NUMEX Range 60 Swing Structure
HH/HL or LH/LL structure, break of the last swing then a retest with a rejection candle, automatic stop and target.
- Type
- Strategies
- Platform
- NinjaTrader 8
- Deliverable
- .cs file or compiled export
Logic
Range 60 Swing Structure is built for Range 60 bars. It tracks confirmed swings and reads the structure: higher highs and higher lows for a bullish bias, lower highs and lower lows for a bearish one. An EMA 21/50 filter can confirm the bias.
In a bullish bias, a close above the last swing high arms a long. The strategy then waits for a retest of the broken level, with a close back above it and, optionally, a rejection candle whose lower wick is at least half its body. The bearish setup mirrors this.
The stop goes behind the last opposite swing with a buffer, and the target is a multiple of the risk. A trade whose risk falls outside the allowed range is skipped. A time window and a daily trade limit complete the frame, with an exit before the session ends.
Features
- Swings confirmed with strength 5
- Bullish bias on HH/HL, bearish on LH/LL
- Optional EMA 21/50 filter
- Swing break, then retest with a rejection candle
- Stop behind the last opposite swing, target as a multiple of risk
- Time window and daily trade count
Parameters
- Swing strength (default 5)
- Fast / slow EMA (default 21 / 50)
- Risk/reward ratio (default 2.0)
- Retest tolerance (default 6 ticks), stop buffer (default 4 ticks)
- Accepted risk between 12 and 120 ticks
- Max trades per day (default 4)
- Time window (default 07:00 to 18:00, chart time)
Screenshots
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