output/luxalgo-buyer-assets/pinescripts/mnq-1min-open-drive-router.lux.pine
Tier A/B paper automation candidate
MNQ 1-Min Open Drive Reclaim Router
A one-minute MNQ open-drive reclaim sleeve routed into the existing MES clean prop anchor. This is the current best answer to the frequency problem: it adds 1-minute open-window signals while keeping the prop survival profile materially better than the rejected high-frequency scalper variants.
ReplayRouterMNQ 1m add-on plus MES anchor
Trades3602.31 per week baseline
Win rate62.8%3,000-path validated profile
Target RR1.0-1.5R1-minute sleeve uses 1.5R
Expectancy+0.340Rper accepted trade
Profit factor1.98baseline gross wins/losses
Max DD5.63Rhistorical accepted path
Eval pass98.3%$125 risk / 3,000 paths
Cost-stress pass81.1%+0.10R added cost
Median pass45dp25 36 / p75 57
Historical Equity Curveaccepted router trades, normalized R path
Stress comparison
Why this route is promoted
Raw 1-minute strategy searches produced more trades, but the best high-frequency variants collapsed under extra fill cost and prop-firm drawdown rules. This router is promoted because the 1-minute sleeve improves frequency without breaking the survival profile.
| Stress | Trades | Win | ExpR | PF | Max DD | Eval pass | Eval fail | Median | p95 DD |
|---|---|---|---|---|---|---|---|---|---|
| Baseline | 360 | 62.8% | +0.340R | 1.98 | 5.63R | 98.3% | 0.0% | 45d | $823 |
| Random 10% miss + 0.03R cost | 325 | 63.1% | +0.322R | 1.91 | 6.59R | 96.3% | 0.0% | 49d | $880 |
| +0.05R added cost | 360 | 62.5% | +0.290R | 1.80 | 7.58R | 92.3% | 0.03% | 52d | $1,018 |
| Miss every 7th fill + 0.05R cost | 309 | 61.5% | +0.258R | 1.66 | 5.75R | 83.5% | 0.03% | 59d | $1,085 |
| +0.10R added cost | 360 | 61.7% | +0.240R | 1.63 | 9.53R | 81.1% | 0.17% | 59d | $1,180 |
Operating profile preview
Entry, stop, target, and governor logic
The public page shows the research-grade operating shape. Exact thresholds, route weights, private code, and automation files remain private buyer material.
| Item | Validated public rule | Execution note |
|---|---|---|
| Market | MNQ one-minute open-drive sleeve plus MES anchor sleeves | Do not translate to NQ/ES without retesting tick value, slippage, and risk model. |
| Chart family | 1-minute MNQ signal source plus existing 2m/5m MES router families | Closed-bar signals only; no intrabar hindsight arrows. |
| Time window | MNQ sleeve signals inside the New York open band | Disable around high-impact scheduled news until the news cooldown model is separately verified. |
| Bias | Long-only open-drive reclaim, continuation, and sweep-reclaim sleeves | Route under one active global position; do not stack correlated signals. |
| Entry | Confirmed signal, intended next-bar fill | Cancel stale entries that miss the intended bar; do not chase. |
| Stop | Immediate structure/ATR bracket stop | No stop widening, no averaging down, no rescue logic. |
| Target | Positive-R bracket, 1.0R to 1.5R depending sleeve | Take target automatically; manual discretionary stretching must be retested. |
| Eval risk | $125 per accepted trade | Designed for pass probability per drawdown, not raw speed. |
| Governor | Maximum 3 accepted trades/day, hard daily stop, daily profit lock | Automation must enforce the governor at the router level, not the signal level. |
TradingView package
PineScript approximation staged privately.
A Pine v5 approximation has been staged for buyer/demo testing. It is not the full private Python router and has not been public-published to TradingView.
Buy arrows, stop line, target line, VWAP/EMA context, session gate, and alert condition are included in the staged approximation.
Research passed the stress gate. Broker-connected paper logs are still required before unattended automation.
Sources and testing protocol
What this validation is based on
The page is a research summary, not audited live performance. These are the internal files and rule assumptions behind the published metrics.
| Area | Source | Test note |
|---|---|---|
| Tradebook | work/router_graft_tf1_open_drive_top1_3000_fixed_20260629/trades_anchor_plus_m1_3trade_nolosslock__top_trades_14_dbp_9eb1f74368_mnq_all_all_prior_open_band_r16_48_rrnone_snone_enone.csv | Accepted trades used for baseline metrics and router-level daily governor behavior. |
| Stress summary | work/router_graft_tf1_open_drive_top1_3000_fixed_20260629/router_graft_m1_sleeves_summary.csv | 3,000-path baseline, added-cost, and missed-fill Monte Carlo prop simulations. |
| 1-minute sleeve source | work/tf1_open_drive_tradebooks_20260629/top_trades/14_DBP_9eb1f74368.csv | MNQ one-minute open-drive reclaim sleeve before router grafting. |
| Readiness note | work/TF1_OPEN_DRIVE_ROUTER_READINESS_20260629.md | Promotion notes, blocked IBKR API observation, and paper-forward next steps. |
| Rule template | work/prop_alpha_lab.py Topstep-style 50K template | Includes max loss, daily lockouts, payout-day logic, commission, slippage, and Monte Carlo reshuffling. |
| Data source | work/databento_validation_normalized | Normalized MES/MNQ continuous-contract intraday bars used by the local research lab. |
Risk note
Strategy research is educational software and trading research, not financial advice. This is a paper/demo research candidate, not a live-funded approval. Live markets can break backtests through fees, slippage, latency, platform behavior, missed fills, rule changes, and regime shifts.