scalpHigh Rcustommulti-factorBest TF: 1m (3m zone)Walk-forward untestedTV: Not yet ported to Pine

Variant of Zone-Pullback (Amer's System)

Zone-Pullback — Seasonal (Amer's System + filters)

Amer's zone-pullback system with weekday + hour-of-day + post-opening 15m skip filters overlayed.

Profitability metrics

This strategy has not been validated against TradingView multi-year history yet — RM/day, trades/day, and monthly projection are only computed from authoritative TV stats. The 1-month sweep below is in-sample only and should not be used as a profit forecast.

Philosophy

“Applies weekday + hour-of-day filters from seasonality analysis. Preliminary — 1-month sample. In-sample the filters HURT stats (parent SQN 2.2 → -1.06). The 1-month seasonality signal does not generalise to this strategy either — evidence that the observed patterns are sampling noise, not edge. Revisit with multi-year data.”

Walk-forward status: Walk-forward untested

The featured config below was not directly covered by the walk-forward grids (different dataset or timeframe, or the in-sample SQN was too low to promote to OOS evaluation). Treat the in-sample numbers with appropriate caution — no unseen-window validation yet.

This strategy: Seasonal-filter variant; not in the walk-forward grids. In-sample only — parent SQN 2.2 degraded to -1.06 under filters on the same legacy_1m 1-month window.

Best backtest config (1-month sweep)

SQN

-1.06

Profit Factor

0.28

Win rate

28.6%

Trades

Net profit

MYR -976

Max drawdown

MYR +1,193

Dataset

legacy_1m

Timeframe

1m (3m zone)

Strategy properties

Style: scalp
Profile: High R
Trades / day: 0.95
Avg bars held: 2.05
TV compile status: Not yet ported to Pine
Walk-forward: Walk-forward untested
Variant of: Zone-Pullback (Amer's System)

Parameters

zoneType: demand_base
zoneTf: 3
pullback: pct_retrace
trail: chandelier_atr
slTicks: 7
rr: 2
filterWeekdays: Mon,Wed,Thu,Fri
filterHours: 10:30-12:30,14:00-17:00
skipFirstMinutes: 15
avgBarsHeld: 2.05

Applies to

Market: FCPO (Crude Palm Oil Futures, Bursa Malaysia)
Timeframe: 1m (3m zone)
Style: Scalping (seconds to minutes)
Complexity: 4+ rules, confluence-based

When it works

Did not show a stable edge in the sample — treat with caution.

Pine Script coming soon

Related strategies (custom)

Zone-Pullback (Amer's System)

SQN 2.20 · PF 1.05

Zone-Pullback (Bounce Confirmed)

SQN 1.87 · PF 13.45

FCPO Ichi PB (v15 Fixed)

SQN -0.42 · PF 0.83

Full raw backtest result

{
  "dataset": "legacy_1m",
  "tf": "1m (3m zone)",
  "params": {
    "zoneType": "demand_base",
    "zoneTf": "3",
    "pullback": "pct_retrace",
    "trail": "chandelier_atr",
    "slTicks": 7,
    "rr": 2,
    "filterWeekdays": "Mon,Wed,Thu,Fri",
    "filterHours": "10:30-12:30,14:00-17:00",
    "skipFirstMinutes": 15
  },
  "trades": 21,
  "winRate": 28.57,
  "netProfitMYR": -976.43,
  "profitFactor": 0.28,
  "sqn": -1.06,
  "maxDrawdownMYR": 1192.86,
  "avgBarsHeld": 2.05
}