Killzones SMT + IFVG detector

9월 14일

Killzones SMT + IFVG Detector [Strategy]

Summary
This strategy implements a specific intraday workflow inspired by ICT-style concepts.
It combines:

• Killzone session levels (recording untouched highs/lows)
  
• SMT divergence between NQ and ES (exclusive sweep logic)
  
• IFVG confirmation (3-bar imbalance + width filter + inversion guard)
  
• and an optional smart exit engine

The components are not simply mashed together: they interact in sequence.
A setup only confirms if all conditions line up (time window → untouched level sweep → divergence → valid IFVG → confirmation candle → risk filter).

Workflow

1. Killzones & session levels
   Tracks highs/lows inside default killzones (19:00–23:00, 01:00–04:00, 08:30–10:00, 11:00–12:00, 12:30–15:00, chart timezone).
   Stores untouched levels forward; sweeps trigger candidate signals.
   
   
2. SMT divergence (exclusive sweep)Bullish SMT: one index sweeps its low while the other remains above its session low.
   Bearish SMT: one index sweeps its high while the other remains below its session high.
   
   Detection supports “Sweep (Cross)” or “Exact Tick.”
   Session IDs are tracked so once a side has fired, later re-touches can’t re-trigger.
   
   
3. IFVG confirmation
   Locks the first valid 3-bar IFVG after SMT.
   Confirmation requires a candle close beyond the IFVG boundary in the direction of the close.
   IFVGs must meet a minimum width filter (default 1.0 point).
   Inversion guard: ignores IFVGs already inverted before SMT.
   Optional “re-lock” keeps tracking the latest IFVG until confirmation/expiry.
   
4. Smart exit engineInitial stop from opposite wick (+ buffer).
   Fixed TP (default 40 points).
   Dynamic stop escalation at progress thresholds (BE → 50% → 80% of target).
   
5. Safety gates
   Weekend lockout (Fri 16:40 → Sun 18:00).
   Same-bar sweep of high & low cancels setups.
   Max initial stop filter skips oversized setups.
   Optional cooldown bars.
   

Alerts

• SMT Bullish/Bearish: divergence detected this bar.
  
• Confirm Long/Short: IFVG confirmation triggered.
  

Default Strategy Properties (used in screenshots/backtests)

• Initial capital: $25,000
• Order size: 1 contract
• Commission: $1.25 per contract per side
• Slippage: 2 ticks
• Backtest window: Jun 16, 2025 – Sep 14, 2025

These settings are intentionally conservative. If you change them, your results will differ.

How to use

1. Apply on an NQ or ES futures chart (1–5 min).
   
2. Choose your killzones and detection mode.
   
3. Select confirmation symbol (NQ, ES, or “Sweeper”).
   
4. Enable/disable IFVG re-lock.
   
5. Review signals and use alerts for automation if desired.
   

Limitations

• Strict filters reduce trade count; extend backtest window for more samples.
  
• Works best on NQ/ES; not validated elsewhere.
  
• Past performance is not indicative of future results.
  
• This is an educational tool; not financial advice.
  

9월 19일

릴리즈 노트

Fixing a bug with IFVG width

10월 8일

릴리즈 노트

1)When the SMT was created by ES - added a new input to calculate the distance from the killzone high/low - not taking "too far SMT trade".
2) Changed the default IFVG width.
3)Improved last year's performance - making the strategy more relevant for the future.

10월 23일

릴리즈 노트

Improving results based on last year's performance.