71 lines
2.1 KiB
C#
71 lines
2.1 KiB
C#
#region Using declarations
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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 TRINThrusts : Strategy
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{
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private const int PrimaryBars = 0;
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private const int TRINBars = 1;
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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 = "TRIN Thrusts";
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Description = @"Take from Chapter 3 of Connors on Advanced Trading Strategies (1998) by Larry Connors";
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Calculate = Calculate.OnBarClose;
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EntriesPerDirection = 1;
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LongTermTrendPeriod = 200;
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PercentBelow = 40.0;
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DaysToExit = 2;
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}
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else if (State == State.Configure)
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{
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AddDataSeries("^TRIN");
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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 (PrimaryBars != BarsInProgress)
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return;
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if (CurrentBar < LongTermTrendPeriod || CurrentBars[TRINBars] < 1)
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return;
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if (Close[0] > LongTermTrend[0] && Closes[TRINBars][0] < Closes[TRINBars][1] * (1 - PercentBelow / 100))
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EnterLong();
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if (BarsSinceEntryExecution(PrimaryBars, "", 0) >= DaysToExit)
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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 = "Long-Term Trend Period", GroupName = "TRIN Thrusts", Order = 1)]
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public int LongTermTrendPeriod { get; set; }
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[NinjaScriptProperty]
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[Display(Name = "Percent Below", GroupName = "TRIN Thrusts", Order = 2)]
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public double PercentBelow { get; set; }
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[NinjaScriptProperty]
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[Display(Name = "Days to Exit", GroupName = "TRIN Thrusts", Order = 3)]
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public int DaysToExit { get; set; }
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}
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}
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