80 lines
2.6 KiB
C#
80 lines
2.6 KiB
C#
#region Using declarations
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using System;
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using System.Collections.Generic;
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using System.ComponentModel;
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using System.ComponentModel.DataAnnotations;
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using System.Linq;
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using System.Text;
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using System.Threading.Tasks;
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using System.Windows;
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using System.Windows.Input;
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using System.Windows.Media;
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using System.Xml.Serialization;
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using NinjaTrader.Cbi;
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using NinjaTrader.Gui;
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using NinjaTrader.Gui.Chart;
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using NinjaTrader.Gui.SuperDom;
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using NinjaTrader.Gui.Tools;
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using NinjaTrader.Data;
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using NinjaTrader.NinjaScript;
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using NinjaTrader.Core.FloatingPoint;
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using NinjaTrader.NinjaScript.Indicators;
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using NinjaTrader.NinjaScript.DrawingTools;
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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 MovingAverageCrossover : Strategy
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{
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private EMA fastMA;
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private EMA slowMA;
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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 = @"Moving Average Crossover";
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Name = "Moving Average Crossover";
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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.Configure)
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{
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fastMA = EMA(3);
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slowMA = EMA(17);
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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(fastMA, slowMA, 1))
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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(fastMA, slowMA, 1))
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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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}
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}
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