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Add parameters to 10-day low strategy

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This commit is contained in:
moshferatu 2024-08-30 05:28:35 -07:00
parent a6c26c7aac
commit 2fbf175ca1
1 changed files with 23 additions and 6 deletions
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29
strategies/10-day-low/TenDayLowBot.cs
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@ -1,6 +1,7 @@
#region Using declarations
using NinjaTrader.Cbi;
using NinjaTrader.NinjaScript.Indicators;
using System.ComponentModel.DataAnnotations;
#endregion
namespace NinjaTrader.NinjaScript.Strategies
@ -8,7 +9,7 @@ namespace NinjaTrader.NinjaScript.Strategies
public class TenDayLowBot : Strategy
{
private MIN lows;
private SMA sma;
private SMA shortTermTrend;
private SMA longTermTrend;
protected override void OnStateChange()
@ -33,24 +34,28 @@ namespace NinjaTrader.NinjaScript.Strategies
StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 20;
IsInstantiatedOnEachOptimizationIteration = true;
LowPeriod = 10;
ShortTermTrendPeriod = 10;
LongTermTrendPeriod = 200;
}
else if (State == State.DataLoaded)
{
lows = MIN(Low, 10);
sma = SMA(10);
longTermTrend = SMA(200);
lows = MIN(Low, LowPeriod);
shortTermTrend = SMA(ShortTermTrendPeriod);
longTermTrend = SMA(LongTermTrendPeriod);
}
}
protected override void OnBarUpdate()
{
if (CurrentBar < 10)
if (CurrentBar < LowPeriod)
return;
if (Low[0] == lows[0] && Close[0] > longTermTrend[0])
EnterLong();
if (Close[0] > sma[0])
if (Close[0] > shortTermTrend[0])
ExitLong();
}
@ -58,5 +63,17 @@ namespace NinjaTrader.NinjaScript.Strategies
{
get { return Name; }
}
[NinjaScriptProperty]
[Display(Name = "Low Period", GroupName = "10-Day Low Bot", Order = 1)]
public int LowPeriod { get; set; }
[NinjaScriptProperty]
[Display(Name = "Short Term Trend Period", GroupName = "10-Day Low Bot", Order = 2)]
public int ShortTermTrendPeriod { get; set; }
[NinjaScriptProperty]
[Display(Name = "Long Term Trend Period", GroupName = "10-Day Low Bot", Order = 3)]
public int LongTermTrendPeriod { get; set; }
}
}