APB820 Strategy Outline

1. Overview

APB820 is an instrument-calibrated, multi-strategy trading system organized around three core strategy families, BO Breakouts, TR Trend Continuations, RV Core Reversals.

The three supplemental mode families are AG Aggressive, PRO Profit & Protect, SW Swing Management.

The operating sequence is, identify market structure, apply global safety gates, qualify the setup, calculate stop and target, grade the entry, determine position size, submit the trade, manage risk and profit, grade entry execution, exit execution, S.E.T.S. and overall performance.

Primary inputs include, price structure, EMA4/9/10/15/20/50, Parabolic SAR, VWAP and deviation bands, trendlines, support and resistance, PMH/PML/PDC, opening ranges, strong reversal numbers, relative volume, executed Bid/Ask volume and delta when available, MACD, RSI, candle structure, wick size, volatility, candle flips and higher-timeframe context.

Universal key levels include, 000, 00, 50, multiples of 20, 25 and 30, instrument-specific active or dominant levels, recurrent support and resistance.

2. Core Strategy One — BO Breakouts

BO purpose

Enter when price leaves consolidation, breaks a reference level or clears resistance/support with sufficient trend, participation and reward room.

BO reference setups

BO-PMH, break above premarket high, BO-PML, break below premarket low, BO-PDC, break of prior-day close, BO-ORB, BO-ORB5, BO-ORB15 and BO-ORB30, opening-range breaks.

PMH/PML can enter by direct confirmed break, next-candle continuation marked with +, or break-retest-continuation marked with -R.

BO pattern setups

BO-RNG, range breakout, BO-BOX, micro-range or body/wick box breakout, BO-FLG, flag breakout, BO-PEN, pennant breakout, BO-WDG, wedge breakout, BO-TL, trendline breakout.

BO dynamic setups

BO-EARLY, early trend-aligned momentum departure from a number, range, VWAP deviation or other recognized structure, BO-SAR, early breakthrough of resistance/support plus a recently opposing SAR dot.

BO-SAR requires, NQ/MNQ trend structure, recent opposing SAR dot, current SAR aligned with the new direction, registered resistance/support clearance, directional body of at least 4 points and at least 55% of candle range, maintained volume, executed-flow confirmation, acceptable grade and entry inside the chase limit.

BO stop, target and protection

Initial stop uses valid candle or breakout structure where available, otherwise instrument/profile and ATR-based risk, stop is placed beyond invalidation with a safety buffer, structural stops that are excessively wide may reject the trade rather than move the stop inside invalidation.

Default target is 2R, targets may be capped before confirmed reversal zones, recurrent support/resistance, trendlines, VWAP or strong numbers.

NQ/MNQ BO-PMH, BO-PML and BO-PDC receive a mandatory forward-room test, the target is capped before the next barrier, entry is rejected when usable room is below the default 1.25R minimum.

BO-EARLY and BO-SAR receive NQ/MNQ cooldown, EMA9-reset rearming, congestion protection, true executed-flow confirmation and early MFE protection.

3. Core Strategy Two — TR Trend Continuations

TR purpose

Join an established trend after an orderly pullback, level hold, trendline continuation or controlled resumption.

TR-PB9

Price must be in an established trend, the rejection wick crosses or tests EMA9 without accepting through it, price resumes in the trend direction, the rejection originates from a key level.

TR-PB1020

Price pulls into the EMA10–EMA20 zone, the wick enters the zone without accepting through it, the confirmation candle resumes in the established trend direction, the rejection originates from a key level.

Pullback confluence

A key level is mandatory, at least three of the following four are required by default, key level, trendline interaction, increasing volume, prior support in an uptrend or prior resistance in a downtrend.

Other TR setups

TR-TL, trendline continuation, TR-FE, fashionably early trend entry with extended development protection, TR-FL, fashionably late continuation when the normal trend opportunity has developed but structure remains valid.

TR stop, target and management

Stop is placed beyond the pullback/rejection structure with a buffer, ATR and maximum-stop rules remain authoritative.

Default target is 2R with barrier and reversal-zone adjustment, TR-FE receives a longer development period before structure trailing, TR-PB trades are treated as structural runners and are not immediately tightened like ordinary scalps.

