Extracted algorithm research record
VCapital NT8
Automated DCA Grid Trading Strategy for NinjaTrader 8
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 50.0/100. Neither is a performance result.
Names identify source records. Inclusion is not an endorsement or a claim of authorship, ownership or reuse permission. Check the source license before reusing any implementation.
Extraction warnings
No automated warnings are recorded in this snapshot. This does not establish that the extraction or system is sound.
Recorded market & execution profile
- Recorded markets
- NQ, ES, MNQ, MES
- Recorded timeframes
- 15-minute bars, 4-hour bars
- Recorded sessions
- Configurable
- Recorded regime
- trending|ranging|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 21} | close |
| EMA | {"period": 55} | close |
| Donchian | {"period": 20} | high |
| Donchian | {"period": 20} | low |
| SMA | {"period": 50} | close |
Extracted strategy rules
Recorded long-entry rules
- EMA Fast > EMA Slow
- Donchian Breakout (up)
Recorded short-entry rules
- EMA Fast < EMA Slow
- Donchian Breakout (down)
Recorded exit rules
- N-bar confirmation (3 bars)
Recorded filters
- Drawdown Cutoff 90%
- Cooldown Period 2 days
- Session Hour Filter Configurable
- Stop loss
- Not explicitly stated
- Take profit
- 500 pts
- Position sizing
- Adaptive lots, 1.25× multiplier
Questions about this record
What entry rules are recorded for VCapital NT8?
Long: EMA Fast > EMA Slow Donchian Breakout (up) Short: EMA Fast < EMA Slow Donchian Breakout (down) These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: NQ, ES, MNQ, MES. Timeframes: 15-minute bars, 4-hour bars. These are source-recorded labels, not verified execution behavior.