Learn how the machine works before you let it trade.
Santana Max teaches the mechanics behind NinjaTrader 8 and index futures: how VWAP and MACD are calculated, how orders and stops behave, how a contract's tick is valued, and how to test a rule without fooling yourself. Education only. No signals, no systems for sale, no results.
The arithmetic every stop is built from. Exchange specifications, not prices and not results. Confirm them with CME Group.
- Multiplier
- $5 × index
- Tick
- 0.25 pt
- Tick value
- $1.25
- Multiplier
- $2 × index
- Tick
- 0.25 pt
- Tick value
- $0.50
- Multiplier
- $20 × index
- Tick
- 0.25 pt
- Tick value
- $5.00
- Multiplier
- $5 × index
- Tick
- 1.00 pt
- Tick value
- $5.00
Eight guides, from the indicator on your chart to the order it sends.
Each guide explains one part of the machine in plain words, with the formula, a diagram of the mechanics, the terms you need and the places it usually goes wrong. Read them in any order; they are written to stand alone.
VWAP
The session's volume-weighted average price: how it is built, why it resets and how rules use it.
Read the guide
NinjaTrader 8
What the platform is, how NinjaScript and add-ons work, and the questions new users ask first.
Read the guide
Backtesting method
Write the rule first, test on data you have not seen, and read every report with suspicion.
Read the guide
Order types and stops
What each order does when price arrives, and what can happen when it moves too fast.
Read the guide
Micro index futures
Multipliers, tick sizes, tick values and hours for the index contracts most retail traders use.
Read the guide
Automated trading
A system turns rules into orders. It still needs a person watching it.
Read the guide
Volatility and risk controls
Measure how far the market moves, size to it, and decide your limits before the session.
Read the guide
MACD
Two moving averages, their gap, and a smoothed line of that gap. Here is how it is built.
Read the guideA trading idea is only clear once every input has a value.
“Buy the pullback to VWAP” sounds like a rule. It is not one until you say which market, which bars, what counts as a touch, what confirms it, where the stop goes, and what time of day it is allowed. Written that way, anyone can read it, test it and find its weak spots.
The sheet on the right is the format we use to teach. It is a teaching example built from the guides on this site. It is not a product, not a recommendation and not a signal, and it shows no results.
See the VWAP guide →Like an engineer’s notebook, not a sales page.
Most trading education is selling something. These guides are written to explain, so they follow four habits on every page.
Define it exactly
Every tool is explained down to its formula or its order logic: what is calculated, on which bar, and when it resets.
Draw the mechanics
Each guide has a diagram of how the thing works: where the line sits, where the stop sits, how the windows roll. Never a chart of results.
Show where it breaks
Every guide ends with the common ways the idea fails, because knowing the failure modes is most of the lesson.
Point to the source
Contract terms come from the exchange, platform behavior from NinjaTrader's own help guide, rules from the regulators. We link them so you can check us.
Eight words worth knowing exactly.
Short definitions here; each one links to the guide that explains it properly.
Tune on one window of history, test on the next unseen one, and roll forward.
Open the guide →An entry with a linked stop and target. When one exit fills, the other cancels.
Open the guide →
Know the risk first. It is the one part you control.
Futures are leveraged. A small move against a position can cost more than the money you put in, and no indicator, order type or automated rule changes that. Read the risk disclosure before you use anything you learn here.