Trendline v5.0 Strategy

NinjaTrader 8 - NinjaScript - automated strategy

What the Strategy actually does

Trendline v5.0 Strategy is the automated version of the Trendline v5.0 indicator for NinjaTrader 8. It is not a new set of rules bolted onto the indicator - it is the same signal engine, executing on your account. The four signal modes, the Sensitivity and Signal Strength mapping, the range-based Sentiment Range MA that colours the candles, the shared cooldown and every entry filter behave exactly as they do on the plain indicator. With matching inputs, the Strategy opens trades on exactly the signals you would see printed on the chart.

What the Strategy adds on top of the indicator's on-chart simulation is a real execution layer:

• Position sizing - a fixed contract quantity, a fixed percentage of equity risked against the stop, or custom tick-based sizing
• Up to three take-profits, each closing a configurable percentage of the position
• A Simple trading mode that instead runs a single target and closes on the opposite signal
• Stop-to-breakeven once a chosen trigger is reached, and an optional trailing stop
• Optional equity-protection limits (max drawdown, daily profit, daily loss)
• Anti-stacking, so only one position group is on at a time

Everything else - how a signal is defined, when it is allowed and when it is suppressed - works exactly as described in the Trendline v5.0 indicator manual.

How a signal becomes a trade

On every completed bar the Strategy re-derives the current signal from the Trendline v5.0 engine, non-repainting (the still-forming bar is excluded). When a valid entry fires on the most recently closed bar, the Strategy:

1. Takes the entry at the market on the signal.
2. Sets the stop from ATR(14) x the SL multiplier, or from a fixed tick distance, depending on the stop-loss mode.
3. Derives each enabled target as an R-multiple of the stop distance (Advanced mode) or a tick distance (custom-tick mode).
4. Sizes the total position from the sizing mode - fixed quantity, risk percent, or custom tick.
5. Splits the position across the enabled targets by the TP close percentages.
6. Submits the order group, respecting the direction filter and one-position anti-stacking.

While the group is live, the Strategy manages it: the stop moves to breakeven after the chosen trigger, an optional trailing stop advances the stop as price runs, and equity-protection limits (when enabled) pause new entries. A new group is only opened after the current one closes.

The four signal modes (shared with the indicator)

• Mode 4 (default) - mean-reversion. RSI reversal at the edge of the 50-bar range, only while the Sentiment Range MA is flat.
• Mode 1 - pullback onto a stacked EMA set (touch-and-confirm).
• Mode 2 - the bar three EMAs first stack in trend order.
• Mode 3 - a fast/slow crossover calculated on RSI.

The full definition of each mode, the Sentiment Range MA and the shared filters is in the Trendline v5.0 indicator manual. The Strategy trades them unchanged.

Inputs

Property names below match the Strategy settings exactly, grouped as they appear in NinjaTrader.

1. Basic Settings

• Sensitivity (default 5): Shifts the internal MA / RSI lengths. Lower is quieter, higher is more reactive (range 1-20).
• Signal Strength (default 0): 0 uses the chart timeframe; higher values compute the signal on a proportionally higher timeframe for stronger confluence.
• Indicator Mode (default Mode4): Active signal engine: Mode1 / Mode2 / Mode3 (trend) or Mode4 (default range-reversal).
• Enable BB Cloud (default On): Toggles the Bollinger cloud overlay drawn by the underlying indicator.

2. Trading Mode

• Trading Mode (default 1 (Advanced)): 1 = Advanced multi-TP management; 2 = Simple (single target, close on the opposite signal).
• Simple TP Ticks (default 50): In Simple mode, the take-profit distance in ticks (0 disables the fixed target).

3. Position Sizing

• Sizing Mode (default FixedQuantity): How the position is sized: FixedQuantity, RiskPercent or CustomTick.
• Fixed Quantity (default 1): Number of contracts in FixedQuantity mode.
• Risk Percent (default 2.0): Percent of account equity risked on the stop distance, in RiskPercent mode.
• SL Mode (default ATR): Stop-loss basis: ATR (period x multiplier) or FixedTicks.
• SL ATR Period (default 14): ATR period used for the stop in ATR mode.
• SL ATR Multiplier (default 1.5): ATR multiplier that sets the stop distance in ATR mode.
• SL Fixed Ticks (default 50): Stop distance in ticks when SL Mode is FixedTicks.

