This page trades the futures symbol loaded below. A new session starts on /MNQ. A saved strategy keeps its own symbol. Entries are decided on closed 3-minute bars built from 1-minute data. The candle that is still forming is shown live and is not used for a new entry until it closes. Indicators on a 3-minute close use only bars that are already closed. SuperTrend, RSI, and ATR are built only from closed exchange 1-minute candles. The polled last price only paints the forming candle on the chart. It never becomes a closed bar, so a minute with no exchange candle is left out rather than guessed from quotes.
How a decision is made
- On each closed 3-minute bar the strategy checks long, then short. Every condition still switched on for that side must be true. Uncheck a row on the condition board to skip that gate for that side only. The dot still shows whether the market currently meets it.
- At most one entry is taken per 3-minute bar. An open position blocks the opposite side. If position_flat is on, it also blocks adding to the same side.
- Simulated replays history on the chart and does not send orders. Live sends Tastytrade orders only for 3-minute bars that close after you switch to Live, click Confirm, and Arm. The same button says Disarm while live trading is on. Disarm stops live trading, then cancels working orders and flattens the contract. If the broker cannot cancel or flatten, live trading still stops and anything left at the broker stays there. Closing the tab does not disarm.
Chart
Times in the trade table, the Last 3m bar clock, and the chart are Eastern (New York), including the switch between daylight time and standard time. The axis labels a 3-minute candle's open. An entry in the table is the fill, three minutes after that open. The arrow is on the candle that contains the fill.
Simulated and Live in the chart legend show or hide that mode's markers. Both start on. Stop / target puts a short dash on each candle a position is open, at that bar's stop in orange and its target in blue. The latest dash shows the price. A flat stretch of the chart is left clear. Entry / exit prices and Trade P&L label the markers that are showing. Prices are the fill on that marker. P&L is the closed trade in dollars. While a trade is still open, P&L is marked from the last quote and drawn on the latest entry. The choices are saved in this browser.
The box in the lower left follows the bar under the mouse. It shows that candle's open, high, low, and close. An entry on the bar shows the side, size, fill, stop, and target. An exit shows the reason, fill, points, and dollars. A bar between the entry and the exit shows the side and size still open, and the stop and target in force on that bar.
Indicators
- SuperTrend on the 3-minute and 5-minute bars. Default period 7, multiplier 2.5, using Wilder ATR. After the line flips, the next bar of that timeframe is a pause and sets the starting value. The flip bar's value is ignored. The side is confirmed on a later bar once the line has stepped up from that start in an uptrend, or down from it in a downtrend. A flat line after that step stays confirmed until the direction changes.
- RSI is Wilder RSI(14) on the 3-minute bars. Midline is 50. Overbought is 70 or above. Oversold is 30 or below. A cross is only the bar where RSI moves through 50.
- ATR gate is Wilder ATR(14) on the 30-minute bars. The default gate is 20 points.
Long entry
All of these are required unless you switch that row off:
- long_trades β longs are allowed. Uncheck it to test shorts only. This switch stays required, so turning it off blocks longs instead of ignoring the row.
- trading_enabled β trading is allowed.
- under_max_position β adding the next order stays within max entries and max position size.
- is_trading_hours β New York time is inside an Asia, London, or NY window whose entries checkbox is on, outside every no-trade window, and outside the 17:00β18:00 CME halt.
- under_daily_loss β session P&L is still above max daily loss per contract times max position size.
- last_trade_time β at least the minimum minutes have passed since the last entry.
- reentry_ok β enough closed 3-minute bars have passed since the last stop or target. The count is the Reentry bar delay knob. Duration and session exits do not start it. Uncheck the row to skip the wait.
- l_trade_count_ok β consecutive long entries this session are below max streak. A short entry resets the count. With short_trades off, the cap does not apply, so testing longs is not stuck waiting for a short.
- long_not_blocked β longs are not blocked. A stop blocks that side until the other side enters. With short_trades off, a long stop does not block the next long.
- max_win_count β winning closes this session are below max streak.
- max_daily_profit β session P&L is still under the daily profit cap.
- data_fresh β 1-minute bars are not gapped by more than 3 minutes.
- under_max_loss_points β price is within max loss points of the 3-minute SuperTrend.
- position_flat β no position is open. Turn the knob off, or uncheck the row, to allow adds.
- rsi_3_xo_50 β 3-minute RSI crossed up through 50 on this bar.
- rsi_3_is_not_ob β 3-minute RSI is below 70.
- 3_is_bullish and 5_is_bullish β 3-minute and 5-minute SuperTrend are bullish, the bar after the flip has printed, and the line has stepped up from that bar.
