NC Stocks N Levels Description
NC Stocks N Levels is a stock trading strategy for NinjaTrader 8, and it comes with the full C# source code. I wanted to see if NinjaTrader could study the data first and only then trade, and it can: it learns how days that started the same way ended, from your chart's history. The honest part: it only knows the bars you load, and past odds are no promise.
How it works. On the first bar after First Daily Bar Time (16:45 by default) it sorts that bar into one of ten cases: green or red, and whether it opened and closed above, inside or below yesterday's high-low range. On the first bar after Last Daily Bar Time (23:00) it records where the day closed, which builds the odds for each case. Each case has a switch under Trading Combinations (all off by default). When an enabled case shows up and the close it bets on happened at least Probability Threshold % of the time (0, no filter), it places one limit order for Position Size (1) at yesterday's high or low, moved by Entry Offset ticks (0). A green bar that opens inside and closes above, for example, buys a pullback to yesterday's high. An optional MA filter (seven types, period 50) keeps trades and waiting orders on the right side of the average. Target (one range away) and Safety Stop (Stop USD 500 for the whole position) are off by default. At Last Daily Bar Time it cancels the order and closes any trade at market.
What you see. Yesterday's high and low show as blue dashed lines each day, plus the moving average when the filter is on. With Research and Print Research on, the odds for all ten cases go to the Output window. It always calculates on bar close.
How to use it. Use a regular-hours chart. Set First Daily Bar Time to the time stamp of the session's first bar and Last Daily Bar Time to the close, in NinjaTrader's time zone. Load plenty of days, print the research, then turn on the cases with clear odds and raise Probability Threshold % to match. The Strategy Analyzer can run it over a list of stocks. Run it on Sim101 and in the Strategy Analyzer first, and use it at your own risk.
Make it yours. Use it as is, learn from the code, or change it yourself or with AI like Claude. You could add your own opening cases, save the research to a file, or size each trade by its odds. Day tracking, research and orders sit in separate parts, so it's a good base for research-first ideas. Have some good trades!
