NQ 9:45-10:15 ICT Strategy - CompleteNQ 9:45–10:15 ICT Strategy – High-Probability Nasdaq Scalper (ICT/Smart Money)
This open-source strategy is a complete, rules-based implementation of core Inner Circle Trader (ICT) / Smart Money concepts, specifically optimized for **Nasdaq futures (NQ)** during the high-volatility 9:45–10:15 AM New York time window (first 30 minutes after the 9:30 open liquidity grab phase).
Core Philosophy & Why This Combination?
ICT emphasizes that institutional order flow often creates **false moves** (liquidity sweeps of previous day high/low), followed by **market structure shifts (MSS / Break of Structure)** that reveal true directional intent, with entries taken from **mitigation of Order Blocks** (areas of institutional interest / imbalance).
This script enforces strict confluence:
- Daily bias filter (price or prev close vs daily EMA20)
- Liquidity sweep confirmation (PDH/PDL raid + reversal close)
- Bullish/Bearish Market Structure Shift (close beyond last swing high/low)
- Refined Order Block detection (last opposite candle before MSS, with defensive/aggressive mitigation logic inspired by popular ICT order block refinements)
- Tight time filter (only 9:45–10:15 NY) — captures post-open manipulation & directional resolve
- One trade per day rule — prevents overtrading in chop
The tight combination reduces false signals dramatically and aligns with ICT's focus on high-probability setups during specific market sessions.
Key Components & Logic
1. Daily Bias
- Bullish if current price > daily EMA20 (or prev daily close > EMA20 — user choice)
- Bearish otherwise
- Background tint + orange EMA line
2. Liquidity Sweep
- Low < PD Low but close > PD Low → bullish sweep (stops taken below)
- High > PD High but close < PD High → bearish sweep
- Resets daily
3. Market Structure Shift (MSS / BoS)
- Bullish MSS: close > last fractal swing high
- Bearish MSS: close < last fractal swing low
- Uses 5-bar fractal detection for swing points
- Resets daily
4. Order Block (OB) Detection & Refinement
- Bullish OB: last bearish candle (close < open) before bullish MSS
- Bearish OB: last bullish candle before bearish MSS
- Refinement options (On/Off):
- Defensive: tightens OB to body or wick depending on candle range vs ATR(55)
- Aggressive: uses full candle wick range
- OB box drawn until mitigated (price touches opposite side)
- Labeled "OB+" / "OB-"
5. Entry Window & Confluence
- Only allowed 9:45–10:15 NY time
- Long: bullish bias + low swept + bullish MSS + price mitigates bullish OB (touches high side, closes inside/above low side)
- Short: mirror logic
- One trade per day max
6. Risk & Exit
- SL = opposite side of Order Block
- TP = 2:1 RR (adjustable) from entry
- No trailing / partials — clean single target
Visuals
- Daily EMA (orange)
- Prev Day High/Low circles
- Bullish/Bearish background tint
- MSS triangles
- Order Block boxes + "OB+"/"OB-" labels
- Entry labels with price/SL/TP
Alerts
- "NQ Long: Bullish Bias + Sweep + MSS + OB"
- "NQ Short: Bearish Bias + Sweep + MSS + OB"
Realistic Backtesting & Usage Guidelines
To publish non-misleading results:
- Initial Capital: $10,000–$50,000 (realistic futures account)
- Position sizing: 1–3% of equity per trade (change default_qty_value from 100%!)
- Commission: $4–$8 round-turn per contract (typical NQ futures commission)
- Slippage: 1–4 ticks (NQ is liquid but fast-moving post-open)
- Dataset: ≥2–3 years of 1-minute or 5-minute NQ data (aim for 300–600+ trades)
- Risk per trade: 0.5–1.5% with defaults — never risk more than sustainable
The 30-minute window produces relatively few trades per year — perfect for statistical significance over long periods, but results vary heavily by market regime (trending vs. choppy opens).
How to Use
1. Apply to NQ1! or MNQ1! (continuous futures) on 1-minute or 5-minute chart.
2. Keep default NY timezone (America/New_York).
3. Start with 2:1 RR, Defensive refinement, show levels on.
4. Trade only during the window — best setups show clear sweep + MSS + OB mitigation.
5. Avoid major news overlapping the window (FOMC, CPI, etc.) or widen SL.
6. Forward-test on demo for several months — this is a high-confluence, low-frequency setup.
Publish Recommendation
- Use a clean chart: only this strategy, no extra indicators/drawings.
- Show realistic Strategy Tester view with commission/slippage applied.
- Screenshot during NY morning session with visible OB & signal.
Test thoroughly and trade responsibly.
Pine Script® ストラテジー






















