﻿<?xml version="1.0" encoding="utf-8"?>
<StrategyTemplate>
  <StrategyType>NinjaTrader.NinjaScript.Strategies.ATCHImbalancesStrategy</StrategyType>
  <Strategy>
    <ATCHImbalancesStrategy xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
      <IsVisible>true</IsVisible>
      <AreLinesConfigurable>true</AreLinesConfigurable>
      <ArePlotsConfigurable>true</ArePlotsConfigurable>
      <BarsPeriodSerializable>
        <BarsPeriodTypeSerialize>4</BarsPeriodTypeSerialize>
        <BaseBarsPeriodType>Minute</BaseBarsPeriodType>
        <BaseBarsPeriodValue>1</BaseBarsPeriodValue>
        <VolumetricDeltaType>BidAsk</VolumetricDeltaType>
        <MarketDataType>Last</MarketDataType>
        <PointAndFigurePriceType>Close</PointAndFigurePriceType>
        <ReversalType>Tick</ReversalType>
        <Value>1</Value>
        <Value2>1</Value2>
      </BarsPeriodSerializable>
      <BarsToLoad>0</BarsToLoad>
      <DisplayInDataBox>true</DisplayInDataBox>
      <From>2024-03-04T00:00:00</From>
      <Panel>-1</Panel>
      <ScaleJustification>Right</ScaleJustification>
      <ShowTransparentPlotsInDataBox>false</ShowTransparentPlotsInDataBox>
      <To>2025-01-17T00:00:00</To>
      <Calculate>OnEachTick</Calculate>
      <Displacement>0</Displacement>
      <IsAutoScale>true</IsAutoScale>
      <IsDataSeriesRequired>true</IsDataSeriesRequired>
      <IsOverlay>true</IsOverlay>
      <Lines />
      <MaximumBarsLookBack>TwoHundredFiftySix</MaximumBarsLookBack>
      <Name>ATCHImbalancesStrategy</Name>
      <Plots />
      <SelectedValueSeries>0</SelectedValueSeries>
      <BarsPeriodParameter>
        <Increment>1</Increment>
        <Max xsi:type="xsd:int">0</Max>
        <Min xsi:type="xsd:int">0</Min>
        <Name />
        <ParameterTypeSerializable>System.Int32, mscorlib, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</ParameterTypeSerializable>
        <ValueSerializable>0</ValueSerializable>
      </BarsPeriodParameter>
      <BarsRequiredToTrade>5</BarsRequiredToTrade>
      <Category>Backtest</Category>
      <ConnectionLossHandling>KeepRunning</ConnectionLossHandling>
      <DaysToLoad>5</DaysToLoad>
      <DefaultQuantity>1</DefaultQuantity>
      <DisconnectDelaySeconds>10</DisconnectDelaySeconds>
      <EntriesPerDirection>1</EntriesPerDirection>
      <EntryHandling>UniqueEntries</EntryHandling>
      <ExitOnSessionCloseSeconds>30</ExitOnSessionCloseSeconds>
      <IncludeCommission>true</IncludeCommission>
      <InstrumentOrInstrumentList>MES 03-25</InstrumentOrInstrumentList>
      <IsAggregated>false</IsAggregated>
      <IsExitOnSessionCloseStrategy>true</IsExitOnSessionCloseStrategy>
      <IsFillLimitOnTouch>false</IsFillLimitOnTouch>
      <IsOptimizeDataSeries>false</IsOptimizeDataSeries>
      <IsStableSession>true</IsStableSession>
      <IsTickReplay>true</IsTickReplay>
      <IsTradingHoursBreakLineVisible>true</IsTradingHoursBreakLineVisible>
      <IsWaitUntilFlat>false</IsWaitUntilFlat>
      <NumberRestartAttempts>4</NumberRestartAttempts>
      <OptimizationPeriod>10</OptimizationPeriod>
      <OrderFillResolution>Standard</OrderFillResolution>
      <OrderFillResolutionType>Tick</OrderFillResolutionType>
