Preparing...
β‘
Load data and configure parameters to begin
Trades
| Date | Session | Dir | Entry | Entry Time | Exit | Exit Time | P&L $ | T1 $ | T2 $ | Runner $ |
|---|
Data Source
π CSV File
βοΈ Cloud Data
π Script
π
Drop CSV file here
Tradier 1-min CSV or Databento RTH-filtered CSV
(run databento_filter_rth.py first for large files)
(run databento_filter_rth.py first for large files)
Pick a date range. Per-year ES files are auto-fetched from Cloudflare R2 (refreshed daily at 5 PM MT) and cached locally β repeat ranges load instantly. End-of-yesterday anchored.
Session
All Hours
RTH Only
Quick range
Last 30 days
Last 3 months
Last 6 months
Last 12 months
YTD
All available
Custom range (overrides preset)
From
To
Startingβ¦
1-second
1-minute
1-hour
Run the script, then drag the output CSV into the CSV tab.
Install: pip install databento
Install: pip install databento
Entry Zone (pts)
Initial Stop (pts)
T1 Target (pts)
T2 Target (pts)
Session Settings
Sessions
Asia: 4:00 PM β 1:00 AM MDT | London: 1:00 AM β 7:30 AM MDT | RTH: 7:30 AM β 2:00 PM MDT
Day Combinations
Each chip = one trading-day subset. Select multiple to compare as separate results.
Hour Combinations
RTH 30-min-offset hour buckets (07:30β08:29, 08:30β09:29, β¦, 13:30β14:29). "All" = no hour filter. Multi-select sweeps each chip as a separate result.
RTH Start
RTH End
Opening Range (minutes)
Off = no OR gate. 15/30/60 = require price to break above (long) or below (short) the OR after it locks before signals can fire that day.
OR-Snap Entry
When On, redirect VWAP-touch entries to the OR level when the OR is within Max Distance of VWAP. Long β OR High (if below VWAP); Short β OR Low (if above VWAP). RTH-only.
OR-Snap Max Distance (pts)
OR-Snap Entry % (0=VWAP, 100=OR, 150=past)
Trail Stop (pts)
Runner Profit Cap (pts, 0=off)
Hard take-profit on runner contracts. When > 0, runners exit at entry Β± N pts of profit (whichever fires first vs the trail stop). 0 = off β trail stop only.
Regime Confirm Bars
Initial regime at session open is set by the first full-body bar (always 1). After that, a flip requires this many consecutive full-body bars on the opposite side of VWAP.
Trend Filters
EMA Trend Filter
Off / On. When On, only LONGS taken when Fast EMA > Slow EMA, only SHORTS when Fast EMA < Slow EMA.
Fast EMA Len
Slow EMA Len
VWAP Slope Filter (min Β° required)
Off = no slope requirement. Higher values require steeper VWAP. Multi-select to sweep thresholds.
Slope Lookback
Slope ATR Len
OOS Validation
Splits days chronologically. Oldest X% of trading days = in-sample (where the optimizer "sees" results); newest = out-of-sample (held out as a sanity check). Each combo runs on both β divergent IS vs OOS = curve-fit. Ratio column flags weak holdouts.
In-Sample Train %
Bars Between Trades
Max Trades Per Day (0=off)
Max Daily Loss $ (0=off)
Max Daily Gain $ (0=off)
Contract Split
Total Contracts
T1 Exit %
T2 Exit % (of remaining after T1)
Runners = 100% β T1% β T2%
Select parameters above