The ChopFlow ATR Scalp Strategy combines a low choppiness regime filter, on-balance volume with EMA confirmation, and ATR-based exits to capture quick micro-trends on the NASDAQ-100 E-mini (MNQ).
Strategy Logic
1. Choppiness Filter:
-Calculate the Choppiness Index over 14 bars.
- Trade only when chop < 60 (trending or mildly trending market).
2. Order-Flow Confirmation:
- Compute OBV and its 10-period EMA.
- Long when OBV > OBV EMA and chop < threshold.
- Short when OBV < OBV EMA and chop < threshold.
3. ATR-Based Exit:
- Exit at a fixed multiple of ATR (stop and profit target both = 1.5 × ATR).
How to Trade It
1. Confirm time chart with MNQ , preferably1-min chart.
2. Enable only the 17:00–16:00 CME session.
3. Look for low choppiness (< 60), then wait for OBV cross.
4. Enter with one-contract size, tight 1.5× ATR stops/profits.
5. Monitor DOM for liquidity shifts around entry levels.
Strategy Logic
1. Choppiness Filter:
-Calculate the Choppiness Index over 14 bars.
- Trade only when chop < 60 (trending or mildly trending market).
2. Order-Flow Confirmation:
- Compute OBV and its 10-period EMA.
- Long when OBV > OBV EMA and chop < threshold.
- Short when OBV < OBV EMA and chop < threshold.
3. ATR-Based Exit:
- Exit at a fixed multiple of ATR (stop and profit target both = 1.5 × ATR).
How to Trade It
1. Confirm time chart with MNQ , preferably1-min chart.
2. Enable only the 17:00–16:00 CME session.
3. Look for low choppiness (< 60), then wait for OBV cross.
4. Enter with one-contract size, tight 1.5× ATR stops/profits.
5. Monitor DOM for liquidity shifts around entry levels.
Make sure to subscribe to our daily market analysis for Futures Traders at futuresplaybook.com !
-Dr. Alex Djahankhah
-Dr. Alex Djahankhah
Clause de non-responsabilité
Les informations et publications ne sont pas destinées à être, et ne constituent pas, des conseils ou recommandations financiers, d'investissement, de trading ou autres fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.
Make sure to subscribe to our daily market analysis for Futures Traders at futuresplaybook.com !
-Dr. Alex Djahankhah
-Dr. Alex Djahankhah
Clause de non-responsabilité
Les informations et publications ne sont pas destinées à être, et ne constituent pas, des conseils ou recommandations financiers, d'investissement, de trading ou autres fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.
