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Trade Setup Configuration

This section covers the core setup parameters for the BWT Precision AutoTrader, including which trading modules to enable and their specific configuration settings.


Group: 001 – Setup – Entry Modules Selection

This group controls which trading module(s) will be active. You can enable one or multiple modules simultaneously, though it’s recommended to start with one module until you’re familiar with the system.

001 – AutoTrade Modules On

Type: Integer (0 or 1)
Default: 0 (Disabled)
Description: Select 1 to enable auto trading. Select 0 to disable.

This is the master control for automated trading. If this is not enabled, you will not get an trade entry signals. The default is disabled to allow you to configure the strategy and understand the signals before enabling live trading.

When to Use: When you are ready for the system to take automated trades, enable this setting. This can also be done on the Trade Manager panel if the strategy is already running.


002 – BWT Precision Trend Module

Type: Integer (0 or 1)
Default: 0 (Disabled)
Description: Select 1 to enable the BWT Precision Trend Module. Only one module should be selected at a time.

The Precision Trend module uses a proprietary trend detection algorithm to identify high-probability trend continuation and reversal points.

When to Use: Excellent for markets with strong trending characteristics. Can be used on multiple timeframes.


003 – 3 Line Break Module

Type: Integer (0 or 1)
Default: 0 (Disabled)
Description: Select 1 to enable the BWT 3 Line Break Module.

Based on the classic 3-Line Break charting technique, this module identifies trend changes by tracking significant price movements. Must be used with a Line Break chart type in NinjaTrader.

When to Use: Best for filtering market noise and identifying clear trend changes. Particularly effective in volatile markets.


004 – Box Breakout Module

Type: Integer (0 or 1)
Default: 0 (Disabled)
Description: Select 1 to enable the BWT Box Breakout Module.

Identifies when price breaks through established price zones or “boxes” on the chart, signaling potential trend initiation.

When to Use: Effective for range breakout trading and momentum strategies.


005 – Opening Range Breakout (ORB)

Type: Checkbox (True/False)
Default: False (Disabled)
Description: Check to enable the BWT Opening Range Breakout Module.

Trades breakouts from the opening range of the trading session. This classic strategy is highly effective for instruments that establish clear opening ranges and tend to trend during specific session times.

When to Use: Ideal for index futures (ES, NQ) and other instruments with strong opening range characteristics. Best used during regular trading hours (RTH).


007 – Wave Splitter Module

Type: Checkbox (True/False)
Default: False (Disabled)
Description: Check to enable the BWT Wave Splitter Module.

An advanced entry module that analyzes price wave structures to identify optimal entry points during trending conditions.

When to Use: For traders who understand wave theory and price structure analysis.


008 – Auto OCO Module

Type: Checkbox (True/False)
Default: False (Disabled)
Description: Check to enable the BWT Auto OCO Module.

Creates automatic OCO (One-Cancels-Other) bracket orders at specified times, allowing for automated breakout trading with predefined risk parameters.

When to Use: For hands-off breakout trading at specific times (e.g., market open, news releases).


010 – Ignore Reversal Signals

Type: Checkbox (True/False)
Default: False
Description: When checked, if you’re in a long position and a short signal occurs, the system will not exit the long. When unchecked, the long will exit and a short will be entered.

Important: This setting affects whether the system will take counter-trend trades. If you only want trend-following entries without reversals, enable this option.


011 – Show Historical Trades

Type: Checkbox (True/False)
Default: False
Description: Enables backtesting capability. When checked, the strategy will execute trades on historical data for backtesting purposes.

Important: This must be enabled if you want to backtest the strategy. For live trading only, leave this unchecked.


Group: 002 – Setup – BWT Precision Trend Entry Module

These settings configure the Precision Trend module when it’s enabled.

001 – Entry Lookback

Type: Integer
Range: 1 to 10
Default: 1
Description: Number of bars to look back for Precision Trend entry signals. Set to 1 for immediate signals on the current bar, or higher values to scan recent bars for signals.

Usage Tip: Use 1 for strict timing. Use 2-5 to allow more flexibility when combining with filters that might delay entry.


002 – Period

Type: Integer
Default: 14
Description: The calculation period for the Precision Trend indicator. Higher values create smoother signals with fewer trades.

Optimization Range: 10-20 for most instruments. Start with 14 and adjust based on the instrument’s volatility.


