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Q_Pilot Elite V1.1 — User Manual
Welcome
Q_Pilot Elite is a fully automated trend-following strategy for TradingView. It enters when its internal engines unanimously agree on a direction, manages risk with volatility-based stops and multiple smart exits, and optionally routes trades to your broker through ATS or QuantLynk webhooks.
This manual covers every setting, what it does, when to touch it, and when to leave it alone. If you read nothing else, read the Quick Start section and the Things That Will Blow Up Your Account section. One of those is more entertaining than the other.
Quick Start
If you want to get up and running in under five minutes, here's the minimum viable configuration:
Add Q_Pilot Elite to your chart. Use a 1-minute or 5-minute chart on a liquid futures contract (NQ, ES, MNQ, MES, GC, CL).
Set your position size in the strategy properties (gear icon → Properties → Order Size). Start with 1 contract.
Leave the Engine Preset on Balanced.
Set your Session Time to your preferred trading window (the default targets the NYSE morning session).
Leave everything else at defaults.
Run a backtest. Look at the equity curve. Resist the urge to immediately change seventeen settings.
That's it. You now have a working strategy. Everything below is about making it better, worse, or occasionally both at the same time.
How It Works
Q_Pilot Elite runs three independent analysis engines simultaneously. Each engine evaluates the market from a different angle — trend direction, momentum, and adaptive price behavior. When all three engines agree on a direction, the strategy enters a trade. When they disagree, it stays out.
Think of it like a three-judge panel. Unanimous verdict required. No hung juries, no split decisions, no "well, two out of three isn't bad." All three or nothing.
Once in a trade, the strategy monitors a composite strength score that reflects how aligned and convicted those engines are. This score drives several of the smart exit features described below.
The strategy also tracks volume-based buying and selling pressure to detect when a move has run out of steam, and monitors trend quality to detect when the market has gone sideways and your position has no business being open.
Settings Reference
Trade Direction
Allowed Directions — Long & Short / Long Only / Short Only
Controls which side of the market the strategy trades.
Long & Short: Trades both directions. The default, and usually the right choice for futures.
Long Only: Only opens buy positions. Sell signals will still close an open long, but the strategy won't flip short.
Short Only: The mirror image. Only opens sell positions.
When to use directional filtering: If you're trading an instrument with a strong structural bias (equities tend to go up over decades, for example — though your specific Tuesday morning NQ scalp doesn't care about that), or if your backtesting reveals a significant edge on one side only. Otherwise, let it trade both ways.
Higher Timeframe Confluence
Enable HTF Confluence — Off by default
When enabled, entries are only taken when the higher timeframe trend agrees with the current timeframe signal. All three engines must agree on the higher timeframe before the strategy is allowed to enter on the lower timeframe.
This is the "don't fight the bigger trend" filter. It reduces trade count and aims to improve quality.
Higher Timeframe — Default: 60 (1 hour)
The timeframe used for the trend check. Select something meaningfully higher than your chart timeframe. If you're on a 1-minute chart, a 5-minute HTF is not meaningfully higher — that's like asking your neighbor for a second opinion. Try 15m, 30m, or 1H.
If you're on a 5-minute chart, 1H or 4H works well. Use common sense. If your chart timeframe and HTF are too close together, they'll almost always agree, and the filter does nothing except make you feel responsible.
Enable HTF Strength Gate — Off by default
Adds a minimum conviction requirement to the HTF check. The higher timeframe trend must not only point the right way, it must point the right way with feeling.
Minimum HTF Strength % — Default: 50%
How strong the HTF trend must be. At 50%, the HTF needs to show at least moderate conviction. Crank it to 80% and you'll take beautifully filtered trades approximately once per fiscal quarter.
Suggested setup for NQ/ES 1-minute scalping:
Enable HTF Confluence: On
Higher Timeframe: 15 or 30
HTF Strength Gate: Off (start here; enable later if you want fewer, pickier entries)
Session Filter
Enable Session Filter — On by default
Restricts new entries to specific time windows. Positions opened during the session continue to be managed (SL, TP, smart exits) outside the window — only new entries are blocked.
