Quickstart — first strategy in 15 minutes

This walkthrough uses the built-in Setup guide and the bundled sample dataset, so you don't need NinjaTrader or your own data yet. It takes about 15 minutes, most of which is watching the optimizer run.

1. Open the Setup guide#

On a fresh install the four-step guide launches automatically. If you skipped it, click Setup guide in the top bar (or Help → Setup Guide).

• Welcome — a one-screen summary of what the app does.
• Get your data — how to install the BarsExporter add-on for NinjaTrader 8. You can skip this for now; it's covered in Exporting data from NinjaTrader.
• Load the sample — click Use sample MES dataset. This imports six months of synthetic MES-like 5-minute bars (real market data can't be redistributed). You'll see a confirmation like Imported MES · 5m · … bars.
• Your first build — click Open pre-filled builder. The Build screen opens pre-configured with a small search: one mandatory EMA block, population 30, 10 generations — sized to finish quickly, not to find a tradeable edge.

2. Start the run#

On the Build screen, press Start Run (bottom right). If the button is disabled, press Validate to see exactly what's missing — usually the dataset or a block.

The app switches to the run screen, which streams live progress: the Generation counter, Best fitness and Median fitness, population Diversity, total strategies Evaluated, a fitness-per-generation chart, and a Top strategies so far table. Early generations are the slowest (cold caches) — don't worry if the first one takes a while.

3. Read the leaderboard#

When the run completes, a banner appears: "Run complete — … evaluations over … generations." Click View Leaderboard.

Every row is a discovered strategy. The key columns:

• Verdict — the validation outcome: Pass, Marginal, or Kill. Strategies ranked beyond the validation cutoff show no verdict. See Verdicts & robustness.
• Fitness — the score the optimizer maximized.
• Equity — a sparkline of the equity curve (green ended up, red ended down).
• Performance stats — net PnL, profit factor, trades, win rate, max drawdown, and more.

Don't expect Pass verdicts from this tiny quickstart search — with a population of 30 over 10 generations on six months of synthetic data, Kill verdicts mean the quality gates are doing their job. Real searches use bigger populations, more generations, and your own data.

4. Inspect a strategy#

Click any row to open its detail screen:

• The equity curve, colored by phase — green segments are in-sample (the optimizer saw them), magenta are out-of-sample walk-forward folds, yellow is the incubation hold-out. Trust magenta and yellow; discount green.
• The validation tabs — Walk-forward, Monte Carlo, Param stress, Gates, and Params.
• The Robustness gauge — a 0–100 composite of the validation evidence.

5. Export it#

Click Export (top right of the strategy detail). On the Export screen:

1. Press Generate .cs — the app produces a complete, standalone NinjaScript strategy and shows a preview.
2. Press Download to save the .cs file.
3. Follow Installing in NinjaTrader to compile and attach it — and run it on a simulation account first.

Next steps#

• Export real bars from your NinjaTrader: Exporting data from NinjaTrader.
• Learn what every knob on the Build screen does: The Build screen.
• Understand the validation evidence before trusting any strategy: Understanding validation.