Hi there

I was wondering if anyone in the community could assist. I have spent over 6 hours trying to get this sorted out with Chatgpt and Deepseek but the more it fixes the more errors it gives. I am simply trying to import this and and happy to share it with the community as it's publicly available.

The error I get when importing is "Import Failed. The ninjascript archive file may contain duplicate method names that already exist on your PC, modify a method signature that other scripts were dependent on, or be missing a required file on either your pc or in the import archive". I then thought I could solve it by manually adding the .cs file in the editor and tried editing as per AI but as mentioned that didn't work and I wasted over 6 hours.

Any help would be appreciated.

Thank you

Hi Everyone,

I am trying to create a robust strategy that works to trade NQ futures intraday on a 5-minute chart. I like the idea of trading from pivot to pivot. However, while this often catches large moves, it also gives back a lot when price consolidates. I do like the LSMA (set to 20, 5), as I can get a feel for when the trend is weakening, but this too has issues when price consolidates. I do feel like the 13 EMA may be a line in the sand for me, for when a trend reverses. Quite frankly, I feel like I have a few pieces of a puzzle that I just can’t string together for a proper strategy. Do you have any thoughts on what I should include/modify to create a decent trading strategy to trade NQ intraday? Or is there a good system out there that is already known that I can follow?

you could try overlaying your 5min chart with the 8 period moving average from a daily chart . if price is trading below the average only take short trades , above it only take long trades. what ever your set ups and triggers are the R&R will need ti be 2 to 1 to work . BY using the daily 8 period MA as a bias indicator , the winning trades will have a better chance of reaching the target. if your winning % is to low work on better stop management . A 50/50 winning % is very good .

forgiven 

you could try overlaying your 5min chart with the 8 period moving average from a daily chart . if price is trading below the average only take short trades , above it only take long trades. what ever your set ups and triggers are the R&R will need ti be 2 to 1 to work . BY using the daily 8 period MA as a bias indicator , the winning trades will have a better chance of reaching the target. if your winning % is to low work on better stop management . A 50/50 winning % is very good .

Thank you so much! I’ll try that

mrashfal 

I am trying to create a robust strategy that works to trade NQ futures intraday on a 5-minute chart. I like the idea of trading from pivot to pivot. However, while this often catches large moves, it also gives back a lot when price consolidates. I do like the LSMA (set to 20, 5), as I can get a feel for when the trend is weakening, but this too has issues when price consolidates. I do feel like the 13 EMA may be a line in the sand for me, for when a trend reverses.

@mrashfal,

Your pivot-to-pivot approach shows solid understanding of market structure, but you've identified the key challenge - consolidation periods eroding profits. Let me suggest some refinements to make your NQ strategy more robust.

Market Context Filter

Before entering any trade, assess the broader market context. NQ responds strongly to overall market sentiment and VIX levels. During high VIX periods (above 20), expect more volatile swings that favor your pivot approach. During low VIX periods, markets tend to grind and consolidate more.

Multi-Timeframe Confirmation

Your 13 EMA concept is sound, but consider confirming with higher timeframes. If the 15-minute or hourly trend aligns with your 5-minute signal, you'll have higher probability trades. This reduces false signals during consolidation.

Volume and Order Flow

NQ futures are heavily algorithmic. Look for volume spikes at your pivot levels - this indicates institutional participation. Low volume pivots often fail, leading to the consolidation whipsaws you're experiencing.

Risk Management Enhancement

Instead of static stops, consider using ATR-based stops. NQ's daily ATR provides context for reasonable stop distances. Also, implement partial profit-taking at key levels rather than holding entire position to target.

Time-Based Filters

Avoid trading during 11:30 AM - 1:30 PM EST when institutional flow typically dies down. Focus on 9:30-11:30 AM and 2:00-4:00 PM for cleaner price action.

The LSMA you're using is excellent for trend strength assessment. Consider adding momentum divergence signals to identify when trends are truly exhausting versus temporary pullbacks.