This is almost always a good idea. The overnight session on futures is a different animal. If you haven't specifically backtested and confirmed an edge during Globex hours, don't trade them.
Session Time — Default: 0935-1130:2345
All times are US Eastern (ET). The format is HHMM-HHMM for the window, optionally followed by :DAYS for day-of-week filtering.
Day codes: 1=Sunday, 2=Monday, 3=Tuesday, 4=Wednesday, 5=Thursday, 6=Friday, 7=Saturday.
Examples:
0930-1600— 9:30 AM to 4:00 PM ET, every day0935-1130:2345— 9:35 AM to 11:30 AM ET, Monday through Thursday (the default — catches the morning session and skips the afternoon chop factory)0930-1600:23456— Full NYSE RTH, weekdays1800-0200:23456— Evening Globex session, weekdays (for the night owls)
Trading setup advice: The first 30–60 minutes after the NYSE open (9:30–10:30 ET) typically offer the strongest directional moves on equity index futures. The period from roughly 11:30 to 2:00 ET is where trends go to die. If you're day trading NQ or ES, the default morning window is a reasonable starting point. Adjust based on your own backtesting — the right session window is the one that works for your asset on your timeframe, not the one that worked for someone else on Discord.
Close Positions at Session End — Off by default
When enabled, any open position is closed the moment the session window ends. Hard cutoff — no exceptions, no "but it was about to hit TP." When disabled, open positions carry over and continue to be managed normally.
Use this if you want strict day-trading behavior with no overnight holds.
Enable Closure Time — Off by default
Defines a hard cutoff time after which all open positions are closed, independent of the session window. This creates a "hold zone" between your session end and the closure time: existing trades stay open and continue to be managed by all exit rules, but no new entries are taken. At the closure time, anything still open is closed.
This is the "give my winners room to run, but not too much room" feature. Your session ends at 11:30, but you've got a runner that's trending nicely — Closure Time lets it ride until, say, 3:00 PM before the hard cutoff.
Closure Hour (ET) / Closure Minute (ET) — Both default to 0
The hour and minute components of the closure time, in US Eastern. Hour=15 and Minute=45 means 3:45 PM ET.
Example setup — morning session with afternoon leash:
Session Time:
0935-1130:2345Close at Session End: Off
Closure Time: On
Closure Hour: 15, Closure Minute: 0
This trades the morning session, stops opening new positions at 11:30, lets existing trades run with full exit management until 3:00 PM ET, then closes everything.
Engine Tuning
Preset — Balanced / Aggressive / Conservative
Controls the responsiveness of all three internal engines simultaneously.
Balanced: The default. Works across most instruments and timeframes. If you don't know which to pick, pick this one.
Aggressive: Faster reactions, earlier entries, more trades, more noise. Better for scalping or highly volatile instruments. Worse for choppy sideways markets where it will enter and exit with the enthusiasm of a caffeinated golden retriever.
Conservative: Slower, smoother, fewer trades, higher conviction per trade. Better for swing trading or instruments that tend to trend in long, clean moves. Worse for fast markets where it'll show up fashionably late to moves that are already over.
Use Minimum Entry Strength — Off by default
When enabled, the strategy only enters when its internal confidence score — a composite measure of how strongly all engines are aligned — meets a minimum threshold. This filters out marginal entries where the engines technically agree but nobody's particularly excited about it.
Minimum Strength % — Default: 50%
The confidence floor. At 50%, the system needs moderate alignment across all its dimensions before entering. At 80%, it needs near-perfect conditions. At 20%, it's essentially turned off.
Trading advice: Start with this off. Run a backtest. If you see a lot of quick losers that enter on wishy-washy signals, turn it on at 40–50% and re-run. The goal is to filter out the bottom 20–30% of entries by quality without killing your trade count entirely.
Hard Exit — Stop Loss
Enable Stop Loss — On by default
Places a fixed stop loss at entry based on recent market volatility. The stop does not trail — it stays where it was placed unless the Volume Exhaustion exit moves it to breakeven.
