Strategies/ifvg_dol/ifvg_dol_mnq_prac

ifvg_dol_mnq_prac

ifvg_dol · MNQ · GLOBEX

Strategy

Cell

Symbol

Engine-side symbol (e.g. MNQ, MGC).

Contract root

Topstep contract root for live runners.

Session

RTH / PM / ASIA / RTH_15m / GLOBEX.

Notes

Free text. Surfaces in /strategies + audit ledger.

Sizing

Contracts

1..10. Drives engine quantity per fill.

Size mode

fixed / risk_based / atr_scaled.

Max daily loss (USD)

Soft daily cap inside the engine (not Topstep's).

Risk

Panic flatten on disconnect

Always true. Every entry needs an SL by fill-time (engine-level invariant).

true

No overnight

Close any open position before session end.

Max concurrent positions

Almost always 1.

session

Timeframe

Signal-detection resolution. Fills are ALWAYS stepped on the underlying 1-minute bars (no coarse-bar fills), so non-1m results stay execution-honest. 1m is the validated edge; other timeframes are research-grade (not Ironclad-validated).

timeframe · enum

Session timezone

Session windows evaluated in Oslo local time (matches docx spec).

timezone · enum

Entry window open (Oslo)

No new entries before this Oslo hour. London open = 09:00.

entry_window_start · time

Entry window close (Oslo)

No new entries after this Oslo hour. NY close = 22:00.

entry_window_end · time

Max hold (minutes)

Time-stop: force-flat after this many minutes regardless of outcome.

max_hold_min · integer · min 1 · max 1440

Max entries / day

Hard daily entry cap (Oslo calendar day). Load-bearing: caps daily DD.

max_signals_per_day · integer · min 1 · max 20

entry

FVG min gap (pts)

Ignore FVGs narrower than this (filters micro-gaps).

fvg_min_gap_pts · decimal · min 0

Inversion window (bars)

An FVG must invert within this many 1m bars of forming. Wider = more signals, shorter = tighter recency gate.

invert_window_bars · integer · min 1 · max 500

Sweep lookback (bars)

Swept pool must have been swept within this many bars of the inversion bar. Prevents matching stale sweeps.

sweep_lookback_bars · integer · min 1 · max 240

Pool quality

major = PDH/PDL + session H/L + 4H/1H swings only (drop EQH/EQL). Load-bearing: all-pools kills the edge.

pool_quality · enum

Entry mode

retest_ce = resting limit at the iFVG 50% (consequent encroachment). Only validated mode.

entry_mode · enum

Fill-through (ticks)

Require price to trade THROUGH the limit by this many ticks before counting a fill. Conservative live-fill model.

fill_through_ticks · decimal · min 0

exit

Stop mode

wick = stop just beyond the swept pool's wick extreme (structural, load-bearing). gap = stop just beyond the iFVG edge (tighter but more noise).

stop_mode · enum

Stop buffer (pts)

Add this many points beyond the wick/gap for stop placement.

sl_buffer_pts · decimal · min 0

Min stop (pts)

Setups with a risk < this are rejected (too tight to be real).

min_stop_pts · decimal · min 0

Max risk (pts)

Setups wider than this are rejected. 18 pts = $36/ct on MNQ; keeps 9ct under the $2k Combine DD gate (qstack+risk18 model).

max_risk_pts · decimal · min 0

Target mode

dol = nearest opposing liquidity pool (draw-on-liquidity, validated). 1r/1.5r/2r = fixed R-multiple.

target_mode · enum

Target floor (R)

Minimum DOL target in R. Skip if nearest pool is closer.

tgt_min_r · decimal · min 0 · max 10

Target cap (R)

Cap an over-far DOL pool at this R-multiple to avoid unreachable targets.

tgt_cap_r · decimal · min 0 · max 20

instrument

Tick size

tick_size · decimal · min 0

Point value ($)

point_value · decimal · min 0

Commission / contract ($)

commission_per_contract · decimal · min 0

filters

Skip entries around HIGH-impact news

When on, the backtest harness refuses NEW entries inside the window around any HIGH-impact macro event (NFP, FOMC, CPI). Open positions are NOT touched — stops and exits still fire.

skip_around_high_impact_news · boolean

News block: minutes before event

Default 5 matches trade_guard.EVENT_SKIP_WINDOW_MIN.

news_block_before_min · integer · min 0 · max 120

News block: minutes after event

Default 15 matches trade_guard.EVENT_CAUTION_WINDOW_MIN.

news_block_after_min · integer · min 0 · max 240

Dry-run window

30D3mo6mo1Y

Preview runs against the saved cell. Save first to test edits.

Strategy

Liquidity-pool sweep -> FVG inversion -> limit entry at the 50% consequent encroachment -> stop beyond the swept wick -> target at the nearest opposing liquidity pool (Draw-on-Liquidity). High-win-rate mean-reversion on MNQ London+NY.

Edge thesis

A liquidity pool is swept (BSL/SSL), the FVG that powered the sweep inverts back through its origin — the iFVG is the institutional order block. Entering at the 50% CE on a resting limit (not market) gives a structural stop and a DOL target reachable within the session.

Risk notes

Stop = wick of the swept pool + sl_buffer_pts; capped at max_risk_pts (18 pts = $36/ct). Target = nearest opposing pool, min 0.5R, max 4.0R. Sim-fill on CFD proxy; live broker fill rate is UNVALIDATED (liqsweep_simfill rule applies). PRAC dry-run is the gate before any Combine wire-up.

Path

/home/mats/MWM-AI/projects/mwm-trading/platform/mwmt_platform/cells/ifvg_dol_mnq_prac.yaml

Saving runs schema + PARAM_SPEC validation, then atomic write. Every save (accepted or rejected) hits the audit log. API base: http://127.0.0.1:7654.