← Back to NitroPosted 9 Mar 2026 · Commenced 24 Sep 2026
Nitro Trades · video
The ONLY Trading Strategy You Need For Futures | Candle Range Theory (CRT)
Code base used · SMT All-in-One + Roman Essentials v0.1
Target stack for Nitro CRT. Versions per /workspace/smt-python/VERSION_LOG.md.
- Code base
- SMT_AllinOne + Roman v0.1: Python power-test surface pinned 2026-09-25;
smt_strategy/allinone/, CLIsmt_strategy/run_smt_allinone_roman.py. - Order manager
- Roman Essentials Host v0.1 (pinned 2026-09-24). Param bag
essentials_params_full.json, version 2026-09-25: 294 params across 11 categories and 37 groups. - Entry plugin
- Nitro CRT plugin v1 (
nitro_crt_v1, 2026-09-24) is entry-only: it sends entry signals, and Roman Essentials/ZZ manages the trades (size, stops, TP ladder, session, max trades, trailing). - Ninja (reference)
- Full SMT Strategy V3 (
AllinOneStrategy) on PC2.
Honesty line: today's Nitro CRT backtest (run_nitro_crt_a_rebreak_bt.py, 10 stocks, clean data: −$86,953, PF 0.90, 370 trades) used a simplified Roman-style order-management stand-in (one stop, one target, 0.5% risk, max 2/day), not the full stack. It has not yet been run through the full All-in-One + Roman order manager. Source: smt-python/results/nitro_crt_weekly_clean_2026-10-01/compare_summary.json (STOCKS_COMBINED).
The ONLY Trading Strategy You Need For Futures | Candle Range Theory (CRT)
Key frames 8 flagged
Source: WATCH_ALONG.md Curated timeline.
01:45 · CRT board: 9:30AM–1PM EST · 7–10PM EST · 1.5–2R
on screen CRT board: 9:30AM–1PM EST · 7–10PM EST · 1.5–2R
what's said 'one, two, or four-hour... I personally use the one-hour'
rule it illustrates TF / sessions
02:55 · board
on screen board
what's said 'two-minute time frame to break one of those levels and close above it'
rule it illustrates entry close rule
05:25 · MNQ 1H CRT: C2 swept low (circled)
on screen MNQ 1H CRT: C2 swept low (circled)
what's said 'closes this one-hour candle above... the body closes above the low'
rule it illustrates valid CRT
06:35 · 2m chart, level lines
on screen 2m chart, level lines
what's said 'first candle takes it out. It's not a strong break... I skipped this initial one'
rule it illustrates strong-close filter
07:05 · 2m: level held, FVG above
on screen 2m: level held, FVG above
what's said 'fair value gap that's holding above that middle candle's high'
rule it illustrates confirmation
07:55 · Long tool: Target 112.00 $1,478.63 / Stop 58.50 $750 / RR 1.91 / Closed P&L 112; Fri 06 Mar '26
on screen Long tool: Target 112.00 $1,478.63 / Stop 58.50 $750 / RR 1.91 / Closed P&L 112; Fri 06 Mar '26
what's said 'I aim for two'
rule it illustrates 2R, TP at 1H high
08:35 · 1H backtest
on screen 1H backtest
what's said 'I count this one as a fail'
rule it illustrates honest backtest
10:05 · 1H CRT where middle candle low never broke
on screen 1H CRT where middle candle low never broke
what's said 'price never comes and takes out that low, so we do not play that'
rule it illustrates no break = no trade
Worked examples (1 A+ / 2 total)
| id | kind | t | instrument | date on screen | CRT TF | dir | entry mode | entry | stop | target | RR | outcome | frame |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MJsE-A1 | a_plus | 05:10–08:14 | MNQ1! | Fri 06 Mar '26, entry ~10:18 | 1H | long | 2m strong close above middle candle high after 2 weak breaks skipped; FVG holding | ≈24,783 | ≈24,724.50 (58.50 pts, $750) | ≈24,895 (112.00 pts) | 1.91 | TP — Closed P&L 112.00 on tool; 'beautiful move up to that high' | 033_05m25s_10s_crt.png |
| MJsE-BT | backtest_scroll | 08:14–10:36 | MNQ 1H | not shown | not shown | not shown | not shown | not shown | not shown | not shown | ~10 setups reviewed; 1 counted as a fail ('probably would have taken out your 2R'); one skipped because middle candle never broken; rest described as moving to the opposite 1H extreme. Exact tally not stated. | 055_08m35s_10s_crt.png |
MJsE-A1 · frames
MJsE-BT · frames
Summary bullets 7
(en-orig deep-card captions; timestamps are video mm:ss; “not stated” is retained where the card gives no rule.)
