NY Session Trend Retest Strategy

NY Session Trend Retest Strategy 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	Donchian Channels, EMA, VWAP
Where it was published	TradingView, by its author, as a Pine Script strategy
Tested on	12 cells: 12 coins, October 2021 to June 2026, no fee
Trades placed	none
Page updated	2026-11-08

NY Session Trend Retest Strategy backtest results, every cell

There is no cloud of cells to draw. The frame below says why.

How NY Session Trend Retest Strategy 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; 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. It gets out when a long position is open and long exit.

Each trade uses 10 percent of the account. 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 (VWAP retest long or pm break long or EMA retest long).
• Enters short when (VWAP retest short or pm break short or EMA retest short).
• Places a target at undefined when a long position is open and Partial TP at PM High/Low (on) and the high is at or above undefined and entry price is below undefined.
• Places a stop at entry price when a long position is open and Partial TP at PM High/Low (on) and the high is at or above undefined and entry price is below undefined and Move to Breakeven after Partial (on).
• Places a target at undefined when a long position is open and Partial TP at Day High/Low (on) and the high is at or above undefined.
• Closes the position when a long position is open and long exit.

Buys or sells	It can buy, and it can bet on falling prices.
Tools it calculates	Donchian Channels, EMA, VWAP
A second chart speed	Yes. It also looks at a second chart speed.
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 10 percent of the account.
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
Trading Session	0930-1610
Premarket Session	0400-0930
Timezone	America/New_York
Trend Timeframe	60
Trend EMA Length	200
VWAP Source	hlc3
Entry: VWAP Retest	on
Entry: Premarket Breakout	off
PM Breakout Mode	Close
PM Breakout Body %	50
Entry: EMA Retest	off
Only Long above VWAP / Short below VWAP	on
Only Long above EMA / Short below EMA	off
Use VWAP Regime Filter	on
VWAP Slope Period	5
Min VWAP Slope (Ticks)	0.5
Compression Lookback	10
Min Range Expansion (Ticks)	10
Retest Sensitivity (Ticks)	0
Entry EMA Length	20
Exit EMA Length	20
EMA Exit Body %	100
Use VWAP Exit Override	on
VWAP Exit Body %	100

and 10 more settings, left at the author's defaults.

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 12 cells, and it placed no trades.

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	12
Cells that placed a trade	0
Finished above zero	0

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

No cell took a trade, so there is no return to read. The rule above is the whole note.

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.

There is no cell to single out, and this note does not invent one. Other years, another exchange, or another fee would be a different measurement.

Questions about NY Session Trend Retest Strategy

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 NY Session Trend Retest Strategy uses

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

• 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
• VWAP: the volume-weighted average price, and why its anchor is the whole question

"NY Session Trend Retest Strategy" 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.