s583381747/nq-quant ? reverse-engineered prompt

Build me a Python trading system for NQ futures that follows an ICT style setup, with liquidity sweep entries, fair value gap limit orders, and strict risk management.

I want it to be able to backtest the strategy over multiple years, show performance clearly, and also support a live trading path later. The core idea should be a hybrid approach where one timeframe finds the setup and a lower timeframe handles the actual entry and exit logic, so it avoids weird same candle exit issues.

Please include the usual trading rules, like daily loss limits, stopping after a couple losses, stop loss placement based on the setup zone, partial profit taking, and a trailing exit. It should also separate different kinds of entries, like reversal style setups and trend continuation setups, and only take trades when the market context looks right.

If you need to, look up any current library docs online before wiring things together. Make it clean, testable, and easy to run from a script.