CNPS22-BASTION — Strategy by PhaisinhOnline
By PhaisinhOnline
Performance Metrics
- Author: PhaisinhOnline
- Symbol: HNX:VN301!
- Timeframe: 1 minute
Description
CNPS22 BASTION V4 COST-AWARECNPS22 BASTION V4 is a market-structure continuation strategy designed around Break of Structure, controlled retests and trend confirmation.The strategy deliberately avoids entering immediately when a structural breakout occurs.Instead, the breakout creates a setup that must be retested and confirmed before execution.━━━━━━━━━━━━━━━━━━1. STRATEGY CONCEPT━━━━━━━━━━━━━━━━━━The primary sequence is:Trend Regime→ Strong Break of Structure→ Do Not Chase→ Wait for Retest→ BOS Level Holds→ Continuation Confirmation→ EntryThe purpose is to avoid paying for late breakout entries after price has already expanded away from the structural level.━━━━━━━━━━━━━━━━━━2. TREND REGIME━━━━━━━━━━━━━━━━━━The strategy uses a fast and slow EMA structure.Default:Fast EMA: 20Slow EMA: 50Fast EMA slope is also evaluated.An optional VWAP filter is enabled by default.LONG environments generally require:• Bullish EMA structure• Positive fast-EMA slope• Price on the correct side of VWAPSHORT environments use the mirrored conditions.━━━━━━━━━━━━━━━━━━3. BREAK OF STRUCTURE━━━━━━━━━━━━━━━━━━CNPS22 tracks recent swing structure.Default Swing Lookback:4 barsA BOS is only accepted when price closes sufficiently beyond the previous structural level.The breakout must therefore have measurable displacement rather than simply touching the swing.Default minimum close beyond swing:0.10 ATR━━━━━━━━━━━━━━━━━━4. BOS QUALITY━━━━━━━━━━━━━━━━━━The breakout candle must meet quality requirements.Default conditions include:Minimum Body / Range: 60%Minimum Range / ATR: 0.80Volume Expansion: ONVolume Average Length: 20Volume Multiplier: 1.15The purpose is to distinguish meaningful structural displacement from weak marginal breaks.━━━━━━━━━━━━━━━━━━5. RETEST LOGIC━━━━━━━━━━━━━━━━━━After a valid BOS, the strategy does not immediately enter.The broken structural level becomes a retest reference.The setup remains active for a limited number of bars.Default:Maximum Retest Window: 12 barsPrice must return toward the BOS level without invalidating the structure.A tolerance based on ATR allows price to interact with the level without requiring an exact tick-perfect touch.━━━━━━━━━━━━━━━━━━6. CONTINUATION CONFIRMATION━━━━━━━━━━━━━━━━━━After the retest, continuation must be confirmed.Default confirmation requirements include:• Directional candle• Minimum body quality• Previous candle High / Low break• Close back beyond Fast EMA• RSI confirmationDefault RSI parameters:RSI Length: 14Long Minimum: 52Short Maximum: 48The strategy therefore requires both structure and renewed directional momentum.━━━━━━━━━━━━━━━━━━7. ONE ATTEMPT PER BOS━━━━━━━━━━━━━━━━━━Each Break of Structure is treated as a specific setup event.The cost-aware version allows only one trading attempt per BOS.This helps prevent repeated entries around the same failed or noisy structural level.━━━━━━━━━━━━━━━━━━8. RISK MANAGEMENT━━━━━━━━━━━━━━━━━━CNPS22 uses structure-based stops.Default accepted stop range:Minimum Stop: 3 pointsMaximum Stop: 6 pointsIf the required structural stop is wider than the maximum accepted risk, the setup is rejected.Default Reward / Risk:2.5RThe strategy therefore prioritizes fewer trades with a wider expected payoff rather than frequent low-R exits.Break-even is intentionally disabled in this version.━━━━━━━━━━━━━━━━━━9. COST-AWARE DESIGN━━━━━━━━━━━━━━━━━━CNPS22 V4 includes several changes intended to reduce unnecessary trading friction.Default rules include:Maximum Trades Per Day: 2Cooldown: 8 barsOne Attempt Per BOSNo Break-EvenNo Time StopNo Regime Market ExitNo Synthetic CVD GateNo SMI GateThe objective is to reduce over-management and excessive turnover on lower timeframes.━━━━━━━━━━━━━━━━━━10. SESSION MANAGEMENT━━━━━━━━━━━━━━━━━━Default timezone:Asia/Ho_Chi_MinhPrimary entry windows are separated into morning and afternoon trading periods.The strategy operates on the current chart timeframe.Positions are force-closed according to the configured end-of-session setting.━━━━━━━━━━━━━━━━━━11. BACKTEST ASSUMPTIONS━━━━━━━━━━━━━━━━━━Initial Capital: 100,000,000Position Size: 3 contractsCommission: 10,000 VND per contractSlippage: 3 ticksPyramiding: 0Trading friction is included directly in the Strategy Tester configuration.━━━━━━━━━━━━━━━━━━12. HOW TO EVALUATE THE STRATEGY━━━━━━━━━━━━━━━━━━CNPS22 is best evaluated as a BOS-retest continuation system.Useful variables include:• BOS quality• Retest tolerance• Setup lifetime• EMA regime• VWAP alignment• RSI confirmation• Accepted structural stop range• Reward / RiskImportant metrics include:• Profit Factor• Maximum Drawdown• Average Trade• Number of BOS setups• Number of executed retests• Long / Short performance• Cost per completed trade━━━━━━━━━━━━━━━━━━DISCLAIMER━━━━━━━━━━━━━━━━━━This strategy is intended for educational, analytical and backtesting purposes only.It does not constitute financial advice.Past performance does not guarantee future results.Trading futures and leveraged financial products involves substantial risk. Users are responsible for their own execution, position sizing and risk management.