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MQT_ArcTrendScalper

Precision Cross-Level Scalping Strategy

MQT_ArcTrendScalper is a high-speed intrabar execution strategy for NinjaTrader 8 that trades crossovers of previous bar highs and lows with optional slope filters, bar-size filters, flexible order types, and full risk controls.

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Backtest Results

Backtest Results 1

Backtest Results #1

Cumulative net profit (sample run)

Backtest Results 2

Backtest Results #2

Cumulative net profit (sample run)

Chart Examples

ArcTrendScalper Chart 1

Chart Example #1

Cross-level entries with filters and slope display

ArcTrendScalper Chart 2

Chart Example #2

Intrabar execution behavior and trade visualization

How It Works

1. Cross-Level Detection

Strategy monitors intrabar price movement and triggers entries when price crosses above the prior high or below the prior low.

2. Smart Filters

Optional bar size filters, green/red bar filters, and slope degree filters help align entries with market structure.

3. Order Type Control

Choose Market, Limit, Stop Market, or Stop Limit entries independently for long and short sides, with configurable offsets.

4. Risk & Management

Optional stop loss, profit target, scale-in logic, re-entry controls, and flatten-on-enable/disable options for complete trade management.

Strategy Settings

CategorySettingDescription
ParametersOrder QuantityNumber of contracts per entry.
ParametersOne Entry Per BarRestricts strategy to one entry per bar.
ParametersTrade ModeSellOnly, BuyOnly, or Both directions.
RiskStop TicksStop loss distance in ticks.
RiskTarget TicksProfit target distance in ticks.
RiskUse Stop LossEnable/disable automated stop loss.
RiskUse Profit TargetEnable/disable automated profit target.
EngineUse OnMarketDataFire entries on live ticks (intrabar).
EngineTouch Tolerance (ticks)Offset for cross detection threshold.
EngineFirst Tick AllowAllow trigger if price is beyond level on bar open.
EngineReset Trigger State On EnableClears cross state when strategy is turned ON.
EngineFlatten On DisableCloses position when strategy is turned OFF.
EngineFlatten On EnableCloses position when strategy is turned ON.
EngineAllow Re-entry While In PositionPermits new entries while already in a trade.
EngineScale-In Same Direction OnlyRestricts adds to the current position direction.
Entry – SellEntry TypeMarket, Limit, Stop Market, or Stop Limit.
Entry – SellLimit / Stop OffsetsTick offsets for each order type.
Entry – BuyEntry TypeMarket, Limit, Stop Market, or Stop Limit.
Entry – BuyLimit / Stop OffsetsTick offsets for each order type.
FiltersBar Size %Min/Max prior-bar size relative to bar[2].
FiltersGreen/Red FilterRequire prior bar to be green or red.
FiltersSlope Filters (Buy & Sell)Min/Max degree filters per direction.
Slope DegreesDisplay Slope LabelsShow slope degree labels on chart.
Slope DegreesFont Size / OffsetsLabel size and tick offsets.
Slope TotalsAccumulate Upper/Lower Slope %Running totals over N bars.
Slope TotalsBars To AccumulateNumber of bars included in totals.
DebugDebug Trigger PrintsPrints internal trigger events to Output window.

FAQ

Does this trade intrabar?

Yes. It can use tick-level logic (OnMarketData) for fast intrabar entries.

Can I control it from the chart?

Yes. Includes toolbar controls for Strategy ON/OFF, Buy/Sell filters, and quantity control.

Does it repaint?

No. Entries are based on confirmed prior bar highs/lows (closed bars).

Can I scale into positions?

Yes. Optional scale-in logic allows adding positions (with same-direction option).

What markets work best?

Liquid futures markets such as ES, NQ, YM, CL and others supported by NinjaTrader.

Can I backtest it?

Yes. Compatible with NinjaTrader Strategy Analyzer for backtests and optimization.

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