Sniper Trade Pro (ES 15-Min) - Topstep Optimized — Strategy by labdallah19
By labdallah19
Performance Metrics
- Author: labdallah19
- Symbol: CME_MINI:ES1!
- Timeframe: 30 minutes
- Net P&L: +22,175.00 USD (+2.22%)
- Win Rate: 44.7%
- Profit Factor: 2.058
- Max Drawdown: 4,500.00 USD (0.44%)
- Total Trades: 38
- Sharpe Ratio: −0.095
Description
🔹 OverviewSniper Trade Pro is an advanced algorithmic trading strategy designed specifically for E-mini S&P 500 (ES) Futures on the 15-minute timeframe. This strategy is optimized for Topstep 50K evaluations, incorporating strict risk management to comply with their max $1,000 daily loss limit while maintaining a high probability of success.It uses a multi-confirmation approach, integrating:✅ Money Flow Divergence (MFD) → To track liquidity imbalances and institutional accumulation/distribution.✅ Trend Confirmation (EMA + VWAP) → To identify strong trend direction and avoid choppy markets.✅ ADX Strength Filter → To ensure entries only occur in trending conditions, avoiding weak setups.✅ Break-Even & Dynamic Stop-Losses → To reduce drawdowns and protect profits dynamically.This script automatically generates Buy and Sell signals and provides built-in risk management for automated trading execution through TradingView Webhooks.🔹 How Does This Strategy Work?📌 1. Trend Confirmation (EMA + VWAP)The strategy uses:✔ 9-EMA & 21-EMA: Fast-moving averages to detect short-term momentum.✔ VWAP (Volume-Weighted Average Price): Ensures trades align with institutional volume flow.How it works:Bullish Condition: 9-EMA above 21-EMA AND price above VWAP → Confirms buy trend.Bearish Condition: 9-EMA below 21-EMA AND price below VWAP → Confirms sell trend.📌 2. Liquidity & Money Flow Divergence (MFD)This indicator measures liquidity shifts by tracking momentum changes in price and volume.✔ MFD Calculation:Uses Exponential Moving Average (EMA) of Momentum (MOM) to detect changes in buying/selling pressure.If MFD is above its moving average, it signals liquidity inflows → bullish strength.If MFD is below its moving average, it signals liquidity outflows → bearish weakness.Why is this important?Detects when Smart Money is accumulating or distributing before major moves.Filters out false breakouts by confirming momentum strength before entry.📌 3. Trade Entry Triggers (Candlestick Patterns & ADX Filter)To avoid random entries, the strategy waits for specific candlestick confirmations with ADX trend strength:✔ Bullish Entry (Buy Signal) → Requires:Bullish Engulfing Candle (Reversal confirmation)ADX > 20 (Ensures strong trending conditions)MFD above its moving average (Liquidity inflows)9-EMA > 21-EMA & price above VWAP (Trend confirmation)✔ Bearish Entry (Sell Signal) → Requires:Bearish Engulfing Candle (Reversal confirmation)ADX > 20 (Ensures strong trending conditions)MFD below its moving average (Liquidity outflows)9-EMA < 21-EMA & price below VWAP (Trend confirmation)📌 4. Risk Management & Profit ProtectionThis strategy is built with strict risk management to maintain low drawdowns and maximize profits:✔ Dynamic Position Sizing → Automatically adjusts trade size to risk a fixed $400 per trade.✔ Adaptive Stop-Losses → Uses ATR-based stop-loss (0.8x ATR) to adapt to market volatility.✔ Take-Profit Targets → Fixed at 2x ATR for a Risk:Reward ratio of 2:1.✔ Break-Even Protection → Moves stop-loss to entry once price moves 1x ATR in profit, locking in gains.✔ Max Daily Loss Limit (-$1,000) → Stops trading if total losses exceed $1,000, complying with Topstep rules.