Main logic
- [01:42–02:18] 1H (or 2H/4H) C1; C2 breaks/reverses and closes inside; C3 is expected to reach opposite end.
Entry
- [02:55, 06:10–07:56] 2m close beyond C2 with strength; skip two weak breaks, then enter after level holds with an FVG.
Stop
- [03:12, 07:04] Drag to 2R after TP.
Target
- [02:55] 1H C1 opposite extreme.
Risk filters
- [06:28–07:56] Skip weak/unclosed breaks; [04:40] 1–2/day; no bias/news filter stated.
Timeframe
- [01:42] 1H preferred, 2H/4H allowed; [02:55] 2m close; [03:44] best NY 09:30–13 and 19:00–22.
Exceptions
- [04:05] minimum 1.5R vs ideal 2R; FVG hold is example-specific and not a formal parameter.
Pipeline outcome
The ONLY Trading Strategy You Need For Futures / CRT
Video MJsEFxo1Apg · updated 2026-10-01
1Strategy write-up
- Main logic
- Advanced 1H CRT (1/2/4H allowed): C2 sweeps/reverses inside C1, then a strong 2m close beyond C2 leads toward the opposite extreme. Weak first breaks are skipped.
- Entry
- 2m must break and close beyond C2 with strength; the example waits through two weak breaks for a held level/FVG (06:10–07:56).
- Stop
- Drag stop to 2R once TP is set (03:12, 07:04); tool shows $750 stop on the example.
- Target
- 1H C1 opposite extreme; minimum 1.5R, ideally 2R (02:55, 04:05).
- Risk filters
- Skip weak/unclosed breaks; 1–2 trades/day; no HTF bias or news filter stated.
- Timeframe
- 1H preferred, 2H/4H allowed; 2m execution; best 09:30–13:00 and 19:00–22:00 ET.
- Exceptions
- 2R vs min 1.5R wording; FVG/hold confirmation is not formalized; one example/backtest scroll does not state exact tally.
2Already in All-in-One
- CRT geometry: run_nitro_crt_a_rebreak_bt.py::detect_and_simulate (sw_lo/sw_hi, inside) and sweep_2026-09-29/sweep_core.py::gen_candidates
- Opposite-C1 target: run_nitro_crt_a_rebreak_bt.py::detect_and_simulate target_mode="c1_opposite"; sweep_core.py::TARGETS
- Set-and-forget exit scan: run_nitro_crt_a_rebreak_bt.py exit loop / allinone_v4/engine.py::_exit_scan (stop/target only when BE disabled)
3New features
| Feature | Notes | Status |
|---|---|---|
| crt_htf_bars_clock | Clock-grid 1H/2H/4H completed bars. | not yet coded |
| entry_confirm_close | Require strong 2m close beyond C2. | not yet coded |
| crt_fvg_hold_filter | Require level hold/FVG after weak breaks. | not yet coded |
| stop_from_target_rr | 2R target-anchored stop. | not yet coded |
| sessions_multi | NY/evening windows. | not yet coded |
| entry_retest | Held/rebreak-style confirmation. | not yet coded |
Playbook summary what this video teaches
Limited data in this video's pack: no HTF bias or news filter stated, and the FVG/level-hold confirmation is example-specific rather than a rule.
- Setup: advanced 1H CRT (2H/4H allowed). C2 sweeps and reverses inside C1; a strong 2m close beyond C2 leads toward the opposite extreme.
- Entry: a 2m candle must break AND close beyond C2 with strength. The example skips two weak breaks, then enters after the level holds with an FVG.
- Stop/target: TP at the 1H C1 opposite extreme, minimum 1.5R, ideally 2R; drag stop to 2R after setting TP ($750 stop shown).
- Timeframe: 1H preferred; 2m execution; best 09:30-13:00 and 19:00-22:00 ET.
- Risk: skip weak/unclosed breaks; 1-2 trades per day.
Source: /workspace/nitro-setups/nitro_last15_2026-10-01/MJsEFxo1Apg/outcome.json (+ BULLETS.md / DEEP_CARD.md in the same pack)
Code model notes how the ideas map to code
Limited data in this video's pack: no HTF bias or news filter stated, and the FVG/level-hold confirmation is example-specific rather than a rule.
