ICT Concepts Strategy

Entry Setup Examples

Entry Setup: MSS+FVG

This entry setup is based on a confluence between a Market Structure Shift and a Fair Value Gap.

This entry opens a trade after an FVG occurs at the same level as an MSS (Market Structure Shift), or after an FVG occurs at the same level as a BOS (Break of Structure).

This entry can be triggered immediately after the FVG forms, or after waiting for price to pull back into the FVG and confirming the entry with a bar close in the direction of the entry — entering on pullback requires touching the FVG only, not necessarily going fully inside it, and generally produces fewer but higher-quality entries.

Entry Setup: Breaker Block (Unicorn)

This entry setup is based on a confluence between an FVG and a broken Order Block. For this entry to trigger, an Order Block needs to get broken while a Fair Value Gap forms right at the zone where price breaks the Order Block for the first time.

An Order Block that gets broken with a strong FVG in the breakout direction triggers the entry once a bar closes beyond the Order Block. Notice that this setup enters long when a bearish Order Block is broken and enters short when a bullish Order Block is broken.

Entry Setup: Order Block

The Order Block entry is based on waiting for price to create an Order Block, then pull back and fully retrace into the Order Block without breaking it, then move back in the Order Block's initial direction with an FVG occurring at the same time.

The stop loss for this entry can be set on different levels according to different Stop Loss strategies — see the Parameters section below for the full list.

Entry Setup: iFVG (Inverted Fair Value Gap)

The iFVG entry setup is based on a broken Fair Value Gap pattern. It can be viewed as the inverse entry setup of the MSS+FVG setup above.

Entry Setup: MSS+BOS Sequence

This entry setup is based on the occurrence of a sequence of market structure events. The sequence this setup looks for is MSS + BOS + BOS — a Market Structure Shift (also known as a Change of Character) followed by two consecutive Breaks of Structure.

A trade opens immediately after a bar closes beyond the second BOS of the sequence, in the direction of that sequence.

FVG Confluence

The FVG Confluence entry is based on two events. First, an FVG forms, price retraces to it and rebounds, forming a first pullback in the trade direction. Second, an inverse FVG or a broken FVG occurs in the direction of the trade. Together, these two events constitute the confluence that defines this entry setup.

Features

The ICT Concepts strategy has a set of unique features:

• A robust in-house implementation of the ICT components
• No pending orders are placed — only market orders, avoiding order rejection due to slippage or fill failures
• Full-auto strategy that can be scaled into multiple instances across multiple propfirm accounts
• Precise backtesting capabilities following NinjaTrader's official best practices, achieving precise entry/exit backtesting at the tick level and intrabar granularity
• A robust in-house order management library, resistant to connection loss, that works seamlessly on Rithmic or Tradovate accounts

Dynamic Quantity and Risk Management

As with all our strategies, this strategy implements two methods for setting the quantity of open positions:

• Fixed Quantity: uses the same quantity for every position. If the stop loss is variable between positions, win/loss amounts will vary too.
• Dynamic Risk-Adjusted Quantity: calculates each position's quantity from its stop loss, the maximum risk (in $) allowed per position, and the maximum allowed quantity — producing equal win/loss amounts across all positions regardless of stop loss width, an important criterion for long-run profitability.

Position Management

As with all our strategies, this strategy implements multiple position management methods:

• ATM Strategy: delegate position management entirely to your own ATM strategy, selected from a drop-down.
• Trailing Stop: trails the stop loss with each new swing point formed on the winning side of the position.
• SuperTrend: uses the SuperTrend indicator as a position management method.

The strategy also allows setting the stop loss based on multiple strategies and the take profit based on a ratio — see the Parameters section for details.

Account Management

The strategy implements daily stop-trading triggers based on the net winning position count, the net losing position count, or a target realized net profit or net loss.

Parameters

We try to keep the parameters to a minimum — only the most important are exposed.

