Add strategy that randomly places trades based on the current RSI value

2024-06-01 06:00:31 -07:00 · 2024-06-01 06:00:31 -07:00 · 8e923b7a41
commit 8e923b7a41
parent e07bc36071
1 changed files with 116 additions and 0 deletions
--- a/strategies/RandomBotRSI.cs
+++ b/strategies/RandomBotRSI.cs
@ -0,0 +1,116 @@
+#region Using declarations
+using System;
+using System.ComponentModel.DataAnnotations;
+using NinjaTrader.Cbi;
+using NinjaTrader.NinjaScript.Indicators;
+#endregion
+
+//This namespace holds Strategies in this folder and is required. Do not change it. 
+namespace NinjaTrader.NinjaScript.Strategies
+{
+    public class RandomBotRSI : Strategy
+    {
+        private Random RNG = new Random();
+
+        private ATR atr;
+        private RSI rsi;
+
+        protected override void OnStateChange()
+        {
+            if (State == State.SetDefaults)
+            {
+                Description = @"Randomly places trades based on the current RSI value";
+                Name = "Random Bot (RSI)";
+                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;
+
+                PercentageChanceToEnterTrade = 25;
+                RSIPeriod = 14;
+                RSISmoothing = 3;
+                ATRPeriod = 14;
+                ATRMultiplier = 2;
+            }
+            else if (State == State.DataLoaded)
+            {
+                RNG = new Random();
+
+                atr = ATR(ATRPeriod);
+                rsi = RSI(RSIPeriod, RSISmoothing);
+            }
+        }
+
+        protected override void OnBarUpdate()
+        {
+            if (CurrentBar < BarsRequiredToTrade)
+                return;
+
+            if (Position.MarketPosition != MarketPosition.Flat)
+                return;
+
+            if (ShouldEnterTrade())
+            {
+                double atrValue = atr[0];
+                double stopLoss = ATRMultiplier * atrValue;
+                double profitTarget = ATRMultiplier * atrValue;
+
+                if (rsi[0] > 80.0)
+                {
+                    EnterLong();
+                    SetStopLoss(CalculationMode.Ticks, stopLoss / TickSize);
+                    SetProfitTarget(CalculationMode.Ticks, profitTarget / TickSize);
+                }
+                else if (rsi[0] < 20.0)
+                {
+                    EnterShort();
+                    SetStopLoss(CalculationMode.Ticks, stopLoss / TickSize);
+                    SetProfitTarget(CalculationMode.Ticks, profitTarget / TickSize);
+                }
+            }
+        }
+
+        private bool ShouldEnterTrade()
+        {
+            return RNG.Next(100) < PercentageChanceToEnterTrade;
+        }
+
+        public override string DisplayName
+        {
+            get { return Name; }
+        }
+
+        [Range(1, 100), NinjaScriptProperty]
+        [Display(Name = "Percentage Chance to Enter Trade", GroupName = "Random Bot (RSI)", Order = 1)]
+        public int PercentageChanceToEnterTrade { get; set; }
+
+        [Range(1, int.MaxValue), NinjaScriptProperty]
+        [Display(Name = "RSI Period", GroupName = "Random Bot (RSI)", Order = 2)]
+        public int RSIPeriod { get; set; }
+
+        [NinjaScriptProperty]
+        [Range(1, int.MaxValue)]
+        [Display(Name = "RSI Smoothing", GroupName = "Random Bot (RSI)", Order = 3)]
+        public int RSISmoothing { get; set; }
+
+        [Range(1, int.MaxValue), NinjaScriptProperty]
+        [Display(Name = "ATR Period", GroupName = "Random Bot (RSI)", Order = 4)]
+        public int ATRPeriod { get; set; }
+
+        [Range(0.1, double.MaxValue), NinjaScriptProperty]
+        [Display(Name = "ATR Multiplier", GroupName = "Random Bot (RSI)", Order = 5)]
+        public double ATRMultiplier { get; set; }
+    }
+}