This is a full research log — from raw statistic to finished strategy — so you can see exactly how we work and where the traps are. The starting point: on index futures, when the market gaps down at the open, price comes back to fill at least half the gap on the vast majority of sessions. On ES and YM the half-fill rate runs 98–99%. That number is so high it practically begs to be traded. The question is whether a statistic that strong survives contact with stops, targets, and real execution.
Step 1: Define the trade before looking at results
A fill statistic is not a strategy. We froze the rules first: on a gap-down open, go long at the opening print, take profit at the half-gap level, and cap risk with a fixed points stop. No re-entries, no discretion. Execution on 5-minute bars with slippage charged both ways. Freezing the rules before peeking prevents the quiet parameter-shopping that inflates most published results.
Step 2: Sweep, but honestly
The one free parameter is the stop distance, so we swept it across a grid on ~90 days of data per instrument — the same grid for every market, no per-market tuning beyond the stop itself. Results diverged sharply by instrument:
YM: the standout — profit factor near 3 with a wide stop, drawdown contained around $1.3k per contract
ES: strong with a tight stop — profit factor around 2.6
NQ: workable but weaker, around 1.8 with a mid-size stop
GC: dead. Gold’s gaps do not behave like index gaps, and no stop setting rescued it
That instrument ranking mirrors the underlying fill rates, which is what you want to see: the strategy’s edge tracks the statistic it was built on. When a sweep produces a winner whose edge doesn’t line up with the underlying stat, that winner is usually noise.
Step 3: Read the geometry honestly
Notice what this trade is: a high-probability target with a protective stop that loses more per loss than a win makes per win — the tight-target, wide-stop shape we keep warning about. The 98% fill stat is what makes that geometry survivable. But it means the tail scenario — a gap-down that keeps falling all day — is where all the risk lives. The stop is not decoration; it is the entire risk model. Size accordingly.
What would falsify this
A longer window (the 90-day sample is the weakest link — trend regimes flatter long-at-open systems)
A cluster of full-gap-and-go days, which concentrate the fat losses
Fill rates decaying as more traders lean on the same statistic
We are treating this one as promising-but-in-sample until it clears a full-year retest. That verdict — and the retest — will get its own post either way. Nothing here is advice; the risk disclaimer applies in full.
Gamma exposure (GEX) levels — the gamma flip, call wall, and put wall — have become standard vocabulary for index traders. The usual objection is cost: professional options-flow platforms charge real money for them. But for end-of-day levels, you can compute a perfectly usable version yourself from data that is free or nearly free.
What you actually need
Options open interest per strike and expiry for SPY and QQQ — available from several free broker APIs.
A Black–Scholes implementation to compute gamma per contract. This is twenty lines of code; you do not need an options-data subscription for the math.
A futures anchor. SPY and QQQ levels mean nothing on an ES or NQ chart until you rescale them. Use the live ratio between the future and the ETF to project each strike level onto the futures price axis.
The recipe
Pull the full options chain with open interest for the nearest expiries.
For each strike, compute gamma and multiply by open interest, assuming dealers are long calls and short puts (the standard convention).
Sum across strikes to build the net GEX profile. The zero crossing is your gamma flip; the largest positive strike is the call wall; the largest negative is the put wall.
Rescale everything to NQ or ES with the futures/ETF ratio and plot the handful of levels on your chart.
How the levels behave
Above the gamma flip, dealer hedging leans against price moves and ranges tend to compress; below it, hedging amplifies moves and the tape gets slippery. Call walls act as magnets-then-resistance late in the week; put walls mark where hedging pressure is heaviest on the downside. None of this is a trading signal by itself — treat the levels as context for where reactions are more likely, and judge them against how price actually behaves when it arrives.
Limitations worth respecting
Open interest updates once a day, so these are end-of-day levels — they cannot see intraday flow, and 0DTE activity will move the real-time picture in ways a free stack cannot capture. The dealer-positioning assumption is a convention, not a fact. For marking next-session levels on an index futures chart, that trade-off is acceptable; just know what you are not seeing. As always: context, not signals, and read the risk disclaimer.
