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Bars1.cs
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#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.Indicators;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion
//This namespace holds Strategies in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Strategies
{
public class Bars1 : Strategy
{
private NBarsDown NBarsDown1;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Strategy here.";
Name = "Bars1";
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.UniqueEntries;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 30;
IsFillLimitOnTouch = true;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
OrderFillResolution = OrderFillResolution.Standard;
Slippage = 0;
StartBehavior = StartBehavior.WaitUntilFlat;
TimeInForce = TimeInForce.Gtc;
TraceOrders = false;
RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 20;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;
}
else if (State == State.Configure)
{
}
else if (State == State.DataLoaded)
{
NBarsDown1 = NBarsDown(Close, 2, true, true, true);
SetProfitTarget("", CalculationMode.Currency, 16);
}
}
protected override void OnBarUpdate()
{
if (BarsInProgress != 0)
return;
if (CurrentBars[0] < 1)
return;
// Set 1
if (NBarsDown1[0] == 1)
{
ExitShort(Convert.ToInt32(DefaultQuantity), "", "");
}
}
}
}
#region Wizard settings, neither change nor remove
/*@
<?xml version="1.0"?>
<ScriptProperties xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
<Calculate>OnBarClose</Calculate>
<ConditionalActions>
<ConditionalAction>
<Actions>
<WizardAction>
<IsExpanded>false</IsExpanded>
<IsSelected>true</IsSelected>
<Name>Exit short position</Name>
<OffsetType>Arithmetic</OffsetType>
<ActionProperties>
<DashStyle>Solid</DashStyle>
<DivideTimePrice>false</DivideTimePrice>
<Id />
<File />
<IsAutoScale>false</IsAutoScale>
<IsSimulatedStop>false</IsSimulatedStop>
<IsStop>false</IsStop>
<LogLevel>Information</LogLevel>
<Mode>Currency</Mode>
<OffsetType>Currency</OffsetType>
<Priority>Medium</Priority>
<Quantity>
<DefaultValue>0</DefaultValue>
<IsInt>true</IsInt>
<BindingValue xsi:type="xsd:string">DefaultQuantity</BindingValue>
<DynamicValue>
<IsExpanded>false</IsExpanded>
<IsSelected>false</IsSelected>
<Name>Default order quantity</Name>
<OffsetType>Arithmetic</OffsetType>
<AssignedCommand>
<Command>DefaultQuantity</Command>
<Parameters />
</AssignedCommand>
<BarsAgo>0</BarsAgo>
<CurrencyType>Currency</CurrencyType>
<Date>2022-05-27T10:00:31.0930311</Date>
<DayOfWeek>Sunday</DayOfWeek>
<EndBar>0</EndBar>
<ForceSeriesIndex>false</ForceSeriesIndex>
<LookBackPeriod>0</LookBackPeriod>
<MarketPosition>Long</MarketPosition>
<Period>0</Period>
<ReturnType>Number</ReturnType>
<StartBar>0</StartBar>
<State>Undefined</State>
<Time>0001-01-01T00:00:00</Time>
</DynamicValue>
<IsLiteral>false</IsLiteral>
<LiveValue xsi:type="xsd:string">DefaultQuantity</LiveValue>
</Quantity>
<ServiceName />
<ScreenshotPath />
<SoundLocation />
<Tag>
<SeparatorCharacter> </SeparatorCharacter>
