TradingView → NinjaTrader 8 Strategy Ports

The problem

The client had strategies that worked on TradingView and wanted to run them live on NinjaTrader 8 for NQ and MNQ futures. The NT8 versions had to match the TradingView behaviour closely enough that trade lists could be compared side by side.

What I built

• Premarket breakout strategy (unmanaged orders):
  • the premarket range sets OCO stop entries a set number of points above the high and below the low
  • a stop plus three scaled take-profits
  • breakeven after the first target
  • the stop is resized to the remaining quantity after every partial fill
• Extended breakout version:
  • pullback limit entries as an alternative to stop entries
  • a VWAP bias with a buffer
  • re-entry only after the level resets
  • max loss per trade and per day in dollars
• VWAP trend strategy:
  • higher-timeframe MA filter on a second data series
  • VWAP with two band multipliers
  • ATR stop clamped between minimum and maximum ticks, plus a tick trailing stop
  • loss-streak pause, bar spacing between entries and a session filter
• Oscillator indicator and strategy: a SuperSmoother filter, fast and slow MAs, a signal line and HSV/tanh colour mapping, rebuilt plot by plot to match the Pine visuals. The strategy adds tick-based SL/TP, breakeven, separate long and short trailing, daily loss limits and a close before session end.
• Debug tooling: logging limited to a chosen time window, for tracing single trades.

Details

• Brackets are built from order-update events as fills arrive, so a partial fill never leaves contracts without a stop.
• If the broker rejects a stop, the strategy sends a market “safety close” straight away rather than leave the position unprotected.
• TradingView strategy-tester exports were used as the reference trade list to check the NT8 ports for parity.
• A timezone-offset input was replaced by the chart’s own session time.