A strategy dashboard made the rounds recently claiming +124R over a few months, a 61% win rate, a profit factor above 2, and a maximum drawdown of about six points of R. The equity curve was a nearly straight line. We rebuilt the strategy rule-for-rule and ran it through an honest backtest. The result: a profit factor of 0.86 — a losing system.
How a losing strategy produces a beautiful dashboard
No transaction costs. Fast index futures strategies live or die on slippage. A backtest with perfect fills flatters every entry, and short-hold systems get flattered the most.
Cherry-picked conditions. The dashboard highlighted its “best hours.” When we tested exactly those hours, they performed worse than the rest — the classic signature of parameters selected after seeing the results.
An implausibly smooth equity curve. Real strategies breathe: they have losing weeks and flat months. A max drawdown of 6R against 124R of profit is not a sign of genius; it is a sign the curve was built by fitting to the data it is drawn on.
The checklist we run before believing any result
Reproduce it faithfully. Code the exact published rules — not your improved version — and confirm you get their trade count and win rate before you judge anything.
Charge for every trade. Slippage on entry and exit plus commissions, scaled to the instrument. If the edge dies here, it was never an edge.
Stretch the window. Anything under six months of data is a regime bet. Run a full year minimum, through both trend and chop.
Test the claimed filters out-of-sample. If the “best conditions” only work in the sample they were discovered in, they are noise.
Check the loss geometry. High win rates with small targets and wide stops hide rare catastrophic losses that a short backtest may simply never have hit.
The uncomfortable takeaway
Most shared strategies are not lies; they are honest overfitting. The author really did see those numbers — on the data the rules were tuned on, without costs. That is why we publish failures alongside winners here: the failure rate is the base rate. When something does survive slippage, a year of data, and out-of-sample checks, that survival means something. Everything else is a screenshot.
The initial balance — the high and low of the first hour of regular trading, 9:30 to 10:30 New York time — is one of the oldest ideas in market profile. It is also one of the few session structures where the statistics are strong enough, and stable enough, to build rules around. We pulled multi-month stats across NQ, ES, YM, and GC. Here is what actually holds up.
The numbers that matter
IB breaks are cleaner than opening-range breaks. The first hour filters out most of the opening noise; a break of the IB extreme carries more information than a break of the first 5- or 15-minute range.
Roughly 80% of IB breaks come back to retest the broken level. This is the single most useful stat in the set: chasing the break is usually worse than waiting for the retest.
Double-break days are rare and directional. When price breaks both sides of the IB, the second break tends to be the honest one — sessions that double-break stay clean on the second side 85–88% of the time.
Gold fades, indexes follow through. GC is the mean-reverting outlier of the group: its IB breaks fail and fade far more often than NQ or ES. The same rule set will not transfer across these instruments.
Where the IB closes matters too
Beyond the break itself, the shape of the first hour carries signal. One pattern that tested well on NQ: when the IB hour closes in the bottom quarter of its own range, the knee-jerk read is weakness — but the forward stats on NQ said the opposite, and buying that close with a volatility-scaled stop and target held a profit factor around 1.5 over a full-year test. The lesson generalizes: first-hour direction bias and stop-versus-target racing are different questions, and the obvious read is often the wrong one.
How to use this
Treat the IB as context, not as a signal by itself. Mark the first-hour high and low every session. Expect the retest after a break instead of chasing. Respect that each instrument has its own personality — verify any IB rule on the exact market and timeframe you trade before risking money on it. These are statistics, not certainties; see the risk disclaimer.
Most one-minute futures strategies die the moment you charge them for slippage. Backtest a scalp on NQ with perfect fills and it prints money; add a tick of slippage per side and commissions, and the equity curve rolls over. So when a 1-minute opening range breakout kept a profit factor around 1.7 across a full 365-day test with slippage included, it earned a write-up.
The setup
The idea combines two of the most-studied session structures: the opening range and the initial balance. The opening range defines the early battle lines; the initial balance (the first hour of regular trading) defines the session’s first real value area. The strategy trades breakouts of that structure on NQ, executing on the 1-minute chart during the morning session.
