60 lines
1.8 KiB
C#
60 lines
1.8 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 EngulfingBot : Strategy
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{
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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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Name = "Engulfing Bot";
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Description = @"Simple strategy based on the engulfing candle pattern";
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Calculate = Calculate.OnBarClose;
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EntriesPerDirection = 1;
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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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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 < BarsRequiredToTrade)
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return;
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if (High[0] > High[1] && Close[0] < Low[1])
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{
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if (Close[0] >= LongTermTrend[0])
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EnterLong();
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else
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EnterShort();
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}
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if (Position.MarketPosition == MarketPosition.Long && (Close[0] > Position.AveragePrice || Close[0] > High[1]))
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ExitLong();
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else if (Position.MarketPosition == MarketPosition.Short && (Close[0] < Position.AveragePrice || Close[0] < Low[1]))
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ExitShort();
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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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[Range(1, int.MaxValue)]
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[Display(Name = "Long-Term Trend Period", GroupName = "Engulfing Bot", Order = 1)]
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public int LongTermTrendPeriod { get; set; }
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}
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}
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