Computer Science & Trading

Tools and training to support your futures trading

A method, indicators, and training for futures trading. Computer science and mathematics applied to markets: data and systematic process instead of intuition and opinions.

Why computer science changes trading

Most traders look at markets through a purely financial lens. Adding a computational perspective changes everything.

1

Intuition doesn't scale. Data does.

A trader can follow one market, one chart, one timeframe. An algorithm can analyze thousands of data points in milliseconds. The computational approach doesn't replace financial knowledge. It multiplies its effectiveness.

2

Without a systematic method, results aren't reproducible.

If you can't describe your strategy as a set of precise rules, you can't test it, optimize it, or know if it actually works. Computer science brings discipline: hypotheses, tests, measurable results.

3

Manual execution introduces errors exactly when you need precision.

Hesitation, fatigue, emotions. They all affect manual trading. Automated execution eliminates the human variable and applies your rules consistently, every session.

Tools

Indicators built for discretionary futures trading

NinjaTrader 8 indicators designed to support real-time decision-making. Order flow analysis, position management, and market context, all built in native NinjaScript/C# by someone who uses them every session.

  • Real-time order flow and market context indicators
  • Automated position management with intelligent stop/target logic
  • Built by a trader who uses them daily on live markets
  • Monthly subscription, cancel anytime
Strategy.cs — NinjaScriptStrategy.csIndicators.cs1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18// Entry logic — OnBarUpdateprotected override void OnBarUpdate(){if (CurrentBar <BarsRequired)return;double hvn = VolumeProfile[0].HighNode;double delta = OrderFlow[0].Delta;if (hvn >Threshold&&delta >MinDelta&&Position.MarketPosition ==Flat){EnterLong(Quantity,"Signal");SetStopLoss("Signal",Ticks,16);SetProfitTarget("Signal",Ticks,32);}}C# | UTF-8 | NinjaTrader 8
Code your edge
Zero emotions, pure logic
Automated risk control

Education

Learn to trade with a systematic mindset

Mentoring and courses that teach you to approach markets like an engineer: define a problem, formulate a hypothesis, test it with data, iterate. No shortcuts, no secret formulas.

  • Mentoring on futures trading with a quantitative approach
  • Courses from zero: markets, platforms, and methodology
  • How to evaluate a strategy with data, not opinions
  • Building a systematic and reproducible process
Trading AcademyFundamentalsCompletedVolume ProfileCompleted3Order FlowIn progress4Strategy DesignLocked5Risk ManagementLockedMODULE 3 · LESSON 2Understanding Delta40%Delta measures the net difference betweenaggressive buyers and sellers, revealing thereal supply/demand balance in real time.// Delta calculationBuyVolume2,847SellVolume1,923Delta = 2,847 - 1,923 = +924CumDelta = Σ Delta(i) = +4,218→ Buyers in control — bullish pressureModule 3/5 · 12 lessons · 40% complete
From zero to quant
Math + Code + Markets
Practice beats theory

Approach

Where computer science meets financial markets

The computational perspective doesn't replace financial analysis. It completes it. Algorithms to process data, statistics to validate ideas, automation to execute without emotion. Two disciplines, one method.

  • Quantitative analysis and statistical modeling
  • Algorithmic execution without emotional interference
  • Data-driven decisions, not opinions
  • A method that's reproducible, testable, and improvable
Performance Report — BacktestWin Rate68.4%Profit Factor1.82Max Drawdown-4.2%Sharpe Ratio2.14EQUITY CURVE$125K$100K$75K$50K$132K2020202120222023Net P&L +$82,400 Trades 2,847 Avg/Trade +$28.94 Mths 48Jan 2020 — Dec 2023 · ES Futures · Automated Strategy
Data-driven decisions
Quantitative edge
Measurable results

What I offer

Computer science and mathematics applied to futures trading. A method, indicators, and training built by someone who writes the code and uses it on the market every day.

The Method

A structured, systematic approach to futures trading. Not a collection of setups, but a complete framework: market microstructure, order flow reading, decision process, and continuous improvement. The same method behind every indicator I build and every trade I take.

Trading indicators

NinjaTrader 8 indicators for discretionary futures trading. Real-time order flow analysis, intelligent position management, market context. Designed to support your decisions with data, not replace them with signals. Monthly subscription, cancel anytime.

Education and training

Learn to trade futures with an engineering mindset. A course on the method, mentoring for personalized guidance, and a community of traders who think systematically. From market fundamentals to building your own trading process.

Who's behind this

Not a trader who learned to code. A software engineer who brought his method into the financial markets. Two disciplines, one approach.

Software Engineering

Senior Software Engineer, 15+ years of experience, freelance consultant since 2009. Web applications, mobile, enterprise systems, data pipelines. Today all that engineering background is focused on one thing: building trading systems that work under real market conditions.

Technologies & domains

GolangPHPPythonJavaScriptTypeScriptC#Node.jsReactNext.jsSvelteSQLMongoDBGoogle BigQueryAWSBusiness IntelligenceSystem IntegrationEnterprise Software

Trading

Active futures trader on CME markets. Quantitative and systematic approach: data, hypotheses, statistical testing, automated execution. Specialized in volumetric analysis, order flow and tick-by-tick scalping.

Methods & instruments

Volumetric TradingOrder FlowFootprintVolume ProfileTick-by-Tick ScalpingCME Futures (ES, NQ)Algorithmic ExecutionStatistical BacktestingNinjaScript / C#

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Disclaimer.Legal Notice and Risk Warning

The software offered on this website is a computer product developed and distributed under a usage license. It does not constitute financial advice, investment recommendation, solicitation to invest, or asset management in any way. The software operates automatically exclusively on the user's trading platform and account, over which the user maintains full control and total responsibility. The developer has no access to the user's accounts, funds, or credentials. Trading financial instruments involves a high level of risk and may result in the partial or total loss of invested capital. Past results, including backtests or historical performance, do not constitute a guarantee or reliable indication of future results. By installing and activating the software, the user declares awareness of the risks associated with automated trading, confirms operating based on their own autonomous and informed decision, and acknowledges being solely responsible for the operations executed by the software on their account. The developer shall not be held liable for losses, direct or indirect damages, lost profits, or any other consequences arising from the use of the software. It is recommended to consult an independent financial advisor before operating in financial markets.

© 2026 Alessandro Ruggieri. All rights reserved.

info@alessandroruggieri.dev