Market: NQ futures (it did not generalize to ES, YM, or GC — more on that below)
Timeframe: 1-minute execution
Entry: breakout of the opening-range/initial-balance structure in the direction of the break
Exits: fixed target and stop, sized so a single loser cannot erase a week of winners
Why the 365-day gauntlet matters
A strategy that looks great over 90 days is usually a regime bet in disguise. Index futures spent much of the last year trending, so anything long-biased looks brilliant on a short window. Stretching the test to a full year forces the strategy through chop, pullbacks, and news shocks. Most of our candidates fail exactly here: profit factors of 1.4 to 1.8 on the 90-day window collapse to 0.9 to 1.1 on the year. This one held roughly 1.7.
The trap to check for: tight target, wide stop
Any strategy with a small take-profit and a much wider stop shows a high win rate — and hides a fat left tail. The unmodeled risk is the gap-through: price blowing past the stop level on a news candle where the backtest assumes a clean fill. Before trusting a system like this, stress the stop: assume the worst fill inside the stop candle, re-run the numbers, and confirm the edge survives. Also verify there is no lookahead — a breakout signal must only use bars that were closed at decision time.
Honest caveats
This is an in-sample result on one instrument. It says NQ’s morning breakouts carried real follow-through over the tested year — it does not promise they will next year. Shorts were the weak side, consistent with everything else we test on NQ in an uptrending regime. If you replicate it, do it in sim first, with your own data feed and your own slippage assumptions. See the risk disclaimer.
Auto-generated from the video audio — expect imperfect punctuation.
What’s going on guys? So, I get asked a lot of the times, what’s my favorite direct to funded account that there is? Uh before I get into that, if you’re looking to get one of these accounts and you want to help out the stream, be sure to use code code trader. Also, I stream live every single day, 9:00 a.m. to noon, 2:00 p.m. to 4:30. Um I don’t know, maybe I’ll give one of these away soon. Figure it out. We’ll see.
See what happens. Um but yeah, I do get asked this a lot and there’s basically only two firms that I would buy a direct to funded account from right now. It’s basically Lucid and Traderfy. And I’m just going to go over what I like about each um and something to save your money on one of them. So, I’m going to jump right into this. So, 50K directs. I’ll probably just do 50K versus 50K. So, 50K direct, this is 364 and this
Is 295. But, so Lucid runs a 50 off um basically they run it off a decent amount. And basically, this would become like 270 uh with my code instead of the this, instead of 364. When they run that, uh Lucid is is basically cheaper. So, that’s one of those things you got to check back on cuz I know the price if you look this one is about $70 more. Um basically, they’re both end of day. As you can see, uh this
One is 5 days to payouts, 5 days. This is five accounts. Uh I think the consistency rule, I believe, is 20% for both of them. Oh yeah, right there, 20% for both. They’re pretty much the same account. Look, daily uh daily loss limit, max loss, basically the same. I would say with the pricing as is, uh Traderfy being $70 less, I would probably go with their direct to funded, which is crazy cuz they probably have the better direct to funded, but
I think Lucid has the better accounts. Um when you start going into like some of these other accounts that they have, um I think Lucid has the better daily payout account. Um I like the Lucid Flex account, but for whatever reason when it comes to the the direct account, Traderfy has the better account there. And I’m not saying their accounts are bad. They have also the uh These are daily payout accounts also, the select. Um but I’m just going to the
Direct accounts right now. Only cuz people asked me this a couple times recently. I will say I probably say Traderfy just cuz the price is 40. Otherwise, they’re pretty much the same account um at this point. So, I would say they’re pretty much the same account. So, for the price, I would do this. Just watch Lucid drops the 50 off, and then Lucid becomes the cheaper one. So, I’d probably say Traderfy edges it out a little bit. These are the only
Firms that I would buy direct to funded from. Just keep that in mind when you’re looking at all these like low-B firms that are offering crazy discounts. Um these are pretty much simple. Um I know I’m going to get paid, and I like both firms in general. I trade with both firms. You know, I get funded accounts with both firms. I typically go the route of passing the accounts only cuz my pass rate is high, but some people want to go
Straight to funded, and I don’t blame them. You cut off the days. There’s a lot of perks to it. So, uh yeah, I would probably say uh Trader Five has that. They also just got rid of their their scalping rule, which is obviously a huge plus by Trader Five as well. Um so, I definitely probably would go that. Do the lightning accounts and uh instant funded. And then if you’re looking for not direct accounts, I would head over and look at
The Lucid Daily accounts that they just came out with, uh which are awesome and uh I do the flex flex 50K’s and Lucid Daily’s. That’s pretty much what I trade with now. But, any questions, comment on the video, come on the live stream and ask. Um but yeah, somebody asked me and they’re virtually the same. Um it’s just who’s running the deal at the time.
