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Add a configuration setting for position size to daily reversal strategy

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moshferatu 2024-09-05 04:43:13 -07:00
parent f16f801dd1
commit b821a6da24
1 changed files with 10 additions and 1 deletions
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11
strategies/daily-reversal/DailyReversalBot.cs
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@ -2,6 +2,7 @@
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using System;
using System.ComponentModel.DataAnnotations;
#endregion
namespace NinjaTrader.NinjaScript.Strategies
@ -35,6 +36,8 @@ namespace NinjaTrader.NinjaScript.Strategies
StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 2;
IsInstantiatedOnEachOptimizationIteration = true;
PositionSize = 10000;
}
else if (State == State.Configure)
{
@ -53,7 +56,7 @@ namespace NinjaTrader.NinjaScript.Strategies
return;
// Using fixed position sizing to account for lower index values in the past.
int quantity = (int)Math.Floor(10000 / Close[0]);
int quantity = (int)Math.Floor(PositionSize / Close[0]);
if (Lows[PrimaryBars][0] < Lows[PrimaryBars][1] && Highs[PrimaryBars][0] < Highs[PrimaryBars][1])
{
@ -66,5 +69,11 @@ namespace NinjaTrader.NinjaScript.Strategies
if (ToTime(Time[0]) == ToTime(sessionClose.AddMinutes(-1)))
ExitLong();
}
[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name = "Position Size", GroupName = "Daily Reversal Bot", Order = 1)]
public int PositionSize
{ get; set; }
}
}