Swordsmith Bulletproof Version 2 — Strategy by cronparser
By cronparser
Performance Metrics
- Author: cronparser
- Symbol: CME_MINI:MES1!
- Timeframe: 5 minutes
- Net P&L: +157.25 USD (+0.31%)
- Win Rate: 52.9%
- Profit Factor: 1.114
- Max Drawdown: 756.00 USD (1.49%)
- Total Trades: 34
Description
Swordsmith Bulletproof Version 2 is a 5-minute Opening Range Breakout (ORB) strategy built for futures instruments — MNQ, MES, NQ, and YM — using a 9-condition confluence scoring system that requires a minimum of 6 conditions to align before any trade is taken. How it works: Price must break the opening range high (long) or low (short), then pass a multi-layer filter: 1. HTF Trend — 15-minute dual EMA confirms macro direction 2. BOS / CHoCH — Smart Money market structure break or character change 3. Liquidity Sweep — confirms a sweep of resting liquidity before the move 4. Order Block — price interacting with an unmitigated demand or supply zone 5. Fair Value Gap — price filling or reclaiming a 3-candle imbalance 6. Volume Flow — above-average volume with directional confirmation and optional OBV slope 7. Smart Trail — ATR-based trailing direction filter 8. Momentum — RSI threshold with optional divergence filter 9. Session / Kill Zone — trades only during enabled NY or London windows, configurable by day of week Exit logic: TP1 (default 1R) exits 50% of the position and shifts stop to breakeven. TP2 (default 2R) closes the remainder. After TP1, the Smart Trail optionally manages the stop for extended runners. Prop firm risk controls: Daily max loss, weekly max loss, max trades per day, consecutive loss cap, and optional profit targets — all enforce a lockout that blocks new entries when limits are breached. Dashboard displays live scores, HTF trend, ORB status, session state, daily/weekly P&L, risk lockout status, and position info directly on the chart.