ZynIQ Breakout Pro + Helper

Breakout Pro + Helper is the everyday ZynIQ breakout engine with trading profiles and trend filters. It contains everything in Breakout Lite + Helper (decisive-close breakouts, session and premium/discount filters, retest entry helper, tracked Risk Helper) and adds Scalping / Intraday / Swing / Custom profiles, an ADX trend-strength filter, an EMA trend filter, a non-repainting higher-timeframe trend filter and a relative-volume filter that can compare each bar with the same time of day.

How it works

1. Profile. Intraday (default): range 20 bars, buffer 0.1 x ATR, spacing 5, EMA 20/50, ADX(14) at least 20. Scalping: 12, 0.05, 3, EMA 9/21, ADX at least 18. Swing: 40, 0.15, 5, EMA 50/200, ADX at least 20. Custom: your own values.
2. The range and the break. The range is the highest high and lowest low (or bodies) of the previous bars. A LONG needs a closed candle whose close clears the range high by the buffer (ATR or ticks); a SHORT is the mirror. The breakout candle must be at least 0.5 x ATR(14) from high to low. On intraday charts the first bar after a gap of more than 1.5 bars cannot signal.
3. Filters that are on by default:
   • EMA trend: LONG only if close > slow EMA and fast EMA > slow EMA; SHORT only in the mirror case.
   • Relative volume (RVOL): at least 0.8, so only clearly quiet breakout bars are skipped (1.0 = normal volume). “Same time of day” keeps an average for each bar time of the day over about the last 10 sessions (exponential); until 3 sessions are collected, and on daily and higher charts, it uses the average of the previous 20 bars.
4. Filters that are off by default:
   • ADX: ADX(14) at or above the profile threshold (20 on Intraday).
   • Higher timeframe: LONG only if the higher timeframe’s fast EMA is above its slow EMA on the last closed higher bar (SHORT the mirror). Automatic choice: up to 1m charts use 15m, up to 5m use 1h, up to 1h use 4h, up to 4h use daily, daily uses weekly, weekly uses monthly. Until the higher timeframe has enough history the filter passes.
   • Volatility (ATR at least 0.8 x its 100-bar average), session (default 09:30-16:00 New York, Monday to Friday), premium/discount (broken level in the lower 50% of the 100-bar range for longs, upper 50% for shorts; or tag only), and maximum break distance.
5. Spacing and direction. Profile spacing between signals. The opposite direction is always allowed; a same-direction signal needs a fresh range (the whole range formed after the last signal and the broken level held at least 3 bars), unless “Flip only”.
6. Entry helper. A zone at the broken level plus and minus 0.25 x ATR. After price has closed beyond the zone, a bar that dips back in and closes back on the breakout side of the level is a Retest (first one only). A close through the far side = Failed; 20 bars without either = No retest.
7. Risk Helper from the signal bar’s close.

Everything is decided when the candle closes; history and live behave the same.

The Risk Helper

• Levels. ATR mode (default): stop 1.0 x ATR(14), targets 1.0, 2.0 and 3.0 x ATR(14), measured at the signal bar. Percent or Points modes available. All rounded to the tick; each target at least as far as the one before.
• Tracking. From the next bar, each closed bar’s high and low. Stop touched = Stopped; targets reached = hit. Stop and target in one bar: the stop counts first.
• Ending. Stop or last target (Done), a new signal (Closed), or 100 bars (Expired). Optional stop to entry from the bar after TP1 (with more than one target).
• History. Current ladder plus the last 5.
• No win rates or performance figures.

What you see on the chart

• LONG (teal, under the candle) and SHORT (fuchsia, over the candle) labels; with premium/discount tags a second line (“Discount 32%”). Hover for range, close, ADX and RVOL.
• Fast EMA (teal when above the slow EMA, fuchsia when below) and slow EMA (grey).
• Range box around each broken range (last 20); live range lines (faint grey steps) if you switch them on (off by default).
• Retest zone (faint box, dotted outline) and Retest label (cyan).
• Session shading when the session filter is on; equilibrium line if switched on.
• Risk Helper ladder: entry dotted cyan, stop dashed amber, targets dashed in the signal colour, each with a price tag at the right end of its line. A level that is hit turns solid and thicker, and its own tag changes to “TP1 hit 31231.00”, “SL hit …” or “Stop at entry hit …” (no separate hit labels on the candles). With “Move stop to entry after TP1”, a new amber stop line starts at the entry and the SL tag reads “SL (entry)”.
• HUD (dark panel, top right by default):
  • Title, profile and Risk Helper mode.
  • Direction and Status (Waiting, Open, TP1 hit, TP2 hit, Done, Stopped, Stopped at entry, Expired, Closed).
  • Entry and SL, TP1 and TP2, TP3 and Retest state.
  • Long above / Short below: the closes that would break the range (filters still apply).
  • Trend / HTF: chart EMA trend (Up, Down, Mixed) and the higher-timeframe trend (Up, Down, Flat or n/a; “off” while the HTF filter is off, which is the default).
  • ADX / RVOL: current values (ADX in cyan when at or above the profile threshold, whether or not the ADX filter is on; “no vol” on symbols without volume).
  • Notes: session state, location, “HTF filter off: 1h is not above the chart”, “No volume data: RVOL filter passes”, “RVOL: collecting same-time data”; otherwise the HTF, EMA lengths and ADX threshold in use.
• Watermark: “ZynIQ Breakout Pro”, faint, bottom right.

