ATAS indicators and Python pipeline for trading NQ/ES futures with options-derived levels (GEX, DEX, walls) and AI briefings
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Updated
May 13, 2026 - Python
ATAS indicators and Python pipeline for trading NQ/ES futures with options-derived levels (GEX, DEX, walls) and AI briefings
NQ futures bot — 5-min Inverse FVG inside 15-min FVG (long-only ICT confluence). 3-year backtest: +K net on 1 MNQ, only max drawdown, every year profitable. Tradovate + Schwab streaming. Reproduce the numbers yourself.
Deterministic backtest of an ICT-based intraday scalping strategy on NQ futures (30s bars from tick data)
Mechanical backtest of Navi Trades' ICC + CCT (Candlestick Continuation Theory) scalping strategy from his YouTube series — 1H displacement candles + virgin wick POIs, with CSD and iFVG entries on 1M. Python/pandas.
Independent replication of the 5-minute Opening Range Breakout on QQQ (Zarattini & Aziz 2023, SSRN 4416622), stress-tested for execution costs. Break-even at ~2.2¢/share slippage; NQ confirmation filter significant per-trade (t=2.05) but 76% of its PnL is 2022 alone. Placebo control + bootstrap CIs.
NQ 1-minute backtest of the ICT Silver Bullet AM Session strategy — time-window reversal trades (10:00-11:00 ET) sweeping the 9 AM hourly range with FVG/Order Block/Breaker Block entries.
RETIRED — NQ futures bot removed from production 2026-05-21 after honest 3-year backtest exposed that the 74% WR headline was a 7-month cherry-pick. Code preserved as a 'don't do this' reference. Successor: nq-strategy-b-bot.
Polars event-study research for ES/NQ intraday futures: MSS, CISD, SMT, RSI/volume divergences, session/momentum/volume filters.
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