NQ/MNQ CT Scalper [BACKTEST]

NQ/MNQ CT Scalper [BACKTEST] at a glance

Kind of rule	Chart turning points (price action and market structure)
Buys or sells	It can buy, and it can bet on falling prices.
Built on	ADX / DMI, ATR, Bollinger Bands, Donchian Channels, EMA, Linear regression, MFI, Pivot points, RSI, SMA, Standard deviation, Supertrend, VWAP, pivot low
Where it was published	TradingView, by its author, as a Pine Script strategy
Tested on	26 cells: 13 coins, October 2021 to June 2026, no fee
Cells that placed a trade	3 of 26
Middle result before fees	−0.1%
Cells above zero	1 of 3
Middle drawdown before fees	0.4%
Page updated	2026-11-08

NQ/MNQ CT Scalper [BACKTEST] 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.

How NQ/MNQ CT Scalper [BACKTEST] works

Rules in this group usually work like this. It tries to act the way a person reading a chart would: at spots where price turned, at gaps, and at places where many people are likely to have set a stop. In code those ideas become counts of bars. The result depends on how those spots are defined. 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 ATR, BB, DMI, EMA; 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 can stack up to 20 trades in the same direction.

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 FADE (overextension fade) (on) and Enable CT Longs (on) and volume ok and ATR is at or above Min ATR (points) (3) and aer er is above aer dyn threshold and the close is below the close 10 bars ago and ct overext long is at or above ct overext threshold (on) and ct conf long is at or above 1 and not (hidden bear div and ADX is at or above hid div ADX threshold) and not (ct long fired this bar) and not (hurst is above ….
• Enters short when FADE (overextension fade) (on) and Enable CT Shorts (on) and volume ok and ATR is at or above Min ATR (points) (3) and aer er is above aer dyn threshold and the close is above the close 10 bars ago and ct overext short is at or above ct overext threshold (off) and ct conf short is at or above ct dyn minimum conf and not (hidden bull div and ADX is at or above hid div ADX threshold) and not (ct short fired this bar) ….
• Enters long when DIV (delta divergence) (on) and Enable CT Longs (on) and volume ok and ATR is at or above Min ATR (points) (3) and aer er is above aer dyn threshold and the close is below the close 10 bars ago and ct overext long is at or above ct overext threshold (on) and ct conf long is at or above 1 and not (hidden bear div and ADX is at or above hid div ADX threshold) and not (ct long fired this bar) and ((((1 when fp div ….
• Enters short when DIV (delta divergence) (on) and Enable CT Shorts (on) and volume ok and ATR is at or above Min ATR (points) (3) and aer er is above aer dyn threshold and the close is above the close 10 bars ago and ct overext short is at or above ct overext threshold (off) and ct conf short is at or above ct dyn minimum conf and not (hidden bull div and ADX is at or above hid div ADX threshold) and not (ct short fired this bar) and ….
• On entry, places a stop at ct stop long, a target at ct target long.
• On entry, places a stop at ct stop short, a target at ct target short.
• On entry, places a stop at ct stop long, a target at ct target long.
• On entry, places a stop at ct stop short, a target at ct target short.

Buys or sells	It can buy, and it can bet on falling prices.
Tools it calculates	ADX / DMI, ATR, Bollinger Bands, Donchian Channels, EMA, Linear regression, MFI, Pivot points, RSI, SMA, Standard deviation, Supertrend, VWAP, pivot low
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 can stack up to 20 trades in the same direction.
How much it trades	Each trade uses a fixed size of 1.
Cost the author assumed	The author assumed a trading cost of 0.62 per contract.

Default settings

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

Setting	Default	Group
Enable CT Longs	on
Enable CT Shorts	on
ADX Minimum	20
Min Confidence (0-8)	3
SL Buffer (xATR beyond extreme)	1
TP Cap (% of mean distance)	0.85
Min Profit (pts)	5
FADE (overextension fade)	on
DIV (delta divergence)	on
TRAP (liquidity sweep fade)	on
AGG (aggressive flow fade)	on
ABSORB (absorption at extreme)	on
VRZ (volume range zone retest)	on
Sweep Lookback	20
Div Pivot Lookback	5
Min Relative Volume	0.5
Min ATR (points)	3
Show Dashboard	on
Show SuperTrend	off
Show VWAP StdDev Bands	on

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.

Before any fee, it was tried on 26 cells. It placed a trade on 3 of them. 1 of the cells that traded finished above zero (33.3%).

It was not run a second time with a fee. That second pass happens only when at least 12 cells finished above zero before fees. 273 rules got that pass.

Cells tried	26
Cells that placed a trade	3
Finished above zero	1 (33.3% of the cells that traded)
Middle result, before fees	−0.1%
Strongest cell, the top of the range	ETH 4-hour: +0.9%
Weakest cell, the bottom of the range	BTC 4-hour: −3.7%
Middle drawdown, before fees	0.4%

Label: backtest · old prices, zero commission · 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 that traded is the result. No fee has been taken off, so the number is a ceiling. A fee comes off each trade, and this page does not guess that cost, because this rule did not get the second pass where the fee is applied. The weakest and the strongest cells are not a result on their own.

The middle drawdown, on the cells that traded, was 0.4%.

What this does not show

The useful question is how the turning points are counted in the code. A person can be vague. The code has to count bars.

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 NQ/MNQ CT Scalper [BACKTEST]

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 NQ/MNQ CT Scalper [BACKTEST] uses

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

• ADX and the directional movement index: how strong the trend is, not which way
• ATR (average true range): the volatility number behind most stops
• Bollinger Bands: a moving average with two standard deviations on each side
• Donchian Channels: the highest high and lowest low, and the breakout rule they define
• Exponential moving average (EMA): what it measures and where it misleads
• Linear regression on a chart: the least-squares line, its slope, and the channel around it
• Money flow index (MFI): the RSI of volume-weighted price
• Pivot points: swing pivots and floor-trader pivots, two different things with one name
• RSI (relative strength index): the formula, the 70/30 rule, and why it misleads in trends
• Simple moving average (SMA): the plainest average, and why it still runs half the strategies
• Standard deviation in trading: the volatility measure inside Bollinger Bands and z-scores
• Supertrend: an ATR trailing line that flips with the trend
• VWAP: the volume-weighted average price, and why its anchor is the whole question

"NQ/MNQ CT Scalper [BACKTEST]" 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.