Initial commit: Touch & Turn Scalping Bot with fully automated execution, backtesting, and ISA screening

2026-04-22 21:19:33 +01:00
commit dc111abf8c
15 changed files with 1518 additions and 0 deletions
@@ -0,0 +1,155 @@
+// Generated by ProRealAlgos.com
+
+// Touch & Turn Scalper – Opening Range Liquidity Reversal
+
+// RECOMMENDED TIMEFRAME: 15-minute chart (strategy runs
+
+on 15m only)
+
+// Instrument example: Netflix (US stocks) – session 09:30–11:00
+
+EST
+
+// Entry logic based on first 15m candle of regular session
+
+DEFPARAM CumulateOrders = False
+
+DEFPARAM FlatBefore = 090000
+
+DEFPARAM FlatAfter = 110000
+
+// === USER PARAMETERS ===
+
+riskPercentATR = 25 // % of daily ATR to qualify as liquidity
+
+candle
+
+rrRatio = 2 // Risk:Reward ratio (TP = 2x SL)
+
+atrPeriod = 14
+
+// === SESSION CONTROL (US STOCKS) ===
+
+isNewSession = (Hour = 9 AND Minute = 30)
+
+// === RESET VARIABLES EACH DAY ===
+
+IF isNewSession THEN
+
+ rangeHigh = 0
+
+ rangeLow = 0
+
+ rangeSize = 0
+
+ fib38 = 0
+
+ direction = 0
+
+ validSetup = 0
+
+ENDIF
+
+// === CAPTURE FIRST 15m OPENING RANGE ===
+
+IF Hour = 9 AND Minute = 45 THEN
+
+ rangeHigh = High
+
+ rangeLow = Low
+
+ rangeSize = rangeHigh - rangeLow
+
+ // --- DAILY ATR ---
+
+ dailyATR = AverageTrueRange[atrPeriod](Close)
+
+ // --- LIQUIDITY CANDLE FILTER ---
+
+ IF rangeSize >= dailyATR * riskPercentATR / 100 THEN
+
+ validSetup = 1
+
+ ELSE
+
+ validSetup = 0
+
+ ENDIF
+
+ // --- FIB 38.2 LEVEL ---
+
+ fib38 = rangeLow + (rangeHigh - rangeLow) * 0.382
+
+ // --- DIRECTION OF LIQUIDITY CANDLE ---
+
+ IF Close < Open THEN
+
+ direction = -1 // bearish candle → look for LONG
+
+ ELSE
+
+ direction = 1 // bullish candle → look for SHORT
+
+ ENDIF
+
+ENDIF
+
+// === TRADE EXECUTION (Touch & Turn) ===
+
+IF validSetup = 1 AND NOT OnMarket AND Hour >= 9 AND Hour <
+
+11 THEN
+
+ // === LONG SETUP ===
+
+ IF direction = -1 THEN
+
+ entryPrice = rangeLow
+
+ targetDistance = fib38 - entryPrice
+
+ stopDistance = targetDistance / rrRatio
+
+ BUY 1 SHARE AT entryPrice LIMIT
+
+ SET TARGET PRICE fib38
+
+ SET STOP LOSS stopDistance
+
+ ENDIF
+
+ // === SHORT SETUP ===
+
+ IF direction = 1 THEN
+
+ entryPrice = rangeHigh
+
+ targetDistance = entryPrice - fib38
+
+ stopDistance = targetDistance / rrRatio
+
+ SELLSHORT 1 SHARE AT entryPrice LIMIT
+
+ SET TARGET PRICE fib38
+
+ SET STOP LOSS stopDistance
+
+ ENDIF
+
+ENDIF
+
+// === FORCE EXIT AFTER 11:00 ===
+
+IF Hour >= 11 AND OnMarket THEN
+
+ SELL AT MARKET
+
+ EXITSHORT AT MARKET
+
+ENDIF
+
+// === BACKTEST STATISTICS DISPLAY ===
+
+GRAPH StrategyProfit AS "Net Profit"
+
+GRAPH PositionPerf(1) AS "Last Trade %"