StrongClose Settings Guide

This guide covers all configurable settings for the StrongClose strategy, which captures end-of-day momentum moves.

Time Window Settings

Entry Window

• Start Time: 15:00 ET (3:00 PM)
• End Time: 15:50 ET (3:50 PM)
• No Entry After: 15:50 ET

Exit Management

• Force Exit Time: 15:58 ET
• After Hours: Disabled
• Overnight Positions: Not allowed

Momentum Criteria

Strength Indicators

• Price Above VWAP: Required
• Momentum Score: 7+ (out of 10)
• Volume Surge: 150% of average

Confirmation Signals

• New HOD/LOD: Within last 30 minutes
• Range Expansion: Breakout required
• Tick Strength: Positive $TICK readings

Risk Management

Position Controls

• Max Daily Trades: 2
• Scaling: No position adding
• Stop Loss: Fixed dollar amount

Protective Stops

• Initial Stop: Below last swing
• Trailing Stop: Activated at +10 ticks
• Time Stop: Exit by 15:58 ET

Settings Templates

Conservative

• Strict momentum requirements
• Earlier entry window
• Tighter stops

Standard

• Balanced criteria
• Full time window
• Normal stops

Aggressive

• Relaxed requirements
• Extended window
• Wider stops

Market-Specific Settings

ES (S&P 500)

• Higher volume threshold
• Tighter spreads
• Smaller size

NQ (Nasdaq)

• More volatility tolerance
• Wider stops
• Earlier entry

RTY (Russell)

• Lower volume requirements
• Adjusted targets
• Careful sizing