Preset

Prior Session High Anchor

Anchors at the prior session high. Performed weakly on the 2024 NQ sample; included so the strategy gives you a way to test it on your own data and timeframes.

Family: Anchored VWAP

Parameters

Anchor event: Prior session high
Opening drive window (bars): 6
Slope lookback (bars): 10
Retest threshold from anchored VWAP (%): 0.1
Take-profit distance (%): 0.5
Stop distance (%): 0.3
Maximum bars in trade: 30
Direction: Both sides
Contracts per trade: 1

Contract

CME:NQ

Timeframe

These parameters pre-fill the New Backtest form. You can adjust the contract, date range, and initial capital before submitting.

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