Initial commit of Engulfing strategy

2024-12-18 07:45:35 -08:00 · 2024-12-18 07:45:35 -08:00 · fea62f40df
commit fea62f40df
parent ddb80ecd9e
1 changed files with 51 additions and 0 deletions
--- a/strategies/engulfing/EngulfingBot.cs
+++ b/strategies/engulfing/EngulfingBot.cs
@ -0,0 +1,51 @@
+#region Using declarations
+using NinjaTrader.Cbi;
+using NinjaTrader.NinjaScript.Indicators;
+#endregion
+
+namespace NinjaTrader.NinjaScript.Strategies
+{
+    public class EngulfingBot : Strategy
+    {
+        private SMA LongTermTrend;
+
+        protected override void OnStateChange()
+        {
+            if (State == State.SetDefaults)
+            {
+                Name = "Engulfing Bot";
+                Description = @"Simple strategy based on the engulfing candle pattern";
+                Calculate = Calculate.OnBarClose;
+                EntriesPerDirection = 1;
+            }
+            else if (State == State.DataLoaded)
+            {
+                LongTermTrend = SMA(200);
+            }
+        }
+
+        protected override void OnBarUpdate()
+        {
+            if (CurrentBar < BarsRequiredToTrade)
+                return;
+
+            if (High[0] > High[1] && Close[0] < Low[1])
+            {
+                if (Close[0] >= LongTermTrend[0])
+                    EnterLong();
+                else
+                    EnterShort();
+            }
+
+            if (Position.MarketPosition == MarketPosition.Long && (Close[0] > Position.AveragePrice || Close[0] > High[1]))
+                ExitLong();
+            else if (Position.MarketPosition == MarketPosition.Short && (Close[0] < Position.AveragePrice || Close[0] < Low[1]))
+                ExitShort();
+        }
+
+        public override string DisplayName
+        {
+            get { return Name; }
+        }
+    }
+}