// ============================================================================ // P1FastLucidFunded25kRminusC3.cs — NinjaTrader 8 strategy wrapper around P1FastCore.cs // P1 FAST R_minus_c3_count3 M1be $400 — LucidPro 25K FUNDED port (account LTF02582991480003). // GENERATED by nt8/make_funded_variants.py from P1FastLucidFunded25k.cs (do not // hand-edit; the order plumbing is byte-identical to the verified base). Replaces the TV -> webhook -> PickMyTrade -> Tradovate // chain with native NT8 automation on your Lucid Tradovate connection. // // METHOD (engine DB variant 14690, lucid25k_protocol_grid_full2019 / // R_minus_c3_count3 — the "R_minus_c3_count3" cell on // armansportal.com/trading/firms/lucid/funded-pro-25k; the battery records it as // FAILED KILL BAR 1 — Arman asked for it for live account 003 anyway): // * ORB 5-minute opening range (09:30-09:35 ET), breakout = completed 5m // close beyond the OR level, RSI(14) 5m notOB gate (long blocked > 70, // short blocked < 30; a gated bar is skipped, not consumed) // * confluence grade A/B only (>= 4 of 6 bits: 1H bias, VWAP band, 5m // volume, sweep reclaim, HTF level, room to 2R) // * entry = LIMIT at the OR level, good 30 minutes after the signal close // * stop = padded structural stop (max(OR mid, level - 1.2 ATR), 0.5 ATR // floor, + 0.25 ATR pad); M1be management: full size, fixed limit target // at +2R, stop to breakeven after a CLOSED 1m bar (after the fill bar) // touches +1R // * reBreak RE-ARM: a used direction re-arms when a completed 5m close is // strictly back inside the OR level (unlimited re-arms per day) — this is // what distinguishes it from the eval port (one signal per direction/day) // * TAKE RULE: >= 3 of the five bits c1,c2,c4,c5,c6 (c3 5m volume NOT counted; // engine take_policy count:3) — instead of grade A/B // * flat $400 risk, cap 20, reBreak re-arm, 2R daily stop, no day cap // * daily stop: no NEW entries after realized day PnL <= -2R (-$800) // * hard flat 15:55 ET (12:55 on CME early closes) // // INSTALL: copy BOTH files (P1FastCore.cs + this file) into // Documents\NinjaTrader 8\bin\Custom\Strategies\ // (P1FastCore.cs is SHARED with P1FastLucidEval25k.cs — keep exactly ONE copy // of it under bin\Custom, and use the 2026-08-17 or newer version, which // carries the reBreak knob) then NT8: New > NinjaScript Editor > Compile (F5). // // CHART / BACKTEST REQUIREMENTS (see nt8/NT8-GUIDE.md §6 for the protocol): // * Instrument MES, data series = 1 MINUTE, 24h (ETH) session template. // The strategy refuses to trade on any other bar type/size/instrument. // * Bars arrive in NT8's configured time zone (default = PC local); the // strategy converts Local -> US/Eastern. If NT8's time zone setting is // NOT your PC zone, put that zone's .NET id in "Bars time zone id". // * Protective exits are ALSO submitted immediately on the entry execution // (OnExecutionUpdate), so live you are never naked for the fill minute. // // VERIFICATION (2026-08-17, nt8/harness): core reproduces engine variant 14690 // 1233/1233 matched trades fully identical over 2019-05..2026-08 (+1 classified // structural engine-only re-entry). Full-window book: n=1234 net -$4,406 raw // (2023-08+: n=531 +$19,835 raw / +$13,601 tick-rounded at $0.74/side; 2019-2022 // negative). Tick-grid probe: full-window rounded -$9,780. NOT TV-verified. // // CAVEATS THAT TRAVEL WITH EVERY NUMBER (AGENTS.md §2/§5): optimistic fill // model (touch fills, zero net slippage), no holdout, MES-only, recent-regime // edge, sim != live. The 2019-2022 years of this book are net NEGATIVE; the // edge is 2024+. This is a