ChopFlow ATR Scalp Strategy (OBV EMA): backtest results after fees, and how the rule works

ChopFlow ATR Scalp Strategy (OBV EMA) at a glance

Kind of rule	Time of day (session and opening range)
Buys or sells	It can buy, and it can bet on falling prices.
Built on	ATR, Donchian Channels, EMA, OBV, RMA, running total
Where it was published	TradingView, by its author, as a Pine Script strategy
Tested on	35 cells: 8 coins on 5 chart speeds (15m, 30m, 1h, 4h, 1D), October 2021 to June 2026
Fee in the test	0.12 percent per side, buys only
Middle result after fees, every cell	−2.0%
Cells above zero	0 of 35
Cells that cleared the quality check	0 of 35
Middle drawdown, every cell	2.0%
Page updated	2026-11-08

ChopFlow ATR Scalp Strategy (OBV EMA) backtest results, every cell

Every cell is in the picture, not only the strongest. To the right of the black line is above zero. The orange line, when you see one, is the middle.

Each bar is a group of cells with a similar result. The number on a bar is how many cells landed there. Bars to the right of the black line finished above zero.

Each bar is the middle result for that coin, across its chart speeds. The black line is zero.

How ChopFlow ATR Scalp Strategy (OBV EMA) works

Rules in this group usually work like this. It only acts during set hours, such as the London or New York morning. Crypto never closes, so those hours are a choice, not a fact of the market. The question is whether those hours behave the same way on more than one coin. The next paragraph is this particular rule, which can be narrower than the group.

It can buy, and it can bet on falling prices. It acts only when several checks agree at once. It leans on EMA, RMA, true range; those names are explained on their own pages, further down. The exact line is in the list below, in the author's names, and you can skip that list. When it enters, it also sets a stop or a target, so a trade can close without a new signal.

Each trade uses a fixed size of 1. It holds one trade at a time.

The exact condition, from the code

Same rule, translated from the code, in the author's names. You can skip this list if the paragraph above was enough.

Enters long when ((100 × log((sum(tr) / range))) / log(Choppiness Length (14))) is below Choppiness Threshold (60) and the running total of (sign(the change in the close) × volume) is above the 10-period EMA of OBV.
Enters short when ((100 × log((sum(tr) / range))) / log(Choppiness Length (14))) is below Choppiness Threshold (60) and the running total of (sign(the change in the close) × volume) is below the 10-period EMA of OBV.
Keeps a stop at (the close − (the 14-period RMA of the true range × ATR Multiplier (1.5))), a target (the 14-period RMA of the true range × ATR Multiplier (1.5)) ticks away working while the position is open.
Keeps a stop at (the close + (the 14-period RMA of the true range × ATR Multiplier (1.5))), a target (the 14-period RMA of the true range × ATR Multiplier (1.5)) ticks away working while the position is open.

Buys or sells	It can buy, and it can bet on falling prices.
Tools it calculates	ATR, Donchian Channels, EMA, OBV, RMA, running total
A second chart speed	No. It uses one chart speed only.
Only at certain hours	Yes. It only acts during set hours.
Adding to a trade	It holds one trade at a time.
How much it trades	Each trade uses a fixed size of 1.
Cost the author assumed	The author assumed no trading cost.

Default settings

The test used the defaults in the middle column. Nothing was turned to help a coin.

Setting	Default	Group
ATR Length	14
ATR Multiplier	1.5
Choppiness Length	14
Choppiness Threshold	60
OBV EMA Length	10
Trade Session	1700-1600:1234567

How the backtest was run

Every strategy was tried the same way, on the settings the author published.

The years are October 2021 to June 2026. The prices are from Bybit, for 13 widely traded coins, mostly on hourly, 4-hour and daily charts, with some faster charts. That was 47,242 tries. The window stored in the files is 2021-09..2026-06.

599 rules produced a finished try. A rule that finished above zero on at least 12 cells, before any fee, was tried again with a fee of 0.12 percent per side. Only buys are counted in that second try. 273 rules got it.

The method, the aggregate results and a downloadable table are on the study page. What the desk does with the results beyond these pages is its own.

This is the second pass. A fee of 0.12 percent per side is taken on the buy and again on the sell. Only buys are counted. If the rule also bets on falling prices, those trades are not in these numbers.

After fees, none of its 35 cells finished above zero. The median of every cell was −2.0%.

0 of the cells cleared a quality check: at least 50 trades, gains that are not one lucky trade, and a drawdown that is real without taking the whole account.

