namespace NinjaTrader.NinjaScript.Strategies
{
public class CandlestickStrategy : Strategy
{
private CandlestickPattern CandlestickPattern1;
private CandlestickPattern CandlestickPattern2;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Candlestick Strategy";
Name = "CandlestickStrategy";
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = false;
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;
}
else if (State == State.Configure)
{
}
else if (State == State.DataLoaded)
{
CandlestickPattern1 = CandlestickPattern(Close, ChartPattern.MorningStar, 0);
CandlestickPattern2 = CandlestickPattern(Close, ChartPattern.EveningStar, 0);
CandlestickPattern1.Plots[0].Brush = Brushes.Navy;
AddChartIndicator(CandlestickPattern1);
SetProfitTarget(@"", CalculationMode.Percent, 1);
SetStopLoss(@"", CalculationMode.Percent, 1, false);
}
}
protected override void OnBarUpdate()
{
if (BarsInProgress != 0)
return;
if (CurrentBars[0] < 1)
return;
// Set 1
if (CandlestickPattern1[0] == 1)
{
EnterLong(Convert.ToInt32(DefaultQuantity), @"Long");
}
// Set 2
if (CandlestickPattern2[0] == 1)
{
EnterShort(Convert.ToInt32(DefaultQuantity), @"Short");
}
}
}
}
Comment