Initial commit of Turtle trading method bot

2024-06-10 07:34:17 -07:00 · 2024-06-10 07:34:17 -07:00 · 0d867ef955
commit 0d867ef955
parent c8ac80e7ff
1 changed files with 62 additions and 0 deletions
--- a/strategies/TurtleTradingBot.cs
+++ b/strategies/TurtleTradingBot.cs
@ -0,0 +1,62 @@
+#region Using declarations
+using NinjaTrader.Cbi;
+#endregion
+
+//This namespace holds Strategies in this folder and is required. Do not change it. 
+namespace NinjaTrader.NinjaScript.Strategies
+{
+    public class TurtleTradingBot : Strategy
+    {
+        protected override void OnStateChange()
+        {
+            if (State == State.SetDefaults)
+            {
+                Description = @"Bot based on the Turtle trading method by Richard Dennis and William Eckhardt";
+                Name = "Turtle Trading 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;
+                IsInstantiatedOnEachOptimizationIteration = true;
+            }
+        }
+
+        protected override void OnBarUpdate()
+        {
+            if (CurrentBar < BarsRequiredToTrade)
+                return;
+
+            if (Close[0] > MAX(High, 20)[1])
+                EnterLong();
+            /*else if (Close[0] < MIN(Low, 20)[1])
+                EnterShort();*/
+
+            if (Position.MarketPosition == MarketPosition.Long)
+            {
+                if (Close[0] < MIN(Low, 10)[1])
+                    ExitLong();
+            }
+            /*else if (Position.MarketPosition == MarketPosition.Short)
+            {
+                if (Close[0] > MAX(High, 10)[1])
+                    ExitShort();
+            }*/
+        }
+
+        public override string DisplayName
+        {
+            get { return Name; }
+        }
+    }
+}