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.
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.
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.
Enters 10:10 AM – 3:15 PM ET. More trades, the most profit over 9 months. The default.
Enters 12:15 PM – 3:15 PM ET. Fewer trades, lower drawdown. One dropdown to switch.
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.
Keep the chart on NQ and route the orders to MNQ (one-tenth the size) with one switch.
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:
On MNQ it is one-tenth of that automatically (3 contracts on MNQ = −$450).
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.
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.