HB - Rotational Stretch Engine (STRATEGY) by HillBillyKrypto
By HillBillyKrypto
Performance Metrics
- Author: HillBillyKrypto
- Symbol: CME_MINI:MNQ1!
- Timeframe: 3 minutes
- Net P&L: +107.00 USD (+10.70%)
- Win Rate: 71.4%
- Profit Factor: 1.226
- Max Drawdown: 225.50 USD (20.76%)
- Total Trades: 14
Description
NFA / DYORHB - Rotational Stretch EngineProfessional Strategy Documentation & Execution Manual1. Strategy Overview• Mean-reversion rotational strategy designed for intraday index futures.• Captures price reversals at structural premium and discount extremes.• Uses RSI stretch and swing confirmation for precise timing.• Fully systematic with defined session, risk, and execution logic.• Optimized for MNQ / NQ micro futures environments.2. Premium / Discount Range Framework• Calculates rolling high and low over configurable lookback period.• Defines Premium Zone near range highs.• Defines Discount Zone near range lows.• Zone width controlled by percentage input.• Ensures entries occur only at structural extremes.3. RSI Stretch & Momentum Engine• Configurable RSI length (default 14).• Short Stretch level defines overextended upside momentum.• Long Stretch level defines overextended downside momentum.• Requires RSI swing high confirmation for shorts.• Requires RSI swing low confirmation for longs.• Momentum turn required before order execution.4. Session Filter• Trades only within defined session hours.• Default: 02:00 – 15:59 (extended U.S. session).• Avoids overnight illiquid conditions.• Ensures participation during institutional volume cycles.5. Entry Conditions• SHORT Entry:• • Price inside Premium Zone.• • RSI above Short Stretch threshold.• • RSI swing high detected.• • RSI momentum turning downward.• • No active short position.• LONG Entry:• • Price inside Discount Zone.• • RSI below Long Stretch threshold.• • RSI swing low detected.• • RSI momentum turning upward.• • No active long position.6. Risk Management Model• Fixed tick-based profit target.• Fixed tick-based stop-loss.• Target and stop independently configurable.• Uses average entry price for bracket precision.• Commission and slippage modeled in strategy parameters.7. Strategic Deployment Guidelines• Best suited for range-bound or rotational environments.• Avoid strong directional breakout expansions.• Effective during volatility cycling conditions.• Position sizing should align with account risk model.• Suitable for automation or disciplined discretionary execution.