Turning this off means you're relying entirely on smart exits and take profit to manage downside. That's a choice. A bold one.
Volatility Lookback — Default: 14
How many recent bars are used to measure typical price movement. This measurement determines stop and target distances.
Lower values (5–10) react faster to recent volatility spikes — useful if your asset's character changes quickly. Higher values (20–50) produce a more stable, averaged reading that's less jumpy. 14 is the classic middle ground.
Stop Distance — Default: 1.5
How far the stop is placed from entry, expressed as a multiple of recent typical price movement. A value of 1.5 means the stop sits 1.5× the recent average bar range away from your entry.
Tighter (0.5–1.0): Less dollar risk per trade, but more stop-outs from normal noise. On NQ 1-minute, values below 1.0 will stop you out before you finish reading this sentence.
Wider (2.0–3.0): More room to breathe, fewer noise-driven stops, but each loss is larger.
Very wide (4.0+): You're basically saying "I trust the smart exits to handle this." The stop is a distant safety net.
Setup note for NQ/MNQ: The 1-minute chart on NQ is noisy. A stop distance of 1.0 or less will produce a statistically impressive number of trades that lose money within 0–2 bars. Start at 1.5 and go up from there. Your ego wants a tight stop. The market does not care about your ego.
Hard Exit — Take Profit
Enable Take Profit — On by default
Places a fixed profit target at entry based on recent volatility. Only directly controls the target when using the ATR Static TP method. For all other TP methods, targets are computed by the method itself regardless of this toggle.
Target Distance — Default: 2.5
How far the take profit is placed, in the same volatility-multiple units as the stop. A target of 2.5 with a stop of 1.5 gives you roughly a 1.67:1 reward-to-risk ratio on paper.
In practice, smart exits will close many trades before they reach the hard target. That's by design — the hard TP is a ceiling, not the expected outcome.
Tiered Exits
This is where Q_Pilot Elite gets interesting. Instead of a single exit target, you can split your position into two tranches with different objectives.
TP Method — Default: ATR Static
Selects how take profit targets are calculated. Seven methods are available:
ATR Static — The classic. A fixed target based on recent volatility. Simple, predictable, no moving parts. The Honda Civic of exit methods.
Fractional Split — Sets an early Tier 1 target closer to entry (controlled by Tier 1 Fraction) and a full Tier 2 target at the standard distance. Lock in partial profit early, let the runner aim higher.
Structure Swing — Anchors Tier 1 to a nearby area of price structure (recent swing high for longs, swing low for shorts). If the market has shown previous resistance or support at a level, that becomes the first target. If no valid structure is found, falls back to Fractional Split. This method respects what the market is actually doing instead of relying purely on math.
Volatility Regime — Adapts target distance to current conditions. Quiet markets get tighter targets; wild markets get wider ones. The multipliers (Low/Normal/High Vol) control exactly how tight or wide.
Composite Strength — Sizes the target proportionally to how strong the entry signal was. Strong conviction → wider target (let it run). Weak conviction → tighter target (take what you can get). This method rewards the strategy for its own confidence.
CVD Momentum — Projects the target based on the intensity of current buying or selling pressure. When volume momentum is strongly aligned with your trade, the target stretches. When it's lukewarm, the target contracts.
Trailing Stop — Doesn't set a fixed target at all. Instead, it arms a trailing stop that activates once price moves a set distance in your favor. From that point, the stop follows the highest (long) or lowest (short) price at a fixed offset. In tiered mode, Tier 1 exits when the trail activation level is reached, and the runner gets the trailing stop.
Enable Tiered Exits — Off by default
When enabled with any non-ATR-Static method, the position splits into two tranches:
Tier 1 closes a partial quantity at the first target
Tier 2 (the runner) rides to the second target, protected by a breakeven stop
Both tranches remain subject to all smart exits.
Requires your total position size to exceed Tier 1 Contracts. If you're trading 1 contract, tiered exits have nothing to split.
Tier 1 Contracts — Default: 1
How many contracts close at Tier 1. Must be less than your total position size.
