GapBOT
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GapBOT

GapBOT is a fully automated NinjaTrader 8 strategy that trades the morning gap on futures. It screens the day (gap size vs ATR, overnight and previous-day trend), enters on a confirmed breakout after the Opening Range in three parts, and either targets the gap fill or switches to a continuation logic — with independent OCO brackets, breakeven, profit protection and automatic order cleanup.

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What it is

GapBOT is a fully automated trading strategy for NinjaTrader 8. It trades the “morning gap” — the difference between the previous regular session (RTH) close and the current session open — and manages the entire process automatically, from deciding whether to trade the day to handling the position.

For whom

Futures traders (indices and more) who want systematic, rule-based trading of the opening gap without manual intervention.

How it works

  • Trade-day filter (before entry). The strategy checks the gap size normalized by ATR (min/max thresholds), the overnight trend, and the previous-day trend. If conditions aren’t met, the day is marked NO_TRADE and the strategy stays flat until the next session.
  • Opening Range (OR). An opening range is built over the first configurable minutes of the session.
  • Breakout entry. After the OR forms, the strategy enters only on confirmed breakout strength, within a limited window of bars after the OR.
  • Three-part position. The position is split into 3 parts (Entry1/Entry2/Entry3). Immediately after a fill, each part gets independent OCO brackets: Stop Loss + TP1/TP2/TP3 — with no delay.
  • Hybrid TP3 (gap fill). The final target is computed from the gap-close level plus a buffer (a percentage of the gap size or a number of ticks, whichever is larger): above the level for a gap up, below it for a gap down.
  • Breakeven. Stops are moved to breakeven by rule (normal/override), taking an OR retest into account.
  • Exit priority. Forced exit at the trading end time > TP > SL > breakeven modification.
  • Auto-cleanup. When the position goes flat, any remaining working orders are cancelled immediately — no orphan orders.

Advanced features

  • Reaction HUD — an on-chart information panel that shows the strategy’s state in real time (day status, gap parameters, entries and targets).
  • Profit Protection. Tracks peak profit (High Water Mark) and works like a ratchet: once an activation threshold is reached, it won’t let profit give back more than a set amount. The giveback can be defined as a percentage of the peak, a cash amount, or a number of ticks. Two modes — per current trade (close the position) or per account/session P&L (flatten everything and stop trading for the rest of the session).
  • Continuation. The strategy evaluates the gap-close (fill) scenario. If that scenario is rejected, it concludes that a continuation move is more likely and switches to a separate continuation trading logic with its own entries and targets (configurable modes). In other words, the gap does not always fill: depending on conditions, the strategy trades either the gap-close logic or the continuation logic.

Flexible configuration

All key parameters are available in the strategy settings: gap thresholds, OR duration, breakout strength, TP1/TP2/TP3, Stop Loss, buffers, breakeven percentages, ATR mode, and session times.

Requirements

  • NinjaTrader 8; an instrument with RTH/ETH session data and volume; historical / real-time data for ATR.

What’s included

  • The strategy file (.zip import for NT8).
  • Installation and setup instructions.
  • Free updates within the current product logic. (Future versions with fundamentally new or more advanced logic may be sold separately.)
  • Support.

Licensing

  • Bound to your NT8 Machine ID, up to 2 machines per license; activate under My Account → Machine ID.
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