Finished above zero by chart speed: 15-minute chart, 15m 0 of 8; daily chart, 1D 0 of 6; hourly chart, 1h 0 of 7; 30-minute chart, 30m 0 of 8; 4-hour chart, 4h 0 of 6.

Cells tried after the fee	35
Finished above zero	0
Middle result, the median of every cell	−2.0%
Middle drawdown, every cell	2.0%
Cells that cleared the quality check	0

Label: backtest · old prices, buys only, a fee of 0.12 percent per side, every cell · Oct 2021 – Jun 2026. Hypothetical results; see the risk disclosure.

How to read the result

How to read the number

The median of every cell is the result of the rule. The author's settings were not changed to help any coin. The weakest and the strongest cells are not a result on their own.

What the number leaves out

0 of 35 cells cleared a quality check: at least 50 trades, a profit factor that is not one lucky trade, and a drawdown that is real without taking the whole account. Profit factor means the gains divided by the losses. Clearing the check describes this sample. It says nothing about the next set of years.

The count above is also split by chart speed. A speed that finished higher, in these years, is one slice of the same rule. It is not a separate strategy.

What this does not show

The useful question is whether the same hours work on other coins. Crypto has no closing bell, so the hour is a choice.

Nothing on this page was fit to the cell that finished highest. One coin, one chart speed, or one strong stretch is a single row. It is not the rule. Other years, another exchange, or another fee would be a different measurement.

Questions about ChopFlow ATR Scalp Strategy (OBV EMA)

What is ChopFlow ATR Scalp Strategy (OBV EMA)?

ChopFlow ATR Scalp Strategy (OBV EMA) is a session and opening range trading strategy published on TradingView as a Pine Script. In plain terms it is a rule of the kind this site calls time of day. It can buy, and it can bet on falling prices. It is built on ATR, Donchian Channels, EMA, OBV, RMA, running total. This page reads the rules from the code and reports what they did on old crypto prices.

How does ChopFlow ATR Scalp Strategy (OBV EMA) work?

Is ChopFlow ATR Scalp Strategy (OBV EMA) profitable in a backtest?

In this backtest, more cells lost than gained. After a fee of 0.12 percent per side, 0 of 35 cells finished above zero and the median of every cell was −2.0%. A backtest is a replay on old prices, so it describes these coins and these years, not a future result.

What was the drawdown of ChopFlow ATR Scalp Strategy (OBV EMA)?

The median drawdown across every cell was 2.0%, and the deepest fall in any cell was 100.0%. Drawdown is the deepest fall from a high point along the way, as a percent of the account at that high.

Which timeframe suited ChopFlow ATR Scalp Strategy (OBV EMA)?

Counted by cells above zero: 15-minute (15m) 0 of 8; 30-minute (30m) 0 of 8; hourly (1h) 0 of 7; 4-hour (4h) 0 of 6; daily (1D) 0 of 6. The daily chart had the largest share above zero in these years. A chart speed that did better here is one slice of the same rule, not a separate strategy.

Where can I find the ChopFlow ATR Scalp Strategy (OBV EMA) script?

It is published on TradingView by its author. Search TradingView for the title to find the original script. This page is an independent reading and is not affiliated with the author.

What does backtest mean on this page?

Backtest means the rule was replayed on old prices from Bybit. No real money moved. Every number on this page carries that label, and old prices do not promise anything about new ones.

Words used on this page

Backtest: The rule was tried on old prices. No real money moved.
Cell: One coin on one chart speed. Bitcoin every 4 hours is one cell. Bitcoin once a day is another.
Chart speed: How often a new price bar is drawn. 15m means every 15 minutes, 1h means hourly, 4h means every 4 hours, 1D means once a day.
Fee, per side: A cost taken each time the rule trades. Per side means once on the way in and once on the way out.
Median: Line the cells up from the biggest loss to the biggest gain. The median is the middle one. Half the cells did better and half did worse.
Drawdown: The deepest fall from a high point along the way, as a percent of the account at that high.
Above zero: The account finished with more than it started.

The indicators ChopFlow ATR Scalp Strategy (OBV EMA) uses

Each has its own page: what it measures, how it is read, where it misleads.

"ChopFlow ATR Scalp Strategy (OBV EMA)" was published on TradingView by its author, under the author's own license. This page is an independent reading of those rules and of what they did on these old prices. It is not written with the author, and it is not a recommendation. Not every detail survives the translation onto this page, so read the original before you rely on it.

ChopFlow ATR Scalp Strategy (OBV EMA)