Initial commit of Large Moves Down strategy

strategies/large-moves/LargeMovesDown.cs

@@ -0,0 +1,46 @@
+#region Using declarations
+using System.ComponentModel.DataAnnotations;
+#endregion
+
+namespace NinjaTrader.NinjaScript.Strategies
+{
+    public class LargeMovesDown : Strategy
+    {
+        protected override void OnStateChange()
+        {
+            if (State == State.SetDefaults)
+            {
+                Name = "Large Moves Down";
+                Description = @"Based on chatper 7 of How Markets Really Work (2012) by Larry Connors";
+                Calculate = Calculate.OnBarClose;
+                EntriesPerDirection = 1;
+
+                PercentDeclineThreshold = 1.0;
+                DaysToExit = 5;
+            }
+        }
+
+        protected override void OnBarUpdate()
+        {
+            double percent_decline = (Open[0] - Close[0]) / Open[0] * 100;
+            if (percent_decline >= PercentDeclineThreshold)
+                EnterLong();
+
+            if (BarsSinceEntryExecution() >= DaysToExit)
+                ExitLong();
+        }
+
+        public override string DisplayName
+        {
+            get { return Name; }
+        }
+
+        [NinjaScriptProperty]
+        [Display(Name = "Percent Decline", GroupName = "Large Moves Down", Order = 1)]
+        public double PercentDeclineThreshold { get; set; }
+
+        [NinjaScriptProperty]
+        [Display(Name = "Days to Exit", GroupName = "Large Moves Down", Order = 2)]
+        public int DaysToExit { get; set; }
+    }
+}