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- Mkalhitti Cloud
- Universal Or Strategy
- Wsgta Trading System
wsgta-trading-system_skill
- C#
0
GitHub Stars
1
Bundled Files
2 months ago
Catalog Refreshed
4 months ago
First Indexed
Readme & install
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Installation
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npx veilstrat add skill mkalhitti-cloud/universal-or-strategy --skill wsgta-trading-system- SKILL.md16.0 KB
Overview
This skill implements the Wall Street Global Trading Academy (WSGTA) methodology for six futures strategies (ORB, RMA, FFMA, MOMO, DBDT, TREND) tailored for NinjaTrader 8 MES/MGC trading. It codifies ATR-based position sizing, mandatory stop enforcement, dual profit targets (50/50 split), trailing stops, and hard daily loss limits so automated systems follow the WSGTA ruleset.
How this skill works
The skill computes ATR-driven stop distances and contract sizing, enforces entry and stop placement on every trade, and sets two profit targets: half the position at TP1 and the remainder at TP2. It includes session logic for ORB breakouts, EMA-based entries and pullbacks, mean-reversion FFMA rules, momentum volume+RSI triggers, and double bottom/top pattern detection. Trailing stops update against live price ticks with rate limiting; a daily P&L guard halts trading at the loss limit.
When to use it
- Automating any WSGTA strategy for MES or MGC futures
- Implementing ATR-based position sizing and fixed risk per trade
- Enforcing mandatory stops and dual profit target exits
- Adding trailing stop logic and daily loss limits to a NinjaTrader system
- Deploying session-specific rules like ORB or morning momentum trading
Best practices
- Always test on historical and simulated live data with the same data feed and fill model
- Validate ATR, tick size, and instrument PointValue mapping for MES/MGC
- Start with conservative riskPerTrade and daily loss limits while tuning live
- Rate-limit stop updates to avoid excessive order churn on fast ticks
- Keep trading disabled automatically after daily loss limit is hit and require manual reset
Example use cases
- Morning Opening Range Breakout with ATR 2x stops and 50/50 profit split
- Click-to-entry RMA entries from chart with EMA9/EMA15 validation
- FFMA mean-reversion entries when price is 1–2 ATR from EMA9 with scaled size
- Momentum entries using RSI>70 and volume surge with tight ATR-based stops
- Trend strategy using 9/15 EMA pullback entries with wider ATR stops and trailing stop enabled
FAQ
Position size = floor(riskDollars / (ATR*atrMultiplier * tickValue)), capped by a configured max contracts.
What happens at TP1 and TP2?
The system exits 50% of the filled quantity at TP1 and the remaining 50% at TP2; TP distances are typically 2× and 4× ATR unless strategy-specific values apply.