- post_stop_reentry β off until you check it. When it is checked and a long is stopped out, each checked SuperTrend row for longs (3_is_bullish, 5_is_bullish) is reset when the stop fills. On the close of that timeframe's candle that contains the stop, a SuperTrend that flipped bearish drops the hold and the normal flip rules apply. If it did not flip, the row stays red until the SuperTrend line steps up past its value on that close. It does not need a flip away and back. A flip before that step drops the hold and the normal flip rules apply. The dot is red while a hold is waiting, even when the row is unchecked. An entry on the side clears its holds.
- skip_first_flip β off until you check it. The first entry is taken, and another entry on that same side is taken. The first signal on the other side is skipped: the chart draws a grey skip circle and no trade is opened. The next signal, on either side, is taken. A skipped signal does not become the last entry. Taking a trade arms the rule again, so the next signal on the other side is skipped once. The dot is red on a side that would be that first flip, even when the row is unchecked.
- atr_30_above_20 β 30-minute ATR is above the ATR gate.
Short entry
The shared gates match the long list, with the short-side names short_trades, s_trade_count_ok, and short_not_blocked. Uncheck short_trades to test longs only. With long_trades off, the short streak cap and a short stop do not stall further shorts. The signal gates are:
- rsi_3_xu_50 β 3-minute RSI crossed down through 50 on this bar.
- rsi_3_is_not_os β 3-minute RSI is above 30.
- 3_is_bearish and 5_is_bearish β 3-minute and 5-minute SuperTrend are bearish, the bar after the flip has printed, and the line has stepped down from that bar.
- post_stop_reentry β the long rule mirrored. After a short is stopped out and SuperTrend did not flip bullish on that close, the checked bearish rows wait for the line to step down past its value on that close.
- skip_first_flip β the same rule. Checked on shorts, the first short after a long entry is skipped, and the short after that is taken.
- atr_30_above_20 β same 30-minute ATR gate.
Size
Let distance be the gap between the 3-minute close and the 3-minute SuperTrend. If that gap is at least the stop distance, size is target profit Γ· distance, rounded, at least 1, and capped by max position size. Otherwise size is the max position size. The result is multiplied by the contracts ratio, and a single order never exceeds 50 contracts. Target profit is points of total risk, so contracts times that distance lands near the knob. Dollars for the position are those points times Contract $/pt.
Stop and target
The stop and target are set at the entry, then adjusted on each later closed 3-minute bar. Trailing stop chooses the stop. 3-minute SuperTrend and 5-minute SuperTrend place it one stop-buffer beyond that line, rounded to a point. Set number of points starts it the stop distance from the average price, rounded to a point. On later bars a long point stop tightens to the bar's high minus that distance, and a short point stop tightens to the bar's low plus that distance, when the new price is still on the safe side of the close. A point stop does not move back out. The target still uses the 3-minute SuperTrend. A working order is cancelled and replaced only when its price or size changes. Live, the stop and the target rest together as one OCO order, so when one fills the broker cancels the other; a changed level replaces the OCO. The target limit is the full target price, not the target minus the buffer. An engine without OCO support gets a separate stop and target and the strategy cancels the leftover. A long stop stays below the close. A short stop stays above the close. When the SuperTrend selected for the stop flips against the open trade, the stop and target are cancelled and a market order flattens the position. A 5-minute trailing stop uses the 5-minute flip. A point stop is not flattened by a SuperTrend flip. The fill is the open of the next 1-minute bar. Live trading sends that market order when the flip is detected, after it reads the broker position and working orders. A broker position that is already flat means the stop filled, so no market order is sent. The trade distance is the larger of |average β 3-minute SuperTrend| and the scalp target.
- Long SuperTrend stop is that line minus the stop buffer. A point stop starts at the average minus the stop distance, then trails up with the 3-minute high. Target is average plus the trade distance, rounded to the nearest 0.25.
- Short SuperTrend stop is that line plus the stop buffer. A point stop starts at the average plus the stop distance, then trails down with the 3-minute low. Target is average minus the trade distance, rounded to the nearest 0.25.
Exits
Checked on each 1-minute bar, and on live quotes while armed. If stop and target are both touched, the stop wins.
- Stop β a long low at or below the stop, or a short high at or above the stop. A bar fills at the stop price once it prints through the stop. A quote fills at the quote.
- SuperTrend β the SuperTrend selected for the stop flips against the open trade before the stop fills. A point stop does not use this exit. The working orders are cancelled and a market order flattens the position at the open of the next 1-minute bar.
- Target β a long reaches the target minus the target buffer, or a short reaches the target plus the buffer. A bar that trades through the target fills at the target; otherwise it fills at the buffer line. A quote fills at the quote.