<Strings>
<NinjaScriptString>
<Index>0</Index>
<StringValue>Set Exit short position</StringValue>
</NinjaScriptString>
</Strings>
</Tag>
<TextPosition>BottomLeft</TextPosition>
<VariableDateTime>2022-05-27T10:00:31.0930311</VariableDateTime>
<VariableBool>false</VariableBool>
</ActionProperties>
<ActionType>Exit</ActionType>
<Command>
<Command>ExitShort</Command>
<Parameters>
<string>quantity</string>
<string>signalName</string>
<string>fromEntrySignal</string>
</Parameters>
</Command>
</WizardAction>
</Actions>
<AnyOrAll>All</AnyOrAll>
<Conditions>
<WizardConditionGroup>
<AnyOrAll>Any</AnyOrAll>
<Conditions>
<WizardCondition>
<LeftItem xsi:type="WizardConditionItem">
<IsExpanded>false</IsExpanded>
<IsSelected>true</IsSelected>
<Name>N bars down</Name>
<OffsetType>Arithmetic</OffsetType>
<AssignedCommand>
<Command>NBarsDown</Command>
<Parameters>
<string>AssociatedIndicator</string>
<string>BarsAgo</string>
<string>OffsetBuilder</string>
</Parameters>
</AssignedCommand>
<AssociatedIndicator>
<AcceptableSeries>Indicator DataSeries CustomSeries DefaultSeries</AcceptableSeries>
<CustomProperties>
<item>
<key>
<string>BarCount</string>
</key>
<value>
<anyType xsi:type="NumberBuilder">
<LiveValue xsi:type="xsd:string">2</LiveValue>
<BindingValue xsi:type="xsd:string">2</BindingValue>
<DefaultValue>0</DefaultValue>
<IsInt>true</IsInt>
<IsLiteral>true</IsLiteral>
</anyType>
</value>
</item>
<item>
<key>
<string>BarDown</string>
</key>
<value>
<anyType xsi:type="xsd:boolean">true</anyType>
</value>
</item>
<item>
<key>
<string>LowerHigh</string>
</key>
<value>
<anyType xsi:type="xsd:boolean">true</anyType>
</value>
</item>
<item>
<key>
<string>LowerLow</string>
</key>
<value>
<anyType xsi:type="xsd:boolean">true</anyType>
</value>
</item>
</CustomProperties>
<IndicatorHolder>
<IndicatorName>NBarsDown</IndicatorName>
<Plots>
<Plot>
<IsOpacityVisible>false</IsOpacityVisible>
<BrushSerialize><SolidColorBrush xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation">#FFDC143C</SolidColorBrush></BrushSerialize>
<DashStyleHelper>Solid</DashStyleHelper>
<Opacity>100</Opacity>
<Width>2</Width>
<AutoWidth>false</AutoWidth>
<Max>1.7976931348623157E+308</Max>
<Min>-1.7976931348623157E+308</Min>
<Name>Trigger</Name>
<PlotStyle>Bar</PlotStyle>
</Plot>
</Plots>
</IndicatorHolder>
<IsExplicitlyNamed>false</IsExplicitlyNamed>
<IsPriceTypeLocked>false</IsPriceTypeLocked>
<PlotOnChart>false</PlotOnChart>
<PriceType>Close</PriceType>
<SeriesType>Indicator</SeriesType>
</AssociatedIndicator>
<BarsAgo>0</BarsAgo>
<CurrencyType>Currency</CurrencyType>
<Date>2022-05-27T09:58:53.4225151</Date>
<DayOfWeek>Sunday</DayOfWeek>
<EndBar>0</EndBar>
<ForceSeriesIndex>false</ForceSeriesIndex>
<LookBackPeriod>0</LookBackPeriod>
<MarketPosition>Long</MarketPosition>
<Period>0</Period>
<ReturnType>Series</ReturnType>
<StartBar>0</StartBar>
<State>Undefined</State>
<Time>0001-01-01T00:00:00</Time>
</LeftItem>
<Lookback>1</Lookback>
<Operator>Equals</Operator>
<RightItem xsi:type="WizardConditionItem">