Tier 1 Fraction — Default: 0.5
How close the first target is relative to the full target. At 0.5, Tier 1 is halfway between entry and the full target. At 0.3, it's closer to entry (quicker lock-in, smaller partial profit). At 0.8, it's nearly at the full target (why bother with tiers at that point, but you do you).
Swing Lookback — Default: 10
(Structure Swing only) How far back to search for price structure levels. Smaller values find closer, more recent levels. Larger values may anchor to more significant but distant structure.
Regime Lookback — Default: 100
(Volatility Regime only) How much history is used to classify the current volatility environment. Longer lookbacks produce a more stable classification.
Low / Normal / High Vol Multiplier — Defaults: 1.0 / 1.75 / 2.5
(Volatility Regime only) Target distance multipliers for each environment classification. Adjust these to control how aggressively the strategy reaches in different conditions.
CVD Momentum Scalar — Default: 1.0
(CVD Momentum only) How much influence volume pressure has on target distance. Higher values produce wider targets when momentum is strong.
Trail Activation Distance — Default: 1.5
(Trailing Stop only) How far price must move in your favor before the trailing stop arms, in volatility multiples. Until activation, your hard stop loss is the only protection.
Trail Offset — Default: 0.75
(Trailing Stop only) How far the trailing stop sits behind the best price since activation. Smaller values lock in profit faster but risk getting clipped on minor pullbacks.
Tier 1 / Tier 2 Color — Visual only. Pick whatever makes your chart look professional. Or don't. We're not judging.
Recommended starting configuration for tiered exits:
Set position size to 2+ contracts
TP Method: Fractional Split
Enable Tiered Exits: On
Tier 1 Contracts: 1
Tier 1 Fraction: 0.5
Backtest, then experiment with Structure Swing or Volatility Regime
Smart Exit — Conviction Fade
Enable Conviction Fade Exit — On by default
This is arguably the most important exit in the strategy. It monitors how confident the system is in your trade after entry. The composite strength score rises and falls as market conditions evolve. Conviction Fade tracks the peak strength reached during the trade and exits when it drops significantly from that peak.
Translation: the strategy entered because it was confident. If that confidence evaporates, so does the position. Don't ride a dead horse.
Fade Sensitivity % — Default: 50%
How much confidence must decay from the peak before the exit fires.
At 50%, the exit fires when conviction drops to half its peak. The default, and a reasonable starting point.
At 30%, the exit fires earlier — more protective, but may clip trades that would have recovered.
At 70%, the exit lets trades breathe longer — more tolerant of temporary pullbacks, but slower to react when the trend actually dies.
40–60% works well for most setups. If you're seeing too many premature exits, push toward 60–70%. If trades are holding too long into reversals, drop toward 30–40%.
Smart Exit — Volume Exhaustion
Enable Volume Exhaustion Exit — On by default
Detects when the buying or selling pressure behind your trade has reached a statistically extreme peak and started to reverse. It's looking for the "blow-off top" (or bottom) moment — when the fuel behind the move is spent.
In a long trade, this fires when buying volume surges to an unusual extreme and then begins pulling back. In a short, it fires when selling pressure does the same.
Action — Default: Move Stop to Breakeven
What happens when exhaustion is detected:
Close Position: Exit immediately. The most defensive option.
Move Stop to Breakeven: Shift the stop loss to entry price. This locks in a no-loss floor while giving the trade room to continue if the trend resumes after the exhaustion event.
"Move to Breakeven" is the default because exhaustion doesn't always mean reversal — sometimes it's just a pause. But if your backtesting shows that exhaustion signals on your asset are reliably terminal, switch to "Close Position."
Pressure Window — Default: 20
How many bars establish the baseline for "normal" volume pressure. Shorter windows (5–10) adapt faster but may produce false signals during spiky conditions. Longer windows (30–50) are more stable.
Exhaustion Threshold — Default: 1.5
How extreme volume pressure must become before the system flags exhaustion. Lower values (0.5–1.0) catch smaller surges and fire more often. Higher values (2.5–4.0) only flag dramatic events.
