---

name: strategy-config-safe description: Safe parameter update protocol for NinjaTrader strategies. Use when modifying stops, targets, ATR multipliers, or any State.SetDefaults values. Ensures changes don't break execution logic or introduce bugs.

Strategy Configuration Safety Protocol

Purpose: Prevent bugs when updating strategy parameters (stops, targets, ATR multipliers). Universal Path: ${PROJECT_ROOT} Executors: ${BRAIN} (Reasoning), ${HANDS} (Gemini Flash via delegation_bridge)

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When to Use This Skill

• Updating stop loss or profit target multipliers
• Changing ATR period or multipliers
• Modifying position sizing parameters
• Adjusting session time windows
• Any change to State.SetDefaults section

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The Golden Rule

NEVER modify execution logic when updating parameters.

Parameters live in State.SetDefaults.
Execution logic lives in OnBarUpdate, OnMarketData, etc.
These two zones must NEVER be mixed in the same edit.

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Safe Parameter Update Workflow

Step 1: Identify the Parameter Zone

All user-configurable parameters MUST be in State.SetDefaults:

Copyprotected override void OnStateChange()
{
    if (State == State.SetDefaults)
    {
        // ✅ SAFE ZONE - All parameters here
        StopLossATRMultiplier = 2.0;
        Target1ATRMultiplier = 1.5;
        Target2ATRMultiplier = 3.0;
        ATRPeriod = 14;
        ORWindowMinutes = 30;
    }
}

Step 2: Pre-Update Validation

Before changing ANY parameter, verify:

Copy- [ ] Parameter exists in State.SetDefaults
- [ ] Parameter is declared as a [NinjaScriptProperty]
- [ ] Parameter has min/max validation
- [ ] Parameter is used correctly in execution logic
- [ ] No hardcoded values in execution logic

Step 3: Make the Change

Example: Updating Stop Loss Multiplier

Copy// ❌ WRONG - Hardcoded in execution logic
double stopPrice = entryPrice - (atr * 2.0);  // Magic number!

// ✅ CORRECT - Uses parameter
double stopPrice = entryPrice - (atr * StopLossATRMultiplier);

Before changing the parameter:

Copy[Range(0.5, 5.0), NinjaScriptProperty]
[Display(Name = "Stop Loss ATR Multiplier", Order = 1, GroupName = "Risk Management")]
public double StopLossATRMultiplier { get; set; }

// In SetDefaults
StopLossATRMultiplier = 2.0;  // Current value

After changing the parameter:

Copy// In SetDefaults
StopLossATRMultiplier = 2.5;  // New value - more conservative

Step 4: Validation Checks

After updating, verify:

Copy- [ ] Value is within [Range] bounds
- [ ] Change makes logical sense (e.g., stop > 0, target > stop)
- [ ] No execution logic was accidentally modified
- [ ] Compilation successful with no warnings
- [ ] Test in Strategy Analyzer with new value

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Parameter Categories & Safety Rules

1. Risk Management Parameters

Stop Loss:

Copy[Range(0.5, 5.0), NinjaScriptProperty]
public double StopLossATRMultiplier { get; set; }

// Safety rule: Must be > 0, typically 1.5-3.0
// Validation: stopPrice must be < entryPrice for longs

Profit Targets:

Copy[Range(0.5, 10.0), NinjaScriptProperty]
public double Target1ATRMultiplier { get; set; }

[Range(1.0, 15.0), NinjaScriptProperty]
public double Target2ATRMultiplier { get; set; }

// Safety rule: Target2 > Target1 > StopLoss
// Validation: Enforce in OnStateChange
if (Target2ATRMultiplier <= Target1ATRMultiplier)
{
    Print("ERROR: Target2 must be > Target1");
    Target2ATRMultiplier = Target1ATRMultiplier + 1.0;
}

2. ATR Parameters

ATR Period:

Copy[Range(5, 50), NinjaScriptProperty]
public int ATRPeriod { get; set; }

// Safety rule: Must have sufficient bars
// Validation: Check CurrentBar >= ATRPeriod in OnBarUpdate
if (CurrentBar < ATRPeriod) return;

ATR Multipliers:

Copy// All ATR multipliers should use same base ATR
private double cachedATR = 0;

protected override void OnBarUpdate()
{
    cachedATR = ATR(ATRPeriod)[0];  // Calculate once
    
    // Use cached value everywhere
    double stopDistance = cachedATR * StopLossATRMultiplier;
    double target1Distance = cachedATR * Target1ATRMultiplier;
}

3. Session Timing Parameters

OR Window:

