Automated strategy · NinjaTrader 8 · 5 min read

Supply Scout

Goes long when price breaks out above recent structure and short when it breaks down below it, trading each level only once.

NinjaTrader 8 name: ToredaDSBreakStrategy
Built on: Demand/Supply Boxes
Modes: One

What it does

Supply Scout trades the breakouts that the Demand/Supply Boxes indicator maps. When price pushes decisively through a recent swing level, the indicator draws a box — and Supply Scout takes the trade in the direction of the break:

Long when price breaks out above recent structure and a demand box forms.
Short when price breaks down below it and a supply box forms.

Each new box marks a break Supply Scout can trade.

Each level is traded only once, so the strategy doesn't keep re-entering while price chops around the same area. Periods and Break Type (below) set how significant a level has to be and how strict a break must be before it counts.

Inputs

Input	Default	Meaning
Direction	Both	Long / Short / Both — which signals to take.
Periods	5	Fractal lookback, passed straight to the indicator. Higher = fewer, more significant fractals. Capped at 100.
Break Type	WickBody	WickBody breaks on the high/low, so a wick counts. Body breaks on the close only — stricter, fewer false breaks.

Shared inputs

Brackets, session guards, confluence filters and one-position-at-a-time handling come from the base every Sun Engine strategy is built on. These are the inputs that matter most.

Risk input	Default	Meaning
Contracts	1	Order quantity for every entry.
Stop Unit / Stop Ticks	Ticks / 40	Protective stop distance. Switch Stop Unit to ATR to use Stop ATR Mult (1.5) × ATR(14) instead.
Target Unit / Target Ticks	Ticks / 80	Profit target distance. ATR mode uses Target ATR Mult (3.0).
Use Breakeven	Off	Moves the stop to entry once the trade is Breakeven Trigger Ticks (40) in profit.
Use Trail	Off	Tick trail at Trail Ticks (40). Breakeven and trail only ever tighten the stop, never loosen it.

Session input	Default	Meaning
Use Time Window	Off	When on, entries are allowed only between Window Start (09:30) and Window End (15:30).
Use Flatten Time	On	Flattens any open position and stops trading at 15:55.
Max Trades Per Day	0	0 = unlimited.
(built in)	—	NT8's own exit-on-session-close is also enabled, 30 seconds before the close, as a backstop.

All session times are in Session Tz, America/New_York by default. Filters are all off out of the box; when one is on, an entry is skipped unless every enabled filter passes.

Filter	Rule
Quarter	Allow-list of AM/PM Q1–Q4 on the 06:00–18:00 session grid. Anything outside that grid is blocked even with all eight flags on, by design.
Sunrise	Price must be within Sunrise Zone Tolerance Ticks (0) of a live sunrise zone from Sunrise Cities (NYC, LON, TYO, DXB, AKL) no older than Sunrise Max Age Days (12). Any of the 18 cities can be listed, whatever the indicator's chart defaults are.
SMT	Requires a same-direction SMT divergence within SMT Lookback Bars (20) against SMT Symbol A, and optionally SMT Symbol B.

SMT filter: set Symbol A to a real contract

The ES ##-## default is only a placeholder. Enter the actual contract you want to compare against, e.g. ES 12-26, or the filter has no reference series to work with.

How to run it

Chart. Open your instrument on the bar period you want the fractals computed on. 1-minute is the usual choice, but the fractal logic works on any period. Calculate is On Bar Close; leave it.
Attach. Right-click the chart → Strategies… → add ToredaDSBreakStrategy, set the inputs, and tick Enabled. Bars Required To Trade is 30, so nothing fires until 30 bars have loaded.
Backtest. Control Center → Strategy Analyzer → pick the strategy, instrument and period. Optimizations run quickly; Periods, Break Type, Stop Ticks and Target Ticks are the natural knobs.
Visual check. The strategy draws nothing. Add the ToredaFractalDS indicator to the same chart with matching Periods and Break Type to see the boxes it is trading — every box is a signal.

Don't trade the defaults

The defaults are a starting point, not a tested configuration — in the backtests they lost money on most instrument and timeframe combinations. Start from the settings on the instrument pages below, and in simulation.

Behavior to expect

One trade at a time. A signal that arrives while in a position, or while an entry is waiting to fill, is ignored rather than queued.
Entries are market orders on bar close; the stop and target are attached the instant the entry fills.
Order signal names are DSLong / DSShort, with stop/target suffixes added by the base.
An entry that never fills is released after a timeout, with a message in the Output window. Flattening a position by hand also clears the strategy's state so it can trade again.
Watch the NinjaScript Output window (Control Center → New → NinjaScript Output): every declined or timed-out entry and every filter problem is printed there.

Results by instrument

Supply Scout was backtested on six micro futures, August 2024 to September 2026, and every recommended setting was confirmed in NinjaTrader's own Strategy Analyzer with commission. Pick an instrument for its results, the exact settings, and whether we'd use it there.

MGC

Micro Gold

Use with caution

Net: +$20,891
PF: 1.31
Max DD: $2,957

In the combined account

MNQ

Micro Nasdaq-100

Use with caution

Net: +$14,408
PF: 1.13
Max DD: $2,399

SIL

Micro Silver

Use with caution

Net: +$20,560
PF: 1.52
Max DD: $3,480

In the combined account

MES

Micro E-mini S&P 500

Use with caution

Net: +$4,762
PF: 1.30
Max DD: $966

In the combined account

MYM

Micro Dow

Use with caution

Net: +$1,921
PF: 1.29
Max DD: $416

MCL

Micro Crude Oil

Don't use

Net: +$1,916
PF: 1.30
Max DD: $744

NextPullback Sniper

Backtest results are hypothetical. They were produced with the benefit of hindsight on historical data, do not represent actual trading, and cannot fully account for slippage, liquidity or the emotional pressure of live trading. Past performance is not indicative of future results. This content is for educational purposes only and is not financial advice. Trading futures involves substantial risk of loss. See our risk disclosure for details.