73 lines
2.4 KiB
C#
73 lines
2.4 KiB
C#
#region Using declarations
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using NinjaTrader.Cbi;
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using NinjaTrader.NinjaScript.Indicators;
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#endregion
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//This namespace holds Strategies in this folder and is required. Do not change it.
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namespace NinjaTrader.NinjaScript.Strategies
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{
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public class KnowSureThingBot : Strategy
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{
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KnowSureThing KST;
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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 = @"";
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Name = "Know Sure Thing 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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}
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else if (State == State.DataLoaded)
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{
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KST = KnowSureThing();
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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 (BarsInProgress == 1)
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return;
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if (Position.MarketPosition == MarketPosition.Long && KST[0] < KST.MovingAverage[0])
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{
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ExitLong();
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}
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if (Position.MarketPosition == MarketPosition.Short && KST[0] > KST.MovingAverage[0])
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{
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ExitShort();
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}
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if (KST[0] > KST.MovingAverage[0] && KST[1] < KST.MovingAverage[1] && KST[0] <= -2.0)
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{
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SetProfitTarget(CalculationMode.Ticks, 12.0);
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EnterLong();
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}
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if (KST[0] < KST.MovingAverage[0] && KST[1] > KST.MovingAverage[1] && KST[0] >= 2.0)
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{
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SetProfitTarget(CalculationMode.Ticks, 12.0);
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EnterShort();
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}
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}
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}
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}
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