Hi NT Community.
I downloaded this strategy from the free ecosystem and I noticed that it might be much better if it were reversed, and if it could have the add trades for the opposite direction. Can someone please help me reverse it and add the opposite directional trades to it?
Some notes:
- This strategy is currently for Longs only - you will see
- I tried simply replacing the text "Long" with"Short" but that didn't accomplish the reversal - I had a historical performance of zero trades, so I assume there must be more to change about the code
- After reversing it, (replacing the Longs for Shorts), please add the trade for the opposite direction (which will be for Longs after changing the original Long entry to Shorts)
- Thank you! - Code is below:
***
***
namespace NinjaTrader.NinjaScript.Strategies
{
public class TimingModel : Strategy
{
private RSI myRSI;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Timing Model from the June 2008 Stocks and Commodities magazine Article";
Name = "TimingModel";
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)
{
myRSI = RSI(High, 2, 3);
SetProfitTarget(CalculationMode.Percent, 0.075);
AddChartIndicator(myRSI);
}
}
protected override void OnBarUpdate()
{
if (CurrentBar < 200)
return;
// Enter long
if (myRSI.Default[0] < 2 && myRSI.Default[1] > 1 && Close[0] > SMA(200)[0])
EnterLongLimit(Low[0] * 1.025);
// Exit conditions
if (Close[0] > High[2] || BarsSinceEntryExecution() > 5)
ExitLong();
}
}
}
I downloaded this strategy from the free ecosystem and I noticed that it might be much better if it were reversed, and if it could have the add trades for the opposite direction. Can someone please help me reverse it and add the opposite directional trades to it?
Some notes:
- This strategy is currently for Longs only - you will see
- I tried simply replacing the text "Long" with"Short" but that didn't accomplish the reversal - I had a historical performance of zero trades, so I assume there must be more to change about the code
- After reversing it, (replacing the Longs for Shorts), please add the trade for the opposite direction (which will be for Longs after changing the original Long entry to Shorts)
- Thank you! - Code is below:
***
***
namespace NinjaTrader.NinjaScript.Strategies
{
public class TimingModel : Strategy
{
private RSI myRSI;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Timing Model from the June 2008 Stocks and Commodities magazine Article";
Name = "TimingModel";
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)
{
myRSI = RSI(High, 2, 3);
SetProfitTarget(CalculationMode.Percent, 0.075);
AddChartIndicator(myRSI);
}
}
protected override void OnBarUpdate()
{
if (CurrentBar < 200)
return;
// Enter long
if (myRSI.Default[0] < 2 && myRSI.Default[1] > 1 && Close[0] > SMA(200)[0])
EnterLongLimit(Low[0] * 1.025);
// Exit conditions
if (Close[0] > High[2] || BarsSinceEntryExecution() > 5)
ExitLong();
}
}
}
