MNQ Delta Trend Trading Strategy for Topstep/ProjectX

A professional trading bot implementing the MNQ Delta Trend strategy on the Topstep/ProjectX API. This bot runs 24/7 and executes trades based on delta volume analysis and higher timeframe trend confirmation.

🚀 Features

• Real-time Market Data: WebSocket connection for live MNQ data
• Delta Trend Strategy: Exact implementation of Pine script strategy
• Risk Management: ATR-based position sizing and stop losses
• Trading Hours: Automatically trades only during market hours (9:30 AM - 4:00 PM EST)
• Production Ready: Proper error handling and graceful shutdown

📋 Prerequisites

• Node.js 18.0.0 or higher
• npm 8.0.0 or higher
• Topstep/ProjectX trading account
• API access enabled in your Topstep account

🔧 Installation

1. Clone the repository

   git clone https://github.com/your-username/projectx-mnq-delta-trend.git
   cd projectx-mnq-delta-trend
   
   

npm install

Development mode

npm run dev

Or build and start

npm run build npm start

Production Mode:

npm run build npm start

Debug Mode:

npm run dev:debug

Test health endpoint

curl http://localhost:3000/health

Test market data

curl http://localhost:3000/api/marketdata/MNQ

Test strategy status

curl http://localhost:3000/api/strategy/status

The strategy is configured in src/strategies/mnq-delta-trend/config.ts:

export const MNQ_DELTA_CONFIG = { symbol: 'MNQ', contractSize: 2, tradingStartTime: "09:30", // EST tradingEndTime: "16:00", // EST primaryTimeframe: 3, // 3 minutes higherTimeframe: 15, // 15 minutes deltaThreshold: 1000, // Minimum delta for signals atrPeriod: 14, // ATR period riskPerTrade: 0.01, // 1% risk per trade maxPositionSize: 5, // Max contracts stopLossATRMultiplier: 1.5, // 1.5x ATR stop loss takeProfitATRMultiplier: 2.0, // 2.0x ATR take profit maxDailyLoss: 0.05 // 5% max daily loss

};

Strategy Logic

The MNQ Delta Trend strategy uses:

3-Minute Bars: Primary timeframe for entry signals

15-Minute Trend: Higher timeframe for trend confirmation

Volume Delta: Strong buying/selling pressure detection

ATR-based Risk: Dynamic position sizing and stop losses

Entry Conditions: Long: Strong delta buying (+1000) + Bullish 15min trend

Short: Strong delta selling (-1000) + Bearish 15min trend

Exit Conditions: Stop loss: 1.5x ATR from entry

Take profit: 2.0x ATR from entry

End of trading day: 4:00 PM EST

Troubleshooting

Common Issues: Authentication Failed

Verify PROJECTX_USERNAME and PROJECTX_API_KEY in .env

Check API key permissions in Topstep dashboard

WebSocket Connection Issues

Ensure firewall allows WebSocket connections (port 443)

Check internet connectivity

No Trading Activity

Verify trading hours (9:30 AM - 4:00 PM EST)

Check market data is being received