BluSky
Futures prop firm — NQ/ES. Code ALGO8: $10 off Launch · 30% off Propel & Orbit · $300 off Instant Funded.
Prop firm codes for futures & perpetuals traders — NQ/ES lessons + funded account deals
Standing deal · Discount lane
One account, 122+ markets — crypto, stocks, indices, forex and commodities, all as perpetual futures. 1-step evaluations, static drawdown, daily payouts.
Use code ALGO8 at checkout to lock in 25% off.
Also new at MyFundedPerpetuals: the Reduced Fee Add-On — first 3 add-ons free for 7 days through Oct 28, 2026, added from your dashboard.
New to prop firms? Compare the firms, how funding works, and futures vs perpetuals — in plain English.
Futures prop firm — NQ/ES. Code ALGO8: $10 off Launch · 30% off Propel & Orbit · $300 off Instant Funded.
Current FundedNext promo: Up to 50% off futures accounts · Verified Oct 2026; may change
Futures prop firm — E8 Zero 35% off all orders · Signature Futures 20% off all orders with code ALGO8
25% off with code ALGO8
Perpetual futures — E8 One & Pro: 50% off 1st order · 30% off 2nd order with code ALGO8
2.5% off with code
Screenshot this card — every Algo8 code in one place for checkout.
| Firm | Code | Offer | |
|---|---|---|---|
| MyFundedPerpetuals | ALGO8 | 25% off | |
| BluSky | ALGO8 | $10 off Launch · 30% off Propel & Orbit · $300 off Instant Funded | |
| FundedNext Futures | ALGOVIII | Up to 50% off futures accounts | |
| E8 Markets | ALGO8 | Zero 35% off · One & Pro perps 50% off 1st order | |
| Vest Markets | R1ALGO8 | 2.5% off |
Run Python- or Pine-style strategies on embedded NQ/ES historical data
Browse indicators published by Algo_8
Live NQ/ES expected moves — next 30 minutes, rest of today, and tomorrow, from options pricing + a realized-vol model
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Live market headlines for NQ/ES — futures, Fed & rates, earnings, oil and crypto, refreshed every few minutes
LatestResearch brief · Revised Oct 13, 2026
Which Pine strategies deserve an automation test?
Eight public TradingView strategies, ranked by evidence we could check rather than by the authors' own numbers.
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Algo8 has codes for five prop firms: MyFundedPerpetuals (ALGO8, 25% off), BluSky (ALGO8), FundedNext Futures (ALGOVIII), E8 Markets (ALGO8) and Vest Markets (R1ALGO8). Every code is listed on this page with a copy button for checkout.
MyFundedPerpetuals — code ALGO8 takes 25% off, the biggest standing discount on this page. One-step evaluations start at $40, so $30 with the code. FundedNext Futures runs up to 50% off futures accounts in its current promo.
Futures prop firms — FundedNext Futures, BluSky and E8 Markets — fund accounts that trade exchange futures like NQ and ES. Perpetuals prop firms — MyFundedPerpetuals, Vest Markets and E8 Markets — fund perpetual futures accounts, so one account can trade crypto, indices, stocks and more as perps. E8 Markets covers both futures and perpetuals under the same ALGO8 code.
Copy the code from the firm's card on this page, open the firm's offer, and enter the code at checkout before you pay. The discount in each card is the one that code applies — for MyFundedPerpetuals, entering ALGO8 at checkout locks in 25% off.
Eight public TradingView strategies, ranked by evidence we could check rather than by the authors' own numbers. None has passed an independent test yet. One is worth testing first, and one should not be traded.
Bottom line
It is the only candidate that targets NQ directly and publishes a walk-forward test: three of four folds passed, +$5,272 total out-of-sample over 17.5 months. On MNQ at $2 a point, that is roughly 2,600 points.
Everything behind that number is unverified. The figures come from the repository author. We have not read the code, because the repository had no license file when we retrieved it. We don't know the trade count, the drawdown, which fold failed, or whether commission and slippage were included. The Pine v6 and NinjaTrader 8 ports live in reaver1000/tmbb-vbt and build on Zeiierman's indicator, so check the attribution and license before reusing them.
Ordered by evidence tier first, then by fit to NQ/ES and how clear the execution logic is. Every figure is author- or vendor-published. We have reproduced none of them.
ADX and volatility compression identify a range. The strategy trades the step-filter breakout, with a cooldown between trades.
This is the strongest published evidence in the set, but it is self-reported. The missing fold, trade count and cost settings decide whether it holds up.
Trades order-block retests after a break of structure, gated by a recent fair-value gap.
The figures come from a backtesting vendor and are on EURUSD/XAUUSD. The script has no costs, sizes by percent of equity, and a comment says 3 ATR where the code uses 2.
Enters on a band break shortly after Bollinger Band width compresses below its average.
The signal reads close[1] but the target is built from the live close, so the signal and the target use different bars. The figures are vendor-published, on EURUSD/USDJPY.
Confirmed swings, then break of structure, FVG and displacement. It rejects entries that are still hugging the broken level, and it tests the filter both on and off.
It is an indicator, not a strategy. You would have to add entries, stops, sizing and a flat time.
The Pine script waits for price to retrace into an unfilled three-candle gap, stops beyond the zone and targets 2R, with an optional 200 EMA filter.
The Python bot implements different rules. See the code review below before you run either.
Opening-range breakout filtered by The Strat bar patterns, with dollar-risk sizing and an automatic end-of-day exit.
It was tested on stocks and is early-stage. Use it as a template for session handling, not as evidence.
A classic Donchian breakout with risk-per-trade sizing, as described by the author.