Auto-generated from the video audio — expect imperfect punctuation.
What’s going on guys? So, before I get into everything, I stream live every single day 9:00 a.m. to noon, again 2:00 p.m. to 4:30. Uh hit the subscribe button below. Smash the like button. Also, if you want to support the stream, be sure to use code KO Trader. It works everywhere. So, we’re going to get into a couple of things today. Um free Take Profit Trader accounts, uh couple other things as well. So, first, we will start with how today went.
If you were on the live stream today, you got to know that we crushed it. This is kind of how I finished at at 2:52. I took the screenshot. I had two red These are the only red accounts I had at the end of the day. Um the rest was green. The screenshot was too big to get it all in. So, I’m just being transparent. I had two red accounts. And then all of this This is pretty much done live. So,
If you want to see these trades taken live, subscribe below, come on the stream, and I show the trades before I get in, show the order in, show when I get out. It’s all transparent. Um yeah, so today was absolutely great. Um also, we’re going to be doing a Take Profit Trader giveaway tomorrow on the stream. Be sure to be on. If we hit uh I don’t know, say 100 people at one time on the stream, I might give away more
Than one account. We’ll start going multiples as we get more people on the stream. So, if you want, share the stream, bring a friend, whatever you want, more accounts will be given away. Um I’m going to go over the trade today that we took. Couple people have asked on what made me take it. And um man, we got a ton off of it. So, I definitely am going to go over it right now with you guys. It was super easy setup
For me, to be honest. I uh I took it off the 5-minute chart. We took the NQ um it was I thought it was it’s everything I was looking for and I’m going to go over it right here. So, here we go. This is a 5-minute NQ today. Um it it matched a lot of criteria actually um and even bonus criteria. So, right now you can see we basically took out all the lows overnight. So, these lows were taken out. Um
We basically went all the way down to a whole number and bounced, which was interesting to me as well. Not that I put a whole lot of you know, faith in whole number bounces cuz obviously you can sell right through them as you can see on the way down, but it was interesting to note. Then we had a 5-minute um fair value gap inversion, which I liked. We we inverted it here. We retested and held it right here. And then basically
We had a change in state right here and I basically took this and I took this in a bunch of accounts. I took this up and I basically took it I should have taken it longer, but I took it my final TP was basically see these wicks wick wick. And then this is the 50% line for the IB. And the only reason why I took it off there was there’s a stat that basically when we come back, if you close at
Like 10:30, which is here, below the 50% line, the odds of taking out the IB low are super high. So, I was kind of thinking we come up, we tag here, we reject and we make new lows. And that’s what I had in my mind. Either way, uh it was over 100 points, right? So, who cares? But, that’s kind of what I was thinking about. Um you know, a lot of times I target wicks being that we we wicked a bunch
Of times up here and the 50 kind of just all made sense. Um once we broke over and we did the retest and came back, then I played this again to the upside and targeted up here. Did I hold the whole time? No. I’m actually going to start tomorrow. I’m going to have five accounts. And basically, I’m only going to take these A+ setups with the trades. Um and I’m just going to hold to basically full TP. I’m probably going to
Do anywhere between depending on how big the stop loss is. So, on this trade, uh my stop was actually 607. So, I had almost a 100 point stop. I had about 80 point stop. So, then I would kind of do the math so maybe I would take four or five micros. Um and then what I would kind of do is maybe I’d take my first TP like here with like half and then move the other half to kind of break even
And then see if we get full TP, which would have been all the way up here at 2831. I think that’s what I’m going to do starting tomorrow. So, if you want to watch this, come on the stream. Um yeah, and also be sure to check out some of these videos. I posted top prop firm strategies. I have a thing where I make a strategy with quad. Talk about the loose. I got a bunch of good videos out recently. So, uh
I would go back and watch some of these if you have any problems. If you have any questions, uh come into the Discord, ask, and I’m here to help. I’ll see you guys tomorrow.
