ninjatrader/strategies/turtle-trading/TurtleTradingBot.cs

#region Using declarations
using NinjaTrader.Cbi;
using System.ComponentModel.DataAnnotations;
#endregion

namespace NinjaTrader.NinjaScript.Strategies
{
    public class TurtleTradingBot : Strategy
    {
        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Name = "Turtle Trading Bot";
                Description = @"Based on the Turtle Trading method by Richard Dennis and William Eckhardt";
                Calculate = Calculate.OnBarClose;
                EntriesPerDirection = 1;

                HighPeriod = 20;
                LowPeriod = 10;
            }
        }

        protected override void OnBarUpdate()
        {
            if (CurrentBar < BarsRequiredToTrade)
                return;

            if (Close[0] > MAX(High, HighPeriod)[1])
                EnterLong();

            if (Position.MarketPosition == MarketPosition.Long)
            {
                if (Close[0] < MIN(Low, LowPeriod)[1])
                    ExitLong();
            }
        }

        public override string DisplayName
        {
            get { return Name; }
        }

        [NinjaScriptProperty]
        [Display(Name = "High Period", GroupName = "Turtle Trading Bot", Order = 1)]
        public int HighPeriod { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Low Period", GroupName = "Turtle Trading Bot", Order = 2)]
        public int LowPeriod { get; set; }
    }
}