NQ Scalper (EMA Trend + Pullback Reclaim) [v5]

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คำอธิบาย

NQ Scalper (EMA Trend + Pullback Reclaim) is a fast intraday strategy built for 1–5 minute charts. It trades pullbacks in the direction of trend using a 100 EMA trend filter and a fast EMA reclaim trigger. RSI confirmation helps filter weak setups, and an optional VWAP filter can further align entries with intraday bias.

The strategy uses ATR-based stop loss and take profit, with an optional trailing stop. Designed primarily for NQ/MNQ scalping during regular market hours. Best used for backtesting, optimization, and forward testing with proper risk management.

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Pine Script Source

//@version=5
strategy("NQ Scalper (EMA Trend + Pullback Reclaim) [v5]",
     overlay=true,
     calc_on_every_tick=true,
     process_orders_on_close=true,
     initial_capital=10000,
     commission_type=strategy.commission.cash_per_contract,
     commission_value=0.5)

// ─────────────────────────────────────────────────────────────────────────────
// Inputs
// ─────────────────────────────────────────────────────────────────────────────
groupTrend = "Trend / Signals"
emaTrendLen  = input.int(100, "Trend EMA Length", minval=1, group=groupTrend)
emaFastLen   = input.int(21,  "Fast EMA Length", minval=1, group=groupTrend)
rsiLen       = input.int(14,  "RSI Length", minval=1, group=groupTrend)
rsiLongMin   = input.int(52,  "RSI Min for Long", minval=1, maxval=99, group=groupTrend)
rsiShortMax  = input.int(48,  "RSI Max for Short", minval=1, maxval=99, group=groupTrend)
useVWAP      = input.bool(false, "Use VWAP filter (optional)", group=groupTrend)

groupRisk = "Risk / Exits"
atrLen     = input.int(14, "ATR Length", minval=1, group=groupRisk)
stopATR    = input.float(1.2, "Stop = ATR x", minval=0.1, step=0.1, group=groupRisk)
targetATR  = input.float(1.6, "Target = ATR x", minval=0.1, step=0.1, group=groupRisk)
useTrail   = input.bool(false, "Use Trailing Stop", group=groupRisk)
trailATR   = input.float(1.0, "Trail = ATR x", minval=0.1, step=0.1, group=groupRisk)

groupSession = "Session Filter"
useSession   = input.bool(true, "Trade only in session", group=groupSession)
sessionInput = input.session("0930-1600", "Session (exchange time)", group=groupSession)

// Position sizing (simple)
groupSize = "Position Sizing"
qtyContracts = input.int(1, "Contracts", minval=1, group=groupSize)

// ─────────────────────────────────────────────────────────────────────────────
// Indicators
// ─────────────────────────────────────────────────────────────────────────────
emaTrend = ta.ema(close, emaTrendLen)
emaFast  = ta.ema(close, emaFastLen)
rsiVal   = ta.rsi(close, rsiLen)
atrVal   = ta.atr(atrLen)
vwapVal  = ta.vwap(hlc3)

// Session logic
inSession = not na(time(timeframe.period, sessionInput))
allowTrade = useSession ? inSession : true

// ─────────────────────────────────────────────────────────────────────────────
// Signal Logic (Pullback + Reclaim)
// Long idea:
// 1) Overall trend bullish: close > EMA trend
// 2) Price pulls back under fast EMA, then reclaims it (cross up)
// 3) RSI confirms strength
// Short idea is inverse.
// ─────────────────────────────────────────────────────────────────────────────
trendLong  = close > emaTrend
trendShort = close < emaTrend

vwapLongOk  = useVWAP ? close >= vwapVal : true
vwapShortOk = useVWAP ? close <= vwapVal : true

pullbackLong   = close[1] < emaFast[1] and ta.crossover(close, emaFast)
pullbackShort  = close[1] > emaFast[1] and ta.crossunder(close, emaFast)

rsiLongOk  = rsiVal >= rsiLongMin
rsiShortOk = rsiVal <= rsiShortMax

longSignal  = allowTrade and trendLong and pullbackLong and rsiLongOk and vwapLongOk
shortSignal = allowTrade and trendShort and pullbackShort and rsiShortOk and vwapShortOk

// ─────────────────────────────────────────────────────────────────────────────
// Entries
// ─────────────────────────────────────────────────────────────────────────────
if (longSignal) and strategy.position_size <= 0
    strategy.entry("Long", strategy.long, qty=qtyContracts)

if (shortSignal) and strategy.position_size >= 0
    strategy.entry("Short", strategy.short, qty=qtyContracts)

// ─────────────────────────────────────────────────────────────────────────────
// Exits (ATR-based)
// ─────────────────────────────────────────────────────────────────────────────
longStop   = strategy.position_avg_price - atrVal * stopATR
longTarget = strategy.position_avg_price + atrVal * targetATR

shortStop   = strategy.position_avg_price + atrVal * stopATR
shortTarget = strategy.position_avg_price - atrVal * targetATR

// Optional trailing stop
trailPts = atrVal * trailATR

if strategy.position_size > 0
    if useTrail
        strategy.exit("L-Exit", from_entry="Long", limit=longTarget, trail_points=trailPts)
    else
        strategy.exit("L-Exit", from_entry="Long", stop=longStop, limit=longTarget)

if strategy.position_size < 0
    if useTrail
        strategy.exit("S-Exit", from_entry="Short", limit=shortTarget, trail_points=trailPts)
    else
        strategy.exit("S-Exit", from_entry="Short", stop=shortStop, limit=shortTarget)

// ─────────────────────────────────────────────────────────────────────────────
// Visuals
// ─────────────────────────────────────────────────────────────────────────────
plot(emaTrend, "EMA Trend", linewidth=2)
plot(emaFast,  "EMA Fast", linewidth=1)
plot(useVWAP ? vwapVal : na, "VWAP", linewidth=1)

plotshape(longSignal,  title="Long Signal",  style=shape.triangleup,   location=location.belowbar, size=size.tiny, text="L")
plotshape(shortSignal, title="Short Signal", style=shape.triangledown, location=location.abovebar, size=size.tiny, text="S")