57 lines
1.7 KiB
C#
57 lines
1.7 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 SuperBot : Strategy
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{
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private SuperSmoother superSmoother;
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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 = "SuperBot";
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Description = @"Strategy based on John F. Ehlers' SuperSmoother";
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Calculate = Calculate.OnBarClose;
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EntriesPerDirection = 1;
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SuperSmootherPeriod = 10;
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}
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else if (State == State.Configure)
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{
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superSmoother = SuperSmoother(SuperSmootherPeriod);
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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(CrossAbove(Close, superSmoother.Value[0], 1) || (Open[0] > superSmoother.Value[0] && Close[0] > Open[0]))
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{
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if (Position.MarketPosition != MarketPosition.Long)
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EnterLong();
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}
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else if (CrossBelow(Close, superSmoother.Value[0], 1) || (Open[0] < superSmoother.Value[0] && Close[0] < Open[0]))
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{
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if (Position.MarketPosition != MarketPosition.Short)
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EnterShort();
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}
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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 = "SuperSmoother Period", GroupName = "SuperBot", Order = 1)]
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public int SuperSmootherPeriod { get; set; }
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}
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}
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