Jump to: which configuration · what changed · results · 365-day chart · 103-day chart · against v3.6.1 · holdouts · updating · every setting · US100 (CFD) · known limits
Which configuration to run
| configuration | instrument | last 365 days | use it when |
|---|---|---|---|
| Default | Micro Nasdaq futures (MNQ), 1 contract | 430 trades, +$10,658, PF 1.92 |
you trade the CME micro future |
| US100 (CFD) | US Tech 100 CFD, 2 units (0.02 lots = 1 MNQ of exposure) | 487 trades, +$11,688, PF 1.88 |
you trade the index on a CFD broker — see US100 (CFD) |
The Default is the script’s own input defaults, so a fresh chart runs it with nothing to load. Both trade the same two sessions — Asia (9:45 PM – 2:00 AM ET, flat by 3:25 AM) and London (entries 3:00 – 5:05 AM ET, flat by 7:00 AM) — with the same exits. New York ships off.
Nothing is held past 7:00 AM: the flatten fills at the open of the 7:05 bar, and the latest exit in the results export is 7:05. That leaves the New York pre-open and open free for anything else you run on the same account.
What changed since v3.6.1
Defaults only. Every input, and every line of trading logic, is identical to v3.6.1. Ten defaults moved, all in the London session.
London ends earlier
| v3.6.1 | v3.6.2 | |
|---|---|---|
| Trading window (entries) | 3:00 – 10:00 AM ET | 3:00 – 5:05 AM ET |
| End-of-day flatten | 10:35 AM ET | 7:00 AM ET |
Both were chosen from a 5-minute grid of every last-entry time from 4:30 to 5:45 against every flatten time from 5:30 to 7:20. The last-entry time is what matters: results peak around 4:45 – 5:10 and fall off either side. The flatten time barely does once it is after 6:30 — any time from 6:30 to 7:20 gives about the same result, and 6:45 – 7:00 had the best profit factor and the lowest drawdown. A last entry at 5:05 leaves London trades a little over two hours to work; London winners take a median of 30 minutes, and 90% are done inside 65.
London re-tuned for the shorter window
London’s settings had been tuned on a 3:00 – 10:00 window. Re-tuned for 3:00 – 5:05, four groups changed; the long side stayed as it was.
| London | v3.6.1 | v3.6.2 |
|---|---|---|
| Short target / stop | 0.213% / 0.33% | 0.28% / 0.28% |
| Short breakeven | at 0.18% → stop +0.09% | at 0.16% → stop +0.08% |
| Short trail | 0.27% once 0.05% ahead | 0.22% once 0.03% ahead |
| Min VWAP slope | 14 pts over 16 bars | 12 pts over 16 bars |
Each change was kept only if it raised profit over the full test period without costing the last 103 days, drawdown, or the first half of the last year. Moving any of them one step either way still beats the untuned short window.
Results
Micro Nasdaq, 5-minute, 1 contract, a $50,000 account, $0.62 per contract per side and 1 tick of slippage. The rows are a TradingView trade-list export taken on 25 September 2026. The last 103 days (14 June 2026 onward) is the window the defaults were chosen on, so read it as the best case, not as what to expect.
| window | trades | net | win | profit factor | drawdown |
|---|---|---|---|---|---|
| Last 365 days | 430 | +$10,658 |
71.4% | 1.92 | $1,199 |
| Last 103 days | 142 | +$8,480 |
85.2% | 6.47 | $236 |
Nine of the last thirteen months were positive; the worst was −$378. Both
equity curves, with a month-by-month table, are in the
configuration tab below.
Drawdown here is measured trade to trade. TradingView’s own figure also counts
the swing inside an open trade, so the chart reads $1,242 for the year. Its
date-range readout for the last 103 days also includes the position still open
on a live chart, which is why it shows +$8,612 at profit factor 6.65.
