ICT Silver Bullet Execution Engine

A robust, mechanical trading system implementing Inner Circle Trader (ICT) concepts in Python. This engine is specifically optimized for the Silver Bullet time windows to trade Gold (XAUUSD).

🚀 Performance (Last ~60 Days)

Backtest Configuration: 4H Higher Timeframe (Bias) / 15m Lower Timeframe (Entry)

• Net Profit: +12.15% (+$607 on $5,000 capital)
• Win Rate: 41.67%
• Risk per Trade: 1%
• Reward to Risk: Fixed 2:1
• Total Trades: 48

🧠 Strategy Logic

The execution engine follows a strict 6-step mechanical model:

1. HTF Bias (4H): Determines direction based on Market Structure and Premium/Discount arrays.
2. Time Alignment: Strictly trades during Silver Bullet windows:
   • AM Session: 10:00 - 11:00 NY Time
   • PM Session: 14:00 - 15:00 NY Time
3. Liquidity Sweep: Looks for a wick or body sweep of a recent Low (for Buys) or High (for Sells).
4. Market Structure Shift (MSS): Confirms reversal via energetic displacement breaking local structure.
5. Entry Model: Enters on the return to the Order Block (or FVG) created by the displacement.
6. Execution: Sets a fixed Stop Loss at the invalidated structure and targets 2R.

🛠 Project Structure

• strategy.py: Core logic class ICTExecutionEngine implementing the 6-step algorithmic model.
• backtest.py: Backtesting script fetching data via yfinance, simulating trades, and generating performance reports.
• utils.py: Technical analysis helpers (Swing points, Order Blocks, Displacement, ATR).
• models.py: Data classes for Candles, Trade Setups, and Market Structure.
• main.py: Entry point for single-instance verification/testing.

📦 Installation & Usage

1. Clone the repository:

   git clone https://github.com/aryanjsingh/ict-silver-bullet.git
   cd ict-silver-bullet

2. Install dependencies:

   pip install pandas yfinance pytz

3. Run the Backtest:

   python3 backtest.py

⚠️ Disclaimer

This software is for educational and research purposes only. It is not financial advice. Trading involves significant risk of loss. Past performance is not indicative of future results.