4. Take Profit

• TP1 R:R (default 1.5): TP1 reward-to-risk multiple (0 disables).
• TP2 R:R (default 2.5): TP2 reward-to-risk multiple (0 = take all at TP1).
• TP3 R:R (default 3.5): TP3 reward-to-risk multiple (0 = take all at TP2).
• TP1 / TP2 / TP3 Ticks (default 50 / 100 / 150): Target distances in ticks, used in CustomTick mode.
• TP1 / TP2 / TP3 Close % (default 33 / 33 / 34): Percentage of the position closed at each target.

5. Breakeven

• Enable BE (default On): Move the stop to breakeven after the trigger is met.
• BE Method (default OnTP1): When to move to breakeven: ByTicks, OnTP1 or OnTP2.
• BE After Ticks (default 20): In ByTicks mode, profit in ticks required before the stop moves to breakeven.

6. Trailing Stop

• Enable Trailing (default Off): Enable the trailing stop.
• Trailing Type (default Fixed): Trailing method: Fixed, Step or Percent.
• Trail Distance Ticks (default 20): Fixed trailing distance in ticks.
• Step Size Ticks (default 10): Profit in ticks per trailing step (Step mode).
• Step Distance Ticks (default 5): How far the stop advances per step, in ticks (Step mode).
• Trail Start % (default 2.0): Start trailing only after this percent of profit (Percent mode).
• Trail Distance % (default 1.0): Trailing distance as a percent of price (Percent mode).

7. Risk Protection

• Enable Equity Protection (default Off): Enable the drawdown and daily limits below.
• Max Drawdown % (default 10.0): Stop trading if account equity falls by this percent.
• Daily Profit Limit (default 0): Stop new entries after this profit in account currency (0 disables).
• Daily Loss Limit (default 0): Stop new entries after this loss in account currency (0 disables).

8. General

• Trade Direction (default Both): Allow Both, LongOnly or ShortOnly entries.
• Max Open Trades (default 1): Maximum concurrent position groups (anti-stacking).
• Reverse Signal Logic (default Off): Flip BUY and SELL signals.

9. Session Filter

• Use Session Filter (default Off): Only allow new signals inside the trading window.
• Session Time (default 0700-1800): The window used when the filter is on, format HHMM-HHMM (bar time); overnight windows are supported.

Position sizing and the target split

In FixedQuantity mode the Strategy trades the set number of contracts. In RiskPercent mode it divides the money at risk (equity x risk percent) by the loss-per-contract implied by the stop distance to size the group. In CustomTick mode the stop and targets come from your tick settings. The resulting quantity is split across the enabled targets by the TP close percentages (33 / 33 / 34 by default), so partial targets bank cleanly while the rest of the position keeps running.

Breakeven, trailing and anti-stacking

With Enable BE on, the stop moves to the entry price once the breakeven trigger is met (by ticks, after TP1, or after TP2). With Enable Trailing on, the remaining position's stop advances by the chosen trailing method as price moves in your favour. Anti-stacking is governed by Max Open Trades (default 1): while a position group tagged to this Strategy is open, no new group is opened even if a fresh signal fires, so one clean trade runs at a time.

Installing and running it

1. In NinjaTrader 8, open the NinjaScript Editor and import the Strategy, or place the compiled Strategy so it appears under Strategies.
2. Compile so the Strategy shows in the Strategies list.
3. Open a chart on the instrument and timeframe you want to trade (M15-H4 suits the default settings) and add the Strategy from the Strategies tab, or run it from the Control Center.
4. Set your sizing mode, risk and signal mode, then enable the Strategy.
5. Confirm the account and that the Strategy is enabled so it can place orders.

License

Trendline v5.0 Strategy is licensed through NinjaTrader's vendor licensing (NinjaTrader Vendor License). Access is tied to your NinjaTrader machine ID registered with ZynAlgo - there is no access key to type in. If your machine is not licensed, NinjaTrader will not allow the Strategy to run.

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Trading involves risk. Trendline v5.0 Strategy is an automated trading tool, not financial advice, and past behaviour does not predict future results. Always test on a simulation account first.