104 lines
3.6 KiB
C#
104 lines
3.6 KiB
C#
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#region Using declarations
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using System;
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using System.ComponentModel.DataAnnotations;
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using NinjaTrader.Cbi;
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using NinjaTrader.NinjaScript.Indicators;
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#endregion
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//This namespace holds Strategies in this folder and is required. Do not change it.
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namespace NinjaTrader.NinjaScript.Strategies
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{
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public class RandomBot : Strategy
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{
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private Random RNG = new Random();
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private ATR atr;
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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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Description = @"";
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Name = "Random Bot";
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Calculate = Calculate.OnBarClose;
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EntriesPerDirection = 1;
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EntryHandling = EntryHandling.AllEntries;
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IsExitOnSessionCloseStrategy = true;
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ExitOnSessionCloseSeconds = 30;
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IsFillLimitOnTouch = false;
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MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
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OrderFillResolution = OrderFillResolution.Standard;
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Slippage = 0;
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StartBehavior = StartBehavior.WaitUntilFlat;
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TimeInForce = TimeInForce.Gtc;
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TraceOrders = false;
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RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
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StopTargetHandling = StopTargetHandling.PerEntryExecution;
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BarsRequiredToTrade = 20;
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IsInstantiatedOnEachOptimizationIteration = true;
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PercentageChanceToEnterTrade = 5;
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AtrPeriod = 14;
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AtrMultiplier = 2;
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}
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else if (State == State.DataLoaded)
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{
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RNG = new Random();
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atr = ATR(AtrPeriod);
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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 < BarsRequiredToTrade)
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return;
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if (Position.MarketPosition != MarketPosition.Flat)
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return;
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if (ShouldEnterTrade())
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{
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double atrValue = atr[0];
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double stopLoss = AtrMultiplier * atrValue;
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double profitTarget = AtrMultiplier * atrValue;
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bool isLongTrade = (RNG.Next(2) == 0); // 50% chance to go long or short.
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if (isLongTrade)
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{
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EnterLong();
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SetStopLoss(CalculationMode.Ticks, stopLoss / TickSize);
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SetProfitTarget(CalculationMode.Ticks, profitTarget / TickSize);
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}
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else
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{
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EnterShort();
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SetStopLoss(CalculationMode.Ticks, stopLoss / TickSize);
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SetProfitTarget(CalculationMode.Ticks, profitTarget / TickSize);
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}
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}
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}
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private bool ShouldEnterTrade()
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{
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return RNG.Next(100) < PercentageChanceToEnterTrade;
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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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[Range(1, 100), NinjaScriptProperty]
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[Display(Name = "Percentage Chance to Enter Trade", GroupName = "Random Bot", Order = 1)]
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public int PercentageChanceToEnterTrade { get; set; }
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[Range(1, int.MaxValue), NinjaScriptProperty]
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[Display(Name = "Profit / Stop ATR Period", GroupName = "Random Bot", Order = 2)]
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public int AtrPeriod { get; set; }
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[Range(0.1, double.MaxValue), NinjaScriptProperty]
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[Display(Name = "Profit / Stop ATR Multiplier", GroupName = "Random Bot", Order = 3)]
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public double AtrMultiplier { get; set; }
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}
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}
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