Getting started
Quickstart — first strategy in 15 minutes
This walkthrough uses the guided tour 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. Start the tour
On a fresh install, Home offers the tour in a Get started card — click Start the tour. Missed it? Click Setup guide in the top bar (or Help → Setup Guide) any time; Resume tour on Home picks up where you left off.
The tour spotlights the real screens — six short steps from data to export — and the Get started checklist on Home (Get your data → Load the sample → Your first build → Run the gauntlet → Export to NinjaTrader) ticks itself off as you go. Two steps matter for this quickstart:
- Get your data — how the BarsExporter add-on gets bars out of NinjaTrader 8. Skip the details for now; they're in Exporting data from NinjaTrader.
- Load the sample — one click imports six months of synthetic MES-like 5-minute bars (real market data can't be redistributed). You'll see it land in the Data catalog as
MES · 5m.
2. Build and start the run
The tour's Your first build step opens a strategy workspace at its Build stage, pre-filled with a small search: one mandatory EMA block, population 30, 10 generations — sized to finish quickly, not to find a tradeable edge.
Strategies live in a library: each one owns its data, builds, runs, results, and exports, shown as a pipeline rail on the left of the workspace. 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 Run stage 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). When evolution ends, the validation gauntlet stages run the top finalists through walk-forward, Monte Carlo, and parameter stress.
3. Read the results
When the run completes, a banner appears: "Run complete — … evaluations over … generations." Click View Results.
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.
Spot something worth keeping? Click the ☆ on its row to add it to your Favorites under a name you choose.
4. Inspect a strategy
Click any row to open its detail screen:
- The equity curve, colored by phase — gray segments are in-sample (the optimizer saw them), green are out-of-sample walk-forward folds, amber is the incubation hold-out. Trust green and amber; discount gray.
- The validation tabs — Walk-forward, Monte Carlo, Param stress, Gates, HBT recon, and Params.
- The Robustness gauge — a 0–100 composite of the validation evidence.
5. Export it
Click Export (top right of the strategy detail) to open the workspace's Export stage:
- Press Generate .cs — the app produces a complete, standalone NinjaScript strategy and shows a preview.
- Press Download to save the
.csfile. - 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.
- See how the library, workspaces, and concurrent runs fit together: The strategy library.
- Learn what every knob on the Build stage does: The Build screen.
- Understand the validation evidence before trusting any strategy: Understanding validation.