🚨 **Lucid Trading just launched NEW accounts!** Before you spend your money, make sure you know exactly what’s changed.
Transcript
Auto-generated from the video audio — expect imperfect punctuation.
What’s going on, guys? So, Lucid Trading is now offering daily payouts. Uh if you’re looking to get an account, be sure to use code “Code Trader”. Um before I get into this, we stream live every single day. I stream live 9:00 a.m. to noon, 2:00 p.m. to 4:30. We’ll be doing uh We’ll be doing account giveaways this week every day on the stream. So, be sure to subscribe. Smash the like button below. Especially if you like Lucid. Um all right, so
I’m just going to get into it. Basically, I kind of saw this coming. Um everyone else, a lot of people offering daily payout accounts. They’re offering it now. Also, what I like about this is you kind of change the pricing depending on what you want. Um you know, they have the intraday or end of day accounts, and then basically you could turn the daily loss limit on or off. The route that I went was end of day and on. Uh you
Save 20 bucks by having a daily loss limit. Honestly, I’m cool with a $1,200 uh daily loss limit. It’s not that big of a deal to me. Uh they have 25K, 50K’s, 100’s, and 150’s. Um basically, the rules are similar where it’s 50% consistency on the eval. And then the funded rules uh there are none. But, like uh pretty much like Take Profit Trader, they have the intraday the drawdown goes intraday once you pass. So, just just know that. There’s no
Consistency in the funded side, daily payouts. Um it’s a really good plan. You know, honestly, it’s it’s daily payouts at Lucid. So, if you’re using Lucid, I would probably go with these or the Lucid Flex accounts. Those are my favorite. Um what I like about Lucid is they kind of offer you everything. If you’re doing direct to funded, they got that. If you’re doing if you want daily payouts, they have them. These are probably the easiest to get a payout on
Cuz you only need to make a thousand bucks on the funded side and uh they’ll let you take out half. You know, these are pretty simple. Um but yeah, I’m basically going to grab some daily payout accounts. That’s kind of the route I’m going. I was just looking at this. If you were I was thinking about a way to get around the intraday cuz you go intraday you go intraday on the funded side no matter what. So, really you’re paying for
End of day only on the eval side. I might go this route to make it $95. Um I wish there was zero consistency cuz then you could just pass these on a news event without then doesn’t even matter. But that’s probably why they do it this way. Um but yeah, I’m going to play around with this cuz you really only pay for intraday on the eval side. I’m going to see I’m probably going to get a couple of each and see
What the deal is. Um intraday is not that big of a deal for me. But I do like the end of day aspect. So, I’ll probably do this. End of day daily loss limit. But it’s pretty cool that they’re offering this. I like it. I like that they’re offering a lot of different options at Lucid. Uh if you’re going to get an account, be sure to use code code trader. If you have any questions about this, come to the live stream
And ask. Ask in the Discord. But I think it’s definitely a positive uh that they that they’re offering this.
Auto-generated from the video audio — expect imperfect punctuation.
What’s going on guys? So, I’m going to give you my top strategies that I use to get prop firm payouts. Um before I do, I stream live every single day 9:00 to 12:00 and then again 2:00 p.m. to 4:30. Uh what you see on the screen is what we did on the stream on Friday. Um so, if you want to see these trades live, be sure to subscribe. Um I’m going to ask you a question real fast before jumping into this.
