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MSS Pilot — User Guide

Type: NinjaTrader 8 Strategy (automated, places real orders) What it does: A Donchian-channel breakout strategy with a layered stop system — one base ATR stop plus three independent, optional tightening mechanisms — combined with regime, exhaustion, and pressure-based entry filters, and an opt-in risk-control section for halting the strategy under adverse conditions.

Not financial advice. This guide explains installation, configuration, and monitoring. It isn't a recommendation to run this strategy live, and nothing here is trading or investment advice — you are responsible for your own testing, risk tolerance, and capital.

1. What Problem This Solves

Breakout strategies are simple to describe but easy to get wrong in the details: a fixed stop can be too tight for the very volatility spike that defines a breakout, while a purely trailing stop can give back too much profit before locking anything in. MSS Pilot addresses this by giving every trade a solid ATR-based starting stop, then layering up to three independent, one-way-ratchet tightening mechanisms on top — each of which can only move the stop closer to price, never further away, so they can never undo each other's work. On the entry side, it can optionally require a favorable market regime, filter out already-stretched (exhausted) moves, and require "real" (structurally-backed) buying/selling pressure before taking a trade.

3. How It Works (Plain English)

Entry

The strategy trades a breakout , evaluated every bar (not anchored to a session open like an Opening Range Breakout): - Long when price closes above the highest high of the last N bars (excluding the current bar). - Short when price closes below the lowest low of the same window.

The Stop System — One Base, Three Optional Tighteners

Every trade starts with a base ATR stop , set once at entry: entry price ± (ATR Stop Multiple × ATR) . This never changes on its own. Three separate, independently-toggleable mechanisms can subsequently tighten that stop as the trade develops — none of them can ever loosen it, and since all three follow the same one-way-ratchet rule, they cannot undo each other. At any moment, the active stop is simply whichever mechanism has pushed furthest toward price so far:

1. Profit Lock — once price has moved a configurable percentage of the way toward the target, the stop moves once to lock in a percentage of that distance as guaranteed profit.
2. Donchian Trailing Stop (optional) — re-evaluates the same Donchian channel used for entry, every bar, and ratchets the stop to the channel's opposite side whenever that's more favorable than the current stop. This is meant to avoid a fixed ATR stop being tighter than the market's own recent structure — which can happen right at a breakout, since volatility is often elevated specifically because a breakout is occurring.
3. Composite Decay Trailing Stop (optional) — once the MMSE regime "Composite" score (see below) falls below a threshold while you're in a trade, the stop switches to a continuously-recalculated ATR-distance trail from current price. Once this activates for a trade, it keeps trailing for the rest of that trade even if the Composite score later recovers — there's no "freeze and stop trailing" if conditions improve again.

Target

Fixed at entry, never trailed: entry price ± (ATR Target Multiple × ATR) .

Entry Filters (all optional)

• Session Time Filter — restricts trading to a configured time window, with an option to flatten any open position at session end.
• MMSE Regime Gate — requires an internal 0–100 "Composite" market-regime score (assessing trend strength/structure) to fall within a configured band before allowing entries. Default band targets stronger trending conditions.
• MEE Exhaustion Filter — blocks entries when an internal "Exhaustion" score is too high, i.e. when the recent move already looks stretched — meant to avoid entering late, just before a move reverses.
• MPE Pressure Quality Filter — requires an internal "Pressure Quality" score to be high enough, i.e. requires that current buy/sell pressure looks structurally backed rather than noisy.

(The exact internal calculations behind the MMSE/MEE/MPE scores are part of the strategy's regime-detection engine and are not detailed further in this guide — what matters for configuration is that each is a 0–100 score with a corresponding threshold or band you can tune.)

Risk Controls (optional, master-switch gated)

When enabled, the strategy can automatically halt itself — permanently for the run, or just for the rest of the day — based on win/loss streaks, total win count, or daily dollar P&L limits. A halt only ever blocks new entries; it never force-closes an already-open position. Anything already in a trade continues to be managed by its native stop, target, and any active trailing mechanisms.

