Blitz

Automated intraday NQ futures strategy · NinjaTrader 8 · flat every day by 3:50 PM ET

Blitz is an automated intraday strategy for Nasdaq 100 futures (NQ), built for NinjaTrader 8. It trades the US session on a 5-minute chart, long and short, and is flat every day by 3:50 PM ET. It never holds overnight.

How it trades

Blitz waits for the market to build a short-term structure, then trades the break of that structure with momentum behind it — continuation moves and reversals both. One position at a time. No averaging down, no martingale, no scalping for ticks.

How it manages a trade

Every trade has a stop loss from the first second. The position (3 contracts by default) scales out at profit targets and keeps a runner; as the trade works, a breakeven ladder moves the stop to lock in profit, and a trailing stop follows the runner. The exit settings are visible in the strategy, so a client can pick a validated preset (3-Lot or 4-Lot) or set their own.

Built-in risk controls

All Day

Enters 10:10 AM – 3:15 PM ET. More trades, the most profit over 9 months. The default.

Later

Enters 12:15 PM – 3:15 PM ET. Fewer trades, lower drawdown. One dropdown to switch.

Works with Storm

Run Storm and Blitz on the same computer and Blitz stands aside for Storm automatically: no Blitz entries until 12:30 PM while Storm is active, and never while Storm is in a trade. The two never double up. Over 9 months the pair made more than either alone, and Blitz cut the account's worst drawdown when Storm had its hard stretch.

Smaller accounts

Keep the chart on NQ and route the orders to MNQ (one-tenth the size) with one switch.

Simulated / hypothetical results. All figures below are NinjaTrader Market Replay results on NQ, 12/19/2025–09/03/2026, 3 contracts per strategy. Gross is the headline; net includes commission of $2.18 per contract per side. Backtested/hypothetical results — not live trading. Past / simulated performance does not guarantee future results.
Results — choose a product
9-Month Equity Curve (net, concatenated)
By Contract
Monthly (net)
Daily Loss Limit — FAQ
What is the Blitz daily loss limit?

Blitz has its own daily loss limit, in the strategy settings under 2. Session. It comes set to $1,500 per contract (NQ terms). Blitz multiplies that by the contracts it trades, so you never change it when you change size:

  • 3 contracts (default) → stops the day at −$4,500
  • 4 contracts → −$6,000
  • 6 → −$9,000 · 8 → −$12,000 · 10 → −$15,000

On MNQ it is one-tenth of that automatically (3 contracts on MNQ = −$450).

How does it work?

Blitz adds up its own closed trades for the day. Once that total is at or below the limit, Blitz takes no more trades until the next day. A trade already open is never cut short — it finishes at its own stop or targets. It counts Blitz only, not Storm or anything else in the account. Re-enabling the strategy the same day does not grant new trades — it remembers the day.

How do I change it?

Type dollars per contract (e.g. to stop at −$3,000 on 3 contracts, type 1000). 0 turns it off; the other three protections (stop on every trade, max 3 trades/day, flat by 3:50 PM) stay on. The number in the box is always in NQ dollars — do not divide it yourself for MNQ, Blitz does that.

Simulated / backtested results from NinjaTrader Market Replay on NQ futures, 12/19/2025–09/03/2026, 3 contracts per strategy. Net figures include commission of $2.18 per contract per side; slippage is not modeled. Backtested / hypothetical performance is not indicative of future results — there are frequently sharp differences between hypothetical and actual results. Trading futures involves substantial risk of loss and is not suitable for all investors. Nothing here is financial advice.