#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 Athena : Strategy
{
private int ReversalNumber;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Buy/Sell at previous bars high. Reversing on loss.";
Name = "Athena";
Calculate = Calculate.OnPriceChange;
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 = true;
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;
TP = 12;
MaxReversals = 4;
AllowReversals = true;
StartHour = DateTime.Parse("18:00", System.Globalization.CultureInfo.InvariantCulture) ;
EndHour = DateTime.Parse("15:45", System.Globalization.CultureInfo.InvariantCulture) ;
StartingSize = 1;
ReversalNumber = 0;
}
else if (State == State.Configure)
{
AddDataSeries(Data.BarsPeriodType.Tick, 1);
SetProfitTarget(@"Close Order", CalculationMode.Ticks, TP);
SetStopLoss(@"Stop Loss", CalculationMode.Ticks, (High[1] + (1 * TickSize)) , false);
}
}
protected override void OnBarUpdate()
{
if (BarsInProgress != 0)
return;
if (CurrentBars[0] < 2)
return;
// Set 1
if
// LongEntry
(High[2] <= High[1])
{
EnterShortStopLimit(StartingSize, (Low[1] - (1 * TickSize)), (Low[1] - (1 * TickSize)) , "");
}
}
#region Properties
[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name="TP", Description="Take Profit in Ticks", Order=1, GroupName="Parameters")]
public int TP
{ get; set; }
[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name="MaxReversals", Description="Number of reversal trades allowed", Order=2, GroupName="Parameters")]
public int MaxReversals
{ get; set; }
[NinjaScriptProperty]
[Display(Name="AllowReversals", Description="Allow Reversals?", Order=3, GroupName="Parameters")]
public bool AllowReversals
{ get; set; }
[NinjaScriptProperty]
[PropertyEditor("NinjaTrader.Gui.Tools.TimeEditorKe y")]
[Display(Name="StartHour", Description="When to start Trading", Order=4, GroupName="Parameters")]
public DateTime StartHour
{ get; set; }
[NinjaScriptProperty]
[PropertyEditor("NinjaTrader.Gui.Tools.TimeEditorKe y")]
[Display(Name="EndHour", Description="Stop Trading at this time", Order=5, GroupName="Parameters")]
public DateTime EndHour
{ get; set; }
[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name="StartingSize", Description="Initial Trade Size", Order=6, GroupName="Parameters")]
public int StartingSize
{ get; set; }
#endregion
}
}
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