Start at 1.5. If the system is crying wolf too often on your asset, increase it.
Baseline Smoothing — Default: 21
How quickly the volume pressure baseline adapts. Higher values ignore short bursts and produce a steadier reference. Lower values let the baseline shift with changing conditions.
Safety Net — Directionless Market (Chop Zone)
Enable Chop Zone Exit — On by default
Closes any open trade when the market loses directional momentum. If the trend that justified your entry evaporates and the market goes sideways, this exit cuts the position rather than waiting for the stop or a reversal signal.
This is the "we shouldn't be here anymore" detector. It doesn't know where the market is going — it just knows the market has stopped going anywhere.
Chop Sensitivity — Default: 0
Controls how easily the market is declared "choppy."
At 0, only genuinely directionless markets trigger the exit.
Positive values (up to 30) exit sooner — useful if you want to bail at the first sign of trend weakness.
Negative values (down to -20) require a more definitively dead trend. At -20, the market has to be essentially flatlined before this fires.
Trading advice: Leave this at 0 unless you have a specific reason to change it. If your backtesting shows trades that sit in sideways chop for extended periods before eventually stopping out, try increasing to 5–10. If you're in a strongly trending market and the chop filter is exiting trades that are just pausing, try -5 to -10.
Re-Entry
Enable Re-Entries — On by default
After Conviction Fade closes a trade, the strategy watches for the trend to briefly weaken and then realign. If all engines agree again in the original direction, a re-entry is placed.
This captures the second (and sometimes third) wave of a trend. Markets don't move in straight lines — they trend, pause, trend again. Re-entries try to catch those continuation moves.
Max Re-Entries Per Trend — Default: 1
How many times the strategy can re-enter the same trend. After this limit, no more re-entries are taken until a completely new trend begins.
1 is conservative. 2–3 is moderate. 5 is "I believe trends are immortal and I will ride this thing until the wheels come off."
Apply Conviction Fade to Re-Entries — On by default
When enabled, re-entry trades are also monitored for conviction fade. When disabled, re-entries ride until a hard exit (SL, TP, chop, session, or reversal) closes them.
Disable this if you want re-entries to be more persistent — "second chances deserve more patience" philosophy.
Martingale
Enable Martingale Sizing — Off by default
When enabled, the quantity of each new trade is doubled relative to the previous losing trade's size. If the last closed trade was a winner, sizing resets to the base quantity.
A word on Martingale: Enable with extreme caution and always use the max quantity limit.
Enable Max Quantity Limit — On by default
Caps the maximum position size the Martingale can reach. This is the guardrail that prevents the strategy from sizing up to 64 contracts after six consecutive losses. Leave this on. Seriously.
Max Quantity — Default: 10
The absolute ceiling on contracts. Even after a losing streak, the strategy will not exceed this.
Reset Size at Session Open — Off by default
When enabled, Martingale sizing resets to base at the start of each NYSE RTH session (9:30 AM ET). Yesterday's losing streak doesn't carry over — the first trade of the new day always uses base size.
This is a risk management decision. Carrying a Martingale streak overnight means your first trade the next morning might be 4× or 8× normal size. This is designed especially with prop firm consistency rules in mind and making sure we don't start with a trade that blows that in either direction.
Data Analysis Mode
Enable Data Analysis Mode — Off by default
When enabled, every trade open and close is stamped with a structured diagnostic payload in the Strategy Tester's comment field. This payload contains information about the conditions at entry and exit — signal strength, filter states, excursion data, and exit reason codes.
The workflow: enable DA mode → run backtest → export the trade list as CSV from TradingView's Strategy Tester → feed the CSV to an AI analysis session for performance diagnostics.
Disable in live trading. The string processing adds unnecessary overhead and the data is only meaningful in backtests.
Prop Firm Mode
Enable Prop Firm Mode — Off by default
Enforces daily loss limits and profit caps, designed for prop firm evaluations. When a limit is hit, any open position is closed immediately and no new entries are taken for the rest of the session. Limits reset at the start of each NYSE RTH session (9:30 AM ET).
