{
  "id": 2327,
  "rank": 1032,
  "name": "NASDAQ 100 Strategy",
  "aka": [],
  "family": "B",
  "subtype": "B3",
  "one_liner": "A strategy that uses VWAP, EMAs, RSI, and ATR to enter and exit trades based on specific conditions.",
  "market_regime": "any",
  "timeframes": [
    "any"
  ],
  "symbols": [
    "NASDAQ 100 Cash (1$)"
  ],
  "sessions": [
    "Startsession=80000, EndSession=160000 (UTC+8)"
  ],
  "indicators": [
    {
      "name": "VWAP",
      "params": {},
      "applied_to": "close"
    },
    {
      "name": "EMA",
      "params": {
        "period": 21
      },
      "applied_to": "close"
    },
    {
      "name": "EMA",
      "params": {
        "period": 9
      },
      "applied_to": "close"
    },
    {
      "name": "RSI",
      "params": {
        "period": 14
      },
      "applied_to": "close"
    },
    {
      "name": "ATR",
      "params": {
        "period": 14
      },
      "applied_to": "close"
    }
  ],
  "entry_long": [
    "close > shortema",
    "shortema > longema",
    "longemadirection",
    "shortemadirection",
    "myrsi > 50",
    "close > vwap",
    "volatilityfilter",
    "inmarkettime"
  ],
  "entry_short": [
    "close < shortema",
    "shortema < longema",
    "longemadirection=0",
    "shortemadirection=0",
    "myrsi < 50",
    "close < vwap",
    "volatilityfilter",
    "inmarkettime"
  ],
  "exit_rules": [
    "stoploss = longentryprice - atr * initialstoplossmultiplier",
    "SET STOP price stoploss",
    "SET STOP PTRAILING atr * trailstopatrmultiplier",
    "stoploss = shortentryprice + atr * initialstoplossmultiplier",
    "SET STOP price stoploss",
    "SET STOP PTRAILING atr * trailstopatrmultiplier",
    "breakeventrigger = breakeventriggermultiplier * atr",
    "IF longonmarket AND close > longentryprice + breakeventrigger THEN SET STOP price longentryprice",
    "IF shortonmarket AND close < shortentryprice - breakeventrigger THEN SET STOP price shortentryprice",
    "IF longonmarket AND (barindex - longentrybar >= timeexitbars) THEN sell at market",
    "IF shortonmarket AND (barindex - shortentrybar >= timeexitbars) THEN EXITSHORT at market",
    "trendreversalexitlong = shortema < longema AND NOT longemadirection",
    "trendreversalexitshort = shortema > longema AND NOT shortemadirection",
    "IF longonmarket AND trendreversalexitlong THEN sell at market"
  ],
  "filters": [
    "volatilityfilter",
    "max spread 2.0 pips"
  ],
  "stop_loss": "stoploss = longentryprice - atr * initialstoplossmultiplier; stoploss = shortentryprice + atr * initialstoplossmultiplier",
  "take_profit": "SET STOP PTRAILING atr * trailstopatrmultiplier",
  "position_size": "tradeQty = (initialCapital * equityPercentPerTrade / 100) / close",
  "evidence_type": "source_code",
  "completeness": 80.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "opacity_warnings": null,
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/2327-nasdaq-100-strategy",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://www.prorealcode.com/topic/plese-convert-tradingview-strategy-to-prorealtime/",
  "limitations": "These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms."
}