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Strategies

  • Strategy Core

    The settings every automated strategy shares: orders, size, stops and targets, trade management, hours, limits, the ML Engine.

  • Autostrategies

    Automated strategies - breakouts, reversals, price action, order flow, arbitrage.

  • ATM Strategies

    Strategies whose position is managed by your NinjaTrader ATM template.

Getting started with a strategy

  1. Open a chart of the instrument you trade. The strategies are not tied to a time frame - choose yours and check the defaults on it in the Strategy Analyzer. A page names a chart type only when the strategy needs it (Renko bars, market depth, Order Flow+).
  2. Add the strategy (right-click the chart → Strategies), check its Entry Signal settings and the core's General properties.
  3. Test it in the Strategy Analyzer or on a Sim account before trading live.

When you enable a strategy

The pack's strategies always run with these NinjaTrader settings - they are set by the core:

Setting Automated strategies ATM strategies
Start behavior Immediately submit, synchronize account Wait until flat
Connection loss handling Keep running Keep running

Immediately submit, synchronize account

When you enable a strategy, it first runs through the chart's history. If the history ends with the strategy in a position, it takes that position over at once:

  • its stop and target - and any entry order still working at the end of the history - are sent to the broker;
  • your account is synchronized to the strategy: if the account is flat, NinjaTrader opens the position at the current market price; if the account holds a different position, it is adjusted to match.

So a strategy can start trading the moment you enable it. Its stop and target are measured from the entry it made in the history, not from today's price.

Start on Sim first

Enable a strategy on a Sim account first and look at what it does at the start. If you want to start flat, enable it when its history ends without a position - for example outside its trading hours - and check the Strategies tab before enabling it on a live account.

ATM strategies wait until flat: a position from the history is not taken over, and the first trade is the first new signal.

Calculate

How often a strategy reads its signal is NinjaTrader's own Calculate setting - the strategy has no check of its own:

Calculate The signal is read The core manages the position
On each tick on every tick - taken inside the bar, the moment it appears on every tick
On price change on every change of the price on every change of the price
On bar close once a bar, when it closes once a bar

Each strategy comes with the one that fits its signal - see Core defaults on its page: On each tick where the signal lives inside the bar (volume, order flow, a VWAP band or a level broken), On bar close where it is a closed-bar one (a pattern, a cross on the close). You can change it. With On each tick a signal on a forming bar can appear and be gone by the bar's close - that is the price of the earlier entry.

On history without Tick Replay NinjaTrader processes each bar once, closed, whatever Calculate says. To backtest On each tick as it trades live, turn on Tick Replay (needs tick data).

Keep running

If the connection drops, the strategy keeps running: it is not stopped or recalculated, and its stop and target orders stay at the broker. When the connection comes back, it continues from where it was. A connection that does not come back by itself can be repaired automatically with Connection Guard.

Order flow and ML

Strategies that read order flow (delta, Volumetric bars) and the ML Engine filter need NinjaTrader Order Flow+. Several order-flow strategies offer Order flow source = Bars - an estimate from the chart's bars - for fast backtests without tick data.