Target stack for Nitro CRT. Versions per /workspace/smt-python/VERSION_LOG.md.
smt_strategy/allinone/, CLI smt_strategy/run_smt_allinone_roman.py.essentials_params_full.json, version 2026-09-25: 294 params across 11 categories and 37 groups.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).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).
Source: rows marked bold in WATCH_ALONG.md Timeline (key frames viewed at full resolution).




































| # | Frames | Date (ET) | Inst | CRT TF | Dir | Bias | Entry | Stop | Target | R:R | Result | Grade / note |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| E1 | 036, 040, 042 | Mon 14 Sep ~11:25 | MNQ | 30m | Short | 1H bullish (against) | 29,271.25 | 29,334.75 (63.50) | 29,175.75 (95.50) | 1.50 | STOP (news spike) | His "mistake": counter-bias on a Monday |
| E2 | 048, 052 | Mon 14 Sep ~11:52 | MNQ | 30m | Long | 1H bullish | 29,318.25 | 29,278.50 (39.75) | 29,381.25 (63.00) | 1.58 | TP (price 29,438 at 12:28) | "worked out so perfectly"; he did not take it (Monday) |
| E3 | 071, 075, 081, 086 | Tue 15 Sep ~10:21 | MNQ | 15m (1H also formed) | Short | none (mixed) | ≈29,406.00 | 29,428.75 (23.00) | 29,371.75 (34.25) | 1.49 | Replay reaches TP ("straight shot down"). He also describes moving to BE one tick before TP [AMBIG whether his own fill hit TP or BE] | B/C: no bias, first CRT |
| E4 | 095–105 | Wed 16 Sep | MNQ | 15m & 1H CRTs noted | — | none | — | — | — | — | No trade (FOMC) | Filter example |
| E5 | 110–129 | Thu 17 Sep | MNQ / MES | — | — | MNQ mixed, MES bearish | — | — | — | — | No trade (no bias / only counter-bias CRTs) | Filter example |
| E6 | 144, 146, 155, 157, 171 | Thu 17 Sep ~11:20 | MGC | 30m | Short | 1H bearish (1H OB + pivot-high sweep) | 4,405.1 | ≈4,411.0 (5.9) | ≈4,395.7 (9.4) | 1.59 | TP (4,393.8). Live: BE move, then "FULL TP" | A (choppy). His actual trade |
| E7 | 179, 209, 211, 215 | Fri 18 Sep ~10:11 | MNQ | 15m | Short | 1H bearish (cluster of highs swept) | 29,798.25 | 29,835.50 (37.25) | 29,743.75 (54.50) | ~1.46 | TP | A+. He skipped it (waited for a rebreak that never came) |
| E8 | 220, 222 | Fri 18 Sep ~10:13 | MES | 15m | Short | 1H bearish | 7,701.75 | 7,708.25 (6.50; SL −$325 on 10 lots) | 7,692.25 (9.50; +$475) | ~1.46 | TP | A+. Live: didn't take it (retest not liked) |
| E9 | 226, 228 | Fri 18 Sep ~10:20 | MGC | 30m | Short | 1H bearish (highs swept + 1H OB) | ≈4,401.3 | 4,404.6 (≈3.3) | ≈4,396.6 (4.7) | ~1.42 | TP | A+ ("most clear one") |
Note: E7 is the first frame drawn while dragging (Stop 20.25, R:R 2.72, frame 209). The final stop comes from the cancelled-stop toast. E8 shows 4.50/2.11 while dragging, and the final values come from the order lines.
