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Tradestation and NinjaTrader 8 Comparison of a Performance Summary for the Gap Fill Strategy



In this video, we go over the Gap Fill Combo strategy from our 2010 book, "Seven Trading Systems for the S&P Futures" with the 2024 update. We compare the results of this strategy going back 4 years in NinjaTrader 8 and Tradestation. 


The Members Area includes the open code and an update for March 6, 2024. The calculation of the previous days open, high, low, and close on intra-day charts was incorrect in the previous version. The new version calculates it correctly and adds the donttradeonholiday functionality. The open code can be downloaded in the Members Area here:


-Open code strategies for the E-mini S&P in Tradestation, NinjaTrader 8, and Multicharts

 
 
 

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Automation Mode = ON for 04/17/2025

9:31 AM EST Update - Automation Mode = ON, Average Range, 120 at 9:30 AM = 14.95. Be sure to refresh this page at 9:31 am EST to verify....

 
 
 

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U.S. Government Required Disclaimer - Commodity Futures Trading Commission. Futures and options trading has large potential rewards, but also large potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures and options markets. Don't trade with money you can't afford to lose. This website is neither a solicitation nor an offer to Buy/Sell futures or options. No representation is being made that any account will or is likely to achieve profits or losses similar to those discussed on this website. The past performance of any trading system or methodology is not necessarily indicative of future results.

CFTC RULE 4.41 - HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY, SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFIT OR LOSSES SIMILAR TO THOSE SHOWN.

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