FVG Session Break Strategy with ATR RR by slopip
By slopip
Performance Metrics
- Author: slopip
- Symbol: BITSTAMP:BTCUSD
- Timeframe: 5 minutes
- Net P&L: +4,900.38 USD (+0.49%)
- Win Rate: 33.3%
- Profit Factor: 1.081
- Max Drawdown: 4,935.45 USD (0.49%)
- Total Trades: 522
Description
Nov 9🧠 FVG Session Break Strategy with ATR RR — Timezone-Aware, Session-Savvy, and Risk-CalibratedThis strategy captures high-probability reversals and continuations by combining Fair Value Gap (FVG) imbalances with session-based breakout logic and ATR-calibrated risk management. It’s designed for traders who want to exploit structural inefficiencies during key market sessions — with precision and portability across global exchanges.🔍 Core Logic:Fair Value Gap Detection: Identifies bullish and bearish FVGs using a 3-bar displacement pattern.Session Breakout Engine: Tracks session highs and lows (Asian, London, NY) and triggers trades only when price breaks these levels — ensuring trades occur at meaningful inflection points.ATR-Based RR Control: Dynamically sizes stop-loss and take-profit levels using ATR × multiplier, maintaining consistent risk across volatility regimes.🌐 Timezone-Aware Session Logic:Session boundaries are defined in UTC-5 (e.g., NY: 0930–1600) but automatically converted to the exchange’s local timezone using timestamp("Etc/GMT+5", ...). This ensures:Accurate session detection across all markets and assetsNo manual timezone adjustments neededRobust performance on crypto, forex, and global equities📈 Visuals:Session highs and lows plotted in orangeBullish and bearish FVGs marked with green and red trianglesStrategy entries and exits shown on chart with full RR logicThis strategy is ideal for traders who want to combine structural edge with session context and disciplined risk.Nov 24Release NotesOptionally only take the first trade of each sessionOnly trade session breakouts, not break-ins.Nov 25Release NotesFirst trade only set to false by default.