In the script below ->
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 BullBearBreakers : Strategy
{
private List<Range> bullishranges = new List<Range>();
private List<Range> bearishranges = new List<Range>();
private bool isSwingHigh;
private bool isSwingLow;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Breakers Combined.";
Name = "BullBearBreakers";
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;
}
else if (State == State.Configure)
{
}
}
protected override void OnBarUpdate()
{
if (CurrentBar < 3) return;
isSwingHigh = High[1] > High[0] && High[1] > High[2];
isSwingLow = Low[1] < Low[0] && Low[1] < Low[2];
IdentifyBullishRanges();
IdentifyBearishRanges();
DrawRanges();
Print("Bearish Ranges: "+ bearishranges.Count);
Print("Bullish Ranges: "+ bullishranges.Count);
}
private void IdentifyBullishRanges()
{
if (isSwingLow)
{
bullishranges.Add(new Range
{
LowBar = CurrentBar - 1,
Low = Low[1],
IsActive = true,
IsBullish = true
});
}
if (isSwingHigh && bullishranges.Count > 0)
{
var lastRange = bullishranges[bullishranges.Count - 1];
if (lastRange.IsActive && (lastRange.HighBar == -1 || High[1] > lastRange.High))
{
lastRange.HighBar = CurrentBar - 1;
lastRange.High = High[1];
}
}
}
private void IdentifyBearishRanges()
{
if (isSwingHigh)
{
bearishranges.Add(new Range
{
HighBar = CurrentBar - 1,
High = High[1],
IsActive = true,
IsBullish = false
});
}
if (isSwingLow && bearishranges.Count > 0)
{
var lastRange = bearishranges[bearishranges.Count - 1];
if (lastRange.IsActive && (lastRange.LowBar == -1 || Low[1] < lastRange.Low))
{
lastRange.LowBar = CurrentBar - 1;
lastRange.Low = Low[1];
}
}
}
private void DrawRanges()
{
foreach (var range in bearishranges)
{
if (range.HighBar != -1 && range.LowBar != -1)
{
string rectangleId = $"BearishBreaker_{DateTime.Now.Ticks}";
range.DrawingIds.Add(rectangleId);
int barsAgoStart = CurrentBar - range.HighBar;
int barsAgoEnd = CurrentBar - range.LowBar;
Draw.Line(this, rectangleId, false, barsAgoStart, range.Low, barsAgoEnd, range.Low, Brushes.Red, DashStyleHelper.Solid, 3);
Draw.Line(this, rectangleId + CurrentBar, false, barsAgoEnd, range.High, barsAgoStart, range.High, Brushes.Red, DashStyleHelper.Solid, 3);
//Draw.Rectangle(this, rectangleId, false, barsAgoStart, range.High, barsAgoEnd, range.Low, Brushes.Red, Brushes.Transparent, 25);
}
}
foreach (var range in bullishranges)
{
if (range.HighBar != -1 && range.LowBar != -1)
{
string rectangleId = $"BullishBreaker_{DateTime.Now.Ticks}";
range.DrawingIds.Add(rectangleId);
int barsAgoStart = CurrentBar - range.LowBar;
int barsAgoEnd = CurrentBar - range.HighBar;
Draw.Line(this, rectangleId, false, barsAgoStart, range.Low, barsAgoEnd, range.Low, Brushes.Green, DashStyleHelper.Solid, 3);
Draw.Line(this, rectangleId + CurrentBar, false, barsAgoEnd, range.High, barsAgoStart, range.High, Brushes.Green, DashStyleHelper.Solid, 3);
//Draw.Rectangle(this, rectangleId, false, barsAgoEnd, range.High, barsAgoStart, range.Low, Brushes.Green, Brushes.Transparent, 25);
}
}
}
private class Range
{
public int LowBar { get; set; } = -1;
public int HighBar { get; set; } = -1;
public double Low { get; set; }
public double High { get; set; }
public bool IsActive { get; set; }
public bool IsInvalidated { get; set; } = false;
public bool HasLL_HH { get; set; } = false;
public double LL_HH { get; set; }
public bool IsBullish { get; set; }
public List<string> DrawingIds { get; set; } = new List<string>();
}
}
}

Comment