Adaptive Breakout Strategy (ABS) - NinjaTrader 8 Strategy

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The Adaptive Breakout Strategy (ABS) is a fully automated, custom-programmed strategy developed by Rize Capital to use with the NinjaTrader 8 trading platform. This strategy works with any instrument and any bar type, automatically detecting quiet market compression zones and executing breakout trades with comprehensive risk management. The strategy operates by identifying low volatility consolidation periods and placing OCO (One-Cancels-Other) breakout orders above and below compression zones, as shown in Image 1.

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The strategy automatically draws neutral compression zones on your chart as white rectangles that highlight periods of quiet trading (as demonstrated in Image 1). These zones span from the highest high to the lowest low during the compression phase and extend forward as long as the consolidation continues. When a breakout occurs above the zone, it turns lime green, indicating a long position (Image 2), whilst breakouts below turn the zone red for short positions, providing instant visual feedback (Image 3).

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ABS features multiple preset configurations accessible through the strategy parameters: Conservative, Balanced, Aggressive, and Custom options (highlighted in Image 4). Each preset adjusts volatility filters and lookback periods to suit different trading styles. The Balanced preset serves as the default for medium sensitivity, whilst Conservative generates fewer but higher-quality trades, and Aggressive provides more frequent breakout opportunities.

The strategy incorporates sophisticated risk management with multiple stop loss placement options, as shown in Image 5. You can choose between "Opposite Edge" stops (placed at the far side of the compression zone) or "Inside with Offset" stops for tighter risk control. The system also features trailing stops that automatically lock in profits as trends develop, with customisable trail distances in ticks to ensure optimal profit protection without choking successful trades.

Now, it's impossible to always monitor the trading platform to know when positions are entered or exited. That's why ABS includes comprehensive alert functionality that can notify you via email when trades are executed. The strategy also features auto-healing bracket orders that immediately recreate protective stops and targets if they're accidentally cancelled by your broker, ensuring continuous risk management protection.

The trade quantity (position size) and profit target distances can be fully customised through the parameters panel. Additionally, you can configure specific trading time ranges to limit when the strategy places trades, allowing you to focus on the most optimal market sessions for breakout opportunities.

It is strongly advised to avoid modifying the core algorithmic settings to ensure proper functionality, though all risk management, visual, and trade execution parameters can be adjusted to match your specific trading requirements. When you purchase the Adaptive Breakout Strategy from Rize Capital, you receive complete NinjaScript source code with full ownership rights, providing total freedom to modify and enhance the strategy as needed.

For detailed information, check out the Source Code page here: Adaptive Breakout Strategy (ABS)