General
Execute Historical Trades	Enables executing trades when the strategy runs in Historical mode — useful to test performance on past days, or simply to verify the parameters will generate trades. Should be unchecked when running Live.
Daily TakeProfit Target	The strategy stops for the day once this daily take-profit amount is reached after a position closes. Ignored when set to 0.
Daily StopLoss Limit	The strategy stops for the day once the daily loss limit is reached (positive value — e.g. 300 stops trading once realized PnL ≤ -$300). Ignored when set to 0.
Stop @ Winning Count	Stops trading for the day once the net winning-trade count reaches this value. Ignored when set to 0.
Stop @ Losing Count	Stops trading for the day once the net losing-trade count reaches this value. Ignored when set to 0.
Order Label	A label suffixed to every position sent to the broker, useful to differentiate your orders from other users of the same strategy.
Enable/Disable Trading Days	Restricts trading on certain weekdays. Trade Mondays: enables trading Mondays and Sunday night when futures markets open Trade Tuesdays, Wednesdays, Thursdays, Fridays: same, per weekday
Market Structure
Swings Period	A swing (higher low, higher high, lower high, or lower low) can be detected after each bar close, but a following bar can still cancel it by forming a new swing of the same type. This parameter sets how many bars are enough to separate two swings of the same type — the higher the value, the fewer swings detected overall, and vice versa. A value of 3 or 4 is typical.
Show Price Swings	Enables/disables drawing swings on the chart. Swings are always analyzed and processed regardless of this parameter, which only affects visibility and render.
Swings Bullish Color / Swings Bearish Color	Sets the color used to draw bullish/bearish price swing markers.
Swings Opacity (1-100)	Opacity used to draw price swing markers.
Market Structure Confirmation Mode	Swing Counting: counts upward/downward swing points and waits for a price breakout of the nearest swing price to detect market structure shifts and breaks of structure Protected High & Lows: a more complex method based on analyzing protected highs and lows to detect market structure shifts and breaks of structure
FVG Candle Filter	Filters which Fair Value Gaps are detected. 3 Candles of Same Kind: only FVGs with all 3 candles of the same type are detected 2 Candles of Same Kind: only FVGs with at least 2 candles of the same type are detected No Filter: no filtering on candle types — produces more FVGs than the two options above
Min. FVG Gap (Ticks)	Minimum distance, in ticks, required between the wicks of a Fair Value Gap for it to be valid. The higher the value, the fewer FVGs are detected, and vice versa.
Entry Setup
Time Zone	The time zone used for the Trade Time parameter below. Futures markets operate on US Eastern time (EST), so this lets you specify the trading interval relative to your own machine's time zone instead. EST, CET, or Local Time
Trade Time	Specifies the time interval(s) during which the strategy is allowed to place trades. A few examples: EST time zone, trading restricted to RTH (regular trading hours): 09:30-16:15 Machine on Switzerland time, time zone set to Local, trading restricted to RTH: 15:30-22:15 EST time zone, trading RTH and ETH (extended trading hours) with gaps to avoid volatile periods: 00:01-08:00,09:55-15:55,18:01-23:59 — note that intervals must be listed in increasing order even though the last one is the first to occur in a new day's session, and the intervals are cut at midnight to avoid issues when stepping into a new day Machine on Switzerland time, time zone set to Local, trading RTH and ETH with a gap to avoid a volatile period: 00:01-14:00,15:55-21:55
Quantity Strategy	Fixed Quantity: fixed quantity per trade; skipped if the evaluated risk exceeds Target Risk Per Trade ($) Risk Adjusted: dynamic contract size, calculated from the stop loss price and Target Risk Per Trade ($)
Max Qty	Maximum allowed quantity when Risk Adjusted is selected — useful since some prop firms enforce order-quantity limits that can invalidate an account.
Long/Short Entry Mode	Useful if you already have a directional daily bias and want to restrict trading to a specific direction. Long: only long trades are opened Short: only short trades are opened Long & Short: both directions are traded
Order Qty	Used only when Quantity Strategy is Fixed — the fixed quantity per trade (and per quantity increase, if the order management mechanism scales in). Typically 1 or 2.
SuperTrend Entry Filter	Restricts long entries to when SuperTrend is bullish and short entries to when it's bearish.
Higher Timeframe Filter	Enables/disables using higher-timeframe candles as an entry filter. For a long trade, the higher-timeframe (HTF) candle must have taken (mitigated) its previous candle's high or low and be in the trade's direction — e.g. on a 4-hour HTF filter, the current 4-hour candle's low must be lower than or equal to its previous candle's, and its close must be higher than its open.
Higher TimeFrame	Sets the higher-timeframe period used when the Higher Timeframe Filter is enabled. Second, Minute, Day, Week, Month, Year, Tick, Volume, Range, HeikenAshi
