MOC Delta MOO Entry v2 — Strategy by ThatOtherCarGuy
By ThatOtherCarGuy
Performance Metrics
- Author: ThatOtherCarGuy
- Symbol: CME_MINI:NQ1!
- Timeframe: 5 minutes
- Net P&L: +1,500.00 USD (+0.15%)
- Win Rate: 33.3%
- Profit Factor: 2.515
- Max Drawdown: 685.00 USD (0.07%)
- Total Trades: 3
- Sharpe Ratio: −0.056
Description
1. Tracks the Daily Volume (9:30-4:00)2. Measures the Delta of the MOC3. Measures the percentage of Delta that was made during the MOC4. If it is above/below 5/-5%, it begins looking for a trade.5. When the 9:30 candle OPENS, it must be above the SMAs for a long, and it must be below the SMAs for a short. 6. If all conditions are met, it will enter a position on the CLOSE of the 9:30 candle (on the 5 minute, so enters at 9:35)