Skip to content

ATM Inside Bar

Version: v.2.0.0.0

ATM Inside Bar

Description

The "inside bar" model is a two-bar price action trading strategy in which the inside bar is smaller and ranges from the high to the low of the previous bar, that is, the high is below the high of the previous bar and the low is above the low of the previous bar. ATM opens buy/sell trades when the inside bar levels are crossed, depending on the direction of the trend.

Properties

General Parameters

  • ATM strategy template [default: None] — The ATM template to manage the position of the strategy.
  • Order type entry [default: Market] — Order type entry (Limit, Market).
  • Show indicator [default: false] — Show indicator.
  • Use ML.NET filter? [default: true] — Use ML.NET filter?

Indicator Parameters

  • Fill color inside bars [default: true] — Fill color inside bars.
  • Color inside bars — Color inside bars.
  • Draw levels inside bar [default: true] — Draw levels inside bar.
  • Show EMA 200 [default: true] — Show EMA 200.

Ensemble Models

  • Use LightGbm [default: true] — Enable LightGbm classifier.
  • Use FastTree [default: true] — Enable FastTree classifier.
  • Use FastForest [default: true] — Enable FastForest classifier.
  • Use SDCA LogReg [default: true] — Enable SDCA logistic regression.
  • Use LBFGS LogReg [default: true] — Enable LBFGS logistic regression.
  • Use Averaged Perceptron [default: true] — Enable Averaged Perceptron classifier.
  • Use SGD Calibrated [default: true] — Enable SGD calibrated classifier.

Feature Params

  • (Slope) Start Bars Ago [default: 14, range: 1–∞] — Start bar (ago) for VWAP slope.
  • (Slope) End Bars Ago [default: 0, range: 0–∞] — End bar (ago) for VWAP slope.
  • (Delta) Type [default: BidAsk] — Cumulative delta calculation type.
  • (Delta) Period [default: Session] — Cumulative delta period.
  • (Delta) Size Filter [default: 0, range: 0–∞] — Delta size filter (0 = off).
  • (VWAP) Resolution [default: Tick] — The data the indicator will run off of.
  • (VWAP) Standard deviations [default: Two] — The VWAP indicator to use for the strategy.
  • (VWAP) SD1/SD2/SD3 Multiplier [default: 0.75, 1.5, 3, range: 0.001–∞] — VWAP SD multipliers.
  • (ATR) Period [default: 14, range: 1–∞] — ATR period for features.
  • (MACD) Fast/Slow/Smooth [default: 12, 26, 9, range: 1–∞] — MACD periods.
  • (Gap) Session Start Time [default: 08:30] — Local time of the first bar of the session used for gap calculation.
  • Signal Offset Bars [default: 0, range: 0–∞] — Bars ago to read input signal.

ML Engine

  • Enable Logging [default: false] — When enabled: Print() to Output window and write MLEngine.log.
  • Show Metrics Table [default: true] — Show ensemble metrics table on chart.
  • Show Probability [default: true] — Show probability label on chart.
  • Use Metrics Filter [default: false] — Block signals if metrics below thresholds.
  • Use Auto Weights [default: true] — Auto weight models by AUC and F1.
  • Min Probability [default: 0.5, range: 0–1] — Minimum ensemble probability to pass signal.
  • Bars Ahead [default: 60, range: 1–∞] — Bars ahead used for labeling training samples.
  • Records Before Retrain [default: 10, range: 1–∞] — Minimum samples before retraining.

ML Metrics Filter

  • Min AUC [default: 0.0, range: 0–1] — Minimum AUC required to pass metrics filter.
  • Min F1 [default: 0.0, range: 0–1] — Minimum F1 score required to pass metrics filter.
  • Min Accuracy [default: 0.0, range: 0–1] — Minimum accuracy required to pass metrics filter.
  • Min Precision [default: 0.0, range: 0–1] — Minimum precision required to pass metrics filter.
  • Min Recall [default: 0.0, range: 0–1] — Minimum recall required to pass metrics filter.

Probability Style

  • Probability font — Font family for probability labels.
  • Probability color — Text color for probability labels on chart.
  • Probability offset (ticks) [default: 0, range: -∞–∞] — Vertical offset in ticks.

Table Style

  • Table position [default: TopLeft] — Corner of chart where metrics table is drawn.
  • Table font — Font family for metrics table.
  • Table text color — Text color for metrics table.
  • Table background — Background fill for metrics table.
  • Table outline — Border/outline color for metrics table.
  • Table opacity [default: 75, range: 0–100] — Opacity table (0-100).

Trading time

  • Enable Sesion 1 times? [default: false] — Enable Session 1 times.
  • Session 1 start time [default: 09:00] — Session first start time.
  • Session 1 end time [default: 16:00] — Session first end time.
  • Enable Sesion 2 times? [default: false] — Enable Session 2 times.
  • Session 2 start time [default: 16:00] — Session second start time.
  • Session 2 end time [default: 00:00] — Session second end time.
  • Enable Sesion 3 times? [default: false] — Enable Session 3 times.
  • Session 3 start time [default: 00:00] — Session third start time.
  • Session 3 end time [default: 09:00] — Session third end time.

Day of Week

  • Sunday [default: true] — Enable trading on Sunday.
  • Monday [default: true] — Enable trading on Monday.
  • Tuesday [default: true] — Enable trading on Tuesday.
  • Wednesday [default: true] — Enable trading on Wednesday.
  • Thursday [default: true] — Enable trading on Thursday.
  • Friday [default: true] — Enable trading on Friday.
  • Saturday [default: true] — Enable trading on Saturday.

Note: If all days are disabled, the strategy will trade without any restrictions on days.

Note: If all trading session clocks are turned off, the auto strategy will trade without time restrictions.

Version Change History

v.1.0.0.1 (Apr 03, 2024)

1) Fixed an error when saving a custom settings template.

v.1.1.0.0 (Aug 08, 2024)

1) A new strategy management architecture is in place. 2) Created a class that stores trade variables with thread locking; thread race problem solution. 3) The ATM template selection option is accomplished by using the drop-down list instead of manually writing the name.

v.1.1.0.1 (Oct 26, 2025)

1) Trading hours and days logic updated — if all sessions are disabled, the strategy now runs without time restrictions instead of stopping trading.

v.2.0.0.0 (Mar 9, 2026)

1) ML Engine filter feature added.