double VWAPValue = OrderFlowVWAP(VWAPResolution.Standard, TradingHours.String2TradingHours("CME US Index Futures RTH"), VWAPStandardDeviations.Three, 1, 2, 3).VWAP[0];
here is my script:
//This namespace holds Strategies in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Strategies
{
public class vvwapLunch : Strategy
{
private NinjaTrader.NinjaScript.Indicators.TradingRevealed .TRVwapBands TRVwapBands1;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Strategy here.";
Name = "vvwapLunch";
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)
{
}
else if (State == State.DataLoaded)
{
TRVwapBands1 = TRVwapBands(Close, true, true, false, false);
SetProfitTarget("", CalculationMode.Ticks, 10);
SetStopLoss("", CalculationMode.Ticks, 20, false);
