Live systematic futures trader

I build, debug, and properly backtest NinjaTrader 8 strategies.

I run my own automated futures strategies live — I know the difference between a backtest that looks good and one that survives contact with a real account.

Start a project See the work

Case Files

Recent work

VWAP Strategy — From Overtrading to Walk-Forward Validated

Trades / Profit Factor 2,981 → 512 · 0.93 → 1.48

Problem

A VWAP-based strategy performed well trending, but overtraded badly in chop — nearly 3,000 trades a year at a losing 0.93 profit factor.

Approach

Eight iterations layering signal filters and fixing execution bugs, each validated with walk-forward analysis rather than a single backtest.

Result

Trade count dropped ~83% while profit factor climbed to 1.48 — a losing system turned into a validated, profitable one.

Double-Contract Reversal Bug — Caught Before It Reached Real Capital

Caught in Paper trading

Problem

During routine paper-trading validation, reversal signals were firing before the prior position had fully exited — doubling intended contract size.

Approach

Traced it to the reversal logic itself and rebuilt it to require a confirmed flatten before any new entry in the opposite direction.

Result

Eliminated a bug that would have meant sizing for 2x the intended max drawdown — the exact reason every new strategy runs on paper first.

Williams %R Mean Reversion — Diagnosing Why a Raw Signal Was Losing

Raw → Filtered 0.99 PF → Profitable

Problem

A mean reversion strategy with a genuinely strong 60% win rate still topped out near breakeven — losers were consistently bigger than winners.

Approach

Filtering the exits alone couldn't fix it. The real issue was structural: the raw signal was taking trades against the prevailing trend.

Result

Adding a trend filter turned a breakeven signal into a profitable strategy — diagnosis mattered more than brute-force optimization.

Why this matters: most NinjaScript problems aren't really coding problems — they're validation problems. A strategy that looks great on a static backtest but hasn't been walk-forward tested is a strategy that's going to break the moment it hits a live account.

I fix that. Every strategy I build or debug gets the same discipline I use on my own live capital: proper backtesting, walk-forward validation, and a paper-trading run before anything touches real money.

Rate Sheet

Services

Script Debug / Fix

Something's broken, misfiring, or behaving unexpectedly. I find it and fix it.

from

$150–300

Strategy Build from Spec

You've got the logic worked out. I build it clean, in NinjaScript, start to finish.

from

$400–800

Build + Backtest & Walk-Forward Report

Full build plus a proper validation report — so you know if it survives, not just if it looks good.

from

$800–1,500

Have a strategy that needs to survive contact with the market?

Send me the details — I usually reply with a fixed-price quote within the hour.

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