❓ Frequently Asked Questions

NQSharp is a global financial intelligence platform powered by a 28-module AI engine. It analyzes NQ Nasdaq futures, S&P500, Bitcoin, Gold, and global macro conditions in real time using a Thesis/Antithesis/Synthesis methodology to produce unified market intelligence.

The Oracle synthesizes 60+ individual signals from 28 analytical modules — including HMM regime detection, RSI/MACD/ADX/Bollinger technicals, SMC structure analysis, market internals, COT positioning, and macro correlations — into a single directional signal (BULL/BEAR/NEUTRAL) with a confidence score (-100 to +100).

Score >+20 = Strong Bull. Score +5 to +20 = Mild Bull. Score -5 to +5 = Neutral. Score -5 to -20 = Mild Bear. Score <-20 = Strong Bear. Confidence (Low/Medium/High) indicates how many modules agree.

Every market condition is analyzed from both the bullish and bearish perspective independently, then synthesized into a balanced view. This eliminates confirmation bias and ensures all risks are considered before forming a directional stance.

Kill Zones are high-liquidity time windows when institutional order flow is most active. London Open (07:00–09:00 UTC), NY AM (13:30–16:00 UTC), NY PM (18:00–20:00 UTC). Entries taken during Kill Zones have higher probability and better R:R.

A Fair Value Gap is a three-candle imbalance where price moved so fast it left a gap between candle wicks. Price has a statistical tendency to return and fill these gaps before continuing the primary trend. Bullish FVGs act as support, bearish FVGs as resistance.

Equal Highs or Equal Lows are price clusters where multiple candle highs or lows touch the same level. These represent concentrated stop losses. Institutions often drive price to sweep these levels (grab liquidity) before reversing sharply.

A Sweep Reversal occurs when price briefly breaks above equal highs or below equal lows to grab stop-loss liquidity, then immediately reverses. This is a classic institutional pattern — the sweep confirms the sweep level was indeed a liquidity zone.

Opening Range Breakout (ORB) defines the high and low of the first 15-30 minutes of the RTH session (13:30-14:00 UTC). A breakout above ORB High is bullish; below ORB Low is bearish. Width of the ORB determines potential target zones.

The Circuit Breaker is an automated risk management system that prevents trading when dangerous conditions are detected — such as pre-session filter (trading before Kill Zones), excessive losses streak, or extreme volatility. It enforces discipline by requiring a cooldown period.

Rule of thumb: never risk more than 1-2% of account per trade. For NQ: use ATR × 1.5 for stop distance. Example: $50K account, 1% risk = $500. ATR of 30pts × $20/pt = $600/contract. → 0 contracts (use MNQ instead: $500 / ($60) = 8 MNQ contracts).

Price data and market indicators are refreshed every 30-60 seconds. The Oracle signal is recalculated every 1-5 minutes depending on market activity. News feed is updated continuously. COT data updates weekly (released each Friday for previous Tuesday positions).

Primary: NQ Nasdaq 100 futures, E-mini S&P500 (ES), Bitcoin (BTC), Ethereum (ETH), Gold (XAUUSD), Oil (WTI), Dollar Index (DXY). Secondary: 11 S&P sector ETFs, EUR/USD, USD/JPY, GBP/USD, US 10Y/2Y Treasury yields, VIX.

Yes, NQSharp is currently free to use in beta. Create an account to access all features including deep analysis, charts, risk calculator, SMC tools, and more.

No. NQSharp is provided for educational and informational purposes only. All Oracle signals, analysis, and content are AI-generated and may contain errors. Nothing constitutes financial advice. Always consult a licensed financial advisor before trading.

The "Circuit: session_filter" message means the system has detected you are outside a Kill Zone window and has paused trading recommendations. Wait for London Open, NY AM, or NY PM sessions for higher-quality entries.

Displacement is a strong, impulsive candle that shows institutional commitment to a direction. A qualified displacement (5+ bars, strong body, volume) confirms the institutional narrative and adds confidence to setups in that direction.

GEX measures the aggregate gamma of all outstanding options contracts. When dealers are short gamma (negative GEX), they must buy strength and sell weakness — amplifying price moves. Positive GEX causes mean-reversion behavior as dealers hedge.