<IsExpanded>false</IsExpanded>
<IsSelected>true</IsSelected>
<Name>Numeric value</Name>
<OffsetType>Arithmetic</OffsetType>
<AssignedCommand>
<Command>{0}</Command>
<Parameters>
<string>NumericValue</string>
</Parameters>
</AssignedCommand>
<BarsAgo>0</BarsAgo>
<CurrencyType>Currency</CurrencyType>
<Date>2022-05-27T09:58:53.4685151</Date>
<DayOfWeek>Sunday</DayOfWeek>
<EndBar>0</EndBar>
<ForceSeriesIndex>false</ForceSeriesIndex>
<LookBackPeriod>0</LookBackPeriod>
<MarketPosition>Long</MarketPosition>
<NumericValue>
<DefaultValue>0</DefaultValue>
<IsInt>false</IsInt>
<BindingValue xsi:type="xsd:string">1</BindingValue>
<IsLiteral>true</IsLiteral>
<LiveValue xsi:type="xsd:string">1</LiveValue>
</NumericValue>
<Period>0</Period>
<ReturnType>Number</ReturnType>
<StartBar>0</StartBar>
<State>Undefined</State>
<Time>0001-01-01T00:00:00</Time>
</RightItem>
</WizardCondition>
</Conditions>
<IsGroup>false</IsGroup>
<DisplayName>NBarsDown(2, true, true, true)[0] = 1</DisplayName>
</WizardConditionGroup>
</Conditions>
<SetName>Set 1</SetName>
<SetNumber>1</SetNumber>
</ConditionalAction>
</ConditionalActions>
<CustomSeries />
<DataSeries />
<Description>Enter the description for your new custom Strategy here.</Description>
<DisplayInDataBox>true</DisplayInDataBox>
<DrawHorizontalGridLines>true</DrawHorizontalGridLines>
<DrawOnPricePanel>true</DrawOnPricePanel>
<DrawVerticalGridLines>true</DrawVerticalGridLines>
<EntriesPerDirection>1</EntriesPerDirection>
<EntryHandling>UniqueEntries</EntryHandling>
<ExitOnSessionClose>true</ExitOnSessionClose>
<ExitOnSessionCloseSeconds>30</ExitOnSessionCloseSeconds>
<FillLimitOrdersOnTouch>true</FillLimitOrdersOnTouch>
<InputParameters />
<IsTradingHoursBreakLineVisible>true</IsTradingHoursBreakLineVisible>
<IsInstantiatedOnEachOptimizationIteration>true</IsInstantiatedOnEachOptimizationIteration>
<MaximumBarsLookBack>TwoHundredFiftySix</MaximumBarsLookBack>
<MinimumBarsRequired>20</MinimumBarsRequired>
<OrderFillResolution>Standard</OrderFillResolution>
<OrderFillResolutionValue>1</OrderFillResolutionValue>
<OrderFillResolutionType>Minute</OrderFillResolutionType>
<OverlayOnPrice>false</OverlayOnPrice>
<PaintPriceMarkers>true</PaintPriceMarkers>
<PlotParameters />
<RealTimeErrorHandling>StopCancelClose</RealTimeErrorHandling>
<ScaleJustification>Right</ScaleJustification>
<ScriptType>Strategy</ScriptType>
<Slippage>0</Slippage>
<StartBehavior>WaitUntilFlat</StartBehavior>
<StopsAndTargets>
<WizardAction>
<IsExpanded>false</IsExpanded>
<IsSelected>true</IsSelected>
<Name>Profit target</Name>
<OffsetType>Arithmetic</OffsetType>
<ActionProperties>
<DashStyle>Solid</DashStyle>
<DivideTimePrice>false</DivideTimePrice>
<Id />
<File />
<IsAutoScale>false</IsAutoScale>
<IsSimulatedStop>false</IsSimulatedStop>
<IsStop>false</IsStop>
<LogLevel>Information</LogLevel>
<Mode>Currency</Mode>
<OffsetType>Currency</OffsetType>
<Priority>Medium</Priority>
<Quantity>
<DefaultValue>0</DefaultValue>
<IsInt>true</IsInt>
<BindingValue xsi:type="xsd:string">DefaultQuantity</BindingValue>