How many accounts have you lost when you followed your strategy, did it size up, did it revenge trade, and only followed your rules? Right? You’re thinking probably none. Probably very few, right? So, one of my things I always talk about is not sizing up. Your strategy isn’t always the trades that you’re taking on the screen. Your strategy is what you do everything. Everything that you do is your strategy. It’s not just where you get in, where you get out. There’s so
Much more to it. All right? Sticking to the right size on each accounts. Not you know, taking a loss and then being like, “Oh my god, I need to get back in cuz I need to make this money back.” Um you know, I’m going to get into the actual trading strategy in 2 seconds, but I just want to go over a couple things real fast so you learn what will actually help you become profitable. Um you know, not going from three
Micros to three minis. You know, realize that you know, if you take one loss, it doesn’t kill your account. Like you know, you have to be sized right, willing to step away. Hey, I took a loss. My my strat my setup hasn’t happened the rest of the day and just kind of walk away. You know, I I think too many people are forcing trades um and not letting it come to them. Now, when it comes to the actual charts, people ask
Me all the time, “What am I looking for?” This is a great setup uh on Friday. Basically, we took out all the lows overnight. And I was I almost jumped in right here, but we didn’t close above. And then we created our first 5-minute inversion right here. Right? And I basically took this up. I played this in multiple accounts. Different you know, I hit consistency in a couple. And basically, my final TP was right here at the top, which was actually
The top of the orb where we opened up. And basically, it just played out. Right? You got the retest, which is perfect. We bounced off the retest. And then basically, my final TP was all the way up here. And boom. Once we hit our final TP, we actually got the sweep of the orb back in, creates a great short. And then you can see it just come back down. Trading doesn’t have to be complicated. Big thing also, you need to know
Your numbers. Are you back testing? I know my numbers. Look, this is a trade I take every day. I know my numbers. If I take this trade every day this year, I’m up 14,812 bucks. I know my numbers. This is just one of the trades I take every day. I’m constantly back testing. You know, you got to be back testing all the time. Know your numbers. How are you trading because some guy on the internet tells you about it? You know,
Like, “Oh, Jimmy that made a video told me that this is profitable. It’s probably not. I went through a bunch of quote-unquote strategies that people were posting. I I threw it on Claude. Created the strategy and ran it and they were unprofitable. Yesterday I posted a video on how to create strategies and actually test them. How to use Claude and hook it up to NinjaTrader. That’s one way to test strategies, forward test them. I showed them how to forward test them
In the live markets so you can see what actually happens. If you don’t know your numbers on all different strategies, you’re never going to be profitable. There’s so many different ways to win. There is, you know, fair value gap fair value gap continuations, retests, you know, or breakouts, you name it. There’s all different types. Fibs, IFBGs. I I I have all these strategies I’ve created and back tested. Y&M, continuation candles. Uh um Yeah, and if you don’t if you don’t want
To go that route, just go manually. Just scroll back and manual up see short, boom. Uh and just do it, you know, take off everything and say, “Hey, I would get in here, out here.” Whatever your strategy is and just manually do it. That’s at the, you know, the lowest level of lowest, you know, easiest thing to do is just manually do it. Um But if you don’t know your numbers, you’re probably not going to be successful. You know, cuz you
Don’t even know what your risk should be, what your TP should be. Um You don’t you don’t really know what you’re doing. And that that’s not going to really help it out. So when I talk about strategies, I’m not talking about, “Hey, you should do this.” You know, yes, I take orb sweeps. I take open Yeah, as soon as the market opens I take momentum one way. I play IV, you know, I take I play a lot of different strategies, but
I know my numbers, right? That’s all that matters. You can play VWAP bounces. You can play 50 moving average bounces. You can play whatever you want as long as you know the numbers. That’s all that matters. You need to know your risk, you know, what what normally happens around that area, and that’s it. You don’t need any complicated strategies. You just need to backtest whatever you’re doing over a long enough period of time to get a real sample, and then you
Forward test it in the real market, and then you know. And that’s it. Don’t size up. Don’t, you know, revenge trade. Follow the strategy you backtested, forward tested, that you know your numbers, and that’s it. If you know you win 65% of the time, you’re going to lose what’s called 70 or 60%. You’re going to lose four times out of 10. That means you you might lose seven times in a row. Stick to the strategy if you know the numbers. You
Know, if you have a strategy that wins 60% of the time, and you get one and a half to one reward to risk, then you’re going to crush it. Um you know, I think that’s where everyone falls. Everyone’s looking for the next great strategy, the next, you know, shiny ball syndrome. Um it’s not. It’s just knowing your numbers on any strategy that you got, and that’s it. Backtest, forward test. This is everything that I look at during the day. I’m looking
At higher time frame candles to see kind of get a bias on what we’re doing in the higher time frames, bring it down to a lower time frame. Um people ask what this is what this indicator is, and this is what I’m looking This is just what I’m looking at all day. That’s it. My different levels, right? Boom. Any questions, come on my live stream and ask. I’m willing to help anybody out. I have nothing to sell you guys.
