From 5ddb96dccc1eba61e045a0035db382db3b0ce43c Mon Sep 17 00:00:00 2001
From: moshferatu <moshferatu@moshferatu.dev>
Date: Tue, 19 Nov 2024 06:40:09 -0800
Subject: [PATCH] Initial commit of HILO Index Highs and HILO Index Lows
 strategies

---
 .../HILOIndexHighs.cs                         | 73 +++++++++++++++++++
 .../HILOIndexLows.cs                          | 73 +++++++++++++++++++
 2 files changed, 146 insertions(+)
 create mode 100644 strategies/new-52-week-highs-and-lows/HILOIndexHighs.cs
 create mode 100644 strategies/new-52-week-highs-and-lows/HILOIndexLows.cs

diff --git a/strategies/new-52-week-highs-and-lows/HILOIndexHighs.cs b/strategies/new-52-week-highs-and-lows/HILOIndexHighs.cs
new file mode 100644
index 0000000..b2d880a
--- /dev/null
+++ b/strategies/new-52-week-highs-and-lows/HILOIndexHighs.cs
@@ -0,0 +1,73 @@
+#region Using declarations
+using NinjaTrader.NinjaScript.Indicators;
+using System.ComponentModel.DataAnnotations;
+#endregion
+
+namespace NinjaTrader.NinjaScript.Strategies
+{
+    public class HILOIndexHighs : Strategy
+    {
+        private const int PrimaryBars = 0;
+
+        private HILOIndex HILO;
+        private MAX HILOHighs;
+        private SMA LongTermTrend;
+
+        protected override void OnStateChange()
+        {
+            if (State == State.SetDefaults)
+            {
+                Name = "HILO Index Highs";
+                Description = @"Based on chatper 8 of How Markets Really Work (2012) by Larry Connors";
+                Calculate = Calculate.OnBarClose;
+                EntriesPerDirection = 1;
+
+                HighPeriod = 5;
+                LongTermTrendPeriod = 200;
+                DaysToExit = 5;
+            }
+            else if (State == State.Configure)
+            {
+                AddDataSeries("FINH");
+                AddDataSeries("FINL");
+
+                BarsRequiredToTrade = HighPeriod;
+            }
+            else if (State == State.DataLoaded)
+            {
+                HILO = HILOIndex();
+                HILOHighs = MAX(HILO, HighPeriod);
+                LongTermTrend = SMA(LongTermTrendPeriod);
+            }
+        }
+
+        protected override void OnBarUpdate()
+        {
+            if (PrimaryBars != BarsInProgress || CurrentBar < HighPeriod)
+                return;
+
+            if (HILO[0] == HILOHighs[0] && Close[0] > LongTermTrend[0])
+                EnterLong();
+
+            if (BarsSinceEntryExecution(PrimaryBars, "", 0) >= DaysToExit)
+                ExitLong();
+        }
+
+        public override string DisplayName
+        {
+            get { return Name; }
+        }
+
+        [NinjaScriptProperty]
+        [Display(Name = "High Period", GroupName = "HILO Index Highs", Order = 1)]
+        public int HighPeriod { get; set; }
+
+        [NinjaScriptProperty]
+        [Display(Name = "Long-Term Trend Period", GroupName = "HILO Index Highs", Order = 2)]
+        public int LongTermTrendPeriod { get; set; }
+
+        [NinjaScriptProperty]
+        [Display(Name = "Days to Exit", GroupName = "HILO Index Highs", Order = 3)]
+        public int DaysToExit { get; set; }
+    }
+}
diff --git a/strategies/new-52-week-highs-and-lows/HILOIndexLows.cs b/strategies/new-52-week-highs-and-lows/HILOIndexLows.cs
new file mode 100644
index 0000000..067fa56
--- /dev/null
+++ b/strategies/new-52-week-highs-and-lows/HILOIndexLows.cs
@@ -0,0 +1,73 @@
+#region Using declarations
+using NinjaTrader.NinjaScript.Indicators;
+using System.ComponentModel.DataAnnotations;
+#endregion
+
+namespace NinjaTrader.NinjaScript.Strategies
+{
+    public class HILOIndexLows : Strategy
+    {
+        private const int PrimaryBars = 0;
+
+        private HILOIndex HILO;
+        private MIN HILOLows;
+        private SMA LongTermTrend;
+
+        protected override void OnStateChange()
+        {
+            if (State == State.SetDefaults)
+            {
+                Name = "HILO Index Lows";
+                Description = @"Based on chatper 8 of How Markets Really Work (2012) by Larry Connors";
+                Calculate = Calculate.OnBarClose;
+                EntriesPerDirection = 1;
+
+                LowPeriod = 5;
+                LongTermTrendPeriod = 200;
+                DaysToExit = 5;
+            }
+            else if (State == State.Configure)
+            {
+                AddDataSeries("FINH");
+                AddDataSeries("FINL");
+
+                BarsRequiredToTrade = LowPeriod;
+            }
+            else if (State == State.DataLoaded)
+            {
+                HILO = HILOIndex();
+                HILOLows = MIN(HILO, LowPeriod);
+                LongTermTrend = SMA(LongTermTrendPeriod);
+            }
+        }
+
+        protected override void OnBarUpdate()
+        {
+            if (PrimaryBars != BarsInProgress || CurrentBar < LowPeriod)
+                return;
+
+            if (HILO[0] == HILOLows[0] && Close[0] > LongTermTrend[0])
+                EnterLong();
+
+            if (BarsSinceEntryExecution(PrimaryBars, "", 0) >= DaysToExit)
+                ExitLong();
+        }
+
+        public override string DisplayName
+        {
+            get { return Name; }
+        }
+
+        [NinjaScriptProperty]
+        [Display(Name = "Low Period", GroupName = "HILO Index Lows", Order = 1)]
+        public int LowPeriod { get; set; }
+
+        [NinjaScriptProperty]
+        [Display(Name = "Long-Term Trend Period", GroupName = "HILO Index Lows", Order = 2)]
+        public int LongTermTrendPeriod { get; set; }
+
+        [NinjaScriptProperty]
+        [Display(Name = "Days to Exit", GroupName = "HILO Index Lows", Order = 3)]
+        public int DaysToExit { get; set; }
+    }
+}