Strategies/MammothEddyline
Primary Strategy

MammothEddyline

ESNQMESMNQv1.0

MammothEddyline trades reversals off session VWAP — entering when price pushes into the volume-weighted average, gets rejected, and turns back with the dominant flow.

Get a 30-day FREE Trial →

About this strategy

MammothEddyline is a session-VWAP rejection strategy for NinjaTrader 8. An eddy line is the seam in a river where the main current meets the countercurrent spinning behind an obstruction; price touching and rejecting session VWAP is the same event — a local reversal against the dominant flow, at a visible boundary. The strategy computes its own session-anchored VWAP internally (typical price weighted by volume, re-anchored each session), so it carries no external indicator or Order Flow+ license dependency. It enters long when a bar dips to VWAP but closes back above it after price has held clear of the line for a lookback window, and short on the mirror case, with the lookback filter ensuring the rejection is a genuine turn rather than noise around a line price is already sitting on. Entries are confined to up to four configurable intraday trading windows, positions are flattened across the daily maintenance halt to avoid gap risk, and every trade runs a fixed tick-based stop and target. It's built on the Mammoth chassis, so trading windows, VWAP anchoring behavior, and direction enables are all parameters you can tune or sweep.

Features

  • ✓- **Trades VWAP rejections, not crossings** — enters when price tags the session VWAP and closes back on the same side, catching the turn back into the prevailing flow.
  • ✓- **Self-contained VWAP** — computes session VWAP internally with no Order Flow+ license or external indicator required, and can anchor per session or once per trading day.
  • ✓- **Lookback confirmation filter** — requires price to have stayed clear of VWAP for a set number of bars before the touch, so it ignores chop around a line price is already hugging.
  • ✓- **Up to four trading windows** — restricts entries to the hours you choose, with an optional exit-on-window-end and a separate flatten across the daily session break.
  • ✓- **Fully tunable on the Mammoth chassis** — fixed tick stop/target, long/short enables, and all window and anchoring settings exposed as parameters for optimization.

Performance

HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK OF ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS. Past performance is not indicative of future results. Trading futures involves substantial risk of loss and is not appropriate for all investors.

Ready to try MammothEddyline?

Register for a free account to download the strategy and request your 30-day trial activation.

Get a 30-day FREE Trial →Already have an account? Sign in

Risk disclosure

This is not an investment opportunity, and no funds are deposited for investment. Trading futures involves substantial risk and is not appropriate for every investor — you could lose all or more than your initial capital. Only risk capital should be used. Hypothetical and past performance results have inherent limitations and are not indicative of future results; differences between hypothetical and live performance are common and material.