62 lines
2.0 KiB
C#
62 lines
2.0 KiB
C#
#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
|
|
|
|
namespace NinjaTrader.NinjaScript.Strategies
|
|
{
|
|
public class RSITwentyFiveBot : Strategy
|
|
{
|
|
protected override void OnStateChange()
|
|
{
|
|
if (State == State.SetDefaults)
|
|
{
|
|
Description = @"Taken from chapter 3 of High Probability ETF Trading (2009) by Larry Connors";
|
|
Name = "RSI 25 / 75 Bot";
|
|
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;
|
|
IsInstantiatedOnEachOptimizationIteration = true;
|
|
}
|
|
else if (State == State.Configure)
|
|
{
|
|
}
|
|
}
|
|
|
|
protected override void OnBarUpdate()
|
|
{
|
|
}
|
|
}
|
|
}
|