurally possible.
Range expansion vs. ATR
Displacement's net travel relative to a 300-bar ATR (x1.5 reference) — logged for calibration, not yet a gate.
Wick efficiency / follow-through / distance from condition
Each computed and logged separately per candidate leg so thresholds can be calibrated from real backtests later.
Informational — shown for context, never blocks or confirms a trade
Extended DOL
A Daily/4H draw-on-liquidity beyond the primary target — informational only. Never becomes the executable target; if no qualifying tier 1-4 target exists, the setup is NO TRADE.
Mitigation depth
0-25% / 25-50% / 50-75% / 75-100% into a condition zone. Wick penetration alone never consumes it, even to ~99% — only a candle CLOSING at or beyond the distal boundary does (equality counts), and even then only for future revisits; an already-owned sequence is unaffected.
State machine
NO_BIAS → WAITING_FOR_CONDITION → CONDITION_ACTIVE → WAITING_FOR_SWEEP → SWEEP_CONFIRMED → WAITING_FOR_DISPLACEMENT → DISPLACEMENT_CONFIRMED → WAITING_FOR_INVERSION → INVERSION_CONFIRMED → CHECKING_RISK_REWARD → READY, with NO_TRADE / RESET / EXPIRED / LOCKED as exits at any stage. The Live page maps this internal sequence down to five user-facing statuses: NO TRADE, WAIT, APPROACHING SETUP, READY, EXPIRED, LOCKED — READY only ever comes from CHECKING_RISK_REWARD once every mandatory rule above has independently passed.