NUMEX Edge Zone
Strategy trading reversal bricks backed by an edge zone, with tier, volume and session filters.
- Type
- Strategies
- Platform
- NinjaTrader 8
- Deliverable
- .cs file or compiled export
Logic
NUMEX Edge Zone automates the NUMEX Edge Footprint reading. The strategy computes its own footprint with the same engine, on the chart and in the Strategy Analyzer alike. Tick Replay is required.
A signal starts on a reversal brick: either an edge zone is created inside it (A), or the brick touches an active zone (B). It then has to pass filters: a minimum imbalance tier, a minimum zone volume and a maximum number of levels with no opposite volume at all.
Entry goes in at market as soon as the brick closes, or through a limit order offset from the close and cancelled after a number of bricks. Each position carries a stop and target in ticks; an exit after N bricks is available. A time window, a maximum number of trades and per-session loss and gain limits frame the risk. Positions are closed automatically before the session ends.
Features
- Same footprint engine as NUMEX Edge Footprint
- Signal A (zone created) or B (zone touched) on a reversal brick
- Filters: minimum tier, zone volume, levels with no opposite volume
- Market or limit entry, cancelled after N bricks
- Stop and target in ticks, optional exit after N bricks
- Time window, max trades, max loss and max gain per session
Parameters
- Imbalance (default 70%) and consecutive levels (default 4)
- Minimum zone tier (default 1), measure (default minimum)
- Minimum zone volume (default 290)
- Order type (default market), limit offset (default 0 ticks)
- Stop (default 30 ticks), target (default 10 ticks)
- Entry window HHmmss, max trades, max loss and gain per session (default off)
Screenshots
Futures trading involves a risk of capital loss. Our tools are decision-support software, not investment advice. Past performance is not indicative of future results.