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Add a configuration property to the RSI divergence strategy for setting the divergence period

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moshferatu 2024-08-31 06:18:21 -07:00
parent 9e0590bad7
commit 8fc49bf60d
1 changed files with 7 additions and 1 deletions
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8
strategies/rsi-divergence/RSIDivergenceBot.cs
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@ -35,6 +35,7 @@ namespace NinjaTrader.NinjaScript.Strategies
RSIPeriod = 14; RSIPeriod = 14;
RSISmoothing = 3; RSISmoothing = 3;
DivergencePeriod = 5;
} }
else if (State == State.DataLoaded) else if (State == State.DataLoaded)
{ {
@ -47,7 +48,7 @@ namespace NinjaTrader.NinjaScript.Strategies
if (CurrentBar < BarsRequiredToTrade) if (CurrentBar < BarsRequiredToTrade)
return; return;
if (rsi[0] > rsi[5] && Close[0] < Close[5]) if (rsi[0] > rsi[DivergencePeriod] && Close[0] < Close[DivergencePeriod])
EnterLong(); EnterLong();
if (Position.MarketPosition == MarketPosition.Long && rsi[0] > 70.0) if (Position.MarketPosition == MarketPosition.Long && rsi[0] > 70.0)
@ -68,5 +69,10 @@ namespace NinjaTrader.NinjaScript.Strategies
[Range(1, int.MaxValue)] [Range(1, int.MaxValue)]
[Display(Name = "RSI Smoothing", GroupName = "RSI Divergence Bot", Order = 2)] [Display(Name = "RSI Smoothing", GroupName = "RSI Divergence Bot", Order = 2)]
public int RSISmoothing { get; set; } public int RSISmoothing { get; set; }
[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name = "Divergence Period", GroupName = "RSI Divergence Bot", Order = 3)]
public int DivergencePeriod { get; set; }
} }
} }