CandleCloseConfirm

A NinjaTrader 8 strategy that enters only after the candle has closed — and only if the close passes your checks.

You make the trade decision. You click ARM LONG or ARM SHORT while a candle is still forming. When that candle closes, the strategy verifies a short rule set against a key level you drew, then either fires a market order through your ATM template or stands down. It cannot enter early: its decision logic only runs on bar-close events.

It is a semi-automated, discretionary-assist tool. It does not look for setups, size positions, or manage exits.

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Why

Entering a few seconds before the candle closes is one of the most common discretionary leaks: the close you were waiting for never prints, and the wick you ignored becomes the loss. Knowing the rule does not stop the click. Taking the click away does.

With this tool the physical act changes from "buy now" to "arm, then wait". The strategy performs the close-confirmation step you would otherwise do by eye, at the exact bar close.

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How it works

1. Add the strategy to a chart (time-based bars in seconds or minutes). A blue horizontal line is drawn at the last close, and ARM LONG / ARM SHORT / DISARM buttons appear on the chart.
2. Drag the line to your key level.
3. While the candle is forming, click ARM LONG or ARM SHORT. At that instant the strategy freezes the line's price and the ATM template currently selected in Chart Trader.
4. At the bar close the strategy evaluates the rules below.
   • All pass → one market order is sent through the frozen ATM template (ATM_FIRED).
   • Any fails → nothing is sent, the reason is logged (VETO_*).
5. Either way the cycle ends. There is no automatic re-arm.

Quantity, stop, target and breakeven all live in your ATM template. The strategy never submits or manages any other order.

The rules

level is the frozen line price, range = high − low of the bar that just closed.

#	Check	Long	Short
1	Bar has range	range > 0	range > 0
2	Close vs level	close >= level	close <= level
3	Wick (skipped if Wick max % = 0)	(high − max(open, close)) / range < Wick max %	(min(open, close) − low) / range < Wick max %
4	Spike (skipped if Spike veto points = 0)	high <= level + X	low >= level − X

Boundaries are deliberate: a wick of exactly Wick max % vetoes; a high exactly X points past the level passes. Checks run in the order above and the first failure is the one reported.

Parameters

Parameter	Default	Meaning
Wick max %	33	Veto when the rejection wick is this share of the bar range or larger. 0 turns the check off.
Spike veto points (X)	40	Veto when the bar pushed more than X points beyond the level. 0 turns the check off.
Eval grace (ms)	200	Wait this long after the wall-clock bar end, then evaluate without waiting for the next tick. 0 = wait for the next tick only.
Log folder	Documents\NinjaTrader 8\CandleCloseConfirm	Where the daily CSV is written.
Level line color / width	DodgerBlue / 2	Cosmetics.

Safety interlocks

ARM is rejected, and the reason logged, when:

• the strategy's account already holds a position in the chart instrument (REJECT_NOT_FLAT);
• the key-level line was deleted — it is redrawn at the current close (REJECT_NO_LINE);
• Chart Trader has no usable ATM template selected (REJECT_BAD_TEMPLATE).

Every ARM click, including a re-arm after DISARM, runs the full set. Historical bars are fully inert.

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Install

1. Copy src/CandleCloseConfirm.cs to Documents\NinjaTrader 8\bin\Custom\Strategies\.
2. In NinjaTrader open New → NinjaScript Editor and press F5 to compile.
3. Open a chart with Chart Trader visible and an ATM strategy template selected.
4. Right-click the chart → Strategies → add CandleCloseConfirm, choose the account, tick Enabled.

Written against NinjaTrader 8.1.5.1 (C# 9). The file header lists the NT8 API choices that differ between minor versions and the one-method change needed if your build will not let you drag a script-drawn line.

Test in Sim first. In Market Replay the wall-clock timer stands down automatically (replay bar dates do not match the real clock) and evaluation falls back to the next-tick bar-close event, which is slightly later than on a live feed.

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Telemetry

Every event is printed to the NinjaScript Output window and appended to CandleCloseConfirm_yyyyMMdd.csv:

timestamp, bar_time, event, detail, direction, level, open, high, low, close, wick_pct, spike_dist, template

Event	Meaning
ARMED_LONG / ARMED_SHORT	Cycle started; level and template frozen
ATM_FIRED	All checks passed; the ATM market order was submitted
VETO_ZERO_RANGE / VETO_CLOSE / VETO_WICK / VETO_SPIKE	The first failed check
MANUAL_DISARM	You cancelled an armed cycle
REJECT_NOT_FLAT / REJECT_NO_LINE / REJECT_BAD_TEMPLATE	ARM refused by an interlock
FIRE_FAILED	The ATM submission threw or returned an error

Telemetry never delays an order: on a pass the order goes out first and the row is written after.

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Design notes

• Calculate.OnBarClose only — no intrabar decisions.
• Exactly one order call, AtmStrategyCreate, and nothing that modifies or cancels orders afterwards.
• RealtimeErrorHandling = IgnoreAllErrors, so closing a position by hand (or any order error) does not switch the strategy off.
• The bar is evaluated by a one-shot wall-clock timer at bar end + grace, because NinjaTrader raises the bar-close event only on the first tick of the next bar. The timer is sanity-checked at ARM and stands down on any clock mismatch; the tick-driven path always stays live and each cycle evaluates exactly once.

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License

Apache-2.0.

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Disclaimer

For education and research. Futures trading involves substantial risk of loss and is not suitable for every investor. This software is provided as-is, without warranty, and is not financial advice. You are responsible for testing it in simulation and for every order it sends.