Ultimate Prop Firm [Artillery] — Strategy by ArtilleryTrades
By ArtilleryTrades
Performance Metrics
- Author: ArtilleryTrades
- Symbol: CME_MINI:MNQ1!
- Timeframe: 5 minutes
- Win Rate: 59.1%
- Profit Factor: 0.899
Description
Ultimate Prop Firm is a pivot-reversal supply/demand strategy built around the risk limits that funded-account (prop-firm-style) traders have to respect: a daily drawdown cap, a maximum number of trades per day, a fixed session window and a forced flat at the end of the day. This publication consolidates the previous "Ultimate Prop Firm" strategy and its separate "UPF Visual" companion indicator into one script, so the trading logic and its full visual layer now live in a single open-source publication.WHAT IT DOESThe strategy looks for reversals at recent pivot-based supply and demand zones:1) Zones - confirmed pivot highs and lows (left/right bar counts are inputs) define supply and demand levels, extended into zones using an ATR multiple.2) Long setup - a confirmed pivot low, price trading down into the demand zone, a bullish bar, RSI above a floor (momentum has not collapsed) and volume at or above its moving average.3) Short setup - the mirror image at a supply zone: confirmed pivot high, price into the zone, bearish bar, RSI below a ceiling, volume confirmation.4) Exits - a three-stage ATR-based take-profit ladder (partial exits at TP1 and TP2, remainder at TP3) with a common ATR stop, plus a hard flatten at session end.5) Safety rails - no new entries once the daily drawdown cap is hit, the max-trades-per-day count is reached, or price is outside the session window.WHY THESE PARTS TOGETHEREach filter answers a different failure mode of naked zone-trading: the pivot definition keeps zones objective, the RSI floor/ceiling rejects entries against collapsing momentum, the volume check rejects dead-tape touches, and the session/drawdown/trade-count rails force the discipline that funded accounts require. The pieces are interdependent - the zones decide where, the filters decide whether, and the rails decide whether you are still allowed to. All code is original and written with Pine built-ins only; no third-party or reused open-source code.BACKTEST PROPERTIES (documented so you can judge the report)The report you see uses realistic properties for one micro futures contract: 10,000 initial capital, fixed size of 1 contract, commission of 0.62 per contract per side, 1 tick of slippage, and orders processed on bar close. Risk per trade is bounded by the ATR stop (about 1.5 ATR by default, a small fraction of capital on a micro contract). Defaults were tuned for MNQ on the 5-minute chart during the New York session; every threshold is an input, and other symbols or timeframes need their own settings. Backtest results are historical, vary with the tested window, and do not predict future performance.WHAT YOU SEE ON THE CHART- Green/red shaded boxes: the active demand and supply zones- Triangles and the strategy's own trade markers at entries and exits- On each signal: the entry line and price label, dashed TP1/TP2 lines, a gold TP3 line, a solid red stop line, and shaded target/stop zones- Background tint: session closed, trending up, trending down, or choppy (EMA structure + ADX context)- A dashboard with market state, current position, session status, trades left today, volume state and the active SL/TP3 levelsEvery visual layer can be switched off in the Visuals input group.ALERTSThree alert conditions: long entry, short entry, and end-of-session flatten.BEHAVIOUR NOTESSignals are evaluated on bar close (no intrabar order generation, no higher-timeframe requests, no lookahead). Pivot confirmation requires the right-side bars to close, so a zone appears only after its pivot is confirmed - zones do not repaint once drawn.This is an educational and analytical tool for studying a rules-based reversal process. It is not financial advice.