Xiznit Advanced Scalper — Strategy by Xiznit
By Xiznit
Performance Metrics
- Author: Xiznit
- Symbol: CME_MINI:MNQ1!
- Timeframe: 1 minute
- Net P&L: +17,376.00 USD (+69.50%)
- Win Rate: 40.9%
- Profit Factor: 1.412
- Max Drawdown: 1,772.00 USD (4.71%)
- Total Trades: 1,483
Description
**Xiznit ER Regime Scalper**The Xiznit ER Regime Scalper is a momentum-based scalping strategy built for the 2-minute timeframe, designed primarily for futures markets such as MNQ, MGC, and SIL. It combines an Efficiency Ratio (ER) based regime filter with VWAP, dual moving averages, and a suite of configurable entry filters to identify high-quality trend entries while avoiding choppy and consolidating market conditions.**How It Works**At the core of this strategy is the Efficiency Ratio Regime Filter, which classifies each bar into one of four market states: Uptrend (green), Downtrend (red), Chop (orange), or Consolidation (grey). Bar colors on the chart reflect the current regime in real time.Entries are only taken on the very first qualifying candle after the market transitions into a trending state from a non-trending state. Consecutive same-color candles do not re-trigger entries — the strategy requires a full regime reset before a new entry is considered. This prevents chasing momentum that has already played out.Long entries are triggered when the regime turns green and the selected entry mode conditions are met. Short entries are triggered when the regime turns red under the equivalent conditions. All open trades are immediately exited when the regime shifts away from the trade direction — no waiting, no second chances.**Entry Modes**Six entry modes are available, selectable from the settings panel:**Full Filter** — Requires price to be on the correct side of VWAP, the fast MA to be above or below the slow MA, and both MAs to be on the correct side of VWAP. This is the most conservative and highest-quality filter.**VWAP Only** — Requires price to be above VWAP for longs and below VWAP for shorts. MA positioning is ignored.**EMA Only** — Requires the fast MA to be above the slow MA for longs and below for shorts. VWAP is ignored.**Regime Only** — Enters purely on the first qualifying regime candle with no additional filters. Most active mode with the highest trade frequency.**Fresh Cross** — Requires the MA crossover to have occurred within a configurable number of bars. Targets early trend entries right as momentum begins rather than mid-trend.**Pullback** — Waits for price to pull back to the fast MA and then get a confirming regime candle before entering. Designed to improve entry quality by getting closer to dynamic support and resistance.**Entry Filters**Each of the following filters can be independently toggled on or off:**Block First 20 Minutes of NY Session** — Prevents entries during the volatile and unpredictable opening period of the New York session.**Require Prior Bar Alignment Confirmed** — Requires the entry alignment condition to have been true on the previous bar before an entry is valid. Prevents entries immediately after an EMA cross into an already-established trend.**Minimum Candle Body Size** — Skips doji and indecision candles as signal bars. A configurable minimum body size in ticks is required for the signal candle to qualify.**Require MAs Sloping in Trade Direction** — Requires both moving averages to be actively rising for longs or falling for shorts. Filters out flat or sideways EMA setups where trend conviction is low.**Require Breakout of Prior Bar High/Low** — Requires the signal candle to close above the prior bar's high for longs or below the prior bar's low for shorts, confirming momentum before entry.**Block Lunch Hour** — Blocks all entries between 12:00 PM and 1:00 PM CST, a period commonly associated with low momentum and choppy price action.**Stronger ER Filter** — Raises the minimum Efficiency Ratio threshold required for entry above the standard trend threshold, keeping only the highest-conviction trend readings.**Trade Management****Take Profit and Stop Loss** — Both are configurable in ticks. Default is 100 ticks for each, creating a 1:1 risk/reward ratio per trade.**Move SL to Breakeven** — An optional toggle that moves the stop loss to the entry price once the trade moves 50 ticks in your favor. Protects against giving back profit on trades that approach but do not reach the take profit target.**EOD Flatten** — All open positions are automatically closed at a configurable time, defaulting to 3:58 PM CST. Prevents trades from being held into the market close or overnight sessions.**Indicators Plotted**- VWAP — configurable color and line width, defaults to orange- Fast MA — configurable type (EMA/SMA), length, and color, defaults to 9 EMA in blue- Slow MA — configurable type (EMA/SMA), length, and color, defaults to 21 EMA in red- Bar colors reflect the current ER regime state in real time**Automation**This strategy includes alert message payloads formatted for webhook-based trade automation. Set the alert message field to `{{strategy.order.alert_message}}` when creating alerts in TradingView to pass the correct JSON payload to your automation platform on every entry and exit.**Settings Overview**All inputs are organized into clearly labeled groups with tooltips explaining each setting. The strategy is designed to be approachable for manual traders reviewing signals as well as automated traders routing alerts through a webhook pipeline.*Past performance is not indicative of future results. This strategy is provided for educational purposes. Always validate in your own environment before deploying with real capital.*Release NotesApril 17, 2026Changed the name of the script.