4. Settings Reference

0 - Filter Switches

Enable Session Time Filter

• Description: When off, trades all hours

Enable MMSE Regime Gate

• Description: Requires the Composite score to fall inside the configured band

1 - Breakout

Donchian Period

• Description: Lookback for the entry channel (and, if enabled, the Donchian Trailing Stop)

2 - Risk Management

ATR Period

• Description: Used for the entry stop, profit target, and Composite Decay trail

ATR Stop Multiple

• Description: Base stop distance from entry, as a multiple of ATR, set once at entry

ATR Target Multiple

• Description: Profit target distance from entry, fixed, never trailed

Enable Donchian Trailing Stop

• Description: Turns on tightener #2 (see above)

Profit Lock Trigger %

• Description: % of the distance to target that must be covered before the stop locks once; 0 disables Profit Lock entirely

Profit Lock Target %

• Description: % of the entry-to-target distance locked in as profit once triggered

3 - Session Filter

Session Start (HHMMSS)

• Description: Start of the trading window
• Default: 0 (midnight)

Session End (HHMMSS)

• Description: End of the trading window
• Default: 235959

Close Position at Session End

• Description: Flattens any open position when the session window ends

4 - MMSE Regime Gate

Gate Score Min

• Description: Minimum Composite score required for entry

Gate Score Max

• Description: Maximum Composite score allowed for entry

5 - MEE Exhaustion Filter

Enable MEE Exhaustion Filter

• Description: Blocks entries when Exhaustion is too high

Exhaustion Block Threshold

• Description: Entries blocked when Exhaustion score is above this value

6 - MPE Pressure Filter

Enable MPE Pressure Quality Filter

• Description: Requires Pressure Quality above the threshold

Pressure Quality Min Threshold

• Description: Minimum Pressure Quality score required for entry

7 - Composite Decay Trailing Stop

Enable Composite Decay Trailing Stop

• Description: Turns on tightener #3 (see above)

Decay Trail Threshold

• Description: Composite score level below which the decay trail activates

Decay Trail ATR Multiple

• Description: ATR distance the trail maintains from current price once active

8 - Position Sizing

Contracts

• Description: Number of contracts/shares submitted per entry
• Default: 1

9 - Risk Controls

Enable Risk Controls

• Description: Master switch — while off, nothing else in this section does anything

Stop after total wins

• Description: Permanently halts the run after this many total wins ( 0 = off)

Stop after consecutive wins

• Description: Permanently halts after this many wins in a row ( 0 = off)

Stop after consecutive losses

• Description: Permanently halts after this many losses in a row ( 0 = off)

Daily loss limit ($)

• Description: Halts for the rest of the day if hit; resets next day ( 0 = off)

Daily profit stop ($)

• Description: Halts for the rest of the day if hit; resets next day ( 0 = off)

5. How the Stop Mechanisms Interact

Because all three optional tighteners (Donchian Trail, Profit Lock, Composite Decay Trail) follow the same rule — "only move the stop if the new level is more favorable than the current one" — you can safely enable more than one at a time. Whichever mechanism has moved the stop closest to price at any given moment is simply the one currently in effect; none of them can push it back out again. This means:

• Enabling only the base ATR stop (all three tighteners off) gives you the simplest, most predictable stop behavior.
• Enabling Profit Lock alone gives you a one-time move to guaranteed profit partway through a winning trade.
• Enabling Donchian Trailing Stop alone continuously re-anchors your stop to actual recent market structure rather than a fixed distance.
• Enabling Composite Decay Trailing Stop alone starts tightening the stop specifically once market conditions (per the Composite score) start deteriorating, and keeps tightening for the rest of that trade even if conditions later improve.
• Any combination is valid — since they can't fight each other, more tighteners generally means the stop can only ever end up as tight or tighter, never looser.

