Break-Retest-Scale [v1]

לפני 3 ימים

Break-Retest-Scale is a Break of Structure (BOS) retest strategy that uses a Thirds exit pattern to scale out of winning trades while protecting profits.

[size=4]How It Works[/size]

1. BOS Detection: Price breaks above a swing high (bullish) or below a swing low (bearish)
   
2. Retest Window: Strategy waits for price to return and test the broken level
   
3. Entry: When price touches the retest zone and closes back on the right side
   
4. Exit: Position is split into thirds with escalating profit targets
   

[size=4]Exit Structure (Thirds Pattern)[/size]

[table]
[tr][td]Exit[/td][td]Size[/td][td]Target[/td][td]Stop After[/td][/tr]
[tr][td]TP1[/td][td]33%[/td][td]1R[/td][td]Initial SL[/td][/tr]
[tr][td]TP2[/td][td]33%[/td][td]2R[/td][td]Breakeven[/td][/tr]
[tr][td]TP3[/td][td]34%[/td][td]3R[/td][td]Breakeven[/td][/tr]
[/table]

After TP1 is hit, the stop automatically moves to breakeven (with a small ATR buffer to avoid stop-hunting wicks).

[size=4]Key Features[/size]

• Split Pivot Detection: Separate left/right bars for swing significance vs detection speed
  
• Reclaim Modes: Three entry styles - Close, Wick Rejection, Full Bar (strictest)
  
• Volume Filter: Optional above-average volume requirement on BOS
  
• Frozen Brackets: SL and TP levels are locked at entry - they don't drift with changing ATR
  
• Smart BE Detection: Uses position reduction to detect TP1 hit (more reliable than price checks)
  
• Structure-Based SL: Stop is placed below/above the last swing with an ATR floor for minimum distance
  
• BOS Max Age: Swing levels expire after N bars to prevent stale breakouts
  

[size=4]Validated Results[/size]

[table]
[tr][td]Instrument[/td][td]Period[/td][td]Net P&L[/td][td]PF[/td][td]Win %[/td][td]Max DD[/td][/tr]
[tr][td]MYM 5min[/td][td]Aug-Feb 2026[/td][td]+56.6%[/td][td]2.10[/td][td]52%[/td][td]11.9%[/td][/tr]
[tr][td]MES 5min[/td][td]Dec-Feb 2026[/td][td]+51.9%[/td][td]6.57[/td][td]57.5%[/td][td]7.3%[/td][/tr]
[tr][td]M2K 5min[/td][td]Dec-Feb 2026[/td][td]+42.6%[/td][td]4.01[/td][td]51.4%[/td][td]7.2%[/td][/tr]
[/table]

[size=4]Recommended Settings[/size]

MES 5min (Best Performance)

• Structure: Left=20, Right=2, Tol=0.2, Window=9, Age=20
  
• Reclaim Mode: Full Bar, Volume Filter: ON
  
• Risk: SL ATR Min=1.25, SL Buffer=0.2
  
• TP1/TP2/TP3: 0.7R / 1.5R / 4R
  

M2K 5min (Balanced)

• Structure: Left=16, Right=3, Tol=0.1, Window=11, Age=30
  
• Reclaim Mode: Close, Volume Filter: ON
  
• Risk: SL ATR Min=1.5, SL Buffer=0.1
  
• TP1/TP2/TP3: 1R / 3R / 3.5R
  

MYM 5min (Long-Bias)

• Structure: Left=16, Right=4, Tol=0.4, Window=15, Age=35
  
• Reclaim Mode: Close, Volume Filter: ON
  
• Risk: SL ATR Min=1.0, SL Buffer=0.2
  
• TP1/TP2/TP3: 1R / 1.5R / 2R
  

[size=4]Multi-Instrument Position Sizing[/size]

With [code]strategy.fixed[/code], position size meaning varies by instrument type:

[table]
[tr][td]Instrument[/td][td]Position Size =[/td][td]Example[/td][/tr]
[tr][td]Futures[/td][td]Contracts[/td][td]3 = 3 contracts[/td][/tr]
[tr][td]FX[/td][td]Units of base currency[/td][td]30000 = 0.3 lots[/td][/tr]
[tr][td]Crypto[/td][td]Coins/tokens[/td][td]0.1 = 0.1 BTC[/td][/tr]
[tr][td]Stocks[/td][td]Shares[/td][td]100 = 100 shares[/td][/tr]
[/table]

[size=4]Important Notes[/size]

• Position size must be divisible by 3 for Thirds exit to work correctly
  
• For FX: use units (30000), not lots (0.3)
  
• Sunday filter is enabled by default to avoid FX gaps
  
• The "look-ahead bias" warning is a false positive - the strategy uses [code]lookahead=barmerge.lookahead_off[/code]
  
• Commission and slippage are set for futures - adjust in Properties for your instrument
  
• Margin is set to 5% ($500 per contract on $10K account) - adjust in code or Properties if needed
  

Strategy logic is not meant to be financial advice. Always backtest on your specific instrument and timeframe.

