EA BMScalper_V42

CATEGORY: Automated strategy · For NinjaTrader 8 · Multi-setup mean reversion with long-term trend filter · Futures (ES, MES)

HOW IT WORKS: Mean reversion system with 18 possible entry setups —combining VWAP with standard deviation bands and Keltner channels, long and short— plus an optional long-term trend context filter based on two moving averages (SMA300 and SMA1000): price is categorized into four zones based on its position relative to both averages, and the cross between the averages (Golden Cross / Death Cross) adjusts which side of the market each setup prioritizes. All entries are executed via limit order at the exact signal level, not at market. The take profit can scale dynamically by ATR and automatically reduce as the position progresses, with the option to exempt "runner" setups (those with the best performance) from this reduction.

Differentiated features:

• Setups that were tested and didn't work are still documented in the code, not deleted. Two exact examples: a sell setup at VWAP (S9) was tested and discarded, with the note that "selling the channel top doesn't work, same pattern as in MGC." These are not generic claims of "optimization" — it is the real record of what was attempted and why it was discarded, intentionally left in the product instead of being deleted.
• Shorts are disabled by default with the exact reason documented
• The SMA300/SMA1000 zone filter is not a simple binary filter — there are four zones with distinct behavior, each measured separately. 
• The dynamic take profit adjustment is validated as robust across several market regimes, not calibrated to a single period. The global TP reduction was adopted after being confirmed consistent across five different regimes; the finer version (reduction by individual setup, which exempts the best performing setups from reduction) exists as an option but remains disabled by default until the same level of robustness is confirmed.
• Configurable news filter via external CSV file, with a window of minutes before/after the event and filter by impact level — to avoid trading around high-impact economic releases without having to manually pause the strategy.

FOR WHOM: Index futures traders (ES/MES) who trade intraday mean reversion and want a strategy where every design decision —which setups were kept, which were discarded and why, in which regime each side operates— is documented with the supporting numbers, not just the word "optimized."

TECHNICAL REQUIREMENTS: NinjaTrader 8, version 8.1.6.3 or higher. ES, MES instruments. The optional delta filter uses NinjaTrader's native Cumulative Delta (requires an Order Flow+ license if activated) — the migration of this filter to the suite's own delta engine is identified and pending.

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