Auto-generated from the video audio — expect imperfect punctuation.
What’s going on guys? So today I’m going to show you how to use either Claude AI, chat GPT AI, and use it for your trading. It’s going to be super easy. A lot of people have asked me on the live stream how I use it. By the way, I stream live every day 9:00 a.m. to noon and again 2:00 p.m. to 4:30. Uh also there’s a link to our free Discord in the description of this video, but I’m going to show
You today how to make TradingView indicators using Claude desktop or chat GPT. So we’re going to keep and then I’m going to show you also how to optimize it using NinjaTrader. So I’m going to keep it really simple. I just put a simple prompt in here make a NinjaTrader strategy that trades when price sweeps [snorts] the high and comes back down or short to short or sweeps the low to come back up. Have TP and stop loss in points. Super simple.
Super simple. Now I’d put the same prompts in chat GPT. So there’s two ways to do this. Chat GPT will probably give you more for the freebie. You would then have to copy this and you’d have to put it into the NinjaTrader editor, which I’m going to show you. But this because it’s desktop actually has access to my files and it’s going to add it right into the strategy uh folder for me. I’m going to show you right now. Basically look.
See the problem is >> [snorts] >> this is very tailored to me. So things that I’ve done are already in here. There’s a huge uh it’s very personalized to me. So we’re going to look at this and watch. See how it just creating it? And all of a sudden, it’s just going to code it, send it in. All right. So, we’re back. It just basically added it. So, then this is what you do. You open up your NinjaTrader, you go to
Uh uh uh NinjaScript Editor. Right? It’s going to be your strategy folder. Uh as you can see, I have a lot of strategies that I’ve made. This one is called I think it was called sweep. Let’s see what it’s called. It’s called sweep reclaim. You click, and then you hit this compile button right here. I hit it like three times just to make sure it’s in there. So, now you’re going to click here, and you’re going to go to strategy analyzer.
