Initial commit of Up Days in a Row strategy

strategies/up-and-down-days-in-a-row/UpDaysInARow.cs

@@ -0,0 +1,55 @@
+#region Using declarations
+using System.ComponentModel.DataAnnotations;
+#endregion
+
+namespace NinjaTrader.NinjaScript.Strategies
+{
+    public class UpDaysInARow : Strategy
+    {
+        private int upDayStreak;
+
+        protected override void OnStateChange()
+        {
+            if (State == State.SetDefaults)
+            {
+                Name = "Up Days in a Row";
+                Description = @"Based on chatper 4 of How Markets Really Work (2012) by Larry Connors";
+                Calculate = Calculate.OnBarClose;
+                EntriesPerDirection = 1;
+
+                DaysInARow = 3;
+                DaysToExit = 5;
+            }
+        }
+
+        protected override void OnBarUpdate()
+        {
+            if (CurrentBar < DaysInARow)
+                return;
+
+            if (Close[0] > Close[1])
+                upDayStreak++;
+            else
+                upDayStreak = 0;
+
+            if (upDayStreak >= DaysInARow)
+                EnterLong();
+
+            if (BarsSinceEntryExecution() >= DaysToExit)
+                ExitLong();
+        }
+
+        public override string DisplayName
+        {
+            get { return Name; }
+        }
+
+        [NinjaScriptProperty]
+        [Display(Name = "Days in a Row", GroupName = "Up Days in a Row", Order = 1)]
+        public int DaysInARow { get; set; }
+
+        [NinjaScriptProperty]
+        [Display(Name = "Days to Exit", GroupName = "Up Days in a Row", Order = 2)]
+        public int DaysToExit { get; set; }
+    }
+}