(a) Parameters and suggested defaults
| Parameter | Suggested default | Source |
|---|---|---|
crt_tf | 1H (2H/4H allowed) | video (current code: 5m) |
exec_tf | 2m | video (current code: 5m) |
entry_confirm | 2m close beyond C2 with strength | video (current code: 5m close beyond C2) |
strength_threshold | not specified in video, needs testing | 'strong' not quantified |
target | 1H C1 opposite extreme | video (current code: c1_opposite) |
min_rr | 1.5 (ideal 2) | video (current code: 0.5) |
stop | 2R from TP | video (current code: structural) |
sessions | 09:30-13:00; 19:00-22:00 ET | video (current code: 09:30-12:00) |
max_trades_per_day | 1-2 | video (current code: 2) |
(b) Detection and entry logic
- Detect 1H (or 2H/4H) C2 sweep + close inside on completed bars.
- On 2m, require a close beyond C2's extreme with a strong body; ignore wicks-only or weak closes.
- Optional: after failed weak breaks, wait for the level to hold / an FVG before entering.
- TP = C1 opposite; stop at 2R from TP; skip if under 1.5R.
(c) Already coded in our Nitro CRT implementation
- C1/C2 sweep + close back inside: run_nitro_crt_a_rebreak_bt.py::detect_and_simulate (sw_lo / sw_hi, inside, c2_edge_tol_frac=0.0), on 5m bars only (resample_ohlc '5min').
- Bias: run_nitro_crt_a_rebreak_bt.py::_bias_series bias_mode='ema20_50' on 15m (last completed bar at C2 close); counter-bias skipped.
- Entry: A+ rebreak only. Pullback past the C2 body midpoint ((c2.open+c2.close)/2), then a 5m close beyond the C2 opposite extreme; a first break without pullback is skipped (gate b_pack_no_pullback). 5m close back through the sweep extreme cancels.
- Stop: beyond the C2 sweep extreme, floored by run_nitro_crt_a_rebreak_bt.py::min_stop_distance (stocks max($0.05, 0.05% of price); NQ 5 pts). Structural, not TP-anchored.
- Target: run_nitro_crt_a_rebreak_bt.py::detect_and_simulate target_mode='c1_opposite' (long = C1 high, short = C1 low); skip if R:R < min_rr=0.5 (rr_fallback_R=None).
- Set-and-forget: 1m stop/target scan from the fill, flat at eod_flat 16:00 ET; no BE or trail.
- Session/caps: SESSION_START 09:30 to SESSION_END 12:00 ET, max_per_day=2 (MAX_TRADES_PER_DAY), one position at a time, RISK_PCT=0.005.
- Plugin nitro_crt_v1: python/signal_contract.py::build_signal only formats an entry signal (trigger_price, stop_hint, target_hint); ninja/NitroCRT_Entry_v1.cs is a stub (EmitOnly=true, session + RequireHtfBias knobs, no C1/C2 detector). Roman Essentials/ZZ is the order manager.
- Research only: backtests/sweep_2026-09-29/sweep_core.py grids 15/30/60m range bars, 15m/1h/4h EMA bias, 1R/1.5R/2R targets, 'immediate' (C2-close) entry, maxday 1/2. Not in the runner or plugin; verdict NO PROMOTION (SUMMARY.json).
(d) Still to build (from outcome.json)
| Feature | Note | vs current code | Status |
|---|---|---|---|
crt_htf_bars_clock | Clock-grid 1H/2H/4H completed bars. | partly covered by sweep_2026-09-29/sweep_core.py::range_bars (research grid: 15/30/60m bars, RTH 60m anchored at 09:30, not CME clock-hour; not in runner/plugin); still marked not yet coded pending test | not yet coded |
entry_confirm_close | Require strong 2m close beyond C2. | partly covered by run_nitro_crt_a_rebreak_bt.py (enters on a 5m close beyond the C2 extreme; no 2m/3m bars, no strength test); still marked not yet coded pending test | not yet coded |
crt_fvg_hold_filter | Require level hold/FVG after weak breaks. | not in Nitro code (FVG/BOS primitives in smt_strategy/ict/ are not wired) | not yet coded |
stop_from_target_rr | 2R target-anchored stop. | not covered: code stop is structural; sweep_core 1.5R/2R are targets from structural risk (the reverse) | not yet coded |
sessions_multi | NY/evening windows. | not covered: runner is NY 09:30-12:00 only | not yet coded |
entry_retest | Held/rebreak-style confirmation. | partly covered by run_nitro_crt_a_rebreak_bt.py (A+ rebreak: midpoint pullback then 5m close beyond C2; no 1m or break-retest mode); still marked not yet coded pending test | not yet coded |
Code checked: /workspace/nitro-setups/backtests/run_nitro_crt_a_rebreak_bt.py, /workspace/smt-python/entry_plugins/nitro_crt_v1/ (read only), backtests/sweep_2026-09-29/sweep_core.py. Statuses unchanged from outcome.json.
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