NinjaTrader

Plugin ninjatrader from marketplace mcp-skills in NT-NinjaTrader/mcp-skills. Commands read from the repo's manifest — 6 days ago.

Skills (13)

• alerts-composer

  Translates natural-language alert intent into a validated Tradovate alert-DSL expression. Submits the expression via create_alert.expression. Covers 37 numeric functions across Account (netLiq, dollarOpenPL, dailyLossLimit, ...) and Contract (lastPrice, percentChange, settlementPrice, ...) entities.

• chart-render

  This skill renders three static PNG charts, with Matplotlib. Candlestick charts, with VWAP, fill-marker, and price-level overlays. Horizontal volume-profile histograms, with POC, VAH, and VAL lines. Cumulative-P&L equity curves, with optional drawdown shading. Chart data comes from market_history ba

• contract-intel

  Symbol discovery, front-month resolution, rollover-imminence classification, and product-family awareness (full ↔ micro pairs like ES/MES) for futures contracts. Resolves bare product codes like "ES" or "NQ" to the actual tradeable front-month contract (e.g., ESU6) by open-interest rank across matur

• correlation-hedge

  Compute historical Pearson correlation and OLS regression beta between two futures symbols, on log-returns. Turn that result into a dollar-neutral hedge proposal for an open position. Covers cross-underlying relationships — ES vs NQ, CL vs NG, GC vs SI, bonds vs stocks, and currencies vs DX. For sam

• event-watch

  Covers a high-volatility economic event calendar — FOMC, CPI, NFP, EIA, and OPEC. Also covers earnings-season awareness and session-boundary context — globex open, NY cash open, settlement, and EIA release windows. Reports upcoming events and filters them by the user's current positions. Explains a

• market-context

  Computes market metrics for futures from market_history output. Metrics include session VWAP, POC/VAH/VAL (value area), bar-level delta, cumulative delta, order-flow imbalance, ATR(N), realized volatility, and cross-symbol relative strength. It produces narrative summaries of market structure and th

• position-watchdog

  Reports the live health of open futures positions. Output covers open P&L in dollars and R, and distance to stop (ticks, dollars, % of the daily loss budget). It also covers R-achieved to target, time in trade, and margin utilization. It also lists guardrail flags (no stop attached, a stop moved aga

• pretrade-risk

  Sizes a proposed futures trade from risk-per-trade (% of netLiq), stop distance (ATR-based or explicit), and contract specs. Then proposes an OCO bracket (stop + target at R-multiple) for the chosen entry. Pending-qty-aware — it includes existing filled position and open Buy/Sell orders. Combined ex

• risk-coach

  Advisory behavioral-context check on recent fill history. Flags revenge-trading (new entry soon after a losing exit). Plus consecutive-loss streaks, overtrading counts, size drift against the user's own recent median, and hour-of-day anti-edges. Does not evaluate whether a trade is good, right, or p

• scale-manager

  Scales into or out of an existing futures position. Actions include add to winner (pyramid), take partial at 1R, and move stop to breakeven. Actions also include trail stop, close on reversal, and ladder an entry across a price band. Computes weighted cost basis, before/after dollar risk, R-multiple

• trade-debrief

  Educational review of past trading sessions. This skill combines timeline_report, performance_summary, fill_history, position_history, and market_history into a structured report. It then routes the report through 7 prompt templates. These are mistake identification, pattern extraction, trade scorin

• trade-journal

  Retrospective, descriptive analysis of closed trades — transaction-cost analysis (TCA), win/loss streaks, and hold-time distributions. It also covers P&L by symbol and by hour. On demand, it also computes per-fill slippage against arrival mid and interval VWAP. This skill is descriptive only. It rep

• trade-replay

  A deep dive on ONE closed trade. It reconstructs the trade's MFE (maximum favorable excursion) and MAE (maximum adverse excursion) across its lifetime, from bar OHLC. Then it runs alternate-exit counterfactuals against the same bars. The counterfactual scenarios are a fixed R target, an N-times-ATR

MCP servers (2)

• ninjatrader-demo

  connects to: https://mcp-demo.tradovateapi.com/mcp

• ninjatrader-live

  connects to: https://mcp-live.tradovateapi.com/mcp

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