NQ/MNQ TR setups require EMA9/EMA20 order, directional slopes, minimum separation, acceptable congestion, controlled EMA crossings and no high-flip candle condition.

4. Core Strategy Three — RV Core Reversals

RV purpose

Enter only after observable rejection at an important reversal area, not merely because price appears extended.

Core reversal types

HMR, bullish hammer reversal, SS, bearish shooting-star reversal, THORS-L and THORS-S, multi-candle approach and rejection from a major origin, RREV, recurrent resistance reversal, RSUP, recurrent support reversal, VWAP-R, VWAP rejection and directional departure.

Reversal entry requirements

Recognized reversal zone, rejection wick or pattern structure, confirmation candle or body extension, adequate confluence, acceptable volume and pressure, sufficient room to the next barrier.

Countertrend reversals require higher quality than trend-aligned reversals. Core reversal trading is A+ focused by default, designated THORS, VWAP-R and recurrent-level exceptions may qualify under their separate confirmation requirements.

Reversal stop, target and protection

Stop is placed beyond the rejection extreme or at the defined wick-invalidation structure, target is based on R and the next structural region, confirmed reversal barriers can cap the target.

AG-HMR and AG-SS are not core reversals; they belong to Aggressive mode.

5. Global Entry Safety

Every automatic entry must pass the applicable safety sequence.

System and session safety

Strategy must be enabled, real-time entry must be armed using Start Trading, startup stabilization must be complete when enabled, entry must be inside the authorized trading window, session trade limits and re-entry rules must permit another trade.

The opening observation hold is active from 9:28 through 9:32, earliest normal release is 9:33.

After 9:33, NQ directional entries can remain blocked while EMA congestion persists, price repeatedly crosses EMA9, or the candle flips more than five times. The separate global hard-flip limit blocks entries above the configured maximum, currently seven flips.

Account and loss safety

When the optional safety-limit package is enabled, checks include, maximum trades per session, consecutive-loss circuit breaker, maximum losses in 30 minutes, cooldown after a loss, daily loss limit, daily profit lock, maximum risk per trade, maximum contracts and account-percent risk.

Market-condition safety

High-wave candles, small bodies, long wicks, excessive red/doji/green or green/doji/red flipping, unstable EMA compression, excessive volatility, poor participation and nearby opposing barriers increase condition risk or block entry.

Structural safety

Entry must have valid trend or reversal structure, required price/location confluence, adequate participation, no unresolved recurrent barrier unless a specifically authorized momentum breakthrough applies, valid stop placement, acceptable chase distance and adequate target room.

NQ/MNQ safety package

NQ/MNQ adds, true executed Bid/Ask delta for BO-EARLY, BO-SAR and AG entries, EMA9/EMA20 order and slope, minimum EMA separation, congestion rejection, BO cooldown and EMA9 rearm, minimum final reward of 1.25R, wide structural-stop rejection and progressive early profit protection.

6. S.E.T.S. Method

S.E.T.S. means Stop, Entry, Target, Size.

S — Stop

The stop must represent actual setup invalidation, use candle, pullback, breakout, rejection or reversal structure when available, include a tick buffer, expand for ATR only when required, never force a stop inside valid invalidation merely to create smaller risk.

Stop quality is reduced by, excessive MAE, stop placement that permits more than 1R adverse movement, oversized volatility exposure or a full stop loss without favorable response.

E — Entry

Entry is evaluated using, setup score, immediate favorable response, MAE, slippage and confluence.

Good entry behavior means, price responds promptly, MAE remains controlled, slippage is small and independent confluence is present.

T — Target

Target begins with the planned R multiple, normally 2R, then respects strong reversal numbers, recurrent support/resistance, VWAP, trendlines, prior-session references and confirmed reversal regions.

Target quality is judged by realized profit relative to MFE, called capture percentage.

S — Size

Size is determined after the stop and entry grade are known.

Default maximum is five contracts, A+ receives 100% of maximum, A receives 80%, B receives 33%, C receives 20%, producing approximately 5, 4, 2 and 1 contracts when the maximum is five.

Final size can be reduced by, wide ATR stop, insufficient volume rank, high condition risk, account-risk cap, maximum dollar risk and insufficient historical samples.

