CTTGAPs – Automated Fair Value Gap Strategy for NinjaTrader 8

CTTGAPs trades fair value gaps, the price voids a market leaves behind when it moves fast in one direction. When a new gap forms, CTTGAPs enters in the direction of the move. It places a stop and a profit target for you, manages the trade and closes it, all without you touching the keyboard.

It is built for traders who want rule-based, hands-off execution. An on-chart panel shows in plain words what the strategy is doing and why.

Live performance

See how CTTGAPs is trading right now. Our performance dashboard shows the trades, daily results and equity curve of an account running CTTGAPs. It updates automatically from NinjaTrader, so every trade is shown, winners and losers alike.

View CTTGAPs live performance »

Results depend on the account, instrument, contract size, settings and market conditions. They are shown for transparency only. They are not a promise of future results, and your own results will differ.

How it trades

• Only real gaps: the middle bar must be a true impulse, measured against the average range, and the gap must meet a minimum size.
• Only new gaps: gaps that existed before the strategy started are never traded, and each gap is traded once.
• Bullish gap = long, bearish gap = short, entered at market on the bar close.
• Stop at the gap edge (or at the previous swing, or a fixed number of ticks).
• Target from the swing distance, measured from the gap middle to the previous swing. It can also be set as a risk/reward ratio, a fixed number of ticks, or no target.
• Several trades per swing: open up to 10 trades together on one signal, with staggered targets to take profit in steps.

Trade management

• Break even with a positive or negative offset.
• Tick trailing stop or StepMA trend-line trailing stop.
• Optional add-on: adds contracts on a new gap in the same direction, up to a maximum size.
• Optional reverse on an opposite gap: closes the open trade and enters the new direction.
• Optional inverse mode: trades every gap the opposite way, as an exact mirror of the normal trade.
• Profit for break even and trailing is measured from the signal bar, so backtest and real time manage trades the same way.

Filters

• Up to 4 entry windows and 4 no-trade windows, plus a trading-day selection.
• StepMA trend filter: only trade gaps in the direction of the trend.
• Session net change filter: trade only after the session has moved a set percent from its open.
• LONGS / SHORTS buttons to restrict the direction at any time.

Risk controls and account protection

• Daily loss and profit limits, counting closed and open P/L together.
• Max risk per trade as a percent of the account. Trades that risk too much are skipped, or their stop is tightened to fit.
• Flat before the session close, at a time you choose.
• Account desync guard: detects when a broker or prop firm closes your position on its own. It then cancels the strategy's orders and stops trading.
• Order safety: an order-rate budget, a reject limit, a protective-stop watchdog, an orphan-order sweep and a broker-connection guard.
• Blocks new entries while the account already holds another position on the instrument.

On-chart panel and buttons

• Status, position, stops, targets, float P/L, session, previous session and total P/L.
• PAUSE, LONGS, SHORTS, FLATTEN and CLOSE1 buttons for manual control.
• Optional trade-plan printout and CSV trace for comparing backtest and real-time runs.

Prop firm ready

Built for prop firm evaluations: run it on micro contracts (MNQ, MES, MYM, M2K), keep the daily loss limit inside your firm's rules, and let the desync guard and session-close exit protect the account. The Trader's Manual has a dedicated prop firm section.

What you get

• CTTGAPs strategy with its helper indicators (CTTFVGForCTTGAPs and CTTStepMAForCTTGAPs).
• Instrument templates.
• Trader's Manual (Word / PDF) for new, experienced and prop firm traders.
• Licence for 2 computers.

Requirements

• NinjaTrader 8 (latest version recommended).
• A futures data feed. Tick data is required for the most accurate backtests.
• An internet connection when the strategy starts, for the licence check.

Risk disclosure

Futures trading involves substantial risk of loss and is not suitable for every investor. Losses can exceed your initial margin. Live and hypothetical results shown on this page or on the performance dashboard are not a guarantee of future results.