CleightyP BOS/SMA/MACD/VWAP — Strategy by LRVTrades
By LRVTrades
Performance Metrics
- Author: LRVTrades
- Symbol: CME_MINI:NQ1!
- Timeframe: 5 minutes
- Net P&L: +34,320.00 USD (+3.43%)
- Win Rate: 64.2%
- Profit Factor: 1.672
- Max Drawdown: 13,150.00 USD (1.27%)
- Total Trades: 95
Description
A structure-based breakout strategy that trades breaks of swing highs and lows (BOS/CHoCH). It enters on either intrabar or confirmed breaks, with options to take only longs, shorts, or both. Trades are filtered by trend and momentum using SMA slope alignment and optional slope divergence, along with VWAP context and a defined trading window. Stops can be set by percentage or based on the previous swing (with adjustable tightness), and targets use a fixed risk-reward. Built-in checks ensure SL/TP are always positioned correctly and avoid re-entering the same level.