Strategy Core¶
Every automated strategy in the pack is made of two parts:
- its signal - when to buy or sell. This is what makes each strategy different, and what its own page describes;
- the Strategy Core - everything around the signal: how orders are placed, how big the position is, where the stop and targets sit and how they move, when the strategy may trade and when it must stop. These settings are the same in every strategy and are described here, once.
Learn the core with one strategy and you know it in all of them.
How the settings are organised¶
General properties holds a switch for each core feature. Switch a feature on and its group appears; switch it off and the group is hidden - you only see what you use.
Each strategy starts with its own defaults for some core settings - a stop that fits its signal, the hours it trades, its position size - listed on its page under Core defaults. Change any of them.
Mode = Strategy
Distances - the stop, the target, the breakeven trigger - can be set in ticks, points, percent, money, ATR or multiples of the risk (R). Some strategies also offer Strategy: the level comes from the strategy's own logic, for example a stop at the width of a morning range. The strategy's page says what it means there. Strategy is in the list only where the strategy has a level of its own for that setting. A template that brings it to a strategy without one falls back to Ticks, with a line in the log.
The groups¶
| Page | Groups | What they do |
|---|---|---|
| General & Orders | General properties, Orders | Trade direction, the feature switches; entry and exit order types, lifetimes, chasing, retries. |
| Quantity & Scaling | Quantity, Scaling | Position size - fixed, by risk or by the ML Engine; adding to a position. |
| Stop loss & Profit target | Stop loss, Profit target | The protective stop and up to three targets. |
| Trade management | Breakeven, Trail stop, Profit protection, ETD, ROI | Moving the stop and closing a trade by its course. |
| Sessions & time | Subsessions, Days of Week, Time exit | When the strategy may trade, and how long a trade may last. |
| Money & News | Money management, News | Daily / weekly / monthly limits; pauses around news. |
| ML Engine | ML Engine and its models | Filtering signals by probability; size forecast. |
| Log & Report | Log, Performance report | What the strategy did and why; its statistics. |
Market time
All times and durations in the core follow the market data's own time stamps, never your computer's clock.
Other cores¶
- ATM Core - for the ATM strategies: the signal opens a NinjaTrader ATM template, which manages the position.
- Arbitrage Core - for Universal Arbitrage: a pair or triangle of instruments on the z-score of their spread.