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

Add high / low period parameters to Turtle Trading strategy

Browse Source
This commit is contained in:
moshferatu 2024-11-12 07:26:09 -08:00
parent d796bace40
commit 9ec7cc29ff
1 changed files with 14 additions and 2 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

16
strategies/turtle-trading/TurtleTradingBot.cs
View File

@ -1,5 +1,6 @@
#region Using declarations #region Using declarations
using NinjaTrader.Cbi; using NinjaTrader.Cbi;
using System.ComponentModel.DataAnnotations;
#endregion #endregion
namespace NinjaTrader.NinjaScript.Strategies namespace NinjaTrader.NinjaScript.Strategies
@ -14,6 +15,9 @@ namespace NinjaTrader.NinjaScript.Strategies
Description = @"Based on the Turtle Trading method by Richard Dennis and William Eckhardt"; Description = @"Based on the Turtle Trading method by Richard Dennis and William Eckhardt";
Calculate = Calculate.OnBarClose; Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1; EntriesPerDirection = 1;
HighPeriod = 20;
LowPeriod = 10;
} }
} }
@ -22,12 +26,12 @@ namespace NinjaTrader.NinjaScript.Strategies
if (CurrentBar < BarsRequiredToTrade) if (CurrentBar < BarsRequiredToTrade)
return; return;
if (Close[0] > MAX(High, 20)[1]) if (Close[0] > MAX(High, HighPeriod)[1])
EnterLong(); EnterLong();
if (Position.MarketPosition == MarketPosition.Long) if (Position.MarketPosition == MarketPosition.Long)
{ {
if (Close[0] < MIN(Low, 10)[1]) if (Close[0] < MIN(Low, LowPeriod)[1])
ExitLong(); ExitLong();
} }
} }
@ -36,5 +40,13 @@ namespace NinjaTrader.NinjaScript.Strategies
{ {
get { return Name; } get { return Name; }
} }
[NinjaScriptProperty]
[Display(Name = "High Period", GroupName = "Turtle Trading Bot", Order = 1)]
public int HighPeriod { get; set; }
[NinjaScriptProperty]
[Display(Name = "Low Period", GroupName = "Turtle Trading Bot", Order = 2)]
public int LowPeriod { get; set; }
} }
} }