2024-09-21 13:32:21 +00:00
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#region Using declarations
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using NinjaTrader.Cbi;
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using NinjaTrader.Data;
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using NinjaTrader.NinjaScript.Indicators;
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#endregion
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namespace NinjaTrader.NinjaScript.Strategies
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{
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public class TRINBot : Strategy
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{
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private RSI rsi;
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private SMA sma;
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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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2024-09-21 13:38:27 +00:00
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Description = @"Taken from chapter 12 of Short Term Trading Strategies That Work";
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2024-09-21 13:32:21 +00:00
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Name = "TRIN 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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}
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else if (State == State.Configure)
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{
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AddDataSeries("^TRIN", BarsPeriodType.Day, 1);
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}
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else if (State == State.DataLoaded)
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{
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rsi = RSI(2, 1);
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sma = SMA(200);
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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 (BarsInProgress != 0)
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return;
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if (CurrentBars[1] < 2)
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return;
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if (CurrentBar < 200)
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return;
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if (Close[0] > sma[0] && rsi[0] < 50)
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{
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if (Closes[1][0] > 1.0 && Closes[1][1] > 1.0 && Closes[1][2] > 1.0)
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EnterLong();
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}
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else if (rsi[0] > 65)
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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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}
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}
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