Initial commit of Monthly Momentum Bot

2024-08-20 06:06:20 -07:00 · 2024-08-20 06:06:20 -07:00 · 8445774d7c
commit 8445774d7c
parent 8c6f91379c
1 changed files with 60 additions and 0 deletions
--- a/strategies/MonthlyMomentumBot.cs
+++ b/strategies/MonthlyMomentumBot.cs
@ -0,0 +1,60 @@
+#region Using declarations
+using System.ComponentModel.DataAnnotations;
+using NinjaTrader.Cbi;
+using NinjaTrader.NinjaScript.Indicators;
+#endregion
+
+// This strategy is intended to be run on a monthly chart.
+namespace NinjaTrader.NinjaScript.Strategies
+{
+    public class MonthlyMomentumBot : Strategy
+    {
+        private SMA sma;
+        
+        protected override void OnStateChange()
+        {
+            if (State == State.SetDefaults)
+            {
+                Description = @"";
+                Name = "Monthly Momentum 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;
+
+                SMAPeriod = 12;
+            }
+            else if (State == State.DataLoaded)
+            {
+                sma = SMA(SMAPeriod);
+            }
+        }
+
+        protected override void OnBarUpdate()
+        {
+            if (CurrentBar < SMAPeriod)
+                return;
+
+            if (CrossAbove(Close, sma, 1))
+                EnterLong();
+            else if (CrossBelow(Close, sma, 1))
+                ExitLong();
+        }
+
+        [NinjaScriptProperty]
+        [Display(Name = "SMA Period", GroupName = "Monthly Momentum Bot", Order = 1)]
+        public int SMAPeriod { get; set; }
+    }
+}