63 lines
2.1 KiB
C#
63 lines
2.1 KiB
C#
#region Using declarations
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using NinjaTrader.Cbi;
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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 TurtleTradingBot : Strategy
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{
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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 = @"Bot based on the Turtle trading method by Richard Dennis and William Eckhardt";
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Name = "Turtle Trading 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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}
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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 (Close[0] > MAX(High, 20)[1])
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EnterLong();
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/*else if (Close[0] < MIN(Low, 20)[1])
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EnterShort();*/
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if (Position.MarketPosition == MarketPosition.Long)
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{
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if (Close[0] < MIN(Low, 10)[1])
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ExitLong();
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}
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/*else if (Position.MarketPosition == MarketPosition.Short)
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{
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if (Close[0] > MAX(High, 10)[1])
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ExitShort();
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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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}
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}
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