- Held target β with Held checked beside Target profit, no take-profit rests at the entry; only the stop does. The buffer is the points on the entry side of the target, not past it. If price trades beyond the target before that take-profit is working, the trade exits at market: replay uses the bar close, and live uses the quote. The take-profit is entered once a 1-minute bar since the entry has reached the target and the latest price is inside that buffer. From then on it is the normal target: the limit rests at the full target with the stop as one OCO, and a bar or quote inside the buffer that did not fill the limit cancels it and sends a market.
- Duration β the trade has been open for max duration minutes.
- Session β New York time enters the 17:00β18:00 halt, a no-trade window, or leaves Asia, London, and NY.
- Manual β a live trade was still open when live trading stopped or when you armed again. The strategy records the exit and does not keep managing it. The price starts as the last price the strategy had, or the average entry when no later price was kept. When the flatten order fills, that fill replaces the exit.
While live trading is on, positions, working orders, and fills are read before an order is placed or changed, and the same check runs every minute. Fills are matched to the strategy trades. The trading log starts when you arm and is saved in the database. A line is added only when it differs from the previous one, so a steady broker match is recorded once.
A stop blocks that side. Entering the other side clears the block. If that other direction is switched off, the stop does not block the side you are testing, and the same-side streak cap does not apply. At 18:00 New York the session rolls: daily P&L, win count, streaks, and blocks reset.
The trades table shows slippage in points and commission in dollars. A simulated row uses the slippage knob once, and the commission knob times the quantity. A live row uses the broker fill for the entry and for the exit. Slippage is how many points that fill was worse than the model price, shown as entry / exit, and a better fill is negative. Commission is what the broker charged on each side, including clearing and regulatory fees. A rebate is negative. Live points and dollars use those fill prices, then subtract the commission and fees. The stop and target stay on the model price.
Settings
Defaults are what a new session starts with. Session times are New York, HH:MMβHH:MM. A window that passes midnight runs through midnight. Each knob is labeled with the unit you type. A knob in points shows the dollar value of one contract, and a knob in dollars shows the point value of one contract, using Contract $/pt.
- Contracts ratio β 1. Multiplier on the computed size.
- Max entries β 3. Adds allowed on the open side.
- Max position size β 6 contracts before the ratio.
- position_flat β on. Enter only when flat.
- Trailing stop β 3-minute SuperTrend. Also 5-minute SuperTrend, or a set number of points. The flip exit follows that SuperTrend. A point stop trails and does not flip.
- Stop buffer β 5 points beyond the selected SuperTrend. A point stop does not use it.
- Stop distance β 20 points. Gaps at least this wide use the profit formula; tighter gaps use a full-size order. When Trailing stop is Set number of points, the stop starts this far from the average and then trails that far behind the 3-minute high or low.
- Max loss points β 80. Entry is refused when price is farther than this from the 3-minute SuperTrend.
- Target profit β 200 points. Numerator of the size formula. At the default $2 per point that is a $400 position.
- Scalp target β 30 points. Floor on the distance used for the target.
- Target buffer β 10 points. Target can fill this far before the printed target. If price gets within it and the limit did not fill, the limit is cancelled and a market order exits.
- Held β off. Checked, the take-profit waits for the target to be reached instead of resting at the entry.
- Slippage β 0 points. On a simulated trade, this many adverse points come off the points and the dollars, and the trades table shows that number. On a live trade, the table shows the gap between the model price and the broker fill instead.
- Commission / contract β 0 dollars. On a simulated trade, this times the quantity comes off the dollars, and the trades table shows that total. On a live trade, the table shows the broker commission.
- Max streak β 5. Caps consecutive same-side entries and session wins.
- Max daily loss / contract β β150 dollars. The session stops new entries after loss Γ max position size.
- Max daily profit β 2000 dollars.
- Max duration β 60 minutes.
- Min minutes between trades β 1.
- Reentry bar delay β 0. After a stop or target, wait this many closed 3-minute bars before the next entry. The bar that contains the exit does not count, so 1 lets the next 3-minute close enter and 3 lets the third close after that bar enter. The entry still has to pass the conditions that are switched on. Duration, session, and a SuperTrend flatten do not start the wait.
- ST multiplier β 2.5. ST period β 7.
- ATR 30 gate β 20 points.
- Contract $/pt β 2. Dollar value of one point, used for P&L and for the dollar figure shown beside a point knob.
- Asia β 21:10β02:00. London β 03:00β08:20. NY β 09:35β15:30. The checkbox beside each window allows entries during those hours. All three start on. Off blocks new entries in that window. An open trade still exits on its stop, target, duration, or when the clock leaves every session window.
- No trade β 15:50β21:10 and 08:20β09:35. Each box is one window. + adds another window to exclude.