simulated ceiling, not an expected live result. // ============================================================================ #region Using declarations using System; using System.Collections.Generic; using System.ComponentModel; using System.ComponentModel.DataAnnotations; using System.Windows; using System.Windows.Media; using NinjaTrader.Cbi; using NinjaTrader.Gui; using NinjaTrader.Gui.Chart; using NinjaTrader.Gui.Tools; using NinjaTrader.Data; using NinjaTrader.NinjaScript; using NinjaTrader.NinjaScript.DrawingTools; using P1Fast; #endregion namespace NinjaTrader.NinjaScript.Strategies { public class P1FastLucidFunded25kRminusC3 : Strategy { private P1FastCore core; private BracketPlan plan; // null when no signal is being worked private Order entryOrder; // working entry limit (null otherwise) private long pendingDeadline; // last bar-OPEN AbsMin that may fill private int planQty; private int filledQty; // accumulated entry-execution quantity private int exitFilledQty; // accumulated TP/SL/EOD execution quantity private bool eodActive; // last closed bar was in the 15:55/12:55 flat window private bool wasInPos; private int lastDayId = -1; private double realizedDayBase; private bool badSeries; private TimeZoneInfo easternTz, sourceTz; private int sigSeq; // unique drawing tags private int orDayId = -1; // day whose OR lines are on the chart private int orStartBar = -1; // CurrentBar of the 09:35 bar (OR complete) private int tradesToday, winsToday; private double lastCumProfit; private const string SigLong = "P1L", SigShort = "P1S"; // ---- display-only styling (TV-style boxed labels); nothing here feeds logic private SimpleFont fontLabel, fontSmall, fontPanel; private Brush brLongBg, brShortBg, brSkipBg, brBeBg, brPanelBg, brOrBg; protected override void OnStateChange() { if (State == State.SetDefaults) { Name = "P1FastLucidFunded25kRminusC3"; Description = "R_minus_c3_count3 — Fast reBreak M1be $400, take iff >=3 of c1,c2,c4,c5,c6 (5m volume bit not counted) — LucidPro 25K funded 003; engine variant 14690"; Calculate = Calculate.OnBarClose; // pine executes on bar close EntriesPerDirection = 1; // per OPEN position; re-entries after flat are allowed EntryHandling = EntryHandling.AllEntries; IsExitOnSessionCloseStrategy = true; // backstop only; the method flattens itself 15:55 ExitOnSessionCloseSeconds = 30; Slippage = 0; StartBehavior = StartBehavior.WaitUntilFlat; TimeInForce = TimeInForce.Gtc; TraceOrders = false; RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose; BarsRequiredToTrade = 0; // core gates itself (needs prior-day levels) IsInstantiatedOnEachOptimizationIteration = true; RiskUsd = 400; CapQty = 20; Rearm = RearmMode.ReBreak; DailyStopR = 2.0; DayCapUsd = 0; TakeCount = 3; ConfCountBits = "c1,c2,c4,c5,c6"; RsiGate = RsiGateMode.NotOB; PadAtr = 0.25; AccountLabel = "LTF02582991480003"; TradeFrom = new DateTime(2000, 1, 1); TradeTo = new DateTime(2099, 1, 1); BarsTimeZoneId = ""; LogSignals = true; ShowLabels = true; ShowLevels = true; ShowStatus = true; } else if (State == State.Configure) { // nothing extra — single 1m series only } else if (State == State.Realtime) { // MANDATORY historical -> realtime order-reference transition // (NT8 advanced order handling): cancelling/amending a stale // historical Order object can disable the strategy. if (entryOrder != null) entryOrder = GetRealtimeOrder(entryOrder); } else if (State == State.DataLoaded) { badSeries = BarsPeriod.BarsPeriodType != BarsPeriodType.Minute || BarsPeriod.Value != 1; if (badSeries) { Log("P1FastLucidFunded25kRminusC3 requires a 1-MINUTE data series; strategy