NinjaTrader 8 strategy for NQ/ES intraday futures: trades retracements into displacement Fair Value Gaps, confirmed by order flow (cumulative volume delta from aggressor-classified ticks). No CVD hold during the retrace → no trade.
v1 — built for Market Replay / sim evaluation. Not validated. Do not trade real money with this.
CVD is built from real-time
OnMarketDataevents, so Strategy Analyzer historical backtests cannot evaluate the order-flow condition. Use Market Replay (or live sim): the strategy trades only in real-time states and stays observation-only on historical bars.
Copy FVGFlowStrategy.cs into Documents\NinjaTrader 8\bin\Custom\Strategies\, then compile in the NinjaScript Editor (F5). Apply to a 5-minute NQ or ES chart with an RTH session template.
A 3-candle FVG whose middle candle body ≥ 1×ATR(14) marks a displacement imbalance. The zone stays active for 20 bars (max 5 per side, one trade per zone). When price trades back into the zone during RTH (09:45–15:30 ET entries), the strategy enters only if cumulative delta has held — i.e. CVD has not given back more than 50% of the delta gained during the displacement. Stop goes beyond the zone edge + 4 ticks, skipped entirely if wider than 1.5×ATR; target 2R; break-even at +1R; flat at 15:55; daily governor stops after 2 losses or −$500.
Full details: docs/SPEC.md.
All thresholds are exposed as strategy parameters (ATR multiple, CVD giveback fraction, stop buffer/cap, RR, session times, daily governor). Defaults are NQ-oriented; ES works unchanged because stops scale via ATR.
Distilled from a July 2026 review of Moon Dev's public strategy corpus: the FVG + order-flow-confirmation family was the only candidate that (a) doesn't depend on crypto-perp mechanics and (b) wasn't already invalidated by our prior NQ negative results. CVD tick-classification pattern adapted from the Trading-radar project.