      <OrderFillResolutionValue>1</OrderFillResolutionValue>
      <RestartsWithinMinutes>5</RestartsWithinMinutes>
      <SetOrderQuantity>Strategy</SetOrderQuantity>
      <Slippage>0</Slippage>
      <StartBehavior>WaitUntilFlat</StartBehavior>
      <StopTargetHandling>PerEntryExecution</StopTargetHandling>
      <SupportsOptimizationGraph>true</SupportsOptimizationGraph>
      <TestPeriod>28</TestPeriod>
      <TradingHoursSerializable />
      <Gtd>1800-01-01T00:00:00</Gtd>
      <Template />
      <TimeInForce>Gtc</TimeInForce>
      <DrawOnPricePanel>false</DrawOnPricePanel>
      <ZOrder>-2147483648</ZOrder>
      <IsBacktest>true</IsBacktest>
      <DailyTakeProfitTarget>0</DailyTakeProfitTarget>
      <WeeklyTakeProfitTarget>0</WeeklyTakeProfitTarget>
      <DayStopLoss>0</DayStopLoss>
      <MaxDailyWinningTradeCount>0</MaxDailyWinningTradeCount>
      <MaxDailyLosingTradeCount>0</MaxDailyLosingTradeCount>
      <SwingsPeriod>3</SwingsPeriod>
      <DrawPriceSwings>false</DrawPriceSwings>
      <ExecuteOnMicros>false</ExecuteOnMicros>
      <ExecutionInstrument>MNQ 06-24</ExecutionInstrument>
      <CurrentTimeZone>CET</CurrentTimeZone>
      <TradeTimeStr>07:00-12:00,16:00-17:59</TradeTimeStr>
      <CurrentQuantityStrategy>RiskAdjusted</CurrentQuantityStrategy>
      <MaxQuantity>15</MaxQuantity>
      <CurrentTradeEntryMode>WaitBarConfirmation</CurrentTradeEntryMode>
      <InitQuantity>1</InitQuantity>
      <EnableTrappedTradersEntrySetup>true</EnableTrappedTradersEntrySetup>
      <EnableStackedImbalancesEntrySetup>false</EnableStackedImbalancesEntrySetup>
      <StackedImbalancesEntryMode>TrendFollowing</StackedImbalancesEntryMode>
      <EnableVWAPFilter>false</EnableVWAPFilter>
      <EnableSwingFilter>false</EnableSwingFilter>
      <CurrentOrderManagementStrategy>None</CurrentOrderManagementStrategy>
      <CurrentATMStrategyName />
      <CurrentOppositeSignalStrategy>DoNothing</CurrentOppositeSignalStrategy>
      <CurrentStopLossStrategy>LastSwing</CurrentStopLossStrategy>
      <CurrentTakeProfitStrategy>OneAndHalfToOneRatio</CurrentTakeProfitStrategy>
      <MaxCurrencyAtRisk>250</MaxCurrencyAtRisk>
      <MaxAllowedCurrentAtRisk>270</MaxAllowedCurrentAtRisk>
      <StopLossPoints>0</StopLossPoints>
      <StopLossOffsetPoints>1</StopLossOffsetPoints>
      <TakeProfitCurrency>100</TakeProfitCurrency>
      <TakeProfitPoints>0</TakeProfitPoints>
      <EnablePriceBreakeven>false</EnablePriceBreakeven>
      <CurrentBreakevenStrategy>Percent</CurrentBreakevenStrategy>
      <BreakevenValue>90</BreakevenValue>
      <EnableTimeBreakeven>false</EnableTimeBreakeven>
      <TimeBreakevenValue>15</TimeBreakevenValue>
      <CurrentTrailingStopStrategy>Ratio</CurrentTrailingStopStrategy>
      <TrailingStopTrigger>1.5</TrailingStopTrigger>
      <TrailingStopAmount>1</TrailingStopAmount>
      <BreakevenProfitShift>2</BreakevenProfitShift>
      <GridSizeToBE>2</GridSizeToBE>
      <MinImbalanceRatio>3</MinImbalanceRatio>
      <MinImbalanceVolume>50</MinImbalanceVolume>
      <MaxImbalanceGap>3</MaxImbalanceGap>
      <MinImbalanceCount>3</MinImbalanceCount>
    </ATCHImbalancesStrategy>
  </Strategy>
</StrategyTemplate>