ninjatrader/strategies/KnowSureThingBot.cs

#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.Indicators;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion

//This namespace holds Strategies in this folder and is required. Do not change it. 
namespace NinjaTrader.NinjaScript.Strategies
{
    public class KnowSureThingBot : Strategy
    {
        KnowSureThing KST;

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description = @"";
                Name = "Know Sure Thing Bot";
                Calculate = Calculate.OnBarClose;
                EntriesPerDirection = 1;
                EntryHandling = EntryHandling.AllEntries;
                IsExitOnSessionCloseStrategy = true;
                ExitOnSessionCloseSeconds = 30;
                IsFillLimitOnTouch = false;
                MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
                OrderFillResolution = OrderFillResolution.Standard;
                Slippage = 0;
                StartBehavior = StartBehavior.WaitUntilFlat;
                TimeInForce = TimeInForce.Gtc;
                TraceOrders = false;
                RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
                StopTargetHandling = StopTargetHandling.PerEntryExecution;
                BarsRequiredToTrade = 20;
            }
            else if (State == State.DataLoaded)
            {
                KST = KnowSureThing();
            }
        }

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

            if (BarsInProgress == 1)
                return;

            if (Position.MarketPosition == MarketPosition.Long && KST[0] < KST.MovingAverage[0])
            {
                ExitLong();
            }

            if (Position.MarketPosition == MarketPosition.Short && KST[0] > KST.MovingAverage[0])
            {
                ExitShort();
            }

            if (KST[0] > KST.MovingAverage[0] && KST[1] < KST.MovingAverage[1] && KST[0] <= -2.0)
            {
                SetProfitTarget(CalculationMode.Ticks, 12.0);
                EnterLong();
            }

            if (KST[0] < KST.MovingAverage[0] && KST[1] > KST.MovingAverage[1] && KST[0] >= 2.0)
            {
                SetProfitTarget(CalculationMode.Ticks, 12.0);
                EnterShort();
            }
        }
    }
}