You’re going to bring it up. And we’re going to see what happens. Now, is this a good one? I have no idea. So, you go to optimization. And this is how you find your sweep reclaim. Reclaim within three bars. So, here, we’re going to do a little test. I’ll pause the video cuz this is Let’s see how long it takes. Window when you do this. I’m actually going to do this on ES. All right. And we’ll run. All right, this is
Actually So, I think depending on your computer, it’ll be faster or slower. I’m running other things on this computer at this time, so it’s usually faster than this, but it’ll basically run it. Let’s see what happens. Okay. So, this is what it’s claiming. Now, listen, I’m going to show you some other things, also. All right? So, this is what it’s claiming. Basically, take profit is 23 points, stop loss is 19, and this is kind of what you got. Now, what I
Would do is I would normally run a test for long only, short only, and then kind of figure it out from there, not you know, longs are going to have different settings than shorts. So, this is only just going back This is this year, um I guess >> [snorts] >> profit factor 1.3, there’s a lot of trades. Uh total net profit is really high. Obviously, I didn’t add any commissions in here, so I don’t know. Take off You might have to
Take off like five grand for commissions, which is still good. Um Yeah, I mean, this is obviously a profitable strategy that we just created. I would have to dig into this. So, now, once say we created this, right? It’s like, okay, cool. We’re excited, right? We just created a new strategy. This is This is awesome. So, look, it tells you what the best is. So, see, it has 23 is the best take profit, stop loss 19 is the best. Um obviously,
You could play around with re-clean bars and a bunch of other things. Um, you know, you can even change the script to be other to change around the orb to maybe be like the first 15 minutes, first hour, whatever you want it to be. All right. So, then what you do is you’re going to go into here, then you click strategies, which is here. New strategy. Sweep re-plan. And then you’re going to put those settings here. I think it was like
23 19. Right? And then, uh, you go to ES. And then you choose the account you wanted to do it on, right? Now, make sure your prop firm allows this type of this type of trading. Also, I would make sure that, uh, you know, if you want I would forward test. I would probably forward test this for at least two or three weeks, so [snorts] you can create different sim accounts. Right? Like this, you go okay, and now it’s going to
Run uh, it’s going to run the strategy right here. And then you enable it. It says connection Apex is just using the data, but really it’s going to go on the sim account. And it will forward test in this account. Now, if you want to create more, you right click here, you add sim accounts, and what I do is I name them. So, this would be like sweep, [snorts] uh, re-clean ES. And then I hit okay, it would save it, and
Then I would just replace that in this area. So, this you know what you’re testing out, right? You got to keep everything organized. And that’s pretty much it. I mean, it’s pretty simple. Um we just created a NinjaTrader strategy that was obviously profitable. And if you wanted [clears throat] to, if you don’t have access to Cloud Desktop, I put the same thing in ChatGPT. This is what they would have given you. And then basically you got to copy this. You got
To create a file and then you got to load it up in the strategy folder on your desktop and then it will pop in. It’ll It’ll pop in here and then you’re set. Um any questions, comment on the video, come on my live stream and ask, but it’s pretty simple. I mean, we just created what seems like to be a profitable strategy. Uh I would say come up with your own ideas. You know, come up with your own ideas. There’s so
Many ideas to to have. I mean, obviously something’s a little off here because it’s taking 14 trades in a day and it’s supposed to be a sweep reclaim, which should only happen in probably once in a day. So, this is where you have to kind of dig down and ask. You know, maybe you go to Cloud and say, “Hey, make it only take one long a day.” You know, maybe now you change it to like, you know, one long and one
Short a a day. So, now you’re only taking the first trade, right? That’s all you want to really do is take the first one. And then you just kind of make So, see now it’s editing it and then it’s going to edit It’s going to edit it here. Then it’s going to edit the file and then you’re going to run this again and you’re going to see what it is. Then you come up with different things. Um you know, definitely always
Test longs only, shorts only cuz some strategies aren’t good for shorts only good for longs. That’s pretty much it. This just ran an error. Oh, well, it’s still working. So, we’ll see what I’ll see it just fixed it. And that’s it. Super super easy. I mean, obviously, I built a personalization thing up with Claude. So, you might have to it might take you a little bit to get exactly what you want out of it. Um you know, I mean, that’s all
I would say is I I would start building It sounds so weird. But like start building a history with Claude. And um and that’s it. And you start to come from, you know, they’ll start getting better and better uh results for what you’re looking for. It’s really what you you know, what you’re doing. It’ll start tailoring exactly to you. You’ll know exactly what what you want. And all those indicators that you’re paying for, you don’t have to pay for anymore. And
You can create profitable strategies here. So, I basically changed this around to one trade a day. Now, the profit factor is 1.58. So, this is looking better, right? 1.58. And this is not bad. It’s obviously too big for for the drawdown is $9,000. So, you can cut that down by two eighths. Instead of trading one mini, you can trade micros. Um or you can start shrinking the take profit or the the stop loss down. See See what you can do there.
Um and just play around with it. I mean, you know, I’m not giving you the holy grail. You can trade this. You should just build your own thing and test it out. Any questions, come on live stream and ask. But this is pretty much how I go about making um you know, making strategies.