Limited size increases are permitted for, highly qualified THORS, dominant learned levels and strongly aligned DOM Flow. Risk and maximum-contract caps always override size increases.

7. Entry Grading

Setup-grade calculation

The setup score combines, higher of Fast and Continuation scores, lower-score balance, confluence bonuses, barrier penalties, reversal-window risk, volume push-through, reference-break bonus, active/dominant level bonus and same-leg signal decay.

Default thresholds are, A+ 96–100, A 88–95, B 76–87, C 64–75, below 64 Reject.

The live selector can be changed while trading between, A+ only, A and higher, B+ and higher, B and higher, C and higher. With current thresholds, B+ begins at approximately 82.

A+ normally requires exceptional structure, sufficient independent groups and participation. A+/A are downgraded when volume is not increasing or maintained.

Entry-execution grade after the trade

A+ 92 or higher, A 84–91, B+ 76–83, B 68–75, C below 68.

The score improves with immediate favorable response, MAE at or below 0.25R, minimal slippage and four or more confluences. It declines for delayed response, excessive MAE and poor slippage.

8. Exit Grading

Exit grade is based primarily on profit captured relative to MFE.

A, at least 80% of MFE captured, B, at least 60%, C, at least 35%, D, some profit captured but below 35%, F, no positive capture or profit was surrendered into a loss.

If the trade generated almost no favorable excursion, a profitable exit receives C and an unprofitable exit receives F.

9. S/E, T/S and Overall Grading

Stop/Entry grade, S/E

Combines the original setup quality with immediate favorable response, MAE and realized outcome.

Target/Size grade, T/S

Combines MFE capture, realized R, position size and condition risk. Full size in a high-risk environment is penalized, realization of at least +1R earns a bonus.

Letter thresholds

A+ 92+, A 82–91, B 72–81, C 62–71, D 50–61, F below 50.

Overall grade

Overall score equals, 40% Stop/Entry grade, 30% Target/Size grade, 30% favorable-excursion score.

The excursion component rewards reaching 0.5R, 1R and 2R, then penalizes negative realized performance.

10. Additional Strategies and Modes

AG — Aggressive Mode

AG is selectable during trading and is off by default.

AG-MBTR, early MB-like trend entry, trajectory must be stronger than +6 or −6 on the ten-point scale, at least 4 points of directional movement, origin wick from 0–2 points, departure from a key level.

AG-EMA, trend-direction entry as price leaves the EMA9–EMA20 zone, rejection wick strictly greater than 4 points, red-doji-green in an uptrend or green-doji-red in a downtrend, entry occurs at the change away from doji, key-level origin required.

AG-HMR, red-doji-green transition at a bullish reversal zone and key level.

AG-SS, green-doji-red transition at a bearish reversal zone and key level.

AG-REV, while already in a profitable trade approaching a confirmed recurrent reversal zone, locks the current profit, closes the position and enters the opposite direction only after reversal confirmation.

PRO — Profit & Protect Mode

AG-AU, renamed Average Up, adds limited size only after favorable movement and confirmation, never beyond the maximum-contract limit.

Dollar Shield, progressively protects a portion of MFE, approximately 33%, 50% or 67% as the trade develops.

DOM Flow, evaluates Level II order-book alignment, may block an entry when strong opposing liquidity dominates, may add a limited contract when persistent flow supports the trade, may tighten protection when large opposing orders threaten open profit. Missing or stale DOM data is handled without inventing order-flow information.

SW — Swing Modes

SAR RUN, keeps a qualified trade open until the Parabolic SAR flips against the position, hard protective stops remain active.

TRND RIDE, keeps the trade open until EMA9 crosses EMA15 against the position, hard stops, catastrophic protection and safety exits remain active.

A scalp can therefore become a swing trade when SW is enabled and the trend continues.

Supporting Features

Instrument calibration for NQ/MNQ, YM/MYM and ES/MES, live entry-grade selector, dynamic sizing, active/dominant level learning, departure-edge learning, volume and executed-flow diagnostics, draggable stop and target controls, chart cleanliness controls, trade ledger, MFE/MAE tracking, entry and exit grades, S/E grade, T/S grade, overall grade, report-card comments and performance statistics by setup grade and entry family.