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MaxBarEntry.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 MaxBarEntry : Strategy
{
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"This enters a position based on the max bar indicator in the direction of the indicator.";
Name = "MaxBarEntry";
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 30;
IsFillLimitOnTouch = false;
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;
ProfitTicks = 8;
LossTicks = 8;
}
else if (State == State.Configure)
{
SetStopLoss(CalculationMode.Ticks, LossTicks);
SetProfitTarget(CalculationMode.Ticks, ProfitTicks);
}
}
protected override void OnBarUpdate()
{
if (Open[0] == Low[0] && Close[0] == High[0])
{
EnterLong();
}
if (Open[0] == High[0] && Close[0] == Low[0])
{
EnterShort();
}
}
#region Properties
[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name="ProfitTicks", Description="Profit tick target", Order=1, GroupName="Parameters")]
public int ProfitTicks
{ get; set; }
[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name="LossTicks", Description="The stop loss ticks", Order=2, GroupName="Parameters")]
public int LossTicks
{ get; set; }
#endregion
}
}