is disabled on this chart.", LogLevel.Error); Print("P1FastLucidFunded25kRminusC3: wrong series (need 1 minute). No trades will be taken."); } // hard MES guard: the method is built, sized and verified on // MES only (tick $1.25, point $5). Refuse anything else. if (!badSeries && (Instrument.MasterInstrument.Name != "MES" || Math.Abs(Instrument.MasterInstrument.PointValue - 5.0) > 1e-9)) { badSeries = true; Log($"P1FastLucidFunded25kRminusC3 is MES-only (got {Instrument.MasterInstrument.Name}, point value {Instrument.MasterInstrument.PointValue}); strategy is disabled.", LogLevel.Error); Print("P1FastLucidFunded25kRminusC3: not MES — no trades will be taken."); } // take-rule input hygiene: the counted-bits list must be a comma // list drawn from c1..c6 (engine parse_conf_count_bits rejects // anything else); a typo must disable the strategy, not silently // count fewer bits. if (!badSeries && TakeCount > 0) { string[] toks = (ConfCountBits ?? "").Replace(" ", "").Split(new[] { ',' }, StringSplitOptions.RemoveEmptyEntries); var seen = new HashSet(); foreach (string tk in toks) if (!(tk.Length == 2 && tk[0] == 'c' && tk[1] >= '1' && tk[1] <= '6') || !seen.Add(tk)) { badSeries = true; break; } if (toks.Length == 0 || TakeCount > toks.Length) badSeries = true; if (badSeries) { Log($"P1FastLucidFunded25kRminusC3: invalid take rule (min {TakeCount} over '{ConfCountBits}'); strategy is disabled.", LogLevel.Error); Print("P1FastLucidFunded25kRminusC3: invalid 'Take rule: counted bits' — use a comma list from c1..c6 with no repeats, min-count <= list length. No trades will be taken."); } } fontLabel = new SimpleFont("Segoe UI", 12) { Bold = true }; fontSmall = new SimpleFont("Segoe UI", 10); fontPanel = new SimpleFont("Consolas", 12); brLongBg = MakeBrush(27, 94, 32); // #1b5e20 (pine long label) brShortBg = MakeBrush(183, 28, 28); // #b71c1c (pine short label) brSkipBg = MakeBrush(66, 66, 66); brBeBg = MakeBrush(255, 179, 0); brPanelBg = MakeBrush(13, 17, 23); brOrBg = MakeBrush(21, 101, 192); easternTz = FindTz("America/New_York", "Eastern Standard Time"); sourceTz = string.IsNullOrWhiteSpace(BarsTimeZoneId) ? TimeZoneInfo.Local : TimeZoneInfo.FindSystemTimeZoneById(BarsTimeZoneId); var p = new P1FastParams { TickSize = Instrument.MasterInstrument.TickSize, PointValue = Instrument.MasterInstrument.PointValue, RiskUsd = RiskUsd, RsiGate = RsiGate, PadAtr = PadAtr, DailyStopR = DailyStopR, CapQty = CapQty, Rearm = Rearm, DayCapUsd = DayCapUsd, TakeCount = TakeCount, ConfCountBits = ConfCountBits, LiveMode = false, // funded = flat risk, no eval taper TradeFromAbsMin = AbsMin(TradeFrom), TradeToAbsMin = AbsMin(TradeTo), }; core = new P1FastCore(p); Print($"P1FastLucidFunded25kRminusC3: account {AccountLabel} · risk ${RiskUsd} flat · cap {CapQty} · rearm {Rearm} · daily stop {DailyStopR}R · day cap ${DayCapUsd} · take {(TakeCount > 0 ? "count:" + TakeCount + " over " + ConfCountBits : "grade A/B")}"); } } protected override void OnBarUpdate() { if (badSeries || core == null || BarsInProgress != 0) return; // NT8 stamps bars with their CLOSE time; the core wants OPEN time ET. DateTime closeLocal = Time[0]; DateTime openEt = ToEastern(closeLocal).AddMinutes(-1); var bar = new BarInput { AbsMin = openEt.Ticks / TimeSpan.TicksPerMinute, DayId = openEt.Year * 10000 + openEt.Month * 100 + openEt.Day, Tmin = openEt.Hour * 60 + openEt.Minute, O = Open[0], H = High[0], L = Low[0], C = Close[0], V = Volume[0], }; // ---- day PnL baseline (pine dayStartNP resets at ET midnight) double cum = SystemPerformance.AllTrades.TradesPerformance.Currency.CumProfit; if (bar.DayId != lastDayId) { realizedDayBase = cum; tradesToday = 0; winsToday = 0; } // ---- host management (pine 626-749): fill / close detection + BE bool inPosNow = Position.MarketPosition != MarketPosition.Flat; if (inPosNow && !wasInPos && plan != null) plan.MarkFilled(CurrentBar); if (!inPosNow && wasInPos) { // trade closed since last bar tradesToday++; if (cum > lastCumProfit) winsToday++; plan = null; filledQty = 0; exitFilledQty = 0; } lastCumProfit = cum; if (inPosNow && plan != null) { if (plan.OnBarClosed(CurrentBar, High[0], Low[0])) { if (LogSignals) Print($"{openEt:yyyy-MM-dd HH:mm} +1R touched -> SL to breakeven {plan.StopPrice}"); if (ShowLabels) Draw.Text(this, "be" + sigSeq, false, "SL → BE " + Fp(plan.StopPrice), 0, plan.IsLong ? Low[0] : High[0], plan.IsLong ? 22 : -22, Brushes.Black, fontSmall, TextAlignment.Center, brBeBg, brBeBg, 90); } } bool pendingEntry = entryOrder != null && IsWorking(entryOrder); var host = new HostState { InPosition = inPosNow, PendingEntry = pendingEntry, RealizedDayPnl = cum - realizedDayBase, RealizedDayPnlForCap = cum - realizedDayBase, // NT8: one account figure for both guards }; var o = core.OnBar(bar, host); eodActive = o.FlatNow; // read by OnExecutionUpdate for sneak fills if (o.FlatNow) { // pine 1147-1156: cancel everything, flatten, reset state. // NOTE: `plan` is NOT cleared on the cancel request — a limit // can still fill while the cancel is pending (NT8 CancelOrder // doc); plan is cleared only when the order reaches a terminal // state with the position flat (OnOrderUpdate) or the position // closes. A sneak fill here gets exits from OnExecutionUpdate // and is flattened on the next (still FlatNow) bar. if (pendingEntry) CancelOrder(entryOrder); if (inPosNow) { if (Position.MarketPosition == MarketPosition.Long) ExitLong("EOD", SigLong); else ExitShort("EOD", SigShort); } } else { // limit expired unfilled (pine 1124-1129): next bar opens past // deadline. Same cancel-race rule: plan survives the request. if (pendingEntry && !inPosNow && bar.AbsMin + 1 > pendingDeadline) { CancelOrder(entryOrder); if (LogSignals) Print($"{openEt:yyyy-MM-dd HH:mm} limit expired unfilled (30 min) — cancelled"); } // ---- new signal (pine 1050-1093) var s = o.Signal; if (s != null && !s.Taken) { if (LogSignals) Print($"{openEt:yyyy-MM-dd HH:mm} signal skipped ({s.SkipReason}) {(s.IsLong ? "long" : "short")} grade {s.Grade} bits {s.Bits}"); if (ShowLabels) { sigSeq++; // compact grey tag (pine "no trade" label); details in the Output log Draw.Text(this, "skip" + sigSeq, false, (s.IsLong ? "▲ " : "▼ ") + "no trade · " + SkipText(s.SkipReason), 0, s.IsLong ? Low[0] : High[0], s.IsLong ? 18 : -18, Brushes.WhiteSmoke, fontSmall, TextAlignment.Center, brSkipBg, brSkipBg, 70); } } if (s != null && s.Taken && entryOrder == null && !inPosNow) { plan = BracketPlan.FromSignal(s); planQty = s.Qty; filledQty = 0; exitFilledQty = 0; pendingDeadline = s.DeadlineAbsMin; double lim = Instrument.MasterInstrument.RoundToTickSize(s.Level); Order ret = s.IsLong ? EnterLongLimit(0, true, s.Qty, lim, SigLong) : EnterShortLimit(0, true, s.Qty, lim, SigShort); // Order updates can fire SYNCHRONOUSLY inside the submit // call (NT8 advanced order handling) — OnOrderUpdate's // name-capture is authoritative; only adopt the returned // object when it is still alive, so a synchronous // rejection cannot wedge a dead order into entryOrder. if (ret != null && IsWorking(ret)) entryOrder = ret; if (LogSignals) Print($"{openEt:yyyy-MM-dd HH:mm} {(s.IsLong ? "LONG" : "SHORT")} {s.Qty} lim {s.Level} SL {s.Stop} TP {s.Tp2} (2R all-out, BE at +1R {s.Tp1}) grade {s.Grade} bits {s.Bits}"); if (ShowLabels) { sigSeq++; // TV-style boxed label (pine label.new style label_up/down): // filled background, white bold text, hung below the bar for // longs / above for shorts, plus an arrow at the bar itself string txt = (s.IsLong ? "LONG " : "SHORT ") + s.Qty + " @ " + Fp(s.Level) + "\nSL " + Fp(s.Stop) + " TP " + Fp(s.Tp2) + " (2R, all out)" + "\nSL→BE at +1R (" + Fp(s.Tp1) + ")" + "\n✓ " + Why(s.Bits) + "\ngrade " + s.Grade + " · limit good 30 min"; Draw.Text(this, "sig" + sigSeq, false, txt, 0, s.IsLong ? Low[0] : High[0], s.IsLong ? 60 : -60, Brushes.White, fontLabel, TextAlignment.Left, s.IsLong ? brLongBg : brShortBg, s.IsLong ? brLongBg : brShortBg, 88); if (s.IsLong) Draw.ArrowUp(this, "arr" + sigSeq, false, 0, Low[0] - 2 * TickSize, Brushes.LimeGreen); else Draw.ArrowDown(this, "arr" + sigSeq, false, 0, High[0] + 2 * TickSize, Brushes.OrangeRed); } } // ---- exits (pine 1132-1134): (re)submit stop + 2R target at // every bar close while in position; a BE move re-prices the stop if (inPosNow && plan != null) SubmitExits(); } DrawLevelsAndStatus(bar, o, openEt, inPosNow, pendingEntry, cum - realizedDayBase); wasInPos = inPosNow; lastDayId = bar.DayId; } protected override void OnExecutionUpdate(Execution execution, string executionId, double price, int quantity, MarketPosition marketPosition, string orderId, DateTime time) { if (execution.Order == null) return; string name = execution.Order.Name; if (name == "TP" || name == "SL" || name == "EOD") { exitFilledQty += quantity; return; } if (name != SigLong && name != SigShort) return; // An entry EXECUTION is a fill no matter what the order's final // state says — NT8 documents Cancelled-with-Filled>0 for a limit // that filled while its cancel was pending. Never filter on state. filledQty += quantity; if (plan == null) { // defense-in-depth: an entry fill with no plan must never ride // unprotected — flatten immediately and say so loudly. Print("P1FastLucidFunded25kRminusC3: entry execution arrived with no active plan — emergency flatten."); if (marketPosition == MarketPosition.Long) ExitLong("EOD", SigLong); else if (marketPosition == MarketPosition.Short) ExitShort("EOD", SigShort); return; } if (eodActive) { // sneak fill during the 15:55/12:55 cancel: hard-flat NOW — // waiting for another bar could hold through the session break if (plan.IsLong) ExitLong("EOD", SigLong); else ExitShort("EOD", SigShort); return; } // attach protective exits the moment the entry fills so a live // position is never naked during the fill minute (the bar-close // resubmission in OnBarUpdate keeps them current afterwards) SubmitExits(); } protected override void OnOrderUpdate(Order order, double limitPrice, double stopPrice, int quantity, int filled, double averageFillPrice, OrderState orderState, DateTime time, ErrorCode error, string comment) { // capture the entry order BY NAME — updates can arrive before the // submission call returns (NT8 advanced order handling) if (order.Name == SigLong || order.Name == SigShort) { if (orderState == OrderState.Cancelled || orderState == OrderState.Rejected || orderState == OrderState.Filled) { entryOrder = null; // cancel-race resolution: discard the plan ONLY when the // order itself reports zero filled quantity (order.Filled // is authoritative here; our filledQty / Position can lag // the execution callback) and we are flat. if ((orderState == OrderState.Cancelled || orderState == OrderState.Rejected) && order.Filled == 0 && filledQty == 0 && Position.MarketPosition == MarketPosition.Flat) plan = null; } else entryOrder = order; } if (orderState == OrderState.Rejected) Print($"P1FastLucidFunded25kRminusC3: ORDER REJECTED {order.Name} — check account/connection. {comment}"); } private void SubmitExits() { if (plan == null) return; // remaining = entry fills minus exit fills (execution-accumulated, // per NT8 partial-fill guidance); Position.Quantity only as a // fallback when execution accounting is not available yet int qty = filledQty - exitFilledQty; if (qty <= 0) qty = Position.Quantity; if (qty <= 0) return; // NT8/exchange orders must sit on the tick grid; the method's // ATR-derived stop and 2R target are off-grid by construction. // Nearest-tick rounding here is the divergence class the tick-grid // probe measured (raw $18,563 -> rounded $15,328 on 2023-08..2026-07). double stop = Instrument.MasterInstrument.RoundToTickSize(plan.StopPrice); double target = Instrument.MasterInstrument.RoundToTickSize(plan.TargetPrice); if (plan.IsLong) { ExitLongLimit(0, true, qty, target, "TP", SigLong); ExitLongStopMarket(0, true, qty, stop, "SL", SigLong); } else { ExitShortLimit(0, true, qty, target, "TP", SigShort); ExitShortStopMarket(0, true, qty, stop, "SL", SigShort); } } // ---------------------------------------------------------- drawings // Display only — nothing here feeds signals, sizing or exits. private void DrawLevelsAndStatus(BarInput bar, BarOutput o, DateTime openEt, bool inPosNow, bool pendingEntry, double dayPnl) { if (ShowLevels && core.OrDone && !double.IsNaN(core.OrHi)) { if (orDayId != bar.DayId) { orDayId = bar.DayId; orStartBar = CurrentBar; } int span = CurrentBar - orStartBar; if (span >= 0 && bar.Tmin < 960) { // one line pair per day, re-drawn (same tag) to extend to the current bar Draw.Line(this, "orh" + bar.DayId, false, span, core.OrHi, 0, core.OrHi, Brushes.DodgerBlue, DashStyleHelper.Solid, 1); Draw.Line(this, "orl" + bar.DayId, false, span, core.OrLo, 0, core.OrLo, Brushes.DodgerBlue, DashStyleHelper.Solid, 1); if (span == 0) Draw.Text(this, "ort" + bar.DayId, false, "OR " + Fp(core.OrHi) + " / " + Fp(core.OrLo), 0, core.OrHi, -14, Brushes.White, fontSmall, TextAlignment.Center, brOrBg, brOrBg, 85); } } if (ShowLevels && !double.IsNaN(core.Pdh) && bar.Tmin == 570) { // one marker per day (at the 09:30 bar) for the prior-day / overnight levels Draw.Dot(this, "pdh" + bar.DayId, false, 0, core.Pdh, Brushes.Silver); Draw.Dot(this, "pdl" + bar.DayId, false, 0, core.Pdl, Brushes.Silver); if (!double.IsNaN(core.Onh)) { Draw.Dot(this, "onh" + bar.DayId, false, 0, core.Onh, Brushes.SlateGray); Draw.Dot(this, "onl" + bar.DayId, false, 0, core.Onl, Brushes.SlateGray); } } if (!ShowStatus) return; string state; if (o.FlatNow) state = "FLAT WINDOW (15:55 / 12:55 early close) — no entries"; else if (inPosNow) state = "IN TRADE — SL " + (plan != null ? Fp(plan.StopPrice) : "?") + (plan != null && plan.BeMoved ? " (BE)" : "") + " · TP " + (plan != null ? Fp(plan.TargetPrice) : "?"); else if (pendingEntry) state = "LIMIT WORKING @ " + (plan != null ? Fp(plan.EntryPx) : "?") + " · SL " + (plan != null ? Fp(plan.StopPrice) : "?") + " · TP " + (plan != null ? Fp(plan.TargetPrice) : "?"); else if (!core.OrDone) state = "opening range builds 09:30–09:35 ET"; else state = "WAITING — ▲ " + (core.LongArmed ? "armed @ " + Fp(core.OrHi) : "used, re-arms on 5m close < " + Fp(core.OrHi)) + " ▼ " + (core.ShortArmed ? "armed @ " + Fp(core.OrLo) : "used, re-arms on 5m close > " + Fp(core.OrLo)); bool dayStopHit = DailyStopR > 0 && dayPnl <= -DailyStopR * RiskUsd; bool dayCapHit = DayCapUsd > 0 && dayPnl >= DayCapUsd; string txt = "P1 FAST R_minus_c3_count3 M1be $400 · $" + RiskUsd + " · cap " + CapQty + " · " + AccountLabel + "\n" + openEt.ToString("yyyy-MM-dd HH:mm") + " ET · " + state + "\nday PnL $" + dayPnl.ToString("0") + " · trades " + tradesToday + " (W " + winsToday + ")" + (dayStopHit ? " · DAILY STOP HIT — done for today" : "") + (dayCapHit ? " · DAY CAP BANKED — done for today" : "") + "\nATR5 " + (double.IsNaN(core.Atr5) ? "—" : core.Atr5.ToString("0.00")) + " · RSI5 " + (double.IsNaN(core.Rsi5) ? "—" : core.Rsi5.ToString("0.0")) + " · PDH/PDL " + Fp(core.Pdh) + "/" + Fp(core.Pdl) + "\nsim ≠ live · fill model optimistic · not TV-verified"; Draw.TextFixed(this, "p1status", txt, TextPosition.TopLeft, Brushes.WhiteSmoke, fontPanel, Brushes.DimGray, brPanelBg, 82); } private string Fp(double px) => double.IsNaN(px) ? "—" : px.ToString("0.00"); // frozen solid brushes are required for drawing objects rendered on // NT8's UI thread from the strategy thread private static Brush MakeBrush(byte r, byte g, byte b) { var br = new SolidColorBrush(Color.FromRgb(r, g, b)); br.Freeze(); return br; } private static string Why(string bits) { var parts = new List(); if (bits.Length >= 6) { if (bits[0] == '1') parts.Add("1H bias"); if (bits[1] == '1') parts.Add("VWAP band"); if (bits[2] == '1') parts.Add("volume"); if (bits[3] == '1') parts.Add("sweep"); if (bits[4] == '1') parts.Add("HTF level"); if (bits[5] == '1') parts.Add("room"); } return string.Join(" · ", parts); } private static string SkipText(string reason) { switch (reason) { case "gradeC": return "setup too weak (grade C)"; case "conf-count": return "too few counted confluences"; case "in-pos": return "already in a trade / limit working"; case "guardrail": return "daily stop / day cap hit — done for today"; case "window": return "outside trade window (check input)"; case "size": return "stop too wide for $ risk"; case "sl-tight": return "stop too tight"; default: return reason; } } private static bool IsWorking(Order o) => o.OrderState == OrderState.Working || o.OrderState == OrderState.Accepted || o.OrderState == OrderState.Submitted || o.OrderState == OrderState.ChangePending || o.OrderState == OrderState.ChangeSubmitted || o.OrderState == OrderState.PartFilled || o.OrderState == OrderState.CancelPending || o.OrderState == OrderState.CancelSubmitted || o.OrderState == OrderState.TriggerPending; private DateTime ToEastern(DateTime t) { if (easternTz == null) return t; var src = sourceTz ?? TimeZoneInfo.Local; if (src.Id == easternTz.Id) return t; return TimeZoneInfo.ConvertTime(DateTime.SpecifyKind(t, DateTimeKind.Unspecified), src, easternTz); } private long AbsMin(DateTime etWallClock) => etWallClock.Ticks / TimeSpan.TicksPerMinute; private static TimeZoneInfo FindTz(params string[] ids) { foreach (var id in ids) try { return TimeZoneInfo.FindSystemTimeZoneById(id); } catch { } return null; } #region Properties [NinjaScriptProperty, Range(25, double.MaxValue)] [Display(Name = "Risk $ per trade (1R, flat)", GroupName = "1. Method", Order = 1, Description = "P1 Fast reBreak M1be $325 = the battery cell on funded-pro-25k. Flat every trade; qty = floor(risk / stop$) capped below. Do not change without a new parity run.")] public double RiskUsd { get; set; } [NinjaScriptProperty, Range(0, 1000)] [Display(Name = "Max contracts cap (0 = uncapped)", GroupName = "1. Method", Order = 2, Description = "LucidPro 25K hard maximum = 20 micros. PART OF THE METHOD (the cap truncates tight-stop trades).")] public int CapQty { get; set; } [NinjaScriptProperty] [Display(Name = "Re-arm rule", GroupName = "1. Method", Order = 3, Description = "ReBreak (method): a used direction re-arms when a completed 