Higher TimeFrame Period	Sets the period of the higher timeframe — e.g. for a 4-hour timeframe, select Minute and set the period to 240.
Draw Higher Timeframe Candles	Enables/disables drawing the higher-timeframe candles overlaid on the current chart.
Higher Timeframe Drawing Opacity (1-100)	Opacity of the HTF candles, from transparent to fully opaque.
Entry Setup: MSS+FVG
Enable MSS+FVG Entry Setup	Enables the MSS+FVG entry setup — see the Entry Setup section above for a description and examples.
StopLoss Strategy	Sets the stop loss strategy for the MSS+FVG entry setup. FVG Zone: the edge of the FVG that triggered the trade (lower edge for a long, upper edge for a short) FVG Extreme: the wick of the FVG's first candle that triggered the trade Last Swing Point: the last swing point prior to the trade Supertrend: the SuperTrend level at the entry bar Dynamic: chooses between FVG Zone and Last Swing Point, whichever produces a risk ($) closest to Target Risk Per Trade ($) Fixed Currency Value: a currency value rather than a price level Points: a price defined in points from the entry price
Entry Mode	Sets the entry mode of the MSS+FVG entry setup. Immediate: enters at the first bar close that confirms the entry conditions Wait For Pullback: waits for a retrace of price into the FVG zone before entering — fewer, higher-quality entries than Immediate
Entry Setup: Breaker Block (Unicorn)
Enable Breaker Block Entry Setup	Enables the Breaker Block entry setup — see the Entry Setup section above for a description and examples.
StopLoss Strategy	FVG Zone: the edge of the FVG that triggered the trade (lower edge for a long, upper edge for a short) Last Swing Point: the last swing point prior to the trade Dynamic: chooses between FVG Zone and Last Swing Point, whichever produces a risk ($) closest to Target Risk Per Trade ($) Fixed Currency Value: a currency value rather than a price level Points: a price defined in points from the entry price
Entry Setup: Order Block
Enable Order Block Entry Setup	Enables the Order Block entry setup — see the Entry Setup section above for a description and examples.
StopLoss Strategy	FVG Zone: the edge of the FVG that triggered the trade (lower edge for a long, upper edge for a short) Last Swing Point: the last swing point prior to the trade Dynamic: chooses between FVG Zone and Last Swing Point, whichever produces a risk ($) closest to Target Risk Per Trade ($) Fixed Currency Value: a currency value rather than a price level Points: a price defined in points from the entry price
Entry Setup: FVG Confluence
Enable FVG Confluence Entry Setup	Enables/disables the FVG Confluence entry setup.
StopLoss Strategy	FVG Zone: the edge of the FVG that triggered the trade (lower edge for a long, upper edge for a short) FVG Wick: the wick of the FVG's first candle that triggered the trade SuperTrend: the SuperTrend indicator's opposite level value Fixed Currency Value: a currency value rather than a price level Points: a price defined in points from the entry price Last Swing Point: the last swing point (higher high or lower low) prior to the trade
Entry Setup: iFVG
Enable iFVG Entry Setup	Enables the iFVG (Inverted Fair Value Gap) entry setup — see the Entry Setup section above for a description and examples.
StopLoss Strategy	FVG Zone: the edge of the FVG that triggered the trade (lower edge for a long, upper edge for a short) SuperTrend: the SuperTrend indicator's opposite level value Fixed Currency Value: a currency value rather than a price level Points: a price defined in points from the entry price Last Swing Point: the last swing point (higher high or lower low) prior to the trade
Min. Points To Next iFVG	When an iFVG breaks, other FVGs above or below it can act as a barrier to continuing in the breakout direction. This sets the minimum distance required between the current FVG and its closest FVG for the entry to be allowed — e.g. with a value of 5 points, an iFVG break with another FVG 3 points away in the breakout direction is skipped.
Entry Setup: MSS+BOS Sequence
Enable MSS+BOS sequence Entry Setup	Enables the MSS+BOS sequence entry setup — see the Entry Setup section above for a description and examples.
StopLoss Strategy	SuperTrend Level: the SuperTrend indicator level Last Swing Point: the last swing point prior to the trade Fixed Currency Value: a currency value rather than a price level Points: a price defined in points from the entry price
Order Management
Order Management Strategy	ATM Strategy: delegates position management entirely to a NinjaTrader ATM strategy template of your choice — specify the exact template name in ATM Strategy Template Name below Classic Trail Stop: trails the stop loss based on a trigger and a trailing amount (see Trailing Stop Parameters below) SuperTrend: closes trades using the SuperTrend indicator, when price closes above/below the SuperTrend level Trail Stop on Swings: trails the stop loss each time a swing forms on the winning side of the trade None: the stop loss defined by Target Risk Per Trade ($) is used instead
ATM Strategy Template Name	Only used with the ATM Strategy order management method — the exact template name of your custom ATM strategy. Must match an existing template, or no position will be opened.
