Add Triple Moving Average Slope Bot

strategies/TripleMovingAverageSlopeBot.cs

@@ -0,0 +1,110 @@
+#region Using declarations
+using NinjaTrader.Cbi;
+using NinjaTrader.Data;
+using NinjaTrader.NinjaScript.Indicators;
+using System;
+using System.ComponentModel.DataAnnotations;
+#endregion
+
+namespace NinjaTrader.NinjaScript.Strategies
+{
+    public class TripleMovingAverageSlopeBot : Strategy
+    {
+        private EMA fastMA;
+        private EMA mediumMA;
+        private EMA slowMA;
+        private SMA longTermTrend;
+
+        protected override void OnStateChange()
+        {
+            if (State == State.SetDefaults)
+            {
+                Description = @"";
+                Name = "Triple Moving Average Slope Bot";
+                Calculate = Calculate.OnBarClose;
+                EntriesPerDirection = 1;
+                EntryHandling = EntryHandling.AllEntries;
+                IsExitOnSessionCloseStrategy = false;
+                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;
+                IsInstantiatedOnEachOptimizationIteration = true;
+
+                FastMAPeriod = 100;
+                MediumMAPeriod = 200;
+                SlowMAPeriod = 300;
+                LongTermTrendPeriod = 20;
+                LongOnly = false;
+            }
+            else if (State == State.Configure)
+            {
+                AddDataSeries(BarsPeriodType.Day, 1);
+            }
+            else if (State == State.DataLoaded)
+            {
+                fastMA = EMA(FastMAPeriod);
+                mediumMA = EMA(MediumMAPeriod);
+                slowMA = EMA(SlowMAPeriod);
+
+                longTermTrend = SMA(BarsArray[1], LongTermTrendPeriod);
+            }
+        }
+
+        protected override void OnBarUpdate()
+        {
+            if (BarsInProgress != 0)
+                return;
+
+            if (CurrentBar < Math.Max(FastMAPeriod, Math.Max(MediumMAPeriod, SlowMAPeriod)))
+                return;
+
+            if (CurrentBars[1] < 0)
+                return;
+
+            if (fastMA[0] > fastMA[1] && mediumMA[0] > mediumMA[1] && slowMA[0] > slowMA[1] && Close[0] > longTermTrend[0])
+                EnterLong();
+            else if (fastMA[0] < fastMA[1] && mediumMA[0] < mediumMA[1])
+                ExitLong();
+
+            if (!LongOnly)
+            {
+                if (fastMA[0] < fastMA[1] && mediumMA[0] < mediumMA[1] && slowMA[0] < slowMA[1] && Close[0] < longTermTrend[0])
+                    EnterShort();
+                else if (fastMA[0] > fastMA[1] && mediumMA[0] > mediumMA[1])
+                    ExitShort();
+            }
+        }
+
+        public override string DisplayName
+        {
+            get { return Name; }
+        }
+
+        [NinjaScriptProperty]
+        [Display(Name = "Fast MA Period", GroupName = "Triple Moving Average Slope Bot", Order = 1)]
+        public int FastMAPeriod { get; set; }
+
+        [NinjaScriptProperty]
+        [Display(Name = "Medium MA Period", GroupName = "Triple Moving Average Slope Bot", Order = 2)]
+        public int MediumMAPeriod { get; set; }
+
+        [NinjaScriptProperty]
+        [Display(Name = "Slow MA Period", GroupName = "Triple Moving Average Slope Bot", Order = 3)]
+        public int SlowMAPeriod { get; set; }
+
+        [NinjaScriptProperty]
+        [Display(Name = "Long Term Trend Period", GroupName = "Triple Moving Average Slope Bot", Order = 4)]
+        public int LongTermTrendPeriod { get; set; }
+
+        [NinjaScriptProperty]
+        [Display(Name = "Long Only", GroupName = "Triple Moving Average Slope Bot", Order = 5)]
+        public bool LongOnly { get; set; }
+    }
+}