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Remove equal position sizing from RSI divergence strategy

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moshferatu 2024-08-31 06:11:53 -07:00
parent 0d2dd3509a
commit 5562b05589
1 changed files with 1 additions and 5 deletions
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6
strategies/rsi-divergence/RSIDivergenceBot.cs
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@ -1,7 +1,6 @@
#region Using declarations #region Using declarations
using NinjaTrader.Cbi; using NinjaTrader.Cbi;
using NinjaTrader.NinjaScript.Indicators; using NinjaTrader.NinjaScript.Indicators;
using System;
#endregion #endregion
namespace NinjaTrader.NinjaScript.Strategies namespace NinjaTrader.NinjaScript.Strategies
@ -45,10 +44,7 @@ namespace NinjaTrader.NinjaScript.Strategies
return; return;
if (rsi[0] > rsi[5] && Close[0] < Close[5]) if (rsi[0] > rsi[5] && Close[0] < Close[5])
{ EnterLong();
int quantity = (int)Math.Floor(100000 / Close[0]);
EnterLong(quantity);
}
if (Position.MarketPosition == MarketPosition.Long && rsi[0] > 70.0) if (Position.MarketPosition == MarketPosition.Long && rsi[0] > 70.0)
ExitLong(); ExitLong();