#region Using declarations using System; using System.Collections.Generic; using System.ComponentModel; using System.ComponentModel.DataAnnotations; using System.Linq; using System.Text; using System.Threading.Tasks; using System.Windows; using System.Windows.Input; using System.Windows.Media; using System.Xml.Serialization; using NinjaTrader.Cbi; using NinjaTrader.Gui; using NinjaTrader.Gui.Chart; using NinjaTrader.Gui.SuperDom; using NinjaTrader.Gui.Tools; using NinjaTrader.Data; using NinjaTrader.NinjaScript; using NinjaTrader.Core.FloatingPoint; using NinjaTrader.NinjaScript.Indicators; using NinjaTrader.NinjaScript.DrawingTools; #endregion //This namespace holds Strategies in this folder and is required. Do not change it. namespace NinjaTrader.NinjaScript.Strategies { public class SuperBot : Strategy { private SuperSmoother superSmoother; protected override void OnStateChange() { if (State == State.SetDefaults) { Description = @"Bot based on John F. Ehlers' SuperSmoother"; Name = "SuperBot"; 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; } else if (State == State.Configure) { superSmoother = SuperSmoother(10); } } protected override void OnBarUpdate() { if (CurrentBar < BarsRequiredToTrade) return; if(CrossAbove(Close, superSmoother.Value[0], 1) || (Open[0] > superSmoother.Value[0] && Close[0] > Open[0])) { if (Position.MarketPosition != MarketPosition.Long) EnterLong(); } else if (CrossBelow(Close, superSmoother.Value[0], 1) || (Open[0] < superSmoother.Value[0] && Close[0] < Open[0])) { if (Position.MarketPosition != MarketPosition.Short) EnterShort(); } } } }