## Purpose
A single source of truth to ensure **first-time compile** success for all NinjaTrader 8 strategies, indicators, and add-ons generated by an LLM.

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## Golden Rules (Pin These)
1. **NT8 only.** No NT7 APIs. If NT7 concepts appear, **silently upgrade** to NT8 (proper `OnStateChange()` and `protected override` signatures).
2. **One file, one public class.** File name = class name. Put at the top: `// File: <ClassName>.cs`.
3. **Namespaces:**  
   - Strategies → `NinjaTrader.NinjaScript.Strategies`  
   - Indicators → `NinjaTrader.NinjaScript.Indicators`
4. **Correct override access:** All NT8 overrides are `protected override` (never `public` or `private`).
5. **Lifecycle:** Use `OnStateChange()` with `State.SetDefaults`, `State.Configure`, `State.DataLoaded` to set defaults, add data series, and instantiate indicators/Series.
6. **Indicator creation:** Instantiate indicators **once** in `State.DataLoaded`. Add to chart (if desired) in `State.Configure` via `AddChartIndicator()`.
7. **Managed orders by default:** Use `SetStopLoss`/`SetProfitTarget` **before** entries on the same bar. Do **not** mix Managed & Unmanaged in the same file.
8. **MTF discipline:** Add secondary series **only** in `State.Configure`. In `OnBarUpdate()`, gate logic with `BarsInProgress` and `CurrentBars[i]`.
9. **No Order Flow+ by default:** Assume unavailable. If VWAP is needed, implement a **local fallback** or feature flag (OFF by default).
10. **Valid enums only:** Use real NT8 members for `OrderState`, `MarketPosition`, etc.
11. **Starter header in every strategy `OnBarUpdate()`:**
   ```csharp
   if (BarsInProgress != 0) return;
   if (CurrentBar < BarsRequiredToTrade) return;

Required Using Block (Strategy)
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using System;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Windows.Media;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.Tools;
using NinjaTrader.NinjaScript;
using NinjaTrader.NinjaScript.Strategies;
using NinjaTrader.NinjaScript.Indicators;
using NinjaTrader.NinjaScript.DrawingTools;


Indicators omit some GUI usings unless needed.

Inputs Pattern

Use DataAnnotations so properties render properly in the UI:

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[NinjaScriptProperty, Range(1, int.MaxValue)]
[Display(Name = "Quantity", GroupName = "Parameters", Order = 0)]
public int Quantity { get; set; } = 1;

[NinjaScriptProperty]
[Display(Name = "DebugMode", GroupName = "Parameters", Order = 999)]
public bool DebugMode { get; set; } = false;

Managed Order Rules

Call SetStopLoss and SetProfitTarget before you place an entry order.

Re-arm stops/targets when intended direction changes (e.g., flat→long or flat→short).

Use unique signal names per direction to bind OCO correctly (e.g., "L1", "S1").

Multi-Timeframe Rules

Add secondary series in State.Configure:

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AddDataSeries(BarsPeriodType.Minute, 5);


Guard in OnBarUpdate():

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if (BarsInProgress == 1) { /* 5-min logic */ }
if (CurrentBars[0] < BarsRequiredToTrade || CurrentBars[1] < 20) return;

Price Rounding & Tick Math

Always round to tick size to avoid rejections:

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private double Rt(double p) => Instrument.MasterInstrument.RoundToTickSize(p);
double target = Rt(Close[0] + 10 * TickSize);

Historical vs. Realtime
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private bool IsLive => State == State.Realtime;


Avoid timers/threads/file I/O by default.

Common Safety Defaults
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Calculate = Calculate.OnBarClose;
IsOverlay = false;
BarsRequiredToTrade = 20;
IsSuspendedWhileInactive = true;
IsInstantiatedOnEachOptimizationIteration = true;

Valid NT8 Signatures (paste as needed)
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protected override void OnOrderUpdate(
    Order order, double limitPrice, double stopPrice, int quantity,
    int filled, double averageFillPrice, OrderState orderState,
    DateTime time, ErrorCode error, string nativeError) { }

protected override void OnExecutionUpdate(
    Execution execution, string executionId, double price, int quantity,
    MarketPosition marketPosition, string orderId, DateTime time) { }

protected override void OnMarketData(MarketDataEventArgs e) { }
protected override void OnMarketDepth(MarketDepthEventArgs e) { }
protected override void OnPositionUpdate(Position position, double averagePrice, int quantity, MarketPosition marketPosition) { }

Compile Checklist (Preflight)

 NT8 only; no OnStartUp() or NT7 methods.

 Exactly one public class; file name matches class name.

 Required usings present.

 Indicators/Series created in State.DataLoaded.

 Starter header present in OnBarUpdate().

 Managed orders only (unless explicitly asked otherwise).

 Secondary series added only in State.Configure.

 Enums & members verified against NT8.

 Price rounding helper present for any custom prices.

 DebugMode gating for Print() calls.
""").format(date=datetime.date.today().isoformat())

files["NT8_Templates.md"] = textwrap.dedent("""