Fractal Norm — Recursive Normalization Strategy for NinjaTrader 8
NinjaTrader 8 · Index Futures

A continuous signal built from recursive scale.

Fractal Norm normalizes price within its range, then normalizes that output at a larger scale, and again at a larger one. Three nested layers of context collapse into a single signal that already knows where it sits across timeframes — without consuming three feeds.

NinjaTrader 8Platform
ES · NQ · MNQTemplates included
LimitedCapacity-aware release

Three scales of context, one continuous signal.

Most multi-timeframe strategies stitch together separate indicators. Fractal Norm does it recursively — each layer normalizes the one beneath it, so the final output inherits structure from every scale without resampling the data.

LAYER 0

Base normalization

Price is positioned within its recent range, producing a bounded local signal. This is the foundation every higher layer reads from.

LAYER 1

Normalized normalization

The base signal is itself normalized over a window twice as long. The output describes where local context sits inside mid-range context.

LAYER 2

Composite signal

A third pass at a larger scale produces the outer envelope. The three layers blend, weighted by a continuous regime measure, into a single conviction value.

The full mechanics — weighting scheme, regime measure, exit logic, parameter defaults — ship with the license. The strategy is delivered as a NinjaTrader 8 NinjaScript file ready to import.

Five years of data. Two flagship instruments.

Backtested in NinjaTrader 8 across Jan 2021 – Apr 2026 using adaptive sizing, 1-tick slippage, and commissions included. Results below are hypothetical, from historical simulation. Past performance does not guarantee future results.

NQ 6min
2021–2026 · 1c
Net P&L
$549,085
net of commissions
Profit Factor
1.38
gross win / gross loss
Win Rate
48.1%
1,493 trades
Avg W / Avg L
1.49
asymmetric tails
Max Drawdown
$47,070
peak-to-trough
Sortino Ratio
1.03
downside-adjusted
ES 5min
2021–2026 · 1c
Net P&L
$462,972
net of commissions
Profit Factor
1.23
gross win / gross loss
Win Rate
47.1%
1,984 trades
Avg W / Avg L
1.38
asymmetric tails
Max Drawdown
$46,706
peak-to-trough
Sortino Ratio
1.38
downside-adjusted
HYPOTHETICAL PERFORMANCE NOTICE Figures above are from historical backtest simulation in NinjaTrader 8 using single-contract sizing, 1-tick slippage, and the standard NinjaTrader Brokerage commission template. Hypothetical results have inherent limitations and do not reflect actual trading. No representation is being made that any account will or is likely to achieve profits or losses similar to these. See full disclosure at the bottom of this page.

Strategy file, presets, and a setup that just runs.

  • FractalNorm v3 NinjaScript The .cs strategy file, ready to import into NinjaTrader 8.
  • ES template Tuned parameter set for E-mini S&P 500 futures on the recommended bar interval.
  • NQ template Tuned parameter set for E-mini Nasdaq-100 futures.
  • MNQ template Scaled-down parameter set for Micro Nasdaq-100 — identical logic at smaller risk per tick.

Technical specifications

PlatformNinjaTrader 8
InstrumentsES · NQ · MNQ
Data feedStandard tick / minute
Bar intervals5m / 6m (per template)
SessionRTH recommended (configurable)
Entry handlingOne position per direction
Position sizingStrategy-controlled
Order typeMarket on signal
DeliveryDigital download at checkout
LIMITED RELEASE

An edge is finite. So is this release.

Systematic strategies decay when too many participants run them. Fractal Norm is being offered in a strictly capped run, and no waitlist or restock is planned once it closes. When licenses are gone, they are gone — that is the only honest way to keep what's here intact for the people who own it.

One license. One price.

FRACTAL NORM v3 · FULL LICENSE
$499
USD · one-time · perpetual license · single user
  • FractalNorm v3 NinjaScript strategy file
  • Tuned templates for ES, NQ, and MNQ
  • Setup guide and configuration reference
  • Free bug fixes and minor revisions
  • Email support during onboarding

Digital product · all sales final · no refunds

Frequently asked.

What platform do I need?

NinjaTrader 8 with a real-time data feed for ES, NQ, or MNQ. The strategy runs in Strategy Analyzer for backtest and on a live chart for execution.

Do I need to be a programmer?

No. The file imports as a standard NinjaScript strategy, and the included templates load the tuned parameters in one click.

What instruments work best?

The released templates cover ES, NQ, and MNQ. The logic is general but tuning is instrument-specific — running the templates on other symbols is not recommended without re-validation.

How is it delivered?

Digital download immediately after checkout: NinjaScript .cs file, three templates, and the setup guide.

Why limited availability?

To slow the rate at which the same signal is being acted on by more participants. Capacity isn't just marketing — it's the only thing that protects edge over time in a systematic strategy.

Will it always be profitable?

No system can guarantee profits. Markets evolve and any backtested edge may decay. Trade only capital you can afford to lose and apply your own risk management.

Risk Disclosure & Hypothetical Performance Disclaimer Trading futures and other leveraged products carries a substantial risk of loss and is not suitable for every investor. The valuation of futures may fluctuate, and clients may lose more than the amount originally invested. Past performance is not indicative of future results. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown.

All performance figures shown on this page are hypothetical results obtained from historical backtest simulation using NinjaTrader 8, with single-contract position sizing, 1-tick slippage, and modeled commissions. Hypothetical or simulated performance results have certain inherent limitations. Unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not actually been executed, the results may have under- or over-compensated for the impact, if any, of certain market factors such as lack of liquidity. Simulated trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profit or losses similar to those shown.

Nothing on this page constitutes investment, trading, tax, or legal advice. This product is a software tool, not a financial service or managed account. The purchaser is solely responsible for the configuration, monitoring, and execution of any trading decisions made using this software. By purchasing, you acknowledge that you have read and accepted these terms in full.