Version 2.0

Doji Flip

A momentum reversal scalp on 30-second Heikin Ashi candles — capturing directional breaks off VWAP equilibrium points

Instrument MNQ
Chart 30s Heikin Ashi
Session 14:45–16:00 UK
Targets 1:2R + 1:3R
Max / Day 4 Setups
Daily Stop −2R
01

Strategy Overview

The Doji Flip captures the first clean directional impulse off a VWAP equilibrium point. When price balances at VWAP and a Heikin Ashi Doji forms — signalling equal buying and selling pressure — the strategy waits for a structured directional break confirmed by a 3-Gate environment filter and a 6-step entry sequence.

Unlike trend-following approaches, the Doji Flip doesn't require a prior LOD/HOD exhaustion structure. It trades the momentum flip at VWAP whenever session conditions are clean enough to hold a directional bias.

Instrument MNQ Only
Candle Type 30s Heikin Ashi
VWAP RTH Anchored
Momentum Stoch RSI (14/14/3/3)
Max Stop 25 MNQ pts
Contract 1 MNQ (eval)

Core Concept

Wait for price to equilibrate at VWAP on a clean-session day. When a Heikin Ashi Doji appears and the 6-step sequence confirms — enter the first directional break. Exit at 1:2R (50%) and 1:3R (remaining 50%). Be flat by 16:00 UK.

02

Pre-Market Scoring

Run this score before every session. A score below 3/5 means no trades today — even if a textbook Doji appears.

# Condition 1 Point — Qualifies 0 Points — Fails
1 Gap Character Clean directional gap with follow-through No gap, or gap with immediate fade
2 VIX Regime VIX below 25 at session open VIX at or above 25
3 Overnight Range Clean single-directional trend overnight Choppy overnight with multiple reversals
4 Prior Day Character Narrow range, inside bar, or coiling session Wide trending or volatile prior session
5 Open Space No major level within 25pts of VWAP in trade direction Major S/R immediately overhead or below

News Day Classification

Tier 1 Clean — No high-impact news in session. Up to 2 VWAP crossings allowed.

Tier 2 Single — One high-impact event in session. Max 1 crossing allowed. No entries within 30 min of event.

Tier 2 Double — Two or more events. Zero crossings allowed. Session often invalid.

CPI, PPI, PCE, NFP, FOMC, GDP are always Tier 2 or higher. VIX ≥ 25 disqualifies regardless of news.

03

The 3 Gates

All three Gates must pass at the moment a Doji appears before the 6-step sequence begins. A single Gate failure means skip — not defer, not downgrade. Wait for the next Doji.

Gate
1

Chop Filter — VWAP Crossing Count

Count all VWAP crossings from 14:30 UK open until the Doji forms.

  • Tier 1 Clean day: ≤ 2 crossings allowed
  • Tier 2 Single event day: ≤ 1 crossing allowed
  • Tier 2 Double event day: 0 crossings allowed

Exceeds threshold → Gate 1 FAIL → Skip regardless of all other conditions.

Gate
2

VWAP Proximity — Price Must Be At Equilibrium

At the moment the Doji forms, price must be within 15 MNQ points of VWAP.

A Doji far from VWAP is not an equilibrium signal. The flip only works when price is genuinely balanced at the VWAP reference point.

Gate
3

Doji Signal Quality

The candle must be a genuine Heikin Ashi Doji: open ≈ close, with visible wicks on both sides.

  • Candles leaning heavily in one direction are not valid Dojis
  • The Doji should appear after at least 2 candles of movement in one direction
  • VWAP must be within the wick range of the Doji candle
04

The 6-Step Entry Sequence

Once all 3 Gates pass, begin the sequence in strict order. Any step failing means abort immediately — do not re-enter from the same Doji. The full sequence can complete in under 60 seconds. Pre-calculate your stop at Step 4.

Establish VWAP Bias

Determine direction before anything else.

  • Long: Price has been above VWAP or has just returned to VWAP from below
  • Short: Price has been below VWAP or has just returned to VWAP from above

If bias is unclear — price oscillating both sides with no clear lean — abort before starting.

HA Doji — Confirm the Signal Candle

A valid Heikin Ashi Doji forms: open ≈ close, wicks visible on both sides, VWAP within the wick range. Mark the Doji. All subsequent steps are measured from this pivot candle.

Two Clean Candles in Trade Direction

Wait for two consecutive clean HA candles in the trade direction after the Doji closes.

  • Long: Two HA candles closing higher, minimal or no lower wicks
  • Short: Two HA candles closing lower, minimal or no upper wicks

Both must close beyond the Doji's close. Any candle closing back toward the Doji → abort.

Structural Confirm — Higher Lows / Lower Highs

Each subsequent candle must maintain structure: higher lows (long) or lower highs (short). A candle breaking the sequence → abort.

Pre-load at this step: Calculate your stop — below the low of the 2nd clean candle (long) or above the high (short). If stop exceeds 25 MNQ points → abort.

15-Second Structural Hold

After Step 4 confirms, observe for 15 seconds without entering. Price must hold the structure — no break back through the Doji close level. Collapse through Doji close → abort. Holds for 15 seconds → proceed to Step 6.

Stoch RSI Confirmation + Impulsive Move

At the moment of entry, the Stochastic RSI K line must be in the correct extreme:

  • Long: Stoch RSI K above 80
  • Short: Stoch RSI K below 20

Simultaneously, price must show an impulsive directional move on the current candle. Stoch RSI not in zone → abort. Candle doji-like or indecisive → abort.

All conditions met → ENTER at market → Place stop immediately after fill.

05

Stop Placement & Target Rules

Stop Placement

  • Long: Stop = below the low of the 2nd clean candle
  • Short: Stop = above the high of the 2nd clean candle
  • Maximum stop distance from entry: 25 MNQ points
  • If stop > 25 points → abort — do not enter the setup
  • Stop is placed immediately after entry. No exceptions. No widening after entry.

The 2nd clean candle is the structural confirmation that the directional move has begun. If price returns through that candle's extreme, the premise has failed — not just paused.

TP1 — First Target

50% of Position

Exit at 1:2R (entry + Risk × 2). Move stop to breakeven immediately after TP1 is hit.

TP2 — Final Target

Remaining 50%

Exit at 1:3R (entry + Risk × 3). Trade is complete. No trailing beyond this level.

R:R Calculation

R:R is calculated from the actual fill price, not from the Doji candle level.

Risk = |Entry − Stop|  ·  TP1 = Entry ± (Risk × 2)  ·  TP2 = Entry ± (Risk × 3)

06

Session Rules & No-Trade Conditions

These conditions override everything. No amount of A+ setup quality can override a no-trade condition.

Session Opens 14:30 UK
First Entry 14:45 UK
Hard Cutoff 16:00 UK
Daily Stop −2R → Stop Trading

Patience is the Rule

The longer the session runs without a valid setup, the stricter — not looser — the Gates and steps must become. Absence of opportunity creates the same psychological pressure as a losing position. The interrupt is identical: speak the full sequence aloud before any entry.