The repository says to contact the author for the code, so none of this could be checked. The rules are well known, so you could write your own version instead.
Inverse fair-value-gap flips plus change-in-state-of-delivery confirmation in the NQ morning session.
The author's later pre-registered study did not confirm the edge.
Baselines, not picks
RSI Mean Reversion (H4, vendor-published PF 1.41) and EMA 21/50 Crossover (H1, PF 1.34) come from the same Backtrex repository as ranks 2 and 3. A more elaborate strategy should beat them after costs. They need the same porting fixes first, because the RSI script's stop is defined in FX pips.
We read every file in the source bundle. Line numbers refer to the bundle below. The first two problems affect all four Backtrex scripts, so their published figures can't be carried over to futures.
close[1] is not an anti-repaint fixAll four Backtrex scripts
A strategy already evaluates on the closed bar, so reading close[1] only adds a bar of lag. Repainting comes from pivots, request.security and intrabar state. The "anti-repainting" header comment overstates what the scripts protect against.
Lines 60, 170, 223, 278
None of the four scripts sets commission or slippage. All four size at 2% of equity, which does not map to whole NQ or ES contracts. The published PF figures are therefore cost-free results on FX.
RSI Mean Reversion · line 240
pipValue = syminfo.mintick * 10. On NQ, the 40-pip maximum stop becomes 100 points, a far wider stop than intended.
Bollinger Squeeze · lines 195–207
The breakout is detected on close[1], but the target is close ± distToMiddle × 2 using the live bar. Backtest and live targets can differ.
SMC OB + FVG · lines 102–104
The comment says strong moves are 3+ ATR. The code uses atr * 2. Decide which one you are testing and write it down.
FVG Master bot · lines 575, 585, 659, 782
The bot detects gaps on candles[-1], the candle that is still forming, so its signals can change before the bar closes. It then requires the last price to sit inside a gap that ends at that same candle's low or high, which almost never happens. The Pine version waits for a later retrace instead.
The default symbol BTC/USDT is spot on Binance, so short orders fail. A perpetual would be BTC/USDT:USDT. Stops and targets are checked every 30 seconds and closed with market orders. Nothing rests on the exchange, so if the process stops, the position has no stop.
EMA Crossover · line 291
request.security on the daily timeframe uses the default lookahead setting. Confirm in Bar Replay that the intraday bars only see the daily value they would have had at the time.
The execution stack is only as reliable as the signal state, the alert format and the broker's position model behind it.
Standard architecture
Bridge options found in the research include TradersPost for futures, and 3Commas, Alertatron, AlgoWay, TV-Hub, OptAlgo or Pionex for crypto. TradingView has listed NinjaTrader, AMP Futures, Tradovate and TradeStation among its futures broker integrations. Check the current list before you rely on it.
We did not confirm whether TradingView has a native route to any crypto perpetuals venue. Treat that as open. Webhook alerts require a paid TradingView plan.
Run them in order. A failure early in the list makes later optimization meaningless.
Before you look at any results, record the rules, parameters, market, date range, cost model and pass/fail thresholds. This is what exposed IFVG+CISD. Also record how many candidates you screened, because picking the best of many inflates its numbers.
Review 6+ months. Closed-bar signals must not move or disappear. Look at pivots and request.security, not just whether the script uses close[1].
Every request.security() call needs lookahead off, or a confirmed higher-timeframe value such as expr[1] with lookahead on.
Full-size ES/NQ: roughly $4.50 per side plus 1–2 ticks. Micros: roughly $0.50–$1.25 per side plus 1 tick ($0.50 on MNQ, $1.25 on MES). Crypto: 0.1–0.2% plus 2–5 ticks. These are assumptions, so check them with your broker.
Use Bar Magnifier, keep process_orders_on_close=false, and challenge any limit order that fills at exactly its price.
Use walk-forward folds, or one locked holdout of about 30% if data is short. Report every fold, especially the most recent. Prefer broad profitable plateaus to isolated peaks.
Aim for 100+ trades; 30 is the absolute floor. PF 1.5+ is useful, PF above 3 is suspicious, and frequent systems winning above 70% deserve a second look.
Use Strategy Tester for statistics, and Bar Replay or a forward paper test to confirm that the signals existed when the tester says they did.
Overlay daily loss limits, maximum drawdown, session boundaries, news exclusions, close-out time and order restrictions.
If one trade carries the total result, the strategy is a lottery ticket rather than a durable system.
Run the same parameters on a related symbol or timeframe without re-tuning. A collapse is a warning of overfitting.
Run alert → bridge → paper account for 2–4 weeks. Check latency, fills and that the broker's position matches the script's.
These are the facts the ranking depends on that we could not confirm. Several of them could change the top pick.
Reproduce rank 1 independently before anything else. Use MNQ 5m, the author's four fold boundaries, micro-contract costs and next-bar fills, with every threshold written down in advance.
If it fails, the shortlist has no Tier A candidate. That is still a useful result.
Eight Pine and Python files from four MIT-licensed repositories, with original comments and license notices kept intact. Code from repositories without an explicit license is linked, not copied. The file is unchanged from the first version, and the line numbers in the code review refer to it.
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Research completed October 10, 2026, and revised October 13, 2026 after a line-by-line review of the bundled code. Repositories were evaluated for published out-of-sample work, repaint and lookahead handling, realistic execution and an accessible automation path. Links below are the pages used.
This is research, not a recommendation to trade or deploy capital. Every performance figure shown is author- or vendor-published and has not been independently reproduced. Re-run the code with your own market, costs, data and execution path before moving beyond paper trading.
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