XYZ100 Open Momentum
NQ 5M Open Momentum
No README in this version.
Indicator
Outputs
| Output | Plot | Panel | Style |
|---|---|---|---|
day_open | line | overlay | color #9ca3af, width 1, dotted |
cum_r | line | lower | color #f59e0b, width 2 |
trade_r | histogram | lower | color #60a5fa |
signal | data only | overlay | default |
Strategy
This Indicator places orders. The chart runs the reference broker beside it on the chart's own candles: an order placed on a bar can fill from the next bar on, and the trade list, equity curve and stats show in the Strategy Tester. Its title there is the package's display name.
| Setting | Value |
|---|---|
initial_capital | 1000000 |
currency | USD (default) |
commission_percent | 0.00145 |
slippage_bps | 0 |
slippage_model | fixed (default) |
qty_type | fixed |
qty_value | 20 |
pyramiding | 1 |
fill_model | pessimistic |
instrument | spot (default) |
Beside its outputs it exposes two event streams alerts can arm and two read-only outputs the host publishes on every confirmed bar; screens and rules read them like any output.
| Name | Kind | Meaning |
|---|---|---|
strategy.order | event stream | an order placed or replaced, on the bar it was placed on |
strategy.fill | event stream | a trade opened or closed, on the bar the fill landed on |
strategy.position | output | signed position size after that bar's fills |
strategy.equity | output | account equity marked at that bar's close |
Params
| Name | Default | Min | Max |
|---|---|---|---|
trigger_pct | 0.5 | 0.05 | 5 |
win_start | 1000 | 930 | 1600 |
win_end | 1300 | 930 | 1600 |
stop_frac | 1 | 0.1 | 5 |
target_r | 2 | 0 | 20 |
flat_at | 1555 | 1000 | 1600 |
from_date | 20251001 | 20000101 | 20991231 |
units | 20 | 1 | 1000 |
chart_interval_sec | 0 |
Inputs
| Input | Source | Selection |
|---|---|---|
close | ohlcv | field close |
open | ohlcv | field open |
bar_t | time | field bar_open_sec |
Provenance
| ABI | wrun-3 |
|---|---|
| Source | Runs on OpenMarket's servers; not downloadable |
| Version | Published | Note |
|---|---|---|
| 0.1.0 | Oct 20, 2026 |