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3 concrete scalping strategies to exploit them with MicroFlow + Volatility Heatmap

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2 weeks ago

3 concrete scalping strategies to exploit them with MicroFlow + Volatility Heatmap. All actionable, session-ready. ⚡


What repeats across this charts (the “signatures”)

  1. Ignition after quiet 🔥

    • Volatility rows (10/20) jump from ~3–5 → 8–14.

    • MicroFlow cascades: 1s flips, then 5s, then 10s (30s joins later).

    • Price prints a fast impulse that carries for several M1 bars.

  2. Trend grind with pullbacks 🛠️

    • Volatility stays elevated and steady (7–12).

    • 30s MicroFlow holds the trend sign while 1s oscillates around it.

    • Pullbacks are shallow; the next MicroFlow green/red burst continues the move.

  3. Exhaustion → cool-down 🧊

    • Volatility peaks then rolls over (10 drops ~15–30% from local high).

    • MicroFlow fails to restack with the prior trend; you see opposite 1s/5s clusters.

    • Reversions to the last micro-base or VWAP-like levels are common.

  4. Mid-session drift 😴

    • Volatility rows (5–20) sit ≤3–4; MicroFlow flip-flops around 0.

    • Breakouts fail; only range edges pay—most signals should be skipped.


Quick thresholds (so it’s mechanical)

  • HOT volatility: ATR row 10 or 20 ≥ 65th percentile of the last 200 bars (or roughly ≥6.5 on your scale).

  • COLD volatility: ≤3.5 → avoid breakout attempts.

  • MicroFlow “burst”: last 2 columns on 1s have same sign and |1s| + 0.8·|5s| ≥ 3.

  • Alignment: 1s & 5s same sign = trigger; 10s joining within ≤3 columns = follow-through.

  • Context lock: 30s opposite sign for ≥3 columns = no trade in that direction.

(Optional score to display) → FlowScore = 1·sgn(1s) + 0.8·sgn(5s) + 0.6·sgn(10s) + 0.4·sgn(30s) → act when |FlowScore| ≥ 2.


Strategy 1 — Ignition Breakout (capture the first wave) 🚀

Use when: You see the volatility jump (10/20 rows heat up) and a MicroFlow cascade (1s→5s→10s).
Where it appears: Open/News bursts and your evening spikes.

Checklist

  • Vol Gate: ON (10 or 20 ≥ P65) and ATR10 slope up.

  • MicroFlow: 1s+5s align within ≤2 columns; 10s joins ≤3 columns later.

  • Price: sitting near a micro-range edge / recent high.

Entry

  • Buy the break of last micro-high (high of previous 2–3 M1 candles).

  • If it pops ahead of you, wait the first tiny pullback while 1s stays green.

Stop

  • Tighter of: below the micro-base or 0.6 × ATR(10).

Management

  • Hold while 1s/5s stay green and ATR10 keeps rising.

  • Take first partial when 1s fades and ATR10 ticks down; trail the rest under each new M1 swing low.

Invalidation

  • 30s flips red for 3 columns or ATR10 rolls over ≥20% from its peak → exit.


Strategy 2 — Pullback Reload (ride the grind) 🏄‍♂️

Use when: Volatility stays high & stable (7–12) after the first push; 30s MicroFlow holds the trend sign.

Checklist

  • Vol Gate: ON (10 or 20 ≥ P65), ATR10 flat/up.

  • MicroFlow: 30s trend sign intact; temporary 1s red (in an uptrend) that quickly flips back green with 5s.

Entry

  • After a shallow pullback, enter on the first column where 1s+5s re-align with the trend or on the break of the pullback’s micro-swing.

Stop

  • Below the pullback base or 0.5 × ATR(10).

Management

  • Add only when 10s joins (confirmation).

  • Trail under each higher low; take partials as ATR10 starts to flatten and 1s turns mixed.

Invalidation

  • 30s loses alignment for ≥3 columns or ATR10 drops ≥20% from its 10-bar high.


Strategy 3 — Exhaustion Fade (controlled counter) 🧨

Use when: You spot a volatility peak then cool-down and MicroFlow shows opposite clusters that fail to be re-absorbed.

Checklist

  • Vol: hot → cooling (ATR10 down 15–30% from peak over ≤10 bars).

  • MicroFlow: several opposite 1s/5s cells appear without quick restack in the original trend; 10s lags but starts to soften.

  • Candle: spike/wick into a prior level (micro-high/low, session pivot, imbalance).

Entry

  • Fade on reclaim of the failed breakout level (for longs: price drops back under the spike high) or on the first lower high / higher low with MicroFlow opposite.

Stop

  • Just beyond the spike extreme or 0.4 × ATR(10)—keep it tight.

Targets

  • First target = last micro-base / intrabar mean; second target = VWAP/previous range mid.

  • If ATR10 keeps cooling and 10s joins the reversal, trail for more.

Invalidation

  • 30s snaps back to the original trend and ATR10 re-accelerates → kill the fade.


When NOT to trade (saves you the most money) 🚫

  • All Vol rows ≤3–4 and MicroFlow flip-flop → skip.

  • Opposing 30s for ≥3 columns → skip new entries against it.

  • After huge late-session spikes with ATR(80) at extremes → prefer pullbacks, avoid fresh breakouts.


Session presets (quick)

  • US Open (9:30–10:30 NY): loosen Vol Gate to P60; partials quicker.

  • Midday: tighten to P70; require 1s/5s/10s alignment for entries.

  • Power Hour (15:00–16:00): keep P65; avoid fresh breakouts if ATR(80) ≥ P90.


TL;DR 🤖

  • Volatility tells you when to care.

  • MicroFlow tells you when to click.

  • Trade Ignition for the first wave, Reload for the grind, Fade only when you catch cool-down + opposite flow.
    Use the thresholds above and the heatmap will feel like x-ray vision for the next candle. 🔭💚

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Niokoz

Niokoz

Trading, research, developpement, Futures, Crytpo, WEB3 ! Market Making, and HFT analysis. META_quant.
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