Initial commit of Short Term Highs strategy

strategies/short-term-highs-and-lows/ShortTermHighs.cs

@@ -0,0 +1,57 @@
+#region Using declarations
+using NinjaTrader.NinjaScript.Indicators;
+using System.ComponentModel.DataAnnotations;
+#endregion
+
+namespace NinjaTrader.NinjaScript.Strategies
+{
+    public class ShortTermHighs : Strategy
+    {
+        private MAX shortTermHighs;
+        private SMA longTermTrend;
+        
+        protected override void OnStateChange()
+        {
+            if (State == State.SetDefaults)
+            {
+                Name = "Short-Term Highs";
+                Description = @"Based on chatper 2 of How Markets Really Work (2012) by Larry Connors";
+                Calculate = Calculate.OnBarClose;
+                EntriesPerDirection = 1;
+
+                HighPeriod = 10;
+                LongTermTrendPeriod = 200;
+            }
+            else if (State == State.DataLoaded)
+            {
+                shortTermHighs = MAX(High, HighPeriod);
+                longTermTrend = SMA(LongTermTrendPeriod);
+            }
+        }
+
+        protected override void OnBarUpdate()
+        {
+            if (CurrentBar < HighPeriod)
+                return;
+
+            if (High[0] == shortTermHighs[0])
+                EnterLong();
+
+            if (BarsSinceEntryExecution() >= 5)
+                ExitLong();
+        }
+
+        public override string DisplayName
+        {
+            get { return Name; }
+        }
+
+        [NinjaScriptProperty]
+        [Display(Name = "High Period", GroupName = "Short-Term Highs", Order = 1)]
+        public int HighPeriod { get; set; }
+
+        [NinjaScriptProperty]
+        [Display(Name = "Long-Term Trend Period", GroupName = "Short-Term Highs", Order = 2)]
+        public int LongTermTrendPeriod { get; set; }
+    }
+}