NQ Keltner Pulse M15 Strategy
- エキスパート
- バージョン: 1.0
NQ Keltner Pulse M15 Strategy is a fully automated MetaTrader 5 strategy designed to capture confirmed momentum breakouts on Nasdaq / NQ using Keltner Channel market structure, ATR-adjusted pending STOP execution, volatility-based risk management, and disciplined time-based exits.
The strategy is designed for the Nasdaq / NQ market on the M15 timeframe. Its goal is to participate only when price confirms directional pressure outside its normal Keltner Channel structure. Instead of entering immediately at market, the EA uses pending STOP orders around a daily reference level, adjusted by an ATR-based buffer. This helps the system wait for additional price confirmation before entering the trade.
No parameter setup is required — the system is delivered with optimized and fine-tuned settings.
Recommended broker: Any MT5 broker with stable Nasdaq / index execution, low spread, good liquidity and reliable server time.
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MAIN SETTINGS
Symbol / Timeframe: Nasdaq / NQ / M15
Trading options:
- Daily Exit: Disabled
- Friday Exit: Enabled (19:00)
- Max trades per day: No limit
- Weekend trading: Enabled
- Pending orders: Used (STOP orders)
- Pending order replacement: Enabled
- Duplicate trades: Disabled
- Pending order validity: 46 bars
Risk management:
- Stop Loss: 2.5 × ATR(17)
- Profit Target: 1.5 % from entry price
- Trailing Stop: 100 points
- Trailing activation: 1.8 × ATR(15)
- Time exit: 30 bars
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ENTRY LOGIC
KELTNER CHANNEL BREAKOUT + DAILY STRUCTURE STOP ENTRY + ATR BUFFER
This EA looks for momentum expansion first and executes only if price confirms continuation through a pending STOP order.
The strategy uses the Keltner Channel as its primary market structure filter. It identifies situations where price has moved outside its normal volatility channel and may continue in the direction of the breakout.
Setup conditions:
- Long setup:
- Close price is above the upper Keltner Channel level
- Short setup:
- Close price is below the lower Keltner Channel level
Keltner Channel settings:
- Period: 20
- Multiplier: 2.6
Entry rules:
The strategy does not enter directly at market. It places a pending STOP order around a daily reference level shifted by an ATR-based buffer.
- LONG: place a Buy Stop around the daily high reference level shifted by 0.1 × ATR(30)
- SHORT: place a Sell Stop around the daily low reference level shifted by 0.1 × ATR(30)
Pending orders:
- Validity: 46 bars
- Replacing existing pending orders: Enabled
- Duplicate trades: Disabled
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EXIT RULES
- Profit Target: 1.5 % from entry price
- Stop Loss: 2.5 × ATR(17)
- Trailing Stop: 100 points
- Trailing activation: 1.8 × ATR(15)
- Time-based exit: 30 bars
- Friday risk control: forced exit on Friday at 19:00 to reduce weekend gap exposure
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VALIDATION
Recommended: validate the build with out-of-sample windows, robustness tests, and a dedicated TRUE OOS segment using high-quality tick data if available. Nasdaq strategies can be sensitive to execution, volatility regime changes and spread conditions, so forward testing is strongly recommended before live deployment.
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RISK DISCLAIMER
Trading involves significant risk. Past performance is not necessarily indicative of future results. Always forward-test on a demo account before trading live and use appropriate risk management.