The shape of the year: the curve is close to flat from October to May and climbs from June. The flat half is not the change in this version — London’s early-morning trades lost a little over that stretch in v3.6.1 too, where London’s late morning covered for them.
Against the v3.6.1 defaults
The same engine, the same data and the same costs, over the full test period of 1 January 2024 to 22 September 2026. These are Python engine figures — TradingView will not serve that much 5-minute history — run with the engine’s TradingView-style intrabar ordering.
| trades | net | win | profit factor | max drawdown | quarters positive | worst quarter | |
|---|---|---|---|---|---|---|---|
| v3.6.1 defaults | 1,316 | +$14,896 |
67.0% | 1.40 | $1,666 |
8 of 11 | −$690 |
| v3.6.2 defaults | 878 | +$11,254 |
65.6% | 1.50 | $1,071 |
7 of 11 | −$351 |
The trade-off, stated plainly: v3.6.2 makes about a quarter less. More than half of what v3.6.1’s London earned after 7:30 AM came from trades that opened or ran into the 9:30 AM New York open. v3.6.2 gives those hours up, and in exchange its profit factor is higher, its drawdown is about a third lower, and its worst quarter is half as bad. If you do not run anything else in the New York morning, v3.6.1’s longer London window made more.
Read the holdouts
The last 365 and 103 days are what the defaults were chosen on. These two windows are the periods before that:
| window | v3.6.1 net | v3.6.1 PF | v3.6.2 net | v3.6.2 PF |
|---|---|---|---|---|
| Sep 2024 – Sep 2025 | +$1,639 |
1.13 | +$950 |
1.13 |
| Jan 2024 – Sep 2024 | −$557 |
0.92 | −$345 |
0.91 |
Same profit factor as v3.6.1 on the year before, less money because there are fewer trades; a smaller loss in early 2024. Neither holdout is strong. Most of this configuration’s return is recent. Size by the holdout figures, not by the last 103 days.
US100 (CFD)
A different instrument, not a second tuning of the Micro Nasdaq config. The sessions and the exits — targets, stops, breakeven and trail, all in % of price — are exactly the Default’s. Four entry filters differ, because a CFD’s volume is not CME volume: a CFD feed’s tick volume is spread almost evenly across the day (about 4% an hour), where the futures’ volume piles into the New York session. VWAP is volume-weighted, so every VWAP, slope and band on a CFD chart reads differently from the same setting on MNQ.
| entry filter | Default (MNQ) | US100 (CFD) |
|---|---|---|
| Asia VWAP slope | 1.5 pts over 12 bars | 1.5 pts over 16 bars |
| London VWAP slope | 12 pts over 16 bars | 13 pts over 20 bars |
| London Max Extension | 2.15 std devs | 3.5 |
| Asia Max Extension | 3.275 std devs | off |
Chart it on your broker’s feed
This configuration is charted on OPOFINANCE:NDQUSD (it was tuned on TICKMILL:USTEC, and the two charts open the same trade on 445 of about 490 entries). Treat that as advice, not a requirement. What matters is that the chart’s price moves like your broker’s, so that entries, stops and targets land where your broker fills them — your broker’s own volume never enters the strategy, which reads the chart’s. To find your feed, open your broker’s US100 chart, note a few candles’ open, high, low and close, and compare them with the US100 / NAS100 / USTEC symbols on TradingView: the one that sits a constant few cents away is yours. Nasdaq-100 CFD feeds on TradingView are spread over about 50 points, so the choice is not cosmetic.
For the best results, tune to your own feed. Each feed has its own tick volume, and on the same days the untuned defaults ranged from profit factor 2.8 to 4.4 across three feeds. The values here held up on every feed we tested — Tickmill, OPO Finance, Skilling and OANDA — but they were chosen on Tickmill.
Set the chart’s order size to 2 (0.02 lots on a broker whose lot is 100 units, the same exposure as 1 MNQ) and commission to 0 in Properties, or to your broker’s real charge. The script’s own $0.62-per-contract default is a futures fee and would be charged per CFD unit.
