A custom NinjaTrader 8 strategy that generates entries based on Volume Profile POC levels. Includes built-in risk management with daily loss limits and session-aware execution.

Type
Strategy

Components
mzVolumeProfile

Parameters
33

Status
Delivered

Capabilities

  • 📊 Entry signals based on price position relative to prior Volume Profile POC
  • 🛡 Risk management (daily loss, profit, drawdown, and trades limits)
  • ⏰ Two trading time windows with configurable begin/end
  • 📊 Dual-entry position management with independent stop/target per entry
  • 📈 Breakeven and trailing stop
  • 📡 Webhook notifications on validated patterns
  • 📝 File logging of signals
  • 🔄 Bar-close exit logic

Built on MZpack API

This project leverages the following MZpack API namespaces and classes:

  • MZpack.NT8.Algo.Indicators.StrategyVolumeProfileIndicator
  • MZpack.NT8.Algo.Strategy
  • MZpack.NT8.Algo.RiskManagement
  • MZpack.NT8.Algo.TradingTime
  • MZpack.NT8.Algo.Extensions.Entries.Entry
  • MZpack.NT8.Algo.Signal (PocSignal)
  • MZpack.NT8.Algo.ExitBase (BarCloseTarget)
  • MZpack.NT8.Algo.Pattern
  • MZpack.NT8.Algo.Trail

Configuration

Exposes 33 configurable parameters across:

  • General (webhook, file logging)
  • Position (dual entries, stop/target, breakeven, trail)
  • Trading time
  • Risk management