Close (5 min) > High (Previous Day)
Close (5 min) > EMA (20, close, 5 min)
Close (5 min) > EMA (200, close, 5 min)
Close (5 min) > VWAP
Volume (5 min) > SMA (Volume, 10 candles) * 2
@streak can you ?
Hi @Nemesis_r9
Kindly note that we have shared conditions as per your requirements based on our understanding. Refer to the image below:
Hope this helps.
Streak setup - 1
Close (5 min) > EMA (200, close, 5 min)
Close (5 min) > EMA (20, close, 5 min)
Close (5 min) > VWAP
Low (5 min) < EMA (200, close, 5 min) AND High (5 min) > EMA (200, close, 5 min)
(Ensures crossover within the same candle)
(Second 5-min Candle Breakout Confirmation)
Close (5 min) > High (2nd 5-min candle)
Time < 9:45 AM(Breakout must happen before 9:45 AM)*
OR
Streak setup - 2
First 5-min Candle is Already Above EMA 200 but Crosses EMA 20 & VWAP
Open (5 min) > EMA (200, close, 5 min)
Low (5 min) < EMA (20, close, 5 min) AND High (5 min) > EMA (20, close, 5 min)
(Ensures EMA 20 crossover within the same candle)
Low (5 min) < VWAP AND High (5 min) > VWAP
(Ensures VWAP crossover within the same candle)
(Second 5-min Candle Breakout Confirmation)
Close (5 min) > High (2nd 5-min candle)
Time < 9:45 AM(Breakout must happen before 9:45 AM)
@Streak can u help me to create these two streak setup
Hi @Nemesis_r9
You can use the conditions provided below to meet your requirements and set the “entry end time” as 9:45 in the backtest parameters so that no entries are generated after 9:45 am.
Setup 1
Setup 2
Hope this helps.