D.Y Volume Push / Reversal Strategy🚀 D.Y Volume Push / Reversal Strategy
📊 This strategy is designed to analyze abnormal volume behavior at the start of the trading session and use it as a structural reference for intraday trade decisions.
🧠 Core Concept :
⏱️ During the first X minutes of the trading day (default: 5 minutes), the strategy records:
The maximum traded volume
The opening range high and low
📌 The opening volume peak is treated as a benchmark, not as a direct entry signal.
Trades are evaluated only after the sampling window has ended.
📈 Trade Logic
🔍 After the opening range is established, the strategy monitors price behavior relative to that range:
Price must break above or below the opening range
The breakout candle must show volume exceeding a user-defined percentage of the opening volume peak
Breakouts are classified as:
⚡ Initial breakout (first breakout of the day), favoring momentum continuation
🔄 Subsequent breakouts, where the strategy looks for potential reversal behavior
🎯 This breakout-state logic allows the system to dynamically adapt between continuation and reversal scenarios, based on both price structure and volume participation.
⏰ Time & Trade Filters
🕒 To maintain controlled intraday behavior:
Trades are allowed only during a limited number of hours after session open
A maximum number of trades per day is enforced
🔔 All open positions are automatically closed near the end of the session to avoid overnight exposure
🛡️ Risk Management
📉 Risk is handled dynamically:
Stop loss levels are calculated using recent price structure (recent highs/lows)
Take profit targets are derived from a configurable Risk/Reward ratio
⚙️ Risk parameters automatically adjust to current market structure and volatility
⚙️ Backtesting Assumptions
💰 The strategy uses the following default testing configuration:
Initial capital: $100,000
Position size: Fixed 100 shares per trade
Commission & slippage: Enabled to simulate realistic conditions
Timeframe: Designed and tested primarily on the 1-minute chart
📌 Best suited for liquid, high-priced equities (approximately $400–$700 per share)
🔧 Users are encouraged to adjust capital, position size, and parameters according to the traded instrument and personal risk tolerance.
📌 Notes
📚 This strategy is intended for educational and research purposes only.
📉 Backtest results may vary depending on market conditions, symbol selection, and parameter configuration.
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