// https://forum.ninjatrader.com/forum/ninjatrader-8/add-on-development/1167848-trade-counter?p=1317512#post1317512
// Copyright (C) 2024, NinjaTrader LLC <www.ninjatrader.com>.
// NinjaTrader reserves the right to modify or overwrite this NinjaScript component with each release.
//
#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.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 _TradesCountTest_DaysandHoursFilter : Strategy
{
private SMA smaFast;
private SMA smaSlow;
private int DailyTrades;
private int SessionStartTradeCount;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = NinjaTrader.Custom.Resource.NinjaScriptStrategyDescriptionSampleMACrossOver;
Name = "_TradesCountTest_DaysandHoursFilter";
Fast = 10;
Slow = 25;
// This strategy has been designed to take advantage of performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = false;
#region 00. Day and Hours Time Filters
DayFrom = DayOfWeek.Monday;
DayTo = DayOfWeek.Friday;
HourFrom = DateTime.Parse("09:00");
HourTo = DateTime.Parse("18:00");
#endregion
}
else if (State == State.DataLoaded)
{
smaFast = SMA(Fast);
smaSlow = SMA(Slow);
smaFast.Plots[0].Brush = Brushes.Goldenrod;
smaSlow.Plots[0].Brush = Brushes.SeaGreen;
AddChartIndicator(smaFast);
AddChartIndicator(smaSlow);
}
}
protected override void OnBarUpdate()
{
if (CurrentBar < BarsRequiredToTrade)
return;
bool dayTimeFilter = (
Time[0].DayOfWeek >= DayFrom
&& Time[0].DayOfWeek <= DayTo
);
bool hoursTimeFilter = (
// Format example
/// ( ToTime(Time[0]) >= 00000 && ToTime(Time[0]) < 240000 )
/// || ( ToTime(Time[0]) >= 140000 && ToTime(Time[0]) < 154500 )
(
ToTime(Time[0]) >= ToTime(HourFrom)
&& ToTime(Time[0]) < ToTime(HourTo)
)
);
if(Bars.IsFirstBarOfSession)
{
//reset daily trades counter
DailyTrades = 0;
//currentTrades holds the value of AllTrades.Count at the time of session start
SessionStartTradeCount = SystemPerformance.AllTrades.TradesCount;
Print(" ");
Print(Times[0][0] + " Reset on start of new session. DailyTradesCounter: " + DailyTrades);
Print(Times[0][0] + " Reset on start of new session. SessionStartTradeCount: " + SessionStartTradeCount);
}
//calculate DailyTrades value
Print(" ");
Print(Times[0][0] + " SystemPerformance.AllTrades.TradesCount: " + SystemPerformance.AllTrades.TradesCount);
Print(Times[0][0] + " SessionStartTradeCount: " + SessionStartTradeCount);
DailyTrades = SystemPerformance.AllTrades.TradesCount - SessionStartTradeCount;
Print(Times[0][0] + " Current TradesCounter value: " + DailyTrades);
if (
dayTimeFilter
&& hoursTimeFilter
)
{
//logic to enter and exit trades, just so we can see our counter update
if (CrossAbove(smaFast, smaSlow, 1))
EnterLong();
else if (CrossBelow(smaFast, smaSlow, 1))
EnterShort();
}
}
#region Properties
[Range(1, int.MaxValue), NinjaScriptProperty]
[Display(ResourceType = typeof(Custom.Resource), Name = "Fast", GroupName = "NinjaScriptStrategyParameters", Order = 0)]
public int Fast
{ get; set; }
[Range(1, int.MaxValue), NinjaScriptProperty]
[Display(ResourceType = typeof(Custom.Resource), Name = "Slow", GroupName = "NinjaScriptStrategyParameters", Order = 1)]
public int Slow
{ get; set; }
#endregion
#region Properties
[Display(Name="Day of Week From:", Description="", Order=0, GroupName="00. Day and Hours \n Time Filters")]
[RefreshProperties(RefreshProperties.All)]
public DayOfWeek DayFrom
{ get; set; }
[Display(Name="Day of Week To:", Description="", Order=1, GroupName="00. Day and Hours \n Time Filters")]
[RefreshProperties(RefreshProperties.All)]
public DayOfWeek DayTo
{ get; set; }
[NinjaScriptProperty]
[PropertyEditor("NinjaTrader.Gui.Tools.TimeEditorKey")]
[Display(Name="Hour From:", Description="Start time", Order=2, GroupName="00. Day and Hours \n Time Filters")]
public DateTime HourFrom
{ get; set; }
[NinjaScriptProperty]
[PropertyEditor("NinjaTrader.Gui.Tools.TimeEditorKey")]
[Display(Name="Hour To:", Description="End time", Order=3, GroupName="00. Day and Hours \n Time Filters")]
public DateTime HourTo
{ get; set; }
#endregion
}
}
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