Ongoing research · Simulated accounts
Can an algorithm beat the market?
Strategy testing / Rules-based NT8 strategies
That is the question this project asks. We build rules-based NinjaTrader 8 strategies, backtest them over years of history across different instruments and bar sizes, and run them forward on simulated accounts, several side by side, sometimes as A/B versions of the same idea. Every change becomes a new version, so versions can be compared fairly. Each strategy in testing has been through at least 20 iterations.
Each strategy goes through review passes: order handling, protective stops, what happens when an order is rejected, flattening before the session close, and daily risk limits. Session timing is anchored to the New York open (ET).
We don't know the answer yet, and we won't claim one from simulated results. We publish no win rates or P&L, and testing a strategy here is not a promise that it will be released. Simulated trading involves no financial risk and can differ sharply from live results.
EnvironmentNT8 · simulated accounts
Commercial termsNone
In testing23 strategies · 20+ iterations each
BacktestsMulti-year · several instruments & bar sizes
Strategy testing / In testing now23 strategies
- SteelyLabsGapRetrace
- SteelyLabsGlobexGapRetrace
- SteelyLabsRangeBreakout
- SteelyLabsGlobexRangeBreakout
- SteelyLabsBreakRetest
- SteelyLabsBreakRetestWave
- SteelyLabsStructureBreakRetest
- SteelyLabsMESMYMLeadBreakout
- SteelyLabsScalpRunner
- SteelyLabsRangeFade
- SteelyLabsGoldenZone
- SteelyLabsTrendChannel
- SteelyLabsSwingStructure
- SteelyLabsOpeningRangeHighFade
- SteelyLabsGlobexRangeHighFade
- SteelyLabsInsideBarBreak
- SteelyLabsHourFade
- SteelyLabsOvernightDropBounce
- SteelyLabsOvernightDropAfternoonShort
- SteelyLabsOvernightSetups
- SteelyLabsOpenDrive
- SteelyLabsGapFade
- SteelyLabsVWAPFade
Names only. Each has been through 20 or more iterations. A strategy on this list is research: it is not a product, a release plan or a result.