Copy[Range(15, 120), NinjaScriptProperty]
public int ORWindowMinutes { get; set; }

// Safety rule: Must fit within RTH session
// Validation: ORWindowMinutes <= 390 (6.5 hours)

Session Times:

Copy[PropertyEditor("NinjaTrader.Gui.Tools.TimeEditorKey")]
public TimeSpan SessionStartTime { get; set; }

[PropertyEditor("NinjaTrader.Gui.Tools.TimeEditorKey")]
public TimeSpan SessionEndTime { get; set; }

// Safety rule: EndTime > StartTime
// Validation in OnStateChange
if (SessionEndTime <= SessionStartTime)
{
    Print("ERROR: Session end must be after start");
    SessionEndTime = SessionStartTime.Add(TimeSpan.FromHours(6.5));
}

4. Position Sizing Parameters

Contracts Per Account:

Copy[Range(1, 10), NinjaScriptProperty]
public int ContractsPerAccount { get; set; }

// Safety rule: Must respect account size
// Validation: Check against Apex daily loss limit
double maxLoss = ContractsPerAccount * (cachedATR * StopLossATRMultiplier) * TickValue;
if (maxLoss > DailyLossLimit * 0.5)
{
    Print("WARNING: Position size too large for daily loss limit");
}

---

Common Parameter Update Scenarios

Scenario 1: Making Stops Tighter

Current: StopLossATRMultiplier = 2.0
New: StopLossATRMultiplier = 1.5

Validation:

Copy- [ ] New value > 0.5 (minimum safe distance)
- [ ] Test on historical data to verify not stopped out too frequently
- [ ] Check win rate doesn't drop below 40%
- [ ] Verify Apex daily loss limit still safe

Scenario 2: Extending Targets

Current: Target2ATRMultiplier = 3.0
New: Target2ATRMultiplier = 4.0

Validation:

Copy- [ ] Target2 > Target1 (maintain hierarchy)
- [ ] Historical data shows target is reachable
- [ ] Doesn't violate 50/50 profit target rule
- [ ] Trailing stop logic still works correctly

Scenario 3: Changing ATR Period

Current: ATRPeriod = 14
New: ATRPeriod = 20

Validation:

Copy- [ ] BarsRequiredToPlot updated if necessary
- [ ] Cached ATR calculation uses new period
- [ ] All ATR-based distances recalculated
- [ ] Test shows improved volatility measurement

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Isolation Protocol

What You CAN Change Safely

✅ Parameter default values in State.SetDefaults
✅ Parameter [Range] bounds
✅ Parameter display names/descriptions
✅ Parameter grouping/ordering

What You CANNOT Change

❌ Execution logic in OnBarUpdate
❌ Order submission code
❌ Trailing stop calculations
❌ Entry/exit conditions
❌ Position management logic

If you need to change execution logic, that's a NEW FEATURE, not a parameter update.

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Testing Protocol

After ANY Parameter Change

1. Compile Test:

   Copy- [ ] No compilation errors
   - [ ] No warnings
   

2. Strategy Analyzer Test:

   Copy- [ ] Run on 3 months historical data
   - [ ] Verify win rate > 40%
   - [ ] Check max drawdown < 10%
   - [ ] Validate profit factor > 1.2
   

3. Simulation Test:

   Copy- [ ] Deploy to sim account
   - [ ] Monitor for 1 week
   - [ ] Verify no order rejections
   - [ ] Check execution speed < 50ms
   

4. Live Deployment:

   Copy- [ ] Only after sim test passes
   - [ ] Monitor first 3 days closely
   - [ ] Keep previous version ready for rollback
   

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Emergency Rollback

If parameter change causes issues in live trading:

Copy# Immediate rollback steps
1. Disable strategy
2. Revert parameter to previous value
3. Recompile
4. Test on sim before re-enabling
5. Document what went wrong

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Parameter Change Log

Keep a log of all parameter changes:

Copy## Parameter Change History

### 2026-01-14
- **StopLossATRMultiplier:** 2.0 → 1.8
- **Reason:** Reduce risk per trade
- **Result:** Win rate increased 5%, profit factor stable
- **Status:** Live on all accounts

### 2026-01-10
- **Target2ATRMultiplier:** 3.0 → 3.5
- **Reason:** Capture larger moves
- **Result:** Target hit rate dropped 10%, reverted
- **Status:** Rolled back after 3 days

---

Related Skills

• ninjatrader-strategy-dev - Coding patterns
• trading-code-review - Pre-deployment checklist
• apex-rithmic-trading - Risk management rules
• project-lifecycle - Version management
• delegation-bridge - Safe deployment execution
• wearable-project - Portability standards