Algorithmic trading strategies for NinjaTrader 8 (C# NinjaScript) — built for futures (MGC, MES, MNQ) with a focus on volume profile analysis, regime detection, and systematic validation.
⚠️ All strategies are simulation/paper trading only. No automated strategies are deployed on live accounts.
Detects institutional volume manipulation by combining prior session volume profile (POC/VAH/VAL) with 4H liquidity sweep confirmation. Enters when a sweep candle closes opposite to wick direction within 15 ticks of prior session's value area.
- Status: Full implementation complete, paper trading ready
- Instruments: MGC, MES
- Risk: 1 contract, no overnight holds
- Session: Regular trading hours only
Multi-timeframe regime tracking strategy. Uses Markov-based regime detection to identify trending vs. ranging conditions and filters entries accordingly.
- Status: Compiled and validated (490+ clean trades in SQLite pipeline)
- Instruments: MES, MNQ
- Validation: Passes KCS tracker gates (50+ trade minimum, >40% WR, >$5 expectancy)
Time-based strategy entering long when 3 consecutive bearish hours (negative BBP) detected at 16:00 ET. Flattens at session close.
- Status: Backtested, not yet profitable enough for live deployment
- Observer: Isolated from MES/MNQ logic
All strategies go through a structured paper-validation process before any live consideration:
- ETL pipeline (
validation/etl_trades_db.py) — Normalizes CSV trade logs into SQLite - Performance reports (
validation/performance_report.py) — Win rate, expectancy, max drawdown by strategy/day - KCS tracker (
validation/kcs_tracker.py) — Forward tracking with pass/fail gates:- Minimum 50 trades
-
40% win rate
-
$5 expectancy
- Platform: NinjaTrader 8
- Language: C# (NinjaScript)
- Analysis: Python (pandas, numpy, yfinance)
- Tracking: SQLite validation database
- Infrastructure: Windows (GMDEEP), Linux (Rivet workspace)
No new strategy deployed cold without paper validation. All strategies must pass KCS tracker gates before any live consideration. This is enforced policy, not recommendation.
Part of the GMDEEP trading infrastructure.