The strategy uses a two-layer exit architecture for prop firm limits. The first layer places exact price-based exit orders that can trigger intrabar — important on slower timeframes where a bar-close-only check might catch a breach minutes late. The second layer is a fallback that fires at bar close for edge cases.
Daily Loss Limit ($) — Default: $500
The maximum dollar loss allowed in a single session. This includes both closed trade P&L and unrealized P&L on open positions.
Set this 10–15% below your evaluation program's published limit. If your prop firm says $600, set this to $500. Give yourself a buffer. The strategy can only check at specific points — you don't want to be right on the edge.
Daily Profit Cap ($) — Default: $1,000
The maximum dollar profit allowed in a single session. Prevents a single massive winning day from exceeding your evaluation program's consistency threshold.
If your prop firm uses a consistency rule (e.g., no single day can exceed 20% of the total profit target), calculate the dollar amount that represents and enter it here.
No Size Increase After Losing Day — Off by default
When enabled with Martingale, contract size is held at base for the entire session following a losing day. Normal sizing resumes after a winning or flat day.
This prevents the scenario where you have a bad day, come back the next morning, and immediately size into 4× contracts because the Martingale streak carried over. Combined with "Reset Size at Session Open," this creates a conservative post-loss posture.
Display
Show SL / TP Levels — On by default
Plots the active stop loss, take profit, tier levels, and trailing stop on the chart while a trade is open.
Show Session Background — On by default
Shades bars outside your trading session with a subtle gray tint. Makes it easy to see which hours are active at a glance.
Long Color / Short Color — Chart background tinting when in a position. Defaults: cyan for longs, red for shorts.
Alert Source
Alert Output — Default: None
Controls the format of alert messages sent via {{strategy.order.alert_message}}.
None: No webhook payload. Alerts still fire in TradingView but contain no structured data.
ATS Alerts: Formats messages for the QuantVue ATS VPS automation platform.
QuantLynk Alerts: Formats messages for the QuantLynk trade routing system.
Custom Alerts: Use your own message strings for each trade event.
ATS Compatibility
For users running the QuantVue ATS (Automated Trading System) on a VPS.
Setup:
Enter your ATS User ID and ATS Spam Key in the fields below.
Set Alert Output to "ATS Alerts."
Create a TradingView alert on this strategy.
In the alert message box, enter:
{{strategy.order.alert_message}}Set the webhook URL to your ATS endpoint.
See Discord #elite-training for the detailed walkthrough.
Ensure your User ID and Spam Key have no leading or trailing whitespace. A single space character will cause authentication failures, and you will spend forty-five minutes troubleshooting something that a careful copy-paste would have prevented.
QuantLynk Compatibility
For users routing trades through the QuantLynk order execution platform.
Setup:
Enter your QuantLynk User ID and Alert ID in the fields below.
Set Alert Output to "QuantLynk Alerts."
Create a TradingView alert on this strategy.
In the alert message box, enter:
{{strategy.order.alert_message}}Set the webhook URL to your QuantLynk endpoint.
Use OCO Brackets? — Off by default
When enabled, QuantLynk places OCO (One-Cancels-Other) bracket orders at your broker for the stop loss and take profit.
Compatibility warnings:
Requires both Stop Loss and Take Profit to be enabled.
Incompatible with Tiered Exits — the broker's OCO bracket cannot be partially filled.
Incompatible with Trailing Stop TP method — the trail is managed bar-by-bar in Pine, not at the broker. QL compatibility is coming.
Incompatible with Volume Exhaustion "Move Stop to Breakeven" — the broker-side stop cannot be modified mid-trade through this mechanism.
If you want OCO brackets, use ATR Static TP with no tiers and Volume Exhaustion set to "Close Position" (or disabled).
Custom Alerts
Define your own alert message strings for each trade event. Useful for integrating with platforms not natively supported.
Long Entry / Short Entry: Sent when a new position opens.
