Research log
Every entry from the development logs in one list, including the ones that failed. Filter by area, tool, year, or words that appear in the entry. The word chips only match text; they are not verdicts. Each entry opens its full write-up.
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Research entries
IB 25/75: a check we failed first
The Initial Balance indicator draws the first hour of a session as a box with 25% and 75% lines. Before we call an indicator finished we check that it draws what its description says. For this one we rebuilt each session's…
FlowEdge: a truth check found a backwards estimate
FlowEdge splits each bar's volume into buying and selling. On live bars it uses the real bid and ask. On history and playback there is no bid and ask, so it estimates the split from the candle. In September we wrote that this…
Payout Guard, Prop Ledger, and guards for the habits that follow a loss
Payout Guard now keeps every prop account on every PC in one searchable list, with the accounts that need you first. Some traders hold dozens of accounts at once, so a page per account does not work. Each account is tracked…
MGE Labs: a trade journal for NinjaTrader 8, in private beta
A journal that collects every closed trade from the PCs you trade on into one place, scored in R against the risk you set. It covers automated strategies and hand trades, and hand trades can be tagged with your own setup names.…
A 90-minute bias with a one-minute trigger: the bias carried no information
The idea, as it was shown to us: split the day into 90-minute blocks, take a bias from the previous block, and enter on the first strong one-minute displacement bar in that direction. We wrote the rules down before running…
PlayCall: Bar Structure's own rule table, drawn live
Bar Structure's guide already states where a sequence's entry, stop and first target sit. PlayCall draws those lines as the sequence forms, using one general rule checked against every row of the guide: entry at the middle bar's…
Deviation Reversal: closed as a strategy, kept as a chart aid
The rule fades a stretch of two standard deviations or more from the session VWAP after a reversal bar, targeting a return to VWAP. Over 743 trades it lost money before costs as well as after, and it was negative in six of eight…
Clean chart titles
NinjaTrader prints an indicator's name followed by every parameter value at the top of the chart, so every screenshot and video carried our settings, and any setting holding a file path would also have shown the Windows username.…
Bar-type sequences: no configuration passed
A popular method labels every bar as inside, directional or outside, and reads short sequences of those labels as reversal or continuation signals, ideally with several timeframes agreeing. We wrote down the rules and the pass…
Bar Structure: what kind of bar is this?
Labels each bar as inside, directional up or down, or outside, names the last few bars as a sequence, and shows a small panel with the same reading across several timeframes and a one-line summary of whether they agree.
FlowEdge: the same order flow, dressed to be read at a glance
FlowEdge already carried a delta heatmap with absorption, divergence and sweep detection. What it lacked was the reading experience of a professional order-flow chart, so we added a look layer on top of the existing analytics.
A rule generator searched 13,608 rules. One survived, then failed.
Instead of testing one idea at a time, we built a generator that writes and tests rules mechanically: a session window, a trigger (a sweep and reclaim of a prior high or low, a run of lower lows or higher highs, an Initial…
Exhaustion Coil: first backtest
The third idea from September 15 ("a coil after an exhaustion extreme") was formalized into exact rules and backtested in Python against the NQ back-adjusted continuous contract. A bug was found and fixed during the process (coil…
Liquidity Heatmap: a map of where price has done business
An indicator built from standard OHLCV bars, so it does not need order flow data. It draws four layers: traded volume at price, liquidity that wicked past a body and was rejected, buy and sell pressure per price bin, and…
EMA50 Chandelier: what it is for
A strategy built from a public trading-education walkthrough. A 50-period EMA sets the trend. After an EMA cross it waits for a run of pullback bars, then rests a stop-entry order beyond the extreme of that group. The stop is a…
Two discretionary setups, and what the mechanical test said
Two rules are read by hand on NQ during the New York session.
News Wire: an indicator that says when it cannot be trusted
An economic calendar and headline wire on the chart. The first version mirrored a note that was typed by hand each cycle. It had no source, no age, and no way to show failure. A retracted alert stayed on the chart after it was…
IB 25/75: the indicator stays, the strategy was closed
The Initial Balance is the first hour of the New York session, 09:30 to 10:30 Eastern. We took a published description of an Initial Balance retracement model, turned it into explicit rules, and tested it on about seven years of…
Discretionary Journal: a hand-read trade plan, tracked by the bars
A journal indicator for discretionary reads. Each entry is drawn as static levels on the chart: entry, stop, two targets and a short label describing the read. Once an entry is logged, the outcome (stopped, breakeven or target)…
NinjaTrader recovered: compiling again after a month on a stale assembly
The laptop running the strategy fleet had not successfully compiled since August 10. A shared C# library was deployed into bin\Custom, where NinjaTrader compiles every .cs file it finds at startup, and the platform stopped…
MarketCoach: a passing walk-forward test was resting on roll gaps
A configuration that passed walk-forward testing failed once the price data was corrected.
MarketCoach V3.4.1: session-anchor correction
Found and fixed a divergence between the MarketCoach research harness and the live strategy, then re-graded everything downstream of it.
Discretionary Governor: the daily stop rule for trades placed by hand
Every coded strategy in the fleet stops for the day after two wins or one loss. It cannot be forgotten under pressure, because it is a line of code that runs before every entry. Trades placed by hand never had that.
Kraken VolSqueeze Breakout: first real test, no edge demonstrated
Ran the first proper test of the volatility-squeeze breakout concept across all four Kraken pairs. Kraken's REST OHLC caps at roughly 7.5 days of 15-minute bars, which is why every result on file was n=4–6 — a sample where the…
TradePilot — August 2026
Milestone
QAX — August 2026
Milestone
MarketCoach — August 2026
Milestone
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Educational and research content only. Not investment advice. No trade signals are sold or given. Trading futures involves substantial risk of loss. Backtested and simulated results are hypothetical and do not represent actual trading.