80 lines
2.7 KiB
C#
80 lines
2.7 KiB
C#
#region Using declarations
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using NinjaTrader.Cbi;
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using NinjaTrader.NinjaScript.Indicators;
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using System.ComponentModel.DataAnnotations;
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#endregion
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namespace NinjaTrader.NinjaScript.Strategies
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{
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public class TenDayLowBot : Strategy
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{
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private MIN lows;
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private SMA shortTermTrend;
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private SMA longTermTrend;
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protected override void OnStateChange()
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{
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if (State == State.SetDefaults)
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{
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Description = @"Strategy taken from chapter 2 of Short Term Trading Strategies That Work";
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Name = "10 Day Low Bot";
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Calculate = Calculate.OnBarClose;
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EntriesPerDirection = 1;
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EntryHandling = EntryHandling.AllEntries;
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IsExitOnSessionCloseStrategy = true;
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ExitOnSessionCloseSeconds = 30;
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IsFillLimitOnTouch = false;
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MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
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OrderFillResolution = OrderFillResolution.Standard;
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Slippage = 0;
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StartBehavior = StartBehavior.WaitUntilFlat;
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TimeInForce = TimeInForce.Gtc;
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TraceOrders = false;
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RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
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StopTargetHandling = StopTargetHandling.PerEntryExecution;
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BarsRequiredToTrade = 20;
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IsInstantiatedOnEachOptimizationIteration = true;
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LowPeriod = 10;
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ShortTermTrendPeriod = 10;
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LongTermTrendPeriod = 200;
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}
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else if (State == State.DataLoaded)
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{
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lows = MIN(Low, LowPeriod);
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shortTermTrend = SMA(ShortTermTrendPeriod);
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longTermTrend = SMA(LongTermTrendPeriod);
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}
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}
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protected override void OnBarUpdate()
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{
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if (CurrentBar < LowPeriod)
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return;
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if (Low[0] == lows[0] && Close[0] > longTermTrend[0])
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EnterLong();
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if (Close[0] > shortTermTrend[0])
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ExitLong();
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}
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public override string DisplayName
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{
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get { return Name; }
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}
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[NinjaScriptProperty]
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[Display(Name = "Low Period", GroupName = "10-Day Low Bot", Order = 1)]
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public int LowPeriod { get; set; }
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[NinjaScriptProperty]
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[Display(Name = "Short Term Trend Period", GroupName = "10-Day Low Bot", Order = 2)]
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public int ShortTermTrendPeriod { get; set; }
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[NinjaScriptProperty]
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[Display(Name = "Long Term Trend Period", GroupName = "10-Day Low Bot", Order = 3)]
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public int LongTermTrendPeriod { get; set; }
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}
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}
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