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Signal Logic

Signal Condition
Long Entry Leavitt Projection crosses above Leavitt Convolution AND Convolution Slope < 0
Long Exit Convolution Slope is declining (current < previous)
Short Entry (optional) Leavitt Projection crosses below Leavitt Convolution AND Slope > 0
Short Exit

Convolution Slope is rising

 

The Leavitt crossover signal is selective — it requires a specific crossover + slope condition. To test immediately:

  1. Backtest first: Right-click chart → Strategy Analyzer → run on recent data to confirm signals exist
  2. Reduce LeavittLength to 10 for more frequent signals

 

Configurable Parameters (NQ, ES)

Parameter Default   Purpose
Leavitt Length 20 Main linear regression period
Quantity 1 Contracts/shares per trade
Profit Target Ticks 0 (off) Set > 0 to enable
Stop Loss Ticks 0 (off)

Set > 0 to enable

 

Recommended Scalping Settings

Setting ES/MES NQ/MNQ
Timeframe 1 min 1 min
Leavitt Length 14–20 10–16
Profit Target 8–16 ticks 20–40 ticks
Stop Loss 12–20 ticks 30–50 ticks
Allow Shorts Yes

Yes

 

  • Instrument: ES, NQ, MES, MNQ (or any liquid futures/stocks)
  • Timeframe: 1-minute or 2-minute bars for scalping
  • Profit Target: 8-16 ticks (ES) or adjust per instrument
  • Stop Loss: 12-20 ticks
  • Trail Stop: 8-12 ticks
  • Best Tested For NQ- Sniperbar/Ninjarenko 20-40, Leavitt Length- 40 (Other Suggestions Most Welcome)

 

Event What Gets Printed
Strategy goes live Confirmation with instrument, account, all settings
Every 10th bar Bar number, time, close, projection, convolution, slope, position
Entry signal LONG/SHORT with all indicator values
Exit signal Direction with slope values
Order filled Price, quantity, time, unrealized PnL
Order rejected Error code and native error message
Order cancelled Order name and time
Position change New position direction, quantity, average price
Strategy terminated Shutdown confirmation

Leaveitt Auto.zip

Posted
1 minute ago, KJs said:

Signal Logic

Signal Condition
Long Entry Leavitt Projection crosses above Leavitt Convolution AND Convolution Slope < 0
Long Exit Convolution Slope is declining (current < previous)
Short Entry (optional) Leavitt Projection crosses below Leavitt Convolution AND Slope > 0
Short Exit

Convolution Slope is rising

 

The Leavitt crossover signal is selective — it requires a specific crossover + slope condition. To test immediately:

  1. Backtest first: Right-click chart → Strategy Analyzer → run on recent data to confirm signals exist
  2. Reduce LeavittLength to 10 for more frequent signals

 

Configurable Parameters (NQ, ES)

Parameter Default   Purpose
Leavitt Length 20 Main linear regression period
Quantity 1 Contracts/shares per trade
Profit Target Ticks 0 (off) Set > 0 to enable
Stop Loss Ticks 0 (off)

Set > 0 to enable

 

Recommended Scalping Settings

Setting ES/MES NQ/MNQ
Timeframe 1 min 1 min
Leavitt Length 14–20 10–16
Profit Target 8–16 ticks 20–40 ticks
Stop Loss 12–20 ticks 30–50 ticks
Allow Shorts Yes

Yes

 

  • Instrument: ES, NQ, MES, MNQ (or any liquid futures/stocks)
  • Timeframe: 1-minute or 2-minute bars for scalping
  • Profit Target: 8-16 ticks (ES) or adjust per instrument
  • Stop Loss: 12-20 ticks
  • Trail Stop: 8-12 ticks
  • Best Tested For NQ- Sniperbar/Ninjarenko 20-40, Leavitt Length- 40 (Other Suggestions Most Welcome)

 

Event What Gets Printed
Strategy goes live Confirmation with instrument, account, all settings
Every 10th bar Bar number, time, close, projection, convolution, slope, position
Entry signal LONG/SHORT with all indicator values
Exit signal Direction with slope values
Order filled Price, quantity, time, unrealized PnL
Order rejected Error code and native error message
Order cancelled Order name and time
Position change New position direction, quantity, average price
Strategy terminated Shutdown confirmation

Leaveitt Auto.zip 2.96 kB · 0 downloads

@apmoo @kimsam @apmoo Please evaluate. Request you to Review and Improvise. Regards!!

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