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Symbols 8

LQDT, BRR, BGY, BALI, RYI, GPI, TAIL, USDX

Performance Summary

Total Trades

1

Total P&L

$25.88

Notional: $19998.59
Total Return

0.13%

Weighted by notional
Win Rate

100%

1 W / 0 L
CouldWin Rate

100%

1 could / 1 total
Avg P&L

$25.88

Avg Return: 0.13%
Best Win

$25.88

Largest Loss

$25.88

Trade Details 1 positions
ID Symbol Side Entry Price Exit Price Qty P&L % (USD) CouldWin Stop Loss Entry Time Exit Time Duration
1356486 BRR Buy $10.36 $10.37 1931 0.13% ($25.88) True $10.34 04/08/25 18:56 04/08/25 18:58 2m
Strategy DSL LowVolume Basket - Omega Bounce Pulse-b677d4 + Mut
Job Like
CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000

PARAMS:
sym="{{sym}}",
fast_ema=13,          # Fast EMA period for short-term trend
slow_ema=11,          # Slow EMA period for longer-term trend
keltner_period=16,    # Period for Keltner Channel calculation
keltner_mult=2.0,     # Multiplier for Keltner Channel width
vol_pace_period=19,   # Period for volume pace exhaustion check
atr_period=17,        # ATR period for risk management
atr_mult=4,         # ATR multiplier for trailing stop
risk_frac=0.02        # Risk fraction for position sizing

STRATEGY "Omega Bounce Pulse-b677d4 + Mut":
TRIGGER:
  // Skip first 9 minutes of the session to avoid noise
  TIME_UTC_IN("11:46", "22:00")
  // Price filter to avoid penny stocks
  AND LAST(CLOSE(sym, 1m)) > 7
  // Keltner Channel pullback: Price below lower band (oversold condition)
  AND LAST(CLOSE(sym, 1m)) < LOWER(BBANDS(CLOSE(sym, 1m), keltner_period, keltner_mult))
  // Volume pace exhaustion: Current volume pace lower than recent average (reversal hint)
  AND VOL_PACE(sym, 1d, vol_pace_period) < AVG(VOL(sym, 1d), vol_pace_period)
  // Higher timeframe confirmation: 5m EMA trend should be bullish for pullback context
  AND EMA(CLOSE(sym, 5m), fast_ema) > EMA(CLOSE(sym, 5m), slow_ema)
ENTRY: MARKET          # Market entry to capture quick reversals in mean reversion
EXIT:
  // Exit on reversion to mean: Price crosses above middle band
  LAST(CLOSE(sym, 1m)) > MID(BBANDS(CLOSE(sym, 1m), keltner_period, keltner_mult))
RISK: TRAIL_ATR(atr_period, atr_mult)   # Trailing ATR stop to lock in profits during reversal
SIZING: FIXED_FRACTION(risk_frac)       # Fixed fraction sizing based on risk tolerance