6. Suggested Starting Points

• Start simple: run with just the base ATR stop and Profit Lock (both effectively on by default), no additional filters, to get a feel for the raw breakout behavior first.
• Choppy/false-breakout-prone instruments: consider enabling the MMSE Regime Gate to only trade when the broader regime looks trend-favorable.
• Catching moves too late: try enabling the MEE Exhaustion Filter to skip entries where the move already looks stretched.
• Filtering noisy breakouts: try the MPE Pressure Quality Filter to require more structurally-backed buying/selling pressure before entry.
• Volatile breakout instruments: consider enabling the Donchian Trailing Stop so your stop reflects actual market structure rather than a fixed ATR distance that might be tighter than the breakout's own natural noise.
• Always test each filter/tightener individually first before combining several, so you understand what each one is doing to your results.

7. Troubleshooting

Strategy never enters a trade

• Likely Cause: One or more filters (Session, MMSE Gate, MEE, MPE) is blocking every candidate, or Risk Controls has halted the strategy
• Fix: Temporarily disable filters one at a time to isolate which is blocking; check for a halt condition if Risk Controls is on.

Stop doesn't seem to move even with a tightener enabled

• Likely Cause: The relevant tightener's condition hasn't been met yet (e.g. Composite hasn't fallen below the Decay Trail Threshold, or price hasn't reached the Profit Lock trigger %)
• Fix: This is expected — each tightener only activates once its own condition is met.

Strategy halted and won't resume

• Likely Cause: A permanent halt condition fired under Risk Controls (total wins, win streak, or loss streak cap)
• Fix: This requires removing and re-adding the strategy (or otherwise resetting it) to resume, by design — it's meant to be a hard stop.

Strategy stopped trading for the day but resumed the next day

• Likely Cause: A daily-only halt (Daily loss limit or Daily profit stop) was hit — these reset automatically each new day
• Fix: This is expected behavior, not an error.

Open position wasn't closed when the strategy halted

• Likely Cause: By design — a halt only blocks new entries; existing positions continue to be managed by their native stop/target/trailing logic
• Fix: This is intentional; disable Risk Controls or manually manage the position if you want different behavior.

Regime/Exhaustion/Pressure filters seem to behave unpredictably

• Likely Cause: These are internal composite scores built from multiple market-condition measurements; behavior can vary meaningfully by instrument and timeframe
• Fix: Test each filter individually with a wide date range before relying on it, and adjust its threshold/band to match what you observe.

Quick Start Summary

1. Add the strategy to your chart (named MSSPilot in the strategy list; nicknamed MSS Pilot ).
2. Set Donchian Period , ATR Period , ATR Stop Multiple , and ATR Target Multiple for your instrument and timeframe.
3. Leave the optional stop tighteners and entry filters off at first to understand the raw breakout behavior, then enable them one at a time.
4. Configure the Session Time Filter to match your intended trading hours.
5. Turn on Enable Risk Controls if you want automated halting based on streaks or daily P&L limits — remember a halt only stops new entries, never force-closes open trades.
6. Always test thoroughly on Sim/replay or in Strategy Analyzer before running live.

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EvalPass Pro — User Guide

Type: NinjaTrader 8 Strategy (automated, places real orders) What it does: An automated strategy purpose-built to attempt to pass a futures prop-firm evaluation account. It trades a trend-based entry signal with an adaptive position-sizing and target system designed around a high win-rate approach, plus a full set of evaluation-specific risk controls (drawdown tracking, daily limits, minimum trading-day handling, and automatic halting).

This is not a general-purpose trading system and it is explicitly not intended for a funded/live account. It is designed around the specific mechanics of a prop-firm evaluation (a fixed profit target and a trailing/static drawdown limit that ends the evaluation if breached), not for long-term live trading performance.

Not financial advice. This guide explains how to install, configure, and monitor the strategy. It isn't a recommendation to use it, and nothing here is trading, investment, or financial advice — you're responsible for your own decisions, risk tolerance, and whatever capital or evaluation fees you commit.

Proprietary system — some internal mechanics are intentionally not documented here.

1. What Problem This Solves

Passing a prop-firm evaluation is a different problem than trading profitably long-term: you need to hit a fixed profit target without breaching a drawdown limit, often within a minimum number of trading days. EvalPass Pro is built specifically around that structure — favoring a high win-rate approach and adaptive sizing that responds to how close you are to the target, rather than a strategy optimized for open-ended live performance.

