moshferatu/ninjatrader
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Add RSI period and smoothing properties to RSI divergence strategy

Browse Source
This commit is contained in:
moshferatu 2024-08-31 06:15:18 -07:00
parent 5562b05589
commit 9e0590bad7
1 changed files with 15 additions and 1 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

16
strategies/rsi-divergence/RSIDivergenceBot.cs
View File

@ -1,6 +1,7 @@
#region Using declarations
using NinjaTrader.Cbi;
using NinjaTrader.NinjaScript.Indicators;
using System.ComponentModel.DataAnnotations;
#endregion
namespace NinjaTrader.NinjaScript.Strategies
@ -31,10 +32,13 @@ namespace NinjaTrader.NinjaScript.Strategies
StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 20;
IsInstantiatedOnEachOptimizationIteration = true;
RSIPeriod = 14;
RSISmoothing = 3;
}
else if (State == State.DataLoaded)
{
rsi = RSI(14, 3);
rsi = RSI(RSIPeriod, RSISmoothing);
}
}
@ -54,5 +58,15 @@ namespace NinjaTrader.NinjaScript.Strategies
{
get { return Name; }
}
[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name = "RSI Period", GroupName = "RSI Divergence Bot", Order = 1)]
public int RSIPeriod { get; set; }
[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name = "RSI Smoothing", GroupName = "RSI Divergence Bot", Order = 2)]
public int RSISmoothing { get; set; }
}
}