<DynamicValue>
<IsExpanded>false</IsExpanded>
<IsSelected>false</IsSelected>
<Name>Default order quantity</Name>
<OffsetType>Arithmetic</OffsetType>
<AssignedCommand>
<Command>DefaultQuantity</Command>
<Parameters />
</AssignedCommand>
<BarsAgo>0</BarsAgo>
<CurrencyType>Currency</CurrencyType>
<Date>2022-05-27T10:02:18.2470315</Date>
<DayOfWeek>Sunday</DayOfWeek>
<EndBar>0</EndBar>
<ForceSeriesIndex>false</ForceSeriesIndex>
<LookBackPeriod>0</LookBackPeriod>
<MarketPosition>Long</MarketPosition>
<Period>0</Period>
<ReturnType>Number</ReturnType>
<StartBar>0</StartBar>
<State>Undefined</State>
<Time>0001-01-01T00:00:00</Time>
</DynamicValue>
<IsLiteral>false</IsLiteral>
<LiveValue xsi:type="xsd:string">DefaultQuantity</LiveValue>
</Quantity>
<ServiceName />
<ScreenshotPath />
<SoundLocation />
<Tag>
<SeparatorCharacter> </SeparatorCharacter>
<Strings>
<NinjaScriptString>
<Index>0</Index>
<StringValue>Set Profit target</StringValue>
</NinjaScriptString>
</Strings>
</Tag>
<TextPosition>BottomLeft</TextPosition>
<Value>
<DefaultValue>0</DefaultValue>
<IsInt>false</IsInt>
<BindingValue xsi:type="xsd:string">16</BindingValue>
<IsLiteral>true</IsLiteral>
<LiveValue xsi:type="xsd:string">16</LiveValue>
</Value>
<VariableDateTime>2022-05-27T10:02:18.2470315</VariableDateTime>
<VariableBool>false</VariableBool>
</ActionProperties>
<ActionType>Misc</ActionType>
<Command>
<Command>SetProfitTarget</Command>
<Parameters>
<string>fromEntrySignal</string>
<string>mode</string>
<string>value</string>
</Parameters>
</Command>
</WizardAction>
</StopsAndTargets>
<StopTargetHandling>PerEntryExecution</StopTargetHandling>
<TimeInForce>Gtc</TimeInForce>
<TraceOrders>false</TraceOrders>
<UseOnAddTradeEvent>false</UseOnAddTradeEvent>
<UseOnAuthorizeAccountEvent>false</UseOnAuthorizeAccountEvent>
<UseAccountItemUpdate>false</UseAccountItemUpdate>
<UseOnCalculatePerformanceValuesEvent>true</UseOnCalculatePerformanceValuesEvent>
<UseOnConnectionEvent>false</UseOnConnectionEvent>
<UseOnDataPointEvent>true</UseOnDataPointEvent>
<UseOnFundamentalDataEvent>false</UseOnFundamentalDataEvent>
<UseOnExecutionEvent>false</UseOnExecutionEvent>
<UseOnMouseDown>true</UseOnMouseDown>
<UseOnMouseMove>true</UseOnMouseMove>
<UseOnMouseUp>true</UseOnMouseUp>
<UseOnMarketDataEvent>false</UseOnMarketDataEvent>
<UseOnMarketDepthEvent>false</UseOnMarketDepthEvent>
<UseOnMergePerformanceMetricEvent>false</UseOnMergePerformanceMetricEvent>
<UseOnNextDataPointEvent>true</UseOnNextDataPointEvent>
<UseOnNextInstrumentEvent>true</UseOnNextInstrumentEvent>
<UseOnOptimizeEvent>true</UseOnOptimizeEvent>
<UseOnOrderUpdateEvent>false</UseOnOrderUpdateEvent>
<UseOnPositionUpdateEvent>false</UseOnPositionUpdateEvent>
<UseOnRenderEvent>true</UseOnRenderEvent>
<UseOnRestoreValuesEvent>false</UseOnRestoreValuesEvent>
<UseOnShareEvent>true</UseOnShareEvent>
<UseOnWindowCreatedEvent>false</UseOnWindowCreatedEvent>
<UseOnWindowDestroyedEvent>false</UseOnWindowDestroyedEvent>
<Variables />
<Name>Bars1</Name>
</ScriptProperties>
@*/
#endregion