Session Fade Auto Strategy¶
v.3.1.0.0 Built on Strategy Core
Overview¶
Trades against an overstretched move away from the morning range: when the price runs well past the high or low the session set early on, it is traded back the other way.
How it trades¶
- The morning range from Range start to Range end (bars closing after the start and no later than the end).
- A close more than Fade threshold % below the range's low is a long, above its high a short.
- Confirmation = Back inside: the entry waits for the first close back inside the range.
- Stop and target from the range width (Stop / Target x range, Mode = Strategy). One trade a session by default.
Parameters¶
Entry Signal¶
| Parameter | Default | What it does |
|---|---|---|
| Signal bar offset (bars) | 0 | Which bar the fade is looked for on: 0 = the last closed bar; 2 = the one two bars before it. |
| Range start | 09:30 | The morning range starts after this time: its first bar is the one closing after it. |
| Range end | 10:00 | The morning range ends at this time: the bar closing at it is its last. Fades are looked for after it. |
| Fade threshold (%) | 0.75 | How far past the range the close must be, as a percentage of the range's high or low: below the low for a long, above the high for a short. |
| Confirmation | None | None: enter as soon as a close is past the threshold. Back inside: the stretch only arms the fade; the entry comes on the first close back inside the range - the move has already turned. |
| Min range (ticks) | 0 | No fade on a day whose morning range is narrower than this. 0 = no minimum. |
| Max range (ticks) | 0 | No fade on a day whose morning range is wider than this. 0 = no maximum. |
Fade levels¶
| Parameter | Default | What it does |
|---|---|---|
| Stop (x range) | 1.0 | With the Stop loss group's Mode = Strategy: the stop goes this many widths of the morning range away from the entry. |
| Target (x range) | 1.0 | With the Profit target group's Mode = Strategy: the target goes this many widths of the morning range away from the entry. 1 (its target was off by default). |
Core settings¶
Order handling, position size, stops and targets, trade management, trading hours, account limits and the ML Engine are core settings - the same in every strategy. Hover a group or a core term for a short explanation.
Strategy Core General & Orders Quantity & Scaling Stop loss & Profit target Trade management Sessions & time Money & News ML Engine Log & Report
Core defaults¶
This strategy starts with these core settings; change any of them in its settings.
| Group | Setting | Default |
|---|---|---|
| NinjaTrader | Calculate | On each tick |
| General properties | Stop loss | On |
| Stop loss | Mode | Strategy |
| General properties | Profit target | Off |
| Profit target (off) | Mode | Strategy |
| Quantity | Mode | Risk money |
| Quantity | Risk | 50 |
| Quantity | Min | 1 |
| Quantity | Max | 70 |
| General properties | Subsessions | On |
| Subsessions | S1 Enable | On |
| Subsessions | S1 Start | 09:30 |
| Subsessions | S1 End | 16:57 |
| Subsessions | S1 Max trades | 1 |
| General properties | Days of Week | On |
| NinjaTrader | Exit on session close | On |
| NinjaTrader | Exit on session close (s) | 180 |
Version history¶
v.3.1.0.0 - October 2026
- Changed: the signal follows NinjaTrader's Calculate setting - On each tick by default, so it is taken inside the bar, the moment it appears.
Earlier versions
v.3.0.1.0 - October 2026
- Changed: the range by bar close time; ranges over midnight.
v.3.0.0.0 - October 2026
- Rebuilt on the Strategy Core: orders, sizing, stops and targets, trade management, sessions, limits and the ML Engine are core settings.
- Added: Confirmation, Min / Max range filters, range-based stop and target.