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Quant Trader · • 3 / 3 compilations left
Desk Strategy Book · Select Active Clone or Saved AST
Forked from the live 24/7 Arena book at zero build cost.
Out-of-Sample Return
+5.49%
OOS Sharpe Ratio
1.55
OOS Max Drawdown
-2.67%
Prop Pass Probability
79.6%
Normalized equity ($10,000 base)
Real mark-to-market strategy equity versus buy-and-hold benchmark.
250 pts · 75/25 IS/OOS
Execution & ATR Risk Multipliers
SOLUSDT · 1hYour Executable Strategy Deliverables
Every strategy you build or clone compiles immediately into ready-to-paste TradingView PineScript v5 code, a standalone Python execution bot (`ccxt`), or a 24/7 cloud webhook protected by the Prop-Firm Risk Guardian.
// Paste directly into TradingView -> Pine Editor -> "Add to chart" (SOLUSDT · 1h)
// This Pine Script™ v5 strategy was auto-generated by Traderry.com Quant Foundry
// Strategy: Session Sweep Reclaim
// Instrument: SOLUSDT · Timeframe: 1h · Direction: short_only
// Canonical Verification Hash: 37d30ad1906d4f55f3a8af22617d028fe79292f7b9cffa36e87fefa9cc58675c
//@version=5
strategy("Session Sweep Reclaim [Traderry]", overlay=true, initial_capital=10000, default_qty_type=strategy.percent_of_equity, default_qty_value=55, commission_type=strategy.commission.percent, commission_value=0.05)
// --- 1. Risk & Execution Inputs ---
stopAtrMult = input.float(2.8, "Stop-Loss ATR Multiplier", minval=0.25, maxval=10.0, step=0.1)
targetAtrMult = input.float(4.5, "Take-Profit ATR Multiplier", minval=0.25, maxval=20.0, step=0.1)
cooldownBars = input.int(1, "Cooldown Bars After Exit", minval=0, maxval=50)
// --- 2. Strictly Causal Indicator Engine ---
rsi_14 = ta.rsi(close, 14)
ema_28 = ta.ema(close, 28)
atr_14 = ta.atr(14)
// --- 3. Signal Conditions (Evaluated on Bar Close) ---
longEntryCond = false
longExitCond = false
shortEntryCond = (close < ema_28) and (rsi_14 < 56)
shortExitCond = (rsi_14 < 34) or (close > ema_28)
var int lastExitBar = -999
canEnter = (bar_index - lastExitBar) >= cooldownBars and strategy.position_size == 0
// --- 4. Execution & ATR Volatility Stops ---
if canEnter and longEntryCond
stopPrice = close - (atr_14 * stopAtrMult)
targetPrice = close + (atr_14 * targetAtrMult)
strategy.entry("Long", strategy.long, alert_message='{"strategy_hash":"37d30ad1906d4f55","symbol":"SOLUSDT","side":"LONG","timeframe":"1h"}')
strategy.exit("Long SL/TP", from_entry="Long", stop=stopPrice, limit=targetPrice)
if canEnter and shortEntryCond
stopPrice = close + (atr_14 * stopAtrMult)
targetPrice = close - (atr_14 * targetAtrMult)
strategy.entry("Short", strategy.short, alert_message='{"strategy_hash":"37d30ad1906d4f55","symbol":"SOLUSDT","side":"SHORT","timeframe":"1h"}')
strategy.exit("Short SL/TP", from_entry="Short", stop=stopPrice, limit=targetPrice)
if strategy.position_size > 0 and longExitCond
strategy.close("Long", comment="Signal Exit")
lastExitBar := bar_index
if strategy.position_size < 0 and shortExitCond
strategy.close("Short", comment="Signal Exit")
lastExitBar := bar_index
Monte Carlo fan
p5 / p50 / p95 terminal paths. Historical resampling, not a forecast.
1,000 paths
p95 max DD
-1.59%
Prop-Firm Pass Probability
Ruin risk 20.40%