Our automated strategies place real orders for you. This is a quick-reference for what each one does, how it trades, the style it fits, and what to watch out for — start with Algo Basics.
Educational reference only — not trading advice, a recommendation to trade any strategy live, or a performance guarantee. Automated strategies place real orders; always test on Sim / replay first. All decisions and risk are your own.
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No strategy works everywhere. Trend and breakout systems thrive in sustained directional moves and get whipsawed in chop; mean-reversion systems (band fades, RSI extremes) thrive in ranges and get run over in strong trends; breakout systems want a quiet squeeze that then expands. Match the tool to the regime — and use a filter to recognize when that regime is (or isn't) present.
A setting that worked in 2025 isn't guaranteed to work in 2026. Volatility regimes shift, liquidity and participants change, and crowded edges get arbitraged away. Review and re-fit periodically. A common practice is walk-forward testing: optimize on a trailing window, then test on the next unseen period, rolling forward — rather than fitting one static set to years of history (which risks overfitting).
Changing your take-profit or stop changes the shape of your outcomes. A tighter stop usually lowers win rate but shrinks losses; a farther target usually lowers win rate but grows the winners. So win rate alone is misleading — what matters is expectancy:
Expectancy = (Win Rate × Avg Win) − (Loss Rate × Avg Loss)
A 30% win rate can be very profitable if wins dwarf losses; a 70% win rate can lose money if losses are large. Judge a change by whether it improves expectancy, drawdown, and risk-adjusted return — not win rate in isolation.
You can often reuse the same logic across instruments and timeframes, but you usually can't copy-paste the numbers. A 20-tick stop means different things on different instruments, and a “14” lookback behaves differently on a 5-minute vs a daily chart. Many of our tools normalize by ATR so risk distances adapt to each instrument's volatility automatically — but still re-scale lookbacks and thresholds per market and timeframe.
Breakout systems are easy to describe but hard to get right: a fixed stop can be too tight for the very volatility that defines a breakout, while a pure trailing stop gives back too much. MSS Pilot gives every trade a solid ATR base stop, then layers up to three one-way “ratchet” tighteners that can only ever move the stop closer to price.
A Donchian-channel breakout strategy evaluated every bar (not anchored to a session open): long on a close above the last N-bar high, short below the N-bar low. ATR stop + fixed ATR target, three optional stop tighteners, and optional regime / exhaustion / pressure entry filters.
Trending, breakout-friendly instruments. Add the regime / exhaustion / pressure filters on choppy, false-breakout-prone markets to skip weak setups.
you want a rules-based breakout system with a stop that can tighten to market structure, plus optional filters to sit out poor regimes.
The Market Structure System indicator surfaces the same MMSE / MEE / MPE reads the strategy filters on — run it alongside to see the conditions.
A plain ORB takes every breakout of the early range regardless of whether conditions or participation support it. This adds two optional qualification layers — a once-per-day Regime check and a per-breakout Flow check — then manages the trade with an ATR bracket, optional profit lock, and a time exit.
The automated counterpart to the NexGen ORB indicator. Builds the opening range each session, optionally qualifies the day (Regime) and the breakout (Flow), then takes one trade per day with an ATR stop/target, an optional one-time profit lock, and an optional time-in-trade exit.
Opening-range breakout trading on your session, when you want to skip weak days and low-participation breaks and manage the exit.
you trade the opening range systematically and want day-level and breakout-level filters plus managed exits.
The NexGen ORB indicator — run it alongside to preview and visualize exactly what the strategy would do before going live.
Passing a prop-firm evaluation is a different problem than trading profitably long-term — you must hit a fixed profit target without breaching a drawdown limit, often within a minimum number of days. EvalPass Pro is built around that exact structure, with adaptive sizing and targets that respond to how close you are to the goal.
An automated strategy purpose-built to attempt a futures prop-firm evaluation. Trend-state (Supertrend) entries with an optional EMA filter; fixed or adaptive sizing/targets driven by your account size, profit target, and drawdown; a minimum-trading-days “micro mode”; and a full evaluation risk-control layer with an on-chart dashboard.
When you're taking a prop-firm evaluation and want a systematic approach built specifically around evaluation mechanics — a fixed target, a drawdown limit, and minimum days.
you're attempting a futures prop-firm evaluation and want sizing and risk controls built around your firm's specific rules.
It's self-contained for the evaluation — use the Market Structure System or MIRS for your own read of conditions while it runs.
A basic “price touched the band” reversal fires constantly and is often wrong in trends (a “band walk”). This only takes a rejection when the market hasn't been walking the band, RSI says conditions are choppy rather than trending, and it sizes and targets intelligently.
The automated counterpart to the Scalp Bands indicator, built for 1-minute bars. Trades Bollinger Band rejections filtered by a band-walk check and an RSI chop-zone filter, with Point-of-Control-based position sizing, a %-based take-profit + tick stop, an optional profit lock, and risk controls.
1-minute scalping in choppy, range-bound conditions — the whole premise is band rejection, with filters that keep it out of strong trends.
you scalp mean-reversion on the 1-minute and want the band-touch signal filtered down to cleaner, range-friendly setups.
The Scalp Bands indicator to see the same signals and filters visually, plus VWAP Reversion or VolDivergence for reversion context.