diff --git a/strategies/RandomBot.cs b/strategies/RandomBot.cs new file mode 100644 index 0000000..b75a8c1 --- /dev/null +++ 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; } + } +}