69 lines
2.3 KiB
C#
69 lines
2.3 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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namespace NinjaTrader.NinjaScript.Strategies
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{
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public class ConnorsRSIBot : Strategy
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{
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private ConnorsRSI connorsRSI;
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private SMA longTermTrend;
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private SMA shortTermTrend;
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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 = "Connors RSI 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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}
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else if (State == State.DataLoaded)
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{
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connorsRSI = ConnorsRSI(3, 1, 2, 1, 100);
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longTermTrend = SMA(200);
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shortTermTrend = SMA(5);
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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 < 200)
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return;
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if (Close[0] > longTermTrend[0] && connorsRSI[0] < 15)
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EnterLong();
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else if (Close[0] < longTermTrend[0] && connorsRSI[0] > 85)
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EnterShort();
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if (Position.MarketPosition == MarketPosition.Long && Close[0] > shortTermTrend[0])
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ExitLong();
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else if (Position.MarketPosition == MarketPosition.Short && Close[0] < shortTermTrend[0])
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ExitShort();
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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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}
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}
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