On Opposite Signal	Breakeven: moves the stop loss to breakeven when an opposite signal occurs Close Position: closes the position immediately when an opposite signal occurs DoNothing: takes no action when an opposite signal occurs
Enable Price Breakeven	Enables/disables the price-based breakeven mechanism.
Price Breakeven Strategy	Points: breakeven triggers based on points Percentage: breakeven triggers based on percentage of take profit reached
Price Breakeven Trigger	Available if price-based breakeven is enabled — the trigger value (in points, or a percentage from 1-100) needed to move the stop loss to breakeven.
TakeProfit Strategy	Fixed Currency Value: based on the Take Profit Currency parameter Points: a number of points from the entry price Fixed win/loss ratios: 0.5:1 through 6:1, calculated from the stop loss price Custom Win/Loss Ratio: a manually set ratio (see below)
Custom Win/Loss Ratio	Available with the Custom Win/Loss Ratio take-profit strategy — e.g. 2 targets a 2:1 ratio.
Target Risk Per Trade ($)	Maximum risk, in dollars, per position — used before opening a trade to verify the calculated stop loss respects this limit; if not, the trade is skipped.
Max Allowed Risk Per ($)	Only used with Risk Adjusted quantity — controls how far the real calculated risk is allowed to deviate from the Target Risk (since an exact match is rarely possible; e.g. a $250 target risk might produce a quantity of 3, generating a real risk of $257).
Stop Loss Points	Available when the Stop Loss strategy is set to Points.
Stoploss offset Points	Adds an offset, in points, to the calculated stop loss level — used when computing risk per trade.
Take Profit Currency	The take-profit amount in dollars, used when the Fixed Currency Value take-profit strategy is selected — otherwise, set this high enough to not interfere with other, ratio-based strategies.
Take Profit Points	Available when the Take Profit strategy is set to Points.
Trailing Stop Parameters
Trailing Stop Strategy	Available when the Classic Trail Stop order management method is selected. Points: trigger and trailing amount calculated in points from entry Ratio: calculated as a ratio of the stop loss value, mirrored on the winning side
Trailing Stop Trigger	The trigger (in points or ratio) for the Classic Trail Stop method.
Trail Amount	The amount (in points or ratio) trailed once the trigger is hit.
Super Trend
SuperTrend Mode	ATR-based, or Adaptive (based on candle close/high/low).
Period / Multiplier / Moving Avg. Type / Smooth	Standard SuperTrend calculation parameters — period, band multiplier, moving-average type, and smoothing period.
SuperTrend Close Only Winning	When SuperTrend is used as an order management method, a trade can open immediately below/above the SuperTrend level, which would otherwise close it right away — enabling this parameter avoids closing trades that were opened while already unfavorable relative to SuperTrend.
Command Buttons
The strategy exposes manual command buttons on the Chart Trader panel — make sure it's displayed on your active chart.
Arm/Disarm Buttons	Manually enable/disable entering long or short trades — useful if you have a directional bias.
Close Position Button	Immediately flattens the position on the active instrument without restarting the strategy, which keeps looking for new trades afterward.
Increase Qty Button	Increases the active position's quantity by the amount set in Order Qty.
Set Breakeven Button	Moves the open position's stop loss to breakeven, if doing so would improve it.

Performance Reports

Past results are not a guarantee of future results. All backtesting results are for indicative purposes only.

• Commissions are included, using NinjaTrader's Lifetime license commission schema, for realistic results.
• We follow NinjaTrader's official guide for precise intrabar-granularity backtesting using additional tick-level data series, and only use market orders — never pending orders — in both real-time and backtest modes.

No performance reports have been uploaded for this strategy yet.

Download & Installation Instructions

Installation Steps

1

Import the downloaded .zip file into NinjaTrader using the Import NinjaScript menu item.

2

Open a new chart window, making sure the Tick Replay checkbox is checked.

3

If you don't see the Tick Replay checkbox, go to Tools → Options → Market Data and enable Show Tick Replay.

4

Right-click the chart and choose Strategies (or press Ctrl+S) to open the Add New Strategy dialog.

5

After adding the strategy, it runs on the chart's historical data first, then switches to Real-Time mode and adds a license text box to the Chart Trader panel — make sure that panel is displayed.

6

Paste your license (found on the billing page) into the text box and click Check License.

7

Once verified, the "Check License" button turns green along with the next verification date — this only needs to be repeated after that date.

8

Without an active subscription, the strategy can still be run in Playback and Historical modes to test it first.

Frequently Asked Questions

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