Actually commit code for 3CR bot (oops!)

strategies/ThreeCandleReversalBot.cs

@@ -0,0 +1,104 @@
+#region Using declarations
+using NinjaTrader.Cbi;
+using NinjaTrader.Data;
+using NinjaTrader.NinjaScript.Indicators;
+using System.ComponentModel.DataAnnotations;
+#endregion
+
+namespace NinjaTrader.NinjaScript.Strategies
+{
+    public class ThreeCandleReversalBot : Strategy
+    {
+        private ThreeCandleReversal threeCandleReversal;
+        private ATR atr;
+        private OpeningRange openingRange;
+
+        protected override void OnStateChange()
+        {
+            if (State == State.SetDefaults)
+            {
+                Description = @"Credit to @BestForexMethod";
+                Name = "3CR Bot";
+                Calculate = Calculate.OnBarClose;
+                EntriesPerDirection = 1;
+                EntryHandling = EntryHandling.AllEntries;
+                IsExitOnSessionCloseStrategy = true;
+                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;
+                BarsRequiredToTrade = 20;
+                IsInstantiatedOnEachOptimizationIteration = true;
+
+                ThreeCandleReversalLookback = 5;
+                ATRPeriod = 10;
+                ATRMultiplier = 2;
+            }
+            else if (State == State.Configure)
+            {
+                // Data series required by the opening range indicator, must be loaded here.
+                AddDataSeries(BarsPeriodType.Minute, 1);
+                AddDataSeries(Instrument.FullName, BarsPeriod, "US Equities RTH");
+            }
+            else if (State == State.DataLoaded)
+            {
+                threeCandleReversal = ThreeCandleReversal(ThreeCandleReversalLookback);
+                atr = ATR(ATRPeriod);
+                openingRange = OpeningRange(5, OpeningRangeBarType.Minutes);
+            }
+        }
+
+        protected override void OnBarUpdate()
+        {
+            if (BarsInProgress != 0)
+                return;
+
+            if (CurrentBar < BarsRequiredToTrade)
+                return;
+
+            if (threeCandleReversal.DetectedPatterns[0] != null)
+            {
+                double atrValue = atr[0];
+                double stopLoss = ATRMultiplier * atrValue;
+                double profitTarget = ATRMultiplier * atrValue;
+
+                SetStopLoss(CalculationMode.Ticks, stopLoss / TickSize);
+                SetProfitTarget(CalculationMode.Ticks, profitTarget / TickSize);
+
+                if (threeCandleReversal.DetectedPatterns[0].IsSwingHigh &&
+                    openingRange.ORL[0] > 0.0 && Close[0] < openingRange.ORL[0])
+                {
+                    EnterShort();
+                }
+                else if (threeCandleReversal.DetectedPatterns[0].IsSwingLow &&
+                    openingRange.ORH[0] > 0.0 && Close[0] > openingRange.ORH[0])
+                {
+                    EnterLong();
+                }
+            }
+        }
+
+        public override string DisplayName
+        {
+            get { return Name; }
+        }
+
+        [Range(1, int.MaxValue), NinjaScriptProperty]
+        [Display(Name = "3CR Lookback", GroupName = "3CR Bot", Order = 1)]
+        public int ThreeCandleReversalLookback { get; set; }
+
+        [Range(1, int.MaxValue), NinjaScriptProperty]
+        [Display(Name = "ATR Period", GroupName = "3CR Bot", Order = 2)]
+        public int ATRPeriod { get; set; }
+
+        [Range(0.1, double.MaxValue), NinjaScriptProperty]
+        [Display(Name = "ATR Multiplier", GroupName = "3CR Bot", Order = 3)]
+        public double ATRMultiplier { get; set; }
+    }
+}