47 lines
1.3 KiB
C#
47 lines
1.3 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 LargeMovesUp : Strategy
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{
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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 = "Large Moves Up";
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Description = @"Based on chatper 7 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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PercentGainThreshold = 1.0;
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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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double percent_gain = (Close[0] - Open[0]) / Open[0] * 100;
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if (percent_gain >= PercentGainThreshold)
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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 = "Percent Gain", GroupName = "Large Moves Up", Order = 1)]
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public double PercentGainThreshold { get; set; }
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[NinjaScriptProperty]
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[Display(Name = "Days to Exit", GroupName = "Large Moves Up", Order = 2)]
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public int DaysToExit { get; set; }
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}
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}
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