56 lines
1.5 KiB
C#
56 lines
1.5 KiB
C#
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#region Using declarations
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using System.ComponentModel.DataAnnotations;
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#endregion
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namespace NinjaTrader.NinjaScript.Strategies
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{
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public class UpDaysInARow : Strategy
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{
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private int upDayStreak;
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protected override void OnStateChange()
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{
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if (State == State.SetDefaults)
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{
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Name = "Up Days in a Row";
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Description = @"Based on chatper 4 of How Markets Really Work (2012) by Larry Connors";
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Calculate = Calculate.OnBarClose;
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EntriesPerDirection = 1;
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DaysInARow = 3;
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DaysToExit = 5;
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}
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}
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protected override void OnBarUpdate()
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{
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if (CurrentBar < DaysInARow)
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return;
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if (Close[0] > Close[1])
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upDayStreak++;
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else
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upDayStreak = 0;
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if (upDayStreak >= DaysInARow)
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EnterLong();
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if (BarsSinceEntryExecution() >= DaysToExit)
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ExitLong();
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}
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public override string DisplayName
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{
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get { return Name; }
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}
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[NinjaScriptProperty]
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[Display(Name = "Days in a Row", GroupName = "Up Days in a Row", Order = 1)]
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public int DaysInARow { get; set; }
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[NinjaScriptProperty]
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[Display(Name = "Days to Exit", GroupName = "Up Days in a Row", Order = 2)]
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public int DaysToExit { get; set; }
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}
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}
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