לפני 3 ימים

הערות שחרור

Break-Retest-Scale is a Break of Structure (BOS) retest strategy that uses a Thirds exit pattern to scale out of winning trades while protecting profits.

[size=4]How It Works[/size]

1. BOS Detection: Price breaks above a swing high (bullish) or below a swing low (bearish)
   
2. Retest Window: Strategy waits for price to return and test the broken level
   
3. Entry: When price touches the retest zone and closes back on the right side
   
4. Exit: Position is split into thirds with escalating profit targets
   

[size=4]Exit Structure (Thirds Pattern)[/size]

• TP1: 33% at 1R → Stop stays at initial SL
  
• TP2: 33% at 2R → Stop moves to breakeven
  
• TP3: 34% at 3R → Stop at breakeven
  

After TP1 is hit, the stop automatically moves to breakeven (with a small ATR buffer to avoid stop-hunting wicks).

[size=4]Key Features[/size]

• Split Pivot Detection: Separate left/right bars for swing significance vs detection speed
  
• Reclaim Modes: Three entry styles - Close, Wick Rejection, Full Bar (strictest)
  
• Volume Filter: Optional above-average volume requirement on BOS
  
• Frozen Brackets: SL and TP levels are locked at entry - they don't drift with changing ATR
  
• Smart BE Detection: Uses position reduction to detect TP1 hit (more reliable than price checks)
  
• Structure-Based SL: Stop is placed below/above the last swing with an ATR floor for minimum distance
  
• BOS Max Age: Swing levels expire after N bars to prevent stale breakouts
  

[size=4]Validated Results[/size]

• MYM 5min (Aug-Feb 2026): +56.6% | PF 2.10 | 52% win | 11.9% DD
  
• MES 5min (Dec-Feb 2026): +51.9% | PF 6.57 | 57.5% win | 7.3% DD
  
• M2K 5min (Dec-Feb 2026): +42.6% | PF 4.01 | 51.4% win | 7.2% DD
  

[size=4]Recommended Settings[/size]

MES 5min (Best Performance)

• Structure: Left=20, Right=2, Tol=0.2, Window=9, Age=20
  
• Reclaim Mode: Full Bar, Volume Filter: ON
  
• Risk: SL ATR Min=1.25, SL Buffer=0.2
  
• TP1/TP2/TP3: 0.7R / 1.5R / 4R
  

M2K 5min (Balanced)

• Structure: Left=16, Right=3, Tol=0.1, Window=11, Age=30
  
• Reclaim Mode: Close, Volume Filter: ON
  
• Risk: SL ATR Min=1.5, SL Buffer=0.1
  
• TP1/TP2/TP3: 1R / 3R / 3.5R
  

MYM 5min (Long-Bias)

• Structure: Left=16, Right=4, Tol=0.4, Window=15, Age=35
  
• Reclaim Mode: Close, Volume Filter: ON
  
• Risk: SL ATR Min=1.0, SL Buffer=0.2
  
• TP1/TP2/TP3: 1R / 1.5R / 2R
  

[size=4]Multi-Instrument Position Sizing[/size]

With [code]strategy.fixed[/code], position size meaning varies by instrument type:

• Futures: Position Size = Contracts (3 = 3 contracts)
  
• FX: Position Size = Units (30000 = 0.3 lots)
  
• Crypto: Position Size = Coins (0.1 = 0.1 BTC)
  
• Stocks: Position Size = Shares (100 = 100 shares)
  

[size=4]Important Notes[/size]

• Position size must be divisible by 3 for Thirds exit to work correctly
  
• For FX: use units (30000), not lots (0.3)
  
• Sunday filter is enabled by default to avoid FX gaps
  
• The "look-ahead bias" warning is a false positive - the strategy uses [code]lookahead=barmerge.lookahead_off[/code]
  
• Commission and slippage are set for futures - adjust in Properties for your instrument
  
• Margin is set to 5% ($500 per contract on $10K account) - adjust in code or Properties if needed
  

Strategy logic is not meant to be financial advice. Always backtest on your specific instrument and timeframe.