namespace NinjaTrader.NinjaScript.Strategies
{
public class ISMAEMA34WaveStrat : Strategy
{
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Takes enties based on EMA 34 Wave Strat for NQ.";
Name = "ISMAEMA34WaveStrat";
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 = false;
RealtimeErrorHandling = RealtimeErrorHandling.IgnoreAllErrors;
StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 20;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;
StrategyOn = false;
}
else if (State == State.Configure)
{
AddDataSeries(Data.BarsPeriodType.Tick, 12200);
}
}
protected override void OnBarUpdate()
{
if(CurrentBars[0] < BarsRequiredToPlot || CurrentBars[1] < BarsRequiredToPlot)
return;
double BarMADiff = Math.Abs(TSI(BarsArray[1],10, 34)[0] - EMA(TSI(BarsArray[1],10, 34), 4)[0]);
//1ST INSTANCE--IF HTF MA IS BULLISH/BEARISH AND WAITING ON WAVE TO GO BULLISH/BEARISH
if(TSI(BarsArray[1],10, 34)[0] > 0 && TSI(BarsArray[1],10, 34)[0] > EMA(TSI(BarsArray[1],10, 34),4)[0] && BarMADiff >= 2.3 ||
TSI(BarsArray[1],10, 34)[0] < 0 && TSI(BarsArray[1],10, 34)[0] > EMA(TSI(BarsArray[1],10, 34),4)[0] && BarMADiff >= 2.3)
{
if(TSI(34,89)[7] >= 12 && TSI(34,89)[6] >= 12 && TSI(34,89)[5] >= 12 && TSI(34,89)[4] >= 12 && TSI(34,89)[3] >= 12 && TSI(34,89)[2] >= 12 && TSI(34,89)[1] >= 12 && TSI(34,89)[0] >= 12 && TSI(34,89)[0] >= EMA(TSI(34,89),93)[0] ||
TSI(34,89)[7] >= 12 && TSI(34,89)[6] >= 12 && TSI(34,89)[5] >= 12 && TSI(34,89)[4] >= 12 && TSI(34,89)[3] >= 12 && TSI(34,89)[2] >= 12 && TSI(34,89)[1] >= 12 && TSI(34,89)[0] >= 12 /*&& TSI(34,89)[8] < EMA(TSI(34,89),93)[8]*/ &&
TSI(34,89)[7] >= EMA(TSI(34,89),93)[7] && TSI(34,89)[6] >= EMA(TSI(34,89),93)[6] && TSI(34,89)[5] >= EMA(TSI(34,89),93)[5] && TSI(34,89)[4] >= EMA(TSI(34,89),93)[4] && TSI(34,89)[3] >= EMA(TSI(34,89),93)[3] &&
TSI(34,89)[2] >= EMA(TSI(34,89),93)[2] && TSI(34,89)[1] >= EMA(TSI(34,89),93)[1] && TSI(34,89)[0] >= EMA(TSI(34,89),93)[0])
{
if(StrategyOn == true && Position.MarketPosition == MarketPosition.Flat && SMA(20)[1] >= EMA(High,34)[1] && Close[1] > SMA(20)[1] && Close[0] <= SMA(20)[0] ||
StrategyOn == true && Position.MarketPosition == MarketPosition.Flat && SMA(20)[1] < EMA(High, 34)[1] && Close[1] > EMA(High, 34)[1] && Close[0] <= EMA(High, 34)[0])
{
EnterLong();
}
}
}
else if(TSI(BarsArray[1],10, 34)[0] > 0 && TSI(BarsArray[1],10, 34)[0] < EMA(TSI(BarsArray[1],10, 34),4)[0] && BarMADiff >= 2.3 ||
TSI(BarsArray[1],10, 34)[0] < 0 && TSI(BarsArray[1],10, 34)[0] < EMA(TSI(BarsArray[1],10, 34),4)[0] && BarMADiff >= 2.3)
{
if(TSI(34,89)[7] <= -12 && TSI(34,89)[6] <= -12 && TSI(34,89)[5] <= -12 && TSI(34,89)[4] <= -12 && TSI(34,89)[3] <= -12 && TSI(34,89)[2] <= -12 && TSI(34,89)[1] <= -12 && TSI(34,89)[0] <= -12 && TSI(34,89)[0] <= EMA(TSI(34,89),93)[0] ||
TSI(34,89)[7] <= -12 && TSI(34,89)[6] <= -12 && TSI(34,89)[5] <= -12 && TSI(34,89)[4] <= -12 && TSI(34,89)[3] <= -12 && TSI(34,89)[2] <= -12 && TSI(34,89)[1] <= -12 && TSI(34,89)[0] <= -12 /*&& TSI(34,89)[8] > EMA(TSI(34,89),93)[8]*/ &&
TSI(34,89)[7] <= EMA(TSI(34,89),93)[7] && TSI(34,89)[6] <= EMA(TSI(34,89),93)[6] && TSI(34,89)[5] <= EMA(TSI(34,89),93)[5] && TSI(34,89)[4] <= EMA(TSI(34,89),93)[4] && TSI(34,89)[3] <= EMA(TSI(34,89),93)[3] && TSI(34,89)[2] <= EMA(TSI(34,89),93)[2] &&
TSI(34,89)[1] <= EMA(TSI(34,89),93)[1] && TSI(34,89)[0] <= EMA(TSI(34,89),93)[0])
{
if(StrategyOn == true && Position.MarketPosition == MarketPosition.Flat && SMA(20)[1] <= EMA(Low, 34)[1] && Close[1] < SMA(20)[1] && Close[0] >= SMA(20)[0] ||
StrategyOn == true && Position.MarketPosition == MarketPosition.Flat && SMA(20)[1] > EMA(Low, 34)[1] && Close[1] < EMA(Low, 34)[1] && Close[0] >= EMA(Low, 34)[0])
{
EnterShort();
}
}
}
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