003 – Smooth

Type: Integer
Default: 1
Description: Smoothing factor applied to the Precision Trend calculation. Higher values reduce noise but may delay signals.


004 – Multiplier

Type: Decimal
Default: 1.4
Description: Sensitivity multiplier for the Precision Trend indicator. Higher values require stronger trends for signals.


005 – MA Type

Type: Integer
Options: Various moving average types
Default: 0
Description: Type of moving average used in the Precision Trend calculation.


Visual Display Settings

Show Arrow Marker: Display directional arrow markers on the chart for Precision Trend signals
Show Price: Display the signal price on the chart
Show Price Dot: Display dots at signal points
Show Signal Plots: Display signal indicator plots
Paint Bar: Color the price bars based on trend direction


Group: 003 – Setup – BWT 3 Line Break Module

Configuration settings for the 3 Line Break module when enabled.

001 – Period

Type: Integer
Default: 3
Description: Number of line breaks required for a reversal signal. This should match the number of line breaks selected in your NinjaTrader Line Break chart settings.

Important: This value MUST match your chart’s line break setting for proper signal generation.


002 – Signal Look Back

Type: Integer
Range: 0 to 50
Default: 1
Description: Scan for the most recent 3-Line Break signal within N bars looking backwards from the current closed bar.

Usage: Set to 0 for current bar only. Increase to 2-10 when using strict entry filters that might cause you to miss immediate signals.


003 – Show Signal Plots

Type: Checkbox
Default: True
Description: Display green and red triangles showing 3-Line Break signals on the chart.


004 – Show Trigger Lines

Type: Checkbox
Default: True
Description: Display green and red horizontal trigger lines on the chart showing the price levels that triggered the signal.


Group: 004 – Setup – BWT Box Breakout Module

Settings for the Box Breakout module.

001 – Signal Look Back

Type: Integer
Range: 1 to 50
Default: 1
Description: Scan for the most recent Box Breakout signal within N bars looking backwards.


002 – Box Breakout Upper Price

Type: Decimal (Price)
Default: 0
Description: Upper price boundary for the breakout box. Set in real-time; this is the resistance level.

Usage: Set these levels to define your breakout box. The system will trade breakouts above the upper price or below the lower price.


003 – Box Breakout Lower Price

Type: Decimal (Price)
Default: 0
Description: Lower price boundary for the breakout box. This is the support level.


Group: 005 – Setup – BWT ORB Module

Comprehensive settings for the Opening Range Breakout module. The ORB module is one of the most sophisticated in the system with multiple configuration options.

Show ORB Indicator

Type: Checkbox
Default: True
Description: Display the Opening Range indicator on the chart showing the high/low boundaries and breakout levels.


Indicator Mode

Type: Dropdown
Options:

  • Basic
  • Advanced
    Default: Basic
    Description: Determines the level of detail shown by the ORB indicator on the chart.

Entry Mode

Type: Dropdown
Options:

  • Immediate: Enter immediately when price breaks the opening range
  • Pullback: Wait for a pullback to the opening range boundary before entering
    Default: Pullback
    Description: Determines how the system enters trades relative to the opening range breakout.

Immediate Mode: Enters as soon as price breaks above the OR high (for longs) or below the OR low (for shorts). More aggressive with potentially more false breakouts.

Pullback Mode: Waits for price to break the OR, then pull back near the OR boundary before entering. More conservative with higher probability setups.


Pullback Mode

Type: Dropdown
Options:

  • CloseWithin: Bar close must be within the pullback zone
  • TouchWithin: Bar only needs to touch the pullback zone
    Default: CloseWithin
    Description: Defines what constitutes a valid pullback to the opening range.

CloseWithin: More conservative; requires the bar to close near the OR boundary.
TouchWithin: More aggressive; bar just needs to wick into the pullback zone.


Pullback Offset (Ticks)

Type: Integer (Ticks)
Default: 0
Description: Number of ticks from the opening range boundary to consider a valid pullback zone.

Example: If set to 5 ticks, the pullback zone extends 5 ticks beyond the OR boundary, allowing entries even if price doesn’t quite reach the exact OR level.


Max Bars for Pullback

Type: Integer
Default: 0 (Disabled)
Description: Maximum number of bars to wait for a pullback after the initial breakout. Set to 0 to disable this filter.