Settings

Alerts

All alerts fire once, when the candle closes. Create them with Alert, Condition “ZQ Breakout Pro”, then:

• “Any alert() function call” (recommended): everything below, with detailed messages (ticker, timeframe, close, range, profile, location tag, entry, stop and targets; retest level and zone; the ladder on TP and stop hits).
• Or a single condition, trigger “Once per bar close”: Long breakout, Short breakout, Retest, TP1 hit, TP2 hit, TP3 hit, Stop hit.

Set it up for your market

How to use it

1. Pick the profile for your timeframe (Intraday on 5m to 15m is the place to start).
2. Read the HUD before acting: Trend / HTF shows the chart’s EMA trend (and the higher timeframe once you switch that filter on), ADX in cyan means ADX is at or above the profile threshold, RVOL above 1 means more volume than usual.
3. Enter on the signal close, or wait for a Retest of the broken level for a tighter stop.
4. Plan the trade with the ladder before it starts (for example part off at TP1 with the stop to entry).
5. Too few signals: lower Minimum RVOL or switch off the EMA filter. Too many, or too many in choppy conditions: switch on the ADX filter, then the higher-timeframe filter, or the session or premium/discount filter.

Common mistakes: running the Swing profile on a 1m chart (very slow), forcing a higher timeframe below the chart (the filter switches off), and taking every signal in a flat market (switch on the ADX filter to keep flat markets out).

Pairs well with: Trend Master and Market Regime Master Pro (trend and regime context), Volume Surge Pro (participation), Market Structure Master (where structure breaks). Breakout Core Pro Suite adds A/B/C grading, fakeout detection and a context dashboard to this engine.

Good to know

• Confirmation: signals, retests and hits appear when their candle closes. The higher-timeframe trend (when that filter is on) is the last closed higher bar, so it can lag the live higher bar by up to one bar; that is the price of not repainting.
• Same-time RVOL needs history: it starts after 3 sessions per bar time. Until then the HUD says “collecting same-time data” and recent bars are used.
• No-volume symbols: RVOL passes and the HUD says “No volume data”.
• HTF filter off when the higher timeframe is not above the chart (for example a manual 1h on a 4h chart); the HUD says why.
• Ladder checks use closed bars’ highs and lows; stop first if both are touched. No fills, slippage or spreads modelled.
• Limits: one higher-timeframe request; up to 500 labels (oldest removed first); boxes and ladders capped by their settings.
• No win rates or performance figures. Not financial advice.

Version 3 changes

• No more repainting. v2’s higher-timeframe filter read the still-forming higher bar, so a signal could appear live and vanish. v3 reads only the last closed higher-timeframe bar, and switches the filter off (with a HUD note) if the chosen timeframe is not above the chart’s. v2’s default 60-minute filter did nothing useful on 1h and higher charts; v3 picks a sensible higher timeframe automatically.
• No-volume symbols work. v2 never signalled on symbols without volume (SPX, NDX, DXY, some forex feeds). v3’s volume filter passes there and says so in the HUD.
• Relative volume by time of day. On intraday charts, each bar’s volume is compared with the same time of day over recent sessions, so the busy cash open on futures and stocks is not automatically “high volume”. The old comparison with the previous 20 bars is still available (“Recent bars”).
• The trend filter is a real filter. v2’s “up” and “down” could both be true at once. v3 needs the close above the slow EMA and the fast EMA above the slow EMA for longs (mirror for shorts).
• Every hidden constant exposed. Profiles now include Custom, which unlocks the range length, buffer, spacing, EMA lengths and ADX length and threshold.
• The promised volatility filter (none in v2), break buffer in ATR or ticks, maximum break distance, wick or body ranges, repeat signals after a fresh range (v2 was flip-only), and “Ignore the first bar after a session gap”.
• Lighter default filtering. Out of the box only the EMA trend filter and the relative volume filter (minimum RVOL 0.8) are on. The ADX and higher-timeframe filters are ready to switch on when you want fewer, trend-aligned breaks.
• Everything from Lite: session filter with time zones, premium/discount tags or filter, retest entry helper with marker and alert.
• Risk Helper rebuilt: ATR default (v2 defaulted to percentages, about 140 points of stop on MNQ), anchored at the signal bar, tick-rounded, hits tracked and shown on each level’s own price tag, stop to entry after TP1, 1 to 3 targets, Points mode, past ladders kept. v2’s “richer risk ladder” was the same as Essentials’; v3’s is the same shared Risk Helper in every breakout tool, now done properly.
• Alerts renamed and expanded (v2 called them “Breakout Elite”): signals, retests, TP and stop hits, with levels in the detailed messages.
• HUD with position and size settings, trend, HTF, ADX and RVOL readings and filter notes. EMA lines follow the colour theme. Every input has a tooltip.