US100 results
OPOFINANCE:NDQUSD, 5-minute, 2 units, commission 0, 1 tick of slippage, a $50,000 account; a TradingView trade-list export taken on 26 September 2026. Spread is not modelled — a CFD’s spread is its main cost, so check yours.
| window | trades | net | win | profit factor | drawdown |
|---|---|---|---|---|---|
| Last 365 days | 490 | +$12,118 |
70.4% | 1.91 | $1,002 |
| Last 103 days | 157 | +$8,358 |
82.2% | 4.14 | $283 |
The same settings on TICKMILL:USTEC, the feed they were tuned on, made 487 trades,
+$11,688, PF 1.88 and a $1,355 drawdown over the 365 days. 445 entries are
identical; the difference is about 20 of those trades exiting at slightly
different prices.
Against the untuned Default settings on the Tickmill chart:
| TICKMILL:USTEC, 2 units | last 103 days | last 365 days |
|---|---|---|
| Default settings | +$6,829, PF 2.95, drawdown $488 |
+$10,471, PF 1.75, drawdown $1,402 |
| US100 settings | +$8,180, PF 4.19, drawdown $283 |
+$11,688, PF 1.88, drawdown $1,355 |
The Default row is TradingView’s own readout; the US100 row is the Tickmill trade
list (TradingView’s readout is +$8,126 / PF 4.17 for the 103 days, including
the open position).
Holdouts come from a substitute feed. TradingView serves only the last ~103 days of 5-minute data on CFD feeds, so the periods before that were run on Dukascopy’s US100 history through the Python engine — the same index, a different tick-volume series. At 2 units:
| Dukascopy, Python engine | Default settings | US100 settings |
|---|---|---|
| Sep 2024 – Sep 2025 | +$416 |
+$766 |
| Jan 2024 – Sep 2024 | +$114 |
+$646 |
| quarters positive, Jan 2024 – Sep 2026 | 6 of 11 | 8 of 11 |
Better than the untuned settings in both periods, and neither is strong — as with the Default, most of the return is recent.
Verification. The export is paired with the Save Parameters file it ran under, and those parameters match this tab’s configuration input for input. The Python engine reproduces the OPO chart at 96.8% entry-by-entry recall and 99.3% precision over the 103 days of OPO data it has, and the earlier Tickmill chart at the same 96.8% — the first time this family has been checked against a CFD feed.
Verification
The results are a paired export: the TradingView trade list and the Save Parameters file it was generated under. Those parameters were checked input-for-input against the new Pine defaults — 404 of 405 identical, the one difference being the dashboard text size, which is display only. The script compiles on TradingView’s own compiler with no errors or warnings.
The Python engine reproduces that export at 94.8% entry-by-entry recall and 97.3% precision; 396 of the 404 trades both take agree on profit to within $5.
If you are on v3.6.1
TradingView keeps the values you saved. None of the new defaults reach your
chart until you press Defaults in the settings dialog, or add the script
fresh. No label changed in this version, so nothing resets on its own — if you
prefer v3.6.1’s longer London window, keep your saved settings or set London’s
Trading Window back to 0300-1000 and its EOD close to 10:35.
Known limits
- The defaults were chosen on the last 103 days and year. The holdout table is the honest statement of what to expect beyond them, and early 2024 still loses.
- Less profit than v3.6.1 by design. The shorter London window is a choice to be flat before New York, not a performance improvement on its own.
- The long-period comparison is engine-only. Verified at 94.8% entry-by-entry, but only the 365-day and 103-day rows are TradingView runs.
- The results chart was loaded, not fresh. The export came from a chart with these exact values loaded through Load Parameters.
- US100 is feed-specific. It was tuned on TICKMILL:USTEC and is charted on OPOFINANCE:NDQUSD; another broker’s feed has its own tick volume, so re-tune for it. Its holdouts are on Dukascopy, a substitute feed, and spread is not modelled.