Re-Entry Long / Re-Entry Short: Sent on re-entry signals. If blank, the standard entry message is used.
Long Exit / Short Exit: Sent when a position closes by any exit rule.
Session End Exit: Sent when a position closes at session end or closure time. If blank, the standard exit message is used.
Things That Will Blow Up Your Account
A non-exhaustive list of configurations that sound reasonable and are not:
Stop Distance below 1.0 on NQ/MNQ 1-minute. You will be stopped out on normal bar noise. Consistently. Impressively consistently.
Martingale without a Max Quantity Limit. After six consecutive losses, you'd be trading 64 contracts. After seven, 128. At some point, your broker will close the position for you. That is not the kind of automation you want.
Martingale in a prop firm evaluation. One bad streak and your entire drawdown allowance is consumed in a single doubled-up loss. Prop firm evaluations are about consistency, not recovery.
OCO Brackets with Tiered Exits. The broker-side bracket doesn't know about your tier structure. It will cancel the wrong orders. Don't.
HTF Confluence set to the same timeframe as your chart. It will always agree. You've just added computational overhead to achieve nothing.
Exit Priority
When multiple exits could fire on the same bar, the execution order matters. Here's the hierarchy:
Prop Firm limits (proactive intrabar exit) — fires first, at exact price levels
Hard Stop Loss / Take Profit (strategy.exit orders) — evaluated intrabar
Tier 1 / Tier 2 exits — evaluated intrabar
Trailing Stop — evaluated intrabar after activation
Volume Exhaustion — evaluated at bar close
Conviction Fade — evaluated at bar close
Chop Zone — evaluated at bar close
Session End Close — evaluated at bar close
Closure Time — evaluated at bar close
In practice, PF limits and hard SL/TP fire intrabar and typically resolve before any bar-close logic runs. Smart exits fire at bar close — if the hard exits haven't already handled it.
Data Analysis Mode — Exit Reason Codes
When DA Mode is enabled, the trade comment field on each close contains a reason: tag. Here's what each code means:
SL
Hard stop loss hit
TP
Hard take profit hit (single-exit mode)
Tier1TP
Tier 1 partial exit filled
Tier2TP
Tier 2 runner exit filled
TrailTP
Trailing stop triggered
ConvFade
Conviction Fade exit
ReEntryCF
Conviction Fade on a re-entry trade
VolExh
Volume Exhaustion — Close Position
ChopZone
Chop Zone safety net
Reversal
Opposite trend signal while direction was restricted
SessEnd
Session end close
ClosureTime
Closure time hard cutoff
PF_CAP
Prop Firm profit cap reached
PF_DLL
Prop Firm daily loss limit reached
FAQ
Q: Can I use this on stocks/crypto/forex? A: You can apply it to anything on TradingView. It was designed and tested primarily on US futures (NQ, ES, MNQ, MES, GC, CL). Performance on other instruments will vary. Backtest before you trade.
Q: What timeframe should I use? A: 1-minute and 5-minute are the primary design targets. 15-minute works for swing-style setups with the Conservative preset. Below 1-minute, TradingView's historical data resolution becomes a factor.
Q: Why did the strategy enter a trade that looks terrible in hindsight? A: Because it doesn't have hindsight. It had three engines that agreed at the time. Sometimes the market changes direction immediately after all conditions align. That's what stop losses are for.
Q: The backtest looks great but live results are different. Why? A: Welcome to trading. Common causes: slippage (backtester assumes perfect fills), data differences (historical vs. live feed), and overfitting (you tweaked settings until the backtest looked perfect on historical data, which is the financial equivalent of memorizing the answers to last year's exam).
Q: Should I use Martingale? A: Probably not. But if you do, use the max quantity limit, consider the daily reset, and keep position sizes small relative to your account. And never, ever use it in a prop firm evaluation.
Q: How do I contact support? A: Discord. Check the #elite-training channel for setup guides and the #support channel for issues. Please include your chart timeframe, instrument, and settings when reporting a problem. "It's not working" is not a bug report — it's a mood.
Q_Pilot Elite V1.0 — QuantVue
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