From a270308b2ffa33f0542ed6cedf05ea0ef7b1cb73 Mon Sep 17 00:00:00 2001
From: moshferatu <moshferatu@moshferatu.dev>
Date: Sun, 29 Sep 2024 06:13:54 -0700
Subject: [PATCH] Initial commit of RSI 10-6 / 90-94 strategy

---
 strategies/rsi-10-6-90-94/RSITenSix.cs | 133 +++++++++++++++++++++++++
 1 file changed, 133 insertions(+)
 create mode 100644 strategies/rsi-10-6-90-94/RSITenSix.cs

diff --git a/strategies/rsi-10-6-90-94/RSITenSix.cs b/strategies/rsi-10-6-90-94/RSITenSix.cs
new file mode 100644
index 0000000..9ce0e16
--- /dev/null
+++ b/strategies/rsi-10-6-90-94/RSITenSix.cs
@@ -0,0 +1,133 @@
+#region Using declarations
+using NinjaTrader.Cbi;
+using NinjaTrader.NinjaScript.Indicators;
+using System;
+using System.ComponentModel.DataAnnotations;
+#endregion
+
+namespace NinjaTrader.NinjaScript.Strategies
+{
+    public class RSITenSixBot : Strategy
+    {
+        private SMA longTermTrend;
+        private SMA shortTermTrend;
+        private RSI rsi;
+
+        protected override void OnStateChange()
+        {
+            if (State == State.SetDefaults)
+            {
+                Name = "RSI 10-6 / 90-94 Bot";
+                Description = @"Taken from chapter 7 of High Probability ETF Trading (2009) by Larry Connors";
+                Calculate = Calculate.OnBarClose;
+                EntriesPerDirection = 2;
+
+                LongTermTrendPeriod = 200;
+                ShortTermTrendPeriod = 5;
+                RSIPeriod = 2;
+                RSISmoothing = 1;
+                EnableLongTrades = true;
+                RSILongEntry1 = 10;
+                RSILongEntry2 = 6;
+                EnableShortTrades = true;
+                RSIShortEntry1 = 90;
+                RSIShortEntry2 = 94;
+            }
+            else if (State == State.DataLoaded)
+            {
+                longTermTrend = SMA(LongTermTrendPeriod);
+                shortTermTrend = SMA(ShortTermTrendPeriod);
+                rsi = RSI(RSIPeriod, RSISmoothing);
+            }
+        }
+
+        protected override void OnBarUpdate()
+        {
+            if (CurrentBar < Math.Max(LongTermTrendPeriod, Math.Max(ShortTermTrendPeriod, RSIPeriod)))
+                return;
+
+            if (EnableLongTrades)
+            {
+                if (Position.MarketPosition == MarketPosition.Long && Close[0] > shortTermTrend[0])
+                    ExitLong();
+                else if (Close[0] > longTermTrend[0])
+                {
+                    if (rsi[0] < RSILongEntry1 && Position.MarketPosition == MarketPosition.Flat)
+                        EnterLong();
+                    else if (rsi[0] < RSILongEntry2 && Position.MarketPosition == MarketPosition.Long)
+                        EnterLong();
+                }
+            }
+
+            if (EnableShortTrades)
+            {
+                if (Position.MarketPosition == MarketPosition.Short && Close[0] < shortTermTrend[0])
+                    ExitShort();
+                else if (Close[0] < longTermTrend[0])
+                {
+                    if (rsi[0] > RSIShortEntry1 && Position.MarketPosition == MarketPosition.Flat)
+                        EnterShort();
+                    else if (rsi[0] > RSIShortEntry2 && Position.MarketPosition == MarketPosition.Short)
+                        EnterShort();
+                }
+            }
+        }
+
+        public override string DisplayName
+        {
+            get { return Name; }
+        }
+
+        #region Properties
+
+        [NinjaScriptProperty]
+        [Range(1, int.MaxValue)]
+        [Display(Name = "Long-Term Trend Period", GroupName = "RSI 10-6 / 90-94 Bot", Order = 1)]
+        public int LongTermTrendPeriod { get; set; }
+
+        [NinjaScriptProperty]
+        [Range(1, int.MaxValue)]
+        [Display(Name = "Short-Term Trend Period", GroupName = "RSI 10-6 / 90-94 Bot", Order = 2)]
+        public int ShortTermTrendPeriod { get; set; }
+
+        [NinjaScriptProperty]
+        [Range(1, int.MaxValue)]
+        [Display(Name = "RSI Period", GroupName = "RSI 10-6 / 90-94 Bot", Order = 3)]
+        public int RSIPeriod { get; set; }
+
+        [NinjaScriptProperty]
+        [Range(1, int.MaxValue)]
+        [Display(Name = "RSI Smoothing", GroupName = "RSI 10-6 / 90-94 Bot", Order = 4)]
+        public int RSISmoothing { get; set; }
+
+        [NinjaScriptProperty]
+        [Display(Name = "Enable Long Trades", GroupName = "RSI 10-6 / 90-94 Bot", Order = 5)]
+        public bool EnableLongTrades { get; set; }
+
+        [NinjaScriptProperty]
+        [Range(1, 100)]
+        [Display(Name = "RSI Long Entry 1", GroupName = "RSI 10-6 / 90-94 Bot", Order = 6)]
+        public int RSILongEntry1 { get; set; }
+
+        [NinjaScriptProperty]
+        [Range(1, 100)]
+        [Display(Name = "RSI Long Entry 2", GroupName = "RSI 10-6 / 90-94 Bot", Order = 7)]
+        public int RSILongEntry2 { get; set; }
+
+        [NinjaScriptProperty]
+        [Display(Name = "Enable Short Trades", GroupName = "RSI 10-6 / 90-94 Bot", Order = 8)]
+        public bool EnableShortTrades { get; set; }
+
+        [NinjaScriptProperty]
+        [Range(1, 100)]
+        [Display(Name = "RSI Short Entry 1", GroupName = "RSI 10-6 / 90-94 Bot", Order = 9)]
+        public int RSIShortEntry1 { get; set; }
+
+        [NinjaScriptProperty]
+        [Range(1, 100)]
+        [Display(Name = "RSI Short Entry 2", GroupName = "RSI 10-6 / 90-94 Bot", Order = 10)]
+        public int RSIShortEntry2 { get; set; }
+
+        #endregion
+    }
+}