Initial commit of Random Bot

2024-05-30 05:42:06 -07:00 · 2024-05-30 05:42:06 -07:00 · e6db90916f
commit e6db90916f
parent dc3ec1838a
1 changed files with 103 additions and 0 deletions
--- a/strategies/RandomBot.cs
+++ b/strategies/RandomBot.cs
@ -0,0 +1,103 @@
+#region Using declarations
+using System;
+using System.ComponentModel.DataAnnotations;
+using NinjaTrader.Cbi;
+using NinjaTrader.NinjaScript.Indicators;
+#endregion
+
+//This namespace holds Strategies in this folder and is required. Do not change it. 
+namespace NinjaTrader.NinjaScript.Strategies
+{
+    public class RandomBot : Strategy
+    {
+        private Random RNG = new Random();
+
+        private ATR atr;
+
+        protected override void OnStateChange()
+        {
+            if (State == State.SetDefaults)
+            {
+                Description = @"";
+                Name = "Random 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;
+
+                PercentageChanceToEnterTrade = 5;
+                AtrPeriod = 14;
+                AtrMultiplier = 2;
+            }
+            else if (State == State.DataLoaded)
+            {
+                RNG = new Random();
+                atr = ATR(AtrPeriod);
+            }
+        }
+
+        protected override void OnBarUpdate()
+        {
+            if (CurrentBar < BarsRequiredToTrade)
+                return;
+
+            if (Position.MarketPosition != MarketPosition.Flat)
+                return;
+
+            if (ShouldEnterTrade())
+            {
+                double atrValue = atr[0];
+                double stopLoss = AtrMultiplier * atrValue;
+                double profitTarget = AtrMultiplier * atrValue;
+
+                bool isLongTrade = (RNG.Next(2) == 0); // 50% chance to go long or short.
+                if (isLongTrade)
+                {
+                    EnterLong();
+                    SetStopLoss(CalculationMode.Ticks, stopLoss / TickSize);
+                    SetProfitTarget(CalculationMode.Ticks, profitTarget / TickSize);
+                }
+                else
+                {
+                    EnterShort();
+                    SetStopLoss(CalculationMode.Ticks, stopLoss / TickSize);
+                    SetProfitTarget(CalculationMode.Ticks, profitTarget / TickSize);
+                }
+            }
+        }
+
+        private bool ShouldEnterTrade()
+        {
+            return RNG.Next(100) < PercentageChanceToEnterTrade;
+        }
+
+        public override string DisplayName
+        {
+            get { return Name; }
+        }
+
+        [Range(1, 100), NinjaScriptProperty]
+        [Display(Name = "Percentage Chance to Enter Trade", GroupName = "Random Bot", Order = 1)]
+        public int PercentageChanceToEnterTrade { get; set; }
+
+        [Range(1, int.MaxValue), NinjaScriptProperty]
+        [Display(Name = "Profit / Stop ATR Period", GroupName = "Random Bot", Order = 2)]
+        public int AtrPeriod { get; set; }
+
+        [Range(0.1, double.MaxValue), NinjaScriptProperty]
+        [Display(Name = "Profit / Stop ATR Multiplier", GroupName = "Random Bot", Order = 3)]
+        public double AtrMultiplier { get; set; }
+    }
+}