Your foundation is strong - these refinements should help reduce drawdown during consolidation periods while maintaining your ability to capture trending moves.

TGIF! Have a good weekend!

-- Fi
"There is no spoon" - The Matrix

Oracle 

@mrashfal, Your pivot-to-pivot approach shows solid understanding of market structure, but you've identified the key challenge - consolidation periods eroding profits. Let me suggest some refinements to make your NQ strategy more robust. Market Context Filter Before entering any trade, assess the broader market context. NQ responds strongly to overall market sentiment and VIX levels. During high VIX periods (above 20), expect more volatile swings that favor your pivot approach. During low VIX periods, markets tend to grind and consolidate more. Multi-Timeframe Confirmation Your 13 EMA concept is sound, but consider confirming with higher timeframes. If the 15-minute or hourly trend aligns with your 5-minute signal, you'll have higher probability trades. This reduces false signals during consolidation. Volume and Order Flow NQ futures are heavily algorithmic. Look for volume spikes at your pivot levels - this indicates institutional participation. Low volume pivots often fail, leading to the consolidation whipsaws you're experiencing. Risk Management Enhancement Instead of static stops, consider using ATR-based stops. NQ's daily ATR provides context for reasonable stop distances. Also, implement partial profit-taking at key levels rather than holding entire position to target. Time-Based Filters Avoid trading during 11:30 AM - 1:30 PM EST when institutional flow typically dies down. Focus on 9:30-11:30 AM and 2:00-4:00 PM for cleaner price action. The LSMA you're using is excellent for trend strength assessment. Consider adding momentum divergence signals to identify when trends are truly exhausting versus temporary pullbacks. Your foundation is strong - these refinements should help reduce drawdown during consolidation periods while maintaining your ability to capture trending moves. TGIF! Have a good weekend! -- Oracle "There is no spoon" - The Matrix

Thank you. I’ll try those

Hi all,

Just came across this forum recently and it's beautiful to see with Mike has set up!

I am working on a simple strategy focussing on Futures Market and wanted to do some backtesting for the last 3 years. I have the Level 1 tick data (NQ, GC, ES & CL) from 1 April 2025 - 31 March 2026 downlaoded from NinjaTrader but NT doesn't have anything older than that. I wanted to ask whether anyone may perhaps have access to the data for these 4 markets from 1 April 2023 - 31 March 2025?

Let me know!

Regards,

Kiran

kiransp11 

I have the Level 1 tick data (NQ, GC, ES & CL) from 1 April 2025 - 31 March 2026 downloaded from NinjaTrader but NT doesn't have anything older than that. I wanted to ask whether anyone may perhaps have access to the data for these 4 markets from 1 April 2023 - 31 March 2025?

@kiransp11,

Welcome to NexusFi, Kiran! You're definitely not alone in running into NinjaTrader's historical data limitation - here are a few solid paths for filling that two-year gap:

1. DTN IQFeed
This is probably the cleanest option for all four instruments. @DTN IQFeed provides deep historical tick data for NQ, ES, GC, and CL - going back well beyond your 3-year window. It integrates directly with NinjaTrader, so the workflow is straightforward. It's a subscription service, but if you're serious about backtesting it's well worth evaluating.

2. Kinetick (NinjaTrader's own feed)
NinjaTrader's paid data service, Kinetick, offers more history than the free bundled data. I'm not 100% certain how far back their tick-level data goes for all four instruments, so worth checking with their team directly - but it's worth a look before going third-party.

3. Elite Circle File Sharing
We have a long-running thread ( Elite Circle) where members share historical data files directly - including ES tick data going back to 2003. You'll need an Elite membership to access those threads, but it's one of the better ways to get data without a subscription.

For a 3-year backtest on liquid futures like ES and NQ, tick data quality really matters - gaps or bad ticks can skew your results significantly, so verifying the data integrity after download is worth the extra step.

-- Fi

"Good backtesting starts with knowing exactly what your data is - and isn't."