From 1a17b9bd95f61131296f026665a631fb1e072be2 Mon Sep 17 00:00:00 2001
From: moshferatu <gitea@steveharris.sh>
Date: Sat, 11 May 2024 06:03:52 -0700
Subject: [PATCH] Add another opening range bot

---
 strategies/OpeningRangeBot.cs | 72 +++++++++++++++++++++++++++++++++++
 1 file changed, 72 insertions(+)
 create mode 100644 strategies/OpeningRangeBot.cs

diff --git a/strategies/OpeningRangeBot.cs b/strategies/OpeningRangeBot.cs
new file mode 100644
index 0000000..d76921c
--- /dev/null
+++ b/strategies/OpeningRangeBot.cs
@@ -0,0 +1,72 @@
+#region Using declarations
+using NinjaTrader.Cbi;
+using NinjaTrader.Data;
+using NinjaTrader.NinjaScript.Indicators;
+#endregion
+
+//This namespace holds Strategies in this folder and is required. Do not change it. 
+namespace NinjaTrader.NinjaScript.Strategies
+{
+    public class OpeningRangeBot : Strategy
+    {
+        private const int PrimaryBars = 0;
+        
+        private OpeningRange OR;
+        
+        protected override void OnStateChange()
+        {
+            if (State == State.SetDefaults)
+            {
+                Description = @"Strategy based on opening range breakouts";
+                Name = "Opening Range 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;
+            }
+            else if (State == State.Configure)
+            {
+                AddDataSeries(BarsPeriodType.Minute, 1);
+                AddDataSeries(Instrument.FullName, new BarsPeriod
+                    { BarsPeriodType = BarsPeriodType.Minute, Value = 5 }, "US Equities RTH");
+            }
+            else if (State == State.DataLoaded)
+            {
+                OR = OpeningRange(30, OpeningRangeBarType.Minutes);
+            }
+        }
+
+        protected override void OnBarUpdate()
+        {
+            // TODO: Make this timezone-agnostic.
+            if (ToTime(Time[0]) <= 70000)
+                return;
+
+            if (PrimaryBars != BarsInProgress)
+                return;
+
+            if (Open[0] < OR.ORH[0] && Close[0] > OR.ORH[0])
+            {
+                SetStopLoss(CalculationMode.Price, Low[0]);
+                EnterLong();
+            }
+            else if (Open[0] > OR.ORL[0] && Close[0] < OR.ORL[0])
+            {
+                SetStopLoss(CalculationMode.Price, High[0]);
+                EnterShort();
+            }
+        }
+    }
+}