NDX100 SP500 Trend Sentinel

Overview

NDX100 and SP500 Trend Sentinel is a long-only breakout trend-following Expert Advisor built for Nasdaq 100 (US100 / NAS100) and equally applicable to S&P 500 (SPX500), running on the H1 timeframe.

The underlying logic is the structural tendency of US stock indices to grind higher and reach new highs after pullbacks: no top/bottom guessing, no counter-trend trades — it enters only after a trend is confirmed, rides it with pyramiding, and manages drawdowns with ATR-adaptive risk control. All distance parameters are expressed as ATR multiples, so the system automatically adapts to different volatility regimes and price levels — no re-optimization for different price scales.

Strategy Logic

Entry (breakout confirmation)

• Waits for a solid momentum candle on H1 to close above the high of an extended lookback window, entering only confirmed trend starts — never anticipatory trades;

• Optional pullback filter: price must first make a brief retracement before the breakout, filtering out emotionally chasing entries.

Position Management (fully ATR-adaptive)

• Initial stop and take profit are both set as ATR multiples, maintaining a high risk-reward structure;

• Positions are scaled in through pyramiding as the trend progresses, amplifying profits;

• A trailing stop activates automatically after scaling-in begins, progressively locking in gains;

• A protective exit closes all longs immediately when a strongly bearish momentum candle appears, guarding against rapid trend reversals.

Dual Filters (trade only in favorable conditions)

• Daily regime switch: when the index breaks below an extended daily-period low, new entries are paused automatically and resume once strength returns — no counter-trend entries during sustained downtrends;

• Volatility filter: recognizes "mild rise + low volatility" exhaustion patterns and skips those entries, avoiding the main losing scenario identified in historical backtests.

Sizing & Risk

• Fixed-fractional risk model: each initial trade risks only a small fixed fraction of the capital base. Lot size is derived from the ATR stop distance and tick value and does not float with account equity, keeping exposure stable and predictable;

• Even during extreme losing streaks, overall drawdown remains tightly contained.

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