(en-orig captions; t = video mm:ss; chart times ET)
Video nRIqZwma9xM · updated 2026-10-01
| Feature | Notes | Status |
|---|---|---|
| crt_htf_bars_clock | Use clock-grid 15m/30m/60m bars, including CME clock-hour 1H. | not yet coded |
| crt_first_to_form | Arbitrate the first valid CRT across 15m/30m/1H, tie to lowest TF. | not yet coded |
| bias_1h_pivot_sweep | Set bias on pivot sweep followed by reversal, not EMA alone. | not yet coded |
| bias_1h_ob_confluence | Use 1H OB rejection as optional bias confluence. | not yet coded |
| entry_break_1m | Fill the first 1m trade through C2 opposite extreme. | not yet coded |
| entry_retest | Support explicit break-then-return retest mode. | not yet coded |
| stop_from_target_rr | Construct stop from TP distance at rr=1.5. | not yet coded |
| one_crt_per_day_first_formed | Consume the day after first qualifying CRT forms, not first fill. | not yet coded |
| calendar_filter | Implement no-news Monday and FOMC/date filters with calendar data. | not yet coded |
| multi_ticker_rotation | Evaluate MNQ/MES/MGC in parallel and allow one total trade. | not yet coded |
| chop_filter_1m | Veto alternating/two-sided-wick 1m chop. | not yet coded |
| be_near_target | Move BE only near TP and after failure. | not yet coded |
| instrument_specs_micros | Use MNQ/MES/MGC point, tick and commission specs. | not yet coded |
Source: /workspace/nitro-setups/nitro_last15_2026-10-01/nRIqZwma9xM/outcome.json (+ BULLETS.md / DEEP_CARD.md in the same pack)
| Parameter | Suggested default | Source |
|---|---|---|
crt_tf | 15m / 30m / 1H, first to form | video (current code: 5m) |
bias | 1H pivot sweep + reversal | video (current code: 15m EMA20 > EMA50) |
entry_mode | break / retest / rebreak / direct; prefers rebreak | video (current code: rebreak on 5m close) |
exec_tf | 1m | video (current code: 5m) |
target | C1 opposite extreme | video = current code: c1_opposite |
stop | TP distance / 1.5 (~1.5R) | video (current code: beyond sweep + min distance) |
session | from 09:30 ET; end not stated | video (current code: 09:30-12:00 ET) |
max_trades_per_day | not stated in video | current code: 2 |
break_even | only ~1 tick from TP and failing | video (current code: none) |
risk_per_trade | not specified in video, needs testing | current code: 0.5% equity |
| Feature | Note | vs current code | Status |
|---|---|---|---|
crt_htf_bars_clock | Use clock-grid 15m/30m/60m bars, including CME clock-hour 1H. | 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 |
crt_first_to_form | Arbitrate the first valid CRT across 15m/30m/1H, tie to lowest TF. | not covered: runner builds CRTs on 5m only | not yet coded |
bias_1h_pivot_sweep | Set bias on pivot sweep followed by reversal, not EMA alone. | not covered: code bias is 15m EMA20/50 | not yet coded |
bias_1h_ob_confluence | Use 1H OB rejection as optional bias confluence. | not covered: code bias is 15m EMA20/50 | not yet coded |
entry_break_1m | Fill the first 1m trade through C2 opposite extreme. | not covered: runner skips first breaks without a pullback (b_pack_no_pullback); NITRO_CRT_B_FIRST_BREAK is a contract only | not yet coded |
entry_retest | Support explicit break-then-return retest mode. | 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 |
stop_from_target_rr | Construct stop from TP distance at rr=1.5. | not covered: code stop is structural; sweep_core 1.5R/2R are targets from structural risk (the reverse) | not yet coded |
one_crt_per_day_first_formed | Consume the day after first qualifying CRT forms, not first fill. | not covered: max_per_day=2 counts fills, not first-formed CRTs | not yet coded |
calendar_filter | Implement no-news Monday and FOMC/date filters with calendar data. | not covered: no calendar data in runner | not yet coded |
multi_ticker_rotation | Evaluate MNQ/MES/MGC in parallel and allow one total trade. | not covered: each symbol is an independent sleeve | not yet coded |
chop_filter_1m | Veto alternating/two-sided-wick 1m chop. | not covered | not yet coded |
be_near_target | Move BE only near TP and after failure. | not covered: no BE in runner (live YAML use_break_even: false) | not yet coded |
instrument_specs_micros | Use MNQ/MES/MGC point, tick and commission specs. | partly covered: runner has NQ specs only (NQ_POINT_VALUE=20, NQ_COMMISSION_PER_SIDE=2.50); no MNQ/MES/MGC; 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.