#region Using declarations using NinjaTrader.Cbi; using NinjaTrader.NinjaScript.Indicators; using System.ComponentModel.DataAnnotations; #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; LongTermTrendPeriod = 200; } else if (State == State.DataLoaded) { LongTermTrend = SMA(LongTermTrendPeriod); } } 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; } } [NinjaScriptProperty] [Range(1, int.MaxValue)] [Display(Name = "Long-Term Trend Period", GroupName = "Engulfing Bot", Order = 1)] public int LongTermTrendPeriod { get; set; } } }