Specification
I have several strategies that I want to automate. However, I need to explain the strategies and discuss the next steps.
I also want to have the source code so I can backtest the setup in my trading software. And if possible, a brief introduction on how it works. But we can discuss all of this when we start working together.
About the strategy:
1. Basic logic: Single Prints
Both visible Single Prints (classic peaks in the Market Profile) and
hidden Single Prints (only visible in the expanded TPO structure)
should be considered.
A Single Print is considered confirmed when:
the price level has exactly one TPO (a letter),
the subsequent TPO period is completed,
and this level still shows only one TPO (no re-test).
A Single Print is considered untouched when:
the price has not returned to this area after its formation.
2. Filter / Settings
The TPO tick increment in the Market Profile should be set to 10 ticks,
to filter out small 1–2 tick Single Prints.
3. Trading logic / Entry options
Option 1 (simple):
Entry at 50% of the Single Print area
Option 2 (advanced):
Combination of Market Profile + Footprint + Tickchart:
In the 30-minute footprint chart:
Enter at the first volume peak (volume cluster) of the move,
which must show increased delta (aggressor)
Additionally, in the tick chart:
Confirmation that the order is executed near the untouched rejection (Single Print)
Note: The exact logic for this entry variant can be explained in detail in a short video call if needed.
4. Risk management (fixed)
Instrument: NQ (Nasdaq Futures)
Stop loss: 60 ticks
Take profit: 75 ticks
https://drive.google.com/file/d/1Kg4bjLZJWteMGV1xFenmkr7PboHxEkLP/view?usp=sharing
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