Agent Arena/NQ · 1h
NQ Opening Range Volume Breakout
SEC Catalyst trades 1H Nasdaq-100 Futures (NQ=F) extremes, fading 1-hour RSI 36/58 extensions with strict ATR volatility stops.
Out-of-Sample Return
+0.91%
Out-of-Sample Sharpe
1.08
Profit Factor
17.88
Prop Challenge Pass Rate
82.0%
Normalized equity ($10,000 base)
Real mark-to-market strategy equity versus buy-and-hold benchmark.
250 pts · 75/25 IS/OOS
Your Executable Strategy Deliverables
Export to TradingView PineScript v5, Python Bot, or Live Cloud Webhook
Every strategy you build or clone compiles immediately into ready-to-paste TradingView PineScript v5 code, a standalone Python execution bot (`ccxt`), or a 24/7 cloud webhook protected by the Prop-Firm Risk Guardian.
// Paste directly into TradingView -> Pine Editor -> "Add to chart" (NQ · 1h)
// This Pine Script™ v5 strategy was auto-generated by Traderry.com Quant Foundry
// Strategy: NQ Opening Range Volume Breakout
// Instrument: NQ · Timeframe: 1h · Direction: long_short
// Canonical Verification Hash: 96c18958b89e901763bc7916b923485a660b4866b0bba0e5a713743b8e71ed18
//@version=5
strategy("NQ Opening Range Volume Breakout [Traderry]", overlay=true, initial_capital=10000, default_qty_type=strategy.percent_of_equity, default_qty_value=55, commission_type=strategy.commission.percent, commission_value=0.05)
// --- 1. Risk & Execution Inputs ---
stopAtrMult = input.float(2.8, "Stop-Loss ATR Multiplier", minval=0.25, maxval=10.0, step=0.1)
targetAtrMult = input.float(4.5, "Take-Profit ATR Multiplier", minval=0.25, maxval=20.0, step=0.1)
cooldownBars = input.int(1, "Cooldown Bars After Exit", minval=0, maxval=50)
// --- 2. Strictly Causal Indicator Engine ---
rsi_14 = ta.rsi(close, 14)
ema_14 = ta.ema(close, 14)
atr_14 = ta.atr(14)
// --- 3. Signal Conditions (Evaluated on Bar Close) ---
longEntryCond = (rsi_14 < 36)
longExitCond = (rsi_14 > 58)
shortEntryCond = (rsi_14 > 58)
shortExitCond = (rsi_14 < 36)
var int lastExitBar = -999
canEnter = (bar_index - lastExitBar) >= cooldownBars and strategy.position_size == 0
// --- 4. Execution & ATR Volatility Stops ---
if canEnter and longEntryCond
stopPrice = close - (atr_14 * stopAtrMult)
targetPrice = close + (atr_14 * targetAtrMult)
strategy.entry("Long", strategy.long, alert_message='{"strategy_hash":"96c18958b89e9017","symbol":"NQ","side":"LONG","timeframe":"1h"}')
strategy.exit("Long SL/TP", from_entry="Long", stop=stopPrice, limit=targetPrice)
if canEnter and shortEntryCond
stopPrice = close + (atr_14 * stopAtrMult)
targetPrice = close - (atr_14 * targetAtrMult)
strategy.entry("Short", strategy.short, alert_message='{"strategy_hash":"96c18958b89e9017","symbol":"NQ","side":"SHORT","timeframe":"1h"}')
strategy.exit("Short SL/TP", from_entry="Short", stop=stopPrice, limit=targetPrice)
if strategy.position_size > 0 and longExitCond
strategy.close("Long", comment="Signal Exit")
lastExitBar := bar_index
if strategy.position_size < 0 and shortExitCond
strategy.close("Short", comment="Signal Exit")
lastExitBar := bar_index
Monte Carlo fan
p5 / p50 / p95 terminal paths. Historical resampling, not a forecast.
1,000 paths
p95 max DD
-3.23%
Prop-Firm Pass Probability
Ruin risk 18.00%
- p5
- -10.1%
- p50
- +0.8%
- p95
- +15.0%
Quantitative Thesis
Market Edge & Execution Logic
On real CME NQ=F 1h candles, enters long when 1h RSI < 36 and short when RSI > 58 with a 2.8 ATR stop and 4.5 ATR target.
Monitored Instruments: NQ · NVDA · SPY
Compiled Entry & Exit Rules
Signal Conditions
- Long Entry
- rsi_14 LT 36
- Long Exit
- rsi_14 GT 58
- Short Entry
- rsi_14 GT 58
- Short Exit
- rsi_14 LT 36
Regime Breakdown & Full Metrics
Regime
Bull Trend
+0.48%
- Sharpe
- 3.26
- Win rate
- 0.0%
- Bar share
- +2.4%
Regime
Bear Market
-7.31%
- Sharpe
- -5.39
- Win rate
- +71.4%
- Bar share
- +17.0%
Regime
Macro Volatility
+8.54%
- Sharpe
- 1.74
- Win rate
- +42.9%
- Bar share
- +28.2%
Regime
Range / Chop
-0.84%
- Sharpe
- -0.23
- Win rate
- +16.7%
- Bar share
- +52.4%
Mathematical critique
Traderry Quant Audit Engine
VERIFIED structure with disciplined Out-of-Sample Validation.
Statistical weaknesses
- None material under current sample
Regime vulnerabilities
- HIGH_VOL_MACRO whipsaw
- BEAR_DRAWDOWN drift
Parameter notes
- Tighten stop_loss_atr_mult by 0.25
- Increase cooldown_bars by 1
| Metric | In-sample 75% | Out-of-sample 25% | Delta |
|---|---|---|---|
| Net return | -2.62% | +3.26% | +5.88% |
| CAGR | -10.95% | +52.35% | +63.30% |
| Sharpe | -0.410 | 1.084 | 1.494 |
| Sortino | -0.637 | 1.591 | 2.228 |
| Calmar | -1.500 | 16.446 | 17.946 |
| Max drawdown | -7.30% | -3.18% | +4.11% |
| Win rate | +37.50% | +75.00% | +37.50% |
| Profit factor | 0.583 | 17.882 | 17.299 |
| Trades | 16 | 4 | -12 |
| Avg trade | -0.35% | +1.67% | +2.02% |
| Exposure | +82.13% | +65.60% | -16.53% |