80 lines
2.8 KiB
C#
80 lines
2.8 KiB
C#
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#region Using declarations
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using NinjaTrader.Cbi;
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using NinjaTrader.NinjaScript.Indicators;
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using System.ComponentModel.DataAnnotations;
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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 InternalBarStrengthBandBot : Strategy
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{
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private InternalBarStrength ibs;
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private MAX highestHigh;
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private SMA highMinusLowAverage;
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private SMA sma;
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private Series<double> highMinusLow;
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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 = @"Long only bot which bases trades on internal bar strength and lower band condition";
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Name = "Internal Bar Strength Band 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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LowerBandMultiplier = 2.5;
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}
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else if (State == State.DataLoaded)
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{
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highMinusLow = new Series<double>(this);
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ibs = InternalBarStrength();
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highestHigh = MAX(High, 10);
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highMinusLowAverage = SMA(highMinusLow, 25);
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sma = SMA(200); // Regime filter.
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}
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}
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protected override void OnBarUpdate()
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{
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highMinusLow[0] = High[0] - Low[0];
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if (CurrentBar < BarsRequiredToTrade)
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return;
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double lowerBand = highestHigh[0] - (LowerBandMultiplier * highMinusLowAverage[0]);
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if (Close[0] < lowerBand && ibs[0] < 0.3 && Close[0] > sma[0])
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EnterLong();
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if (Close[0] > High[1])// || Close[0] < sma[0])
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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 = "Lower Band Multiplier", GroupName = "Internal Bar Strength Band Bot", Order = 1)]
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public double LowerBandMultiplier { get; set; }
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}
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}
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