75 lines
2.5 KiB
C#
75 lines
2.5 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 DoubleSevenBot : Strategy
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{
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private MAX highestClose;
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private MIN lowestClose;
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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 = @"Taken from chapter 10 of Short Term Trading Strategies That Work";
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Name = "Double 7's 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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Period = 7;
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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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highestClose = MAX(Close, Period);
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lowestClose = MIN(Close, Period);
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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 < LongTermTrendPeriod)
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return;
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if (Close[0] == lowestClose[0] && Close[0] > longTermTrend[0])
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EnterLong();
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if (Close[0] == highestClose[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 = "Period", GroupName = "Double 7's Bot", Order = 1)]
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public int Period { get; set; }
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[NinjaScriptProperty]
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[Display(Name = "Long-Term Trend Period", GroupName = "Double 7's Bot", Order = 2)]
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public int LongTermTrendPeriod { get; set; }
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}
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}
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