ninjatrader/strategies/engulfing/EngulfingBot.cs

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

namespace NinjaTrader.NinjaScript.Strategies
{
    public class EngulfingBot : Strategy
    {
        private SMA LongTermTrend;

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Name = "Engulfing Bot";
                Description = @"Simple strategy based on the engulfing candle pattern";
                Calculate = Calculate.OnBarClose;
                EntriesPerDirection = 1;

                LongTermTrendPeriod = 200;
            }
            else if (State == State.DataLoaded)
            {
                LongTermTrend = SMA(LongTermTrendPeriod);
            }
        }

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

            if (High[0] > High[1] && Close[0] < Low[1])
            {
                if (Close[0] >= LongTermTrend[0])
                    EnterLong();
                else
                    EnterShort();
            }

            if (Position.MarketPosition == MarketPosition.Long && (Close[0] > Position.AveragePrice || Close[0] > High[1]))
                ExitLong();
            else if (Position.MarketPosition == MarketPosition.Short && (Close[0] < Position.AveragePrice || Close[0] < Low[1]))
                ExitShort();
        }

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

        [NinjaScriptProperty]
        [Range(1, int.MaxValue)]
        [Display(Name = "Long-Term Trend Period", GroupName = "Engulfing Bot", Order = 1)]
        public int LongTermTrendPeriod { get; set; }
    }
}