Skip to content

Rebound Pro

Version: v.2.0.0.0

Rebound Pro

Description

ReboundPro is a strategy based on breaking key levels followed by a market structure break. It identifies trend reversals and enters on pullbacks, leveraging price retracements for more precise entry points.

Properties

General properties

  • Backtest mode [default: false] — Enable backtesting mode.
  • Direction [default: OnlyLong] — Set the direction for all future signals.
  • Calculation type [default: Ticks] — For stop loss, profit target, trail stop, scaling, ROI, ETD functions.
  • Stop loss calculation type [default: Extremum] — Default or Extremum.
  • Trading activity [default: Moderate] — Trading activity in case of profitable first session.
  • Default quantity [default: 1, range: 1–∞] — Default quantity contracts for trade.
  • Stop Loss [default: 150, range: 1–∞] — Stop loss value.
  • Initial stop loss offset [default: 15, range: 1–∞] — Stop loss offset value.
  • Stop loss bars look back [default: 14, range: 1–∞] — Bars to search for extremum for SL price.
  • Stop loss range trail look back [default: 50, range: 1–∞] — Range to determine trailing Bars Look Back.
  • Profit target [default: 150, range: 1–∞] — Profit target value.
  • Actual crosses distance [default: 5, range: 1–∞] — Allowable crossover period after rebound level end.
  • Duration of an indefinite trade [default: 18, range: 1–∞] — Time before SL starts moving regardless.
  • Acceptable risk from the entry level [default: 90, range: 1–∞] — Distance from entry to calculated SL.
  • Entry order retry attempts [default: 2, range: 1–∞] — Retry attempts for entry orders.
  • Exit order retry attempts [default: 3, range: 1–∞] — Retry attempts for SL/PT orders.
  • Use trail stop [default: true] — Enable trail stop orders.
  • Use scaling [default: true] — Enable scaling orders function.
  • Use ROI [default: true] — Enable ROI function.
  • Use ETD [default: true] — Enable ETD function.
  • Use profit protection [default: true] — Fix profit if price in protection area.
  • Use filter signals [default: true] — Use Rebound levels for confirmation signal.
  • Use exit before news [default: true] — Close positions before news, prevent new entries.
  • Use ML.NET filter? [default: true] — Enable machine learning filter.

News

  • No trades before/after news minutes [default: 5, range: 1–∞] — Minutes before/after news to block trading.
  • News 1/2/3/4/5 [default: true, false, false, false, false] — Enable news times.
  • Time 1/2/3/4/5 [default: 13:00, 09:30, 14:00, 15:00, 11:00] — News times.

Rebound levels

  • Period [default: 18] — Period to search for pivot points for structural level.
  • Offset [default: 1, range: 1–∞] — Value to adjust level.
  • Width rebound level [default: 5, range: 1–∞] — Bars the rebound level will be available.
  • Permissible high rebound [default: 100, range: 1–∞] — Permissible distance from rebound level.
  • Broken struct bar brush — Color for broken structural bar.
  • Broken lvl bar brush — Color when key levels are broken.
  • Closed rebound lvl brush — Color for closed rebound level.
  • Color structure levels — Color for structure level.

Trail stop

  • Type [default: Smart] — Smart or fixed trailing stop.
  • Offset [default: 1, range: 1–∞] — Additional shift from calculated stop price.
  • Min trail stop bars look back [default: 3, range: 1–∞] — Minimum lookback for stop price.
  • Max trail stop bars look back [default: 14, range: 1–∞] — Maximum lookback for stop price.
  • Trigger [default: 50, range: 1–∞] — Ticks market must move before trail stop triggers.
  • Offset [default: 45, range: 1–∞] — Distance from trigger for stop order.

Scaling

  • Type [default: SinglePosition] — Single position or multi-position scaling.
  • Direction [default: Raise] — Scaling direction.
  • Count [default: 2, range: 1–∞] — Scaling count.
  • Trigger [default: 25, range: 1–∞] — Distance between scaling orders.
  • Pivot period [default: 3, range: 1–∞] — Period to search for pivot for reversal.

Filter signals

  • Period filter [default: 2, range: 1–∞] — Period for confirmation signal on additional data series.

Profit protection

  • Profit protection offset [default: 25, range: 1–∞] — Distance from profit level toward entry.

ROI

  • ROI 1/2/3/4/5 [default: false, false, true, true, false] — Enable ROI periods.
  • Period 1/2/3/4/5 [default: 5, 14, 20, 45, 35, range: 1–∞] — Bars for ROI calculation.
  • Value 1/2/3/4/5 [default: 600, 400, 70, 45, 50, range: 0–∞] — Target ROI per period.

ETD

  • Activate triger [default: 0, range: 0–∞] — Profit level before drawdown tracking begins.
  • Top drawdown [default: 140, range: 1–∞] — Max drawdown from highest profit point.

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] — VWAP resolution.
  • (VWAP) Standard Deviations [default: Two] — VWAP standard deviation bands.
  • (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.
  • (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).

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.

Money management

  • Enable daily profit [default: false] — Control daily profit.
  • Enable daily loss [default: true] — Control daily loss.
  • Use high-watermark [default: false] — Use high-watermark for daily profit management.
  • High-watermark activate trigger ($) [default: 100, range: 1–∞] — Profit level to activate high-watermark.
  • High-watermark draw down ($) [default: 500, range: 1–∞] — Max drawdown from high-watermark.
  • Daily loss limit ($) [default: 150, range: 1–∞] — Daily loss limit in currency.
  • Daily profit target ($) [default: 1000, range: 1–∞] — Daily profit target in currency.

Trading time

  • Enable session 1 times? (optional) [default: false] — Enable first trading session.
  • Session 1 start time [default: 09:30] — Session first start time.
  • Session 1 end time [default: 12:00] — Session first end time.
  • Enable session 2 times? (optional) [default: false] — Enable second trading session.
  • Session 2 start time [default: 09:30] — Session second start time.
  • Session 2 end time [default: 12:00] — Session second end time.
  • Enable session 3 times? (optional) [default: false] — Enable third trading session.
  • Session 3 start time [default: 13:00] — Session third start time.
  • Session 3 end time [default: 14:00] — Session third end time.
  • Enable exit on session close [default: true] — Enable exit at the session close.
  • Session close time [default: 16:50] — Session close time.
  • Exit on session close minutes [default: 2, range: 1–∞] — Minutes before session close to exit.

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.

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

Version Change History

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.

2) Functions have been optimized for faster operation.

3) A check for bid and ask prices has been added to trailing stops so that the algorithm does not send a stop order if the stop order price is not on the right side of the market.

v.2.0.0.0 (Mar 9, 2026)

1) ML Engine filter feature added.