2. Critical Limitations — Read Before Using

These are disclosed directly by the strategy's own design notes and are important enough to repeat here in full:

• A firm-imposed daily loss limit can interfere with how this strategy is designed to work. Check your firm's specific rules before running it.
• Always verify your firm's contract size caps and minimum trading-day requirements independently — the strategy has settings to help address minimum days, but you are responsible for confirming your firm's actual rules.
• The probability of passing an evaluation with this approach is under 100%. You should expect that passing may take more than one attempt, and every attempt has a cost (typically an evaluation fee). Plan your budget accordingly.

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4. How It Works (What's Shared, and What's Not)

Shared conceptually: - Entries are based on a trend-state signal — the strategy trades in the direction of the current trend state, with an option to skip the very first bar right after a state flip (since that bar has historically been a lower-quality entry). - An optional longer-term EMA filter can be layered on top to only take trades aligned with a broader trend direction. - Every position is protected by both a profit target and a stop-loss, in points. - Position size and the profit target distance can be either fixed (manual) or adaptive — when adaptive, the strategy recalculates both based on your evaluation's account size, profit target, remaining drawdown room, and how many winning trades you've told it you want the evaluation to require. - The strategy tracks running P&L, peak equity, win/loss streaks, and days traded, and can automatically halt itself when your evaluation's profit target is reached, when drawdown risk is breached, or when other configured limits are hit. - A "minimum trading days" mode can automatically switch to very small, low-risk position sizing once the profit target has already been reached, so you can continue satisfying a minimum-days requirement without meaningfully risking the account further.

5. Settings Reference

1. Signal

Trend multiplier

• Description: ATR multiplier used by the Supertrend calculation

Trend ATR period

• Description: ATR period used by the Supertrend calculation

Use trend EMA filter

• Description: Only take trades aligned with a longer-term EMA direction

Trend EMA period

• Description: Length of that longer-term EMA filter

Trade longs

• Description: Allow long entries

Trade shorts

• Description: Allow short entries

Exit on state flip

• Description: Exit an open position if the Supertrend state flips against it

Min bars since flip to enter

• Description: Skips entries on freshly-flipped bars; 1 (recommended) skips the flip bar itself

2. Bracket

Target points (manual)

• Description: Fixed profit target in points, used only when auto-sizing is off

Stop points

• Description: Per-trade stop-loss distance in points. Intentionally wide by design — your account's drawdown rule is meant to be the real limiting stop

3. Adaptive Sizing

Enable auto sizing

• Description: Turns on adaptive position size and target calculation

Account size ($)

• Description: Your evaluation account's size

Profit target ($)

• Description: Your evaluation's dollar profit target

Trailing drawdown ($)

• Description: Your evaluation's trailing (or static) drawdown limit

Max contracts

• Description: Ceiling on position size regardless of other calculations

Point value ($)

• Description: Dollar value per point for your instrument (e.g. NQ=20, MNQ=2, ES=50, MES=5)

Cost per round turn (points)

• Description: Estimated commissions/fees, expressed in points, factored into sizing

Desired wins needed

• Description: How many winning trades you want the sizing to be built around needing to hit the target

Min target points

• Description: Floor on the calculated target distance

Max target points

• Description: Ceiling on the calculated target distance

Shrink target as target nears

• Description: Recalculates the target down as you get closer to your profit goal

Trailing DD freezes at start balance

• Description: Reflects the common prop-firm rule that trailing drawdown stops trailing once you're up by the drawdown amount

4. Session

Session start / end (chart time HH:mm)

• Description: Trading window
• Default: 08:30 – 13:00

Flatten at session end

• Description: Closes any open position at session end
• Default: On

Max trades per day

• Description: Caps entries per day ( 0 = unlimited)
• Default: 0

5. Risk Controls

Exit if trade down ($)

• Description: Hard intrabar cut on an open position's unrealized loss ( 0 = off)

Stop after total wins

• Description: Halts the strategy after this many total wins ( 0 = off)

Stop after consecutive wins

• Description: Halts after this many wins in a row ( 0 = off)

