Initial commit of Lower Lows strategy

strategies/higher-highs-and-lower-lows/LowerLows.cs

@@ -0,0 +1,62 @@
+#region Using declarations
+using System.ComponentModel.DataAnnotations;
+using NinjaTrader.NinjaScript.Indicators;
+#endregion
+
+namespace NinjaTrader.NinjaScript.Strategies
+{
+    public class LowerLows : Strategy
+    {
+        private SMA longTermTrend;
+
+        private int lowerLowStreak;
+
+        protected override void OnStateChange()
+        {
+            if (State == State.SetDefaults)
+            {
+                Name = "Lower Lows";
+                Description = @"Based on chatper 3 of How Markets Really Work (2012) by Larry Connors";
+                Calculate = Calculate.OnBarClose;
+                EntriesPerDirection = 1;
+
+                ConsecutiveLowerLows = 3;
+                LongTermTrendPeriod = 200;
+            }
+            else if (State == State.DataLoaded)
+            {
+                longTermTrend = SMA(LongTermTrendPeriod);
+            }
+        }
+
+        protected override void OnBarUpdate()
+        {
+            if (CurrentBar < ConsecutiveLowerLows)
+                return;
+
+            if (Low[0] < Low[1])
+                lowerLowStreak++;
+            else
+                lowerLowStreak = 0;
+
+            if (lowerLowStreak >= ConsecutiveLowerLows)
+                EnterLong();
+
+            if (BarsSinceEntryExecution() >= 5)
+                ExitLong();
+        }
+
+        public override string DisplayName
+        {
+            get { return Name; }
+        }
+
+        [NinjaScriptProperty]
+        [Display(Name = "Consecutive Lower Lows", GroupName = "Lower Lows", Order = 1)]
+        public int ConsecutiveLowerLows { get; set; }
+
+        [NinjaScriptProperty]
+        [Display(Name = "Long-Term Trend Period", GroupName = "Lower Lows", Order = 2)]
+        public int LongTermTrendPeriod { get; set; }
+    }
+}