5m close is strictly back inside the OR level; unlimited re-arms per day. Off = one signal per direction per day (the eval port).")] public RearmMode Rearm { get; set; } [NinjaScriptProperty, Range(0, 100)] [Display(Name = "Daily stop (R, 0 = off)", GroupName = "1. Method", Order = 4, Description = "No NEW entries after realized day PnL <= -N x R (method: 2.0 = -$650). The engine reference book 14767 ran 2.0.")] public double DailyStopR { get; set; } [NinjaScriptProperty, Range(0, double.MaxValue)] [Display(Name = "One-winner day cap $ (0 = off)", GroupName = "1. Method", Order = 5, Description = "No NEW entries once realized day PnL >= this. The reference book has NO cap (0) — leave 0 for any parity/backtest run. Lucid's 40% consistency rule is a payout-eligibility gate, not a breach; a cap of 40% of your cycle target keeps you eligible (e.g. $440 for the $1,000 first payout at 25,000 start) at the cost of upside.")] public double DayCapUsd { get; set; } [NinjaScriptProperty, Range(0, 6)] [Display(Name = "Take rule: min counted bits (0 = grade A/B)", GroupName = "1. Method", Order = 8, Description = "0 (this preset): take iff grade A/B (>= 4 of the 6 confluence bits). N > 0: take iff at least N of the bits named below are set (engine take_policy = count:N) — used by the R_minus_c2/c3_count3 presets.")] public int TakeCount { get; set; } [NinjaScriptProperty] [Display(Name = "Take rule: counted bits", GroupName = "1. Method", Order = 9, Description = "Comma list of the bits the count rule counts (c1 1H bias, c2 VWAP band, c3 5m volume, c4 sweep, c5 HTF level, c6 room). Ignored when the min-count above is 0.")] public string ConfCountBits { get; set; } [NinjaScriptProperty] [Display(Name = "RSI(14) 5m gate", GroupName = "1. Method", Order = 6, Description = "NotOB (method): block longs when 5m RSI14 > 70 / shorts when < 30 on the breakout bar; direction is NOT consumed by a gated bar.")] public RsiGateMode RsiGate { get; set; } [NinjaScriptProperty, Range(0, 5)] [Display(Name = "Stop pad (x ATR 5m)", GroupName = "1. Method", Order = 7)] public double PadAtr { get; set; } [NinjaScriptProperty] [Display(Name = "Account label (display only)", GroupName = "2. Account", Order = 1, Description = "Shown in the status box and log. Does NOT route orders — the account is chosen in the strategy dialog / chart trader. This preset: LTF02582991480003.")] public string AccountLabel { get; set; } [NinjaScriptProperty] [Display(Name = "Trade window start (ET)", GroupName = "3. Window", Order = 1)] public DateTime TradeFrom { get; set; } [NinjaScriptProperty] [Display(Name = "Trade window end (ET)", GroupName = "3. Window", Order = 2)] public DateTime TradeTo { get; set; } [NinjaScriptProperty] [Display(Name = "Bars time zone id (blank = PC local)", GroupName = "4. Plumbing", Order = 1, Description = ".NET time zone id of the bar timestamps, i.e. the zone in NT8 Tools > Options > General. Leave blank when that setting matches your PC clock.")] public string BarsTimeZoneId { get; set; } [NinjaScriptProperty] [Display(Name = "Log signals to output", GroupName = "4. Plumbing", Order = 2)] public bool LogSignals { get; set; } [NinjaScriptProperty] [Display(Name = "Big plain-English trade labels", GroupName = "5. Display", Order = 1)] public bool ShowLabels { get; set; } [NinjaScriptProperty] [Display(Name = "Plot OR / PDH / PDL / ONH / ONL levels", GroupName = "5. Display", Order = 2)] public bool ShowLevels { get; set; } [NinjaScriptProperty] [Display(Name = "Status box (what to do now)", GroupName = "5. Display", Order = 3)] public bool ShowStatus { get; set; } #endregion } }