Stop after consecutive losses

• Description: Halts after this many losses in a row ( 0 = off)

Daily loss limit ($)

• Description: Stops trading for the rest of the day if hit ( 0 = off)

Daily profit stop ($)

• Description: Stops trading for the rest of the day if hit ( 0 = off)

Halt when target reached

• Description: Automatically halts once your profit target is reached (subject to minimum-days mode, below)

6. Minimum Trading Days

Enable minimum-days micro mode

• Description: Switches to small, low-risk trades to satisfy a minimum trading-days rule after your target is already reached

Minimum trading days

• Description: Number of days your firm requires you to have traded

Micro mode contracts

• Description: Position size used in micro mode

Micro mode target points

• Description: Profit target used in micro mode

Micro mode stop points

• Description: Stop-loss used in micro mode

7. Display

Show dashboard

• Description: Toggles the on-chart status panel
• Default: On

6. Reading the Dashboard

The on-chart panel (top-right) shows: - Realized — your current realized P&L on the evaluation - Remaining — how much further you need to reach your profit target - Peak — your highest recorded equity, used for drawdown tracking - Drawdown used — how much of your trailing drawdown allowance has been used, out of the total - Next qty/target — the position size and target distance the strategy will use on its next entry - W/L and streak — total wins/losses and your current winning/losing streak - Days traded — how many distinct days you've placed at least one trade - Status banners — appear when your target has been reached, or when the strategy has halted (with the reason shown)

7. Suggested Starting Points

• Always confirm Account Size, Profit Target, and Trailing Drawdown exactly match your actual evaluation account's rules before running this live — these three settings drive the adaptive sizing.
• Set Point Value correctly for your instrument — this directly affects position sizing math (NQ=20, MNQ=2, ES=50, MES=5 are given as reference points in the settings description).
• Test on Sim/replay first. Confirm the dashboard numbers, halting behavior, and entries match your expectations before connecting to a real evaluation account.
• Review your firm's daily loss limit rules carefully and set Daily loss limit ($) accordingly if your firm enforces one — this is explicitly flagged as something that can interfere with the strategy's core approach if left unset.

8. Troubleshooting

Strategy never enters a trade

• Likely Cause: Outside your configured session window, Max trades per day reached, or the strategy has halted
• Fix: Check the dashboard's status banner for a halt reason; confirm current time is within Session start/end .

Strategy stopped trading mid-day and won't resume

• Likely Cause: A daily halt condition (daily loss limit or daily profit stop) was triggered
• Fix: This resets automatically the next trading day; check the dashboard for which daily limit was hit.

Strategy stopped entirely and won't resume at all

• Likely Cause: A permanent halt condition was triggered (drawdown breach, win/loss streak cap, total win cap, or target-reached with minimum days satisfied)
• Fix: Check the dashboard's "HALTED" banner for the specific reason; a full halt requires removing and re-adding the strategy (or otherwise resetting it) to resume.

Position sizes or targets look unexpected

• Likely Cause: Point Value may not match your instrument, or one of Account Size/Profit Target/Trailing Drawdown doesn't match your real evaluation account
• Fix: Double-check all four settings against your actual account details.

Micro mode isn't activating after target is reached

• Likely Cause: Enable minimum-days micro mode is off, or Days traded has already met Minimum trading days
• Fix: Confirm the toggle is on; micro mode is only meant to activate when more trading days are still needed after the target is met.

Dashboard doesn't appear

• Likely Cause: Show dashboard is off
• Fix: Enable it in the Display group.

Quick Start Summary

1. Add the strategy to your chart (named EvalPass Pro ).
2. Set Account Size , Profit Target ($) , Trailing Drawdown ($) , and Point Value ($) to exactly match your evaluation account.
3. Set your trading Session start/end and review the Risk Controls group against your firm's specific rules, especially any daily loss limit.
4. Test thoroughly on Sim/replay before connecting to a real evaluation account.
5. Monitor the on-chart dashboard for realized P&L, drawdown usage, and halt status.
6. Remember: this is designed specifically for evaluation mechanics, is not a guaranteed-pass system, and is not intended for funded/live account trading.

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