Usage: Prevents late entries. If set to 10, the system will only take the pullback entry if it occurs within 10 bars of the initial breakout.


Pullback Timeout (Bars)

Type: Integer
Default: 0 (Disabled)
Description: Number of bars to wait for a valid entry signal after a pullback is confirmed. Set to 0 to disable.


OR Distance Entry Limit %

Type: Decimal (Percentage)
Default: 0 (Disabled)
Description: Maximum distance from the opening range for entry, expressed as a percentage of the OR size.

Example: If the OR is 20 ticks and this is set to 100%, entries will only be taken if price is within 20 ticks of the OR boundary. Set to 0 to disable.


Minimum OR Size (Ticks)

Type: Integer (Ticks)
Default: 0 (Disabled)
Description: Minimum opening range size in ticks required to allow trading. Set to 0 to disable.

Usage: Prevents trading on days with very small opening ranges which may lead to false breakouts. Typical values: 10-30 ticks depending on instrument.


Maximum OR Size (Ticks)

Type: Integer (Ticks)
Default: 0 (Disabled)
Description: Maximum opening range size in ticks allowed for trading. Set to 0 to disable.

Usage: Prevents trading on days with excessively large opening ranges which may indicate unusual volatility or gap conditions.


OR Start Hour

Type: Integer (0-23)
Default: 9
Description: Hour when the opening range calculation begins.

Example: 9 = 9:00 AM in your chart’s time zone. For ES, typical value is 9 (EST) for RTH open.


OR Start Minute

Type: Integer (0-59)
Default: 30
Description: Minute when the opening range calculation begins.


OR End Hour

Type: Integer (0-23)
Default: 9
Description: Hour when the opening range calculation ends and breakout monitoring begins.


OR End Minute

Type: Integer (0-59)
Default: 45
Description: Minute when the opening range calculation ends.

Example: For a 15-minute opening range starting at 9:30, set Start Hour=9, Start Min=30, End Hour=9, End Min=45.


Signal Lookback

Type: Integer
Range: 1 to 50
Default: 1
Description: Number of bars to look back for ORB entry signals.


Group: 006 – Setup – Wave Splitter Module

Settings for the Wave Splitter module when enabled.

Wave Splitter Start Hour

Type: Integer (0-23)
Default: 9
Description: Hour when the Wave Splitter module begins analyzing for trade entries.


Wave Splitter Start Minute

Type: Integer (0-59)
Default: 30
Description: Minute when the Wave Splitter module begins analyzing for trade entries.


Wave Splitter Start Second

Type: Integer (0-59)
Default: 0
Description: Second when the Wave Splitter module begins analyzing for trade entries.


Group: 007 – Setup – Auto OCO Module

Configuration for the Auto OCO bracket order module.

Auto OCO Start Hour

Type: Integer (0-23)
Default: 9
Description: Hour when the Auto OCO orders should be placed.


Auto OCO Start Minute

Type: Integer (0-59)
Default: 30
Description: Minute when the Auto OCO orders should be placed.


Auto OCO Start Second

Type: Integer (0-59)
Default: 0
Description: Second when the Auto OCO orders should be placed.


OCO Breakout Offset

Type: Integer (Ticks)
Default: 10
Description: Number of ticks above/below the current price to place the OCO breakout orders.

Example: If price is at 4500 and offset is 10 ticks, a long entry order will be placed at 4510 and a short entry order at 4490.


Important Notes

  1. Module Selection: While you can technically enable multiple modules, it’s recommended to start with one module and fully understand its behavior before combining modules.
  2. Chart Type Requirements: Some modules require specific chart types:
  • 3 Line Break Module: Requires a Line Break chart
  • Other modules: Work with any bar-based chart type
  1. Time Zone Considerations: All time-based settings (OR times, Wave Splitter times, Auto OCO times) use the time zone of your NinjaTrader chart. Ensure your chart is set to the correct time zone for your trading instrument.
  2. Visual Indicators: Most modules offer visual indicators on the chart. Enable these during initial setup and testing to understand signal generation. You can disable them later for a cleaner chart.
  3. Signal Lookback: The “Signal Lookback” parameters are powerful tools for loosening entry timing when using multiple filters. If you’re using strict filters that cause missed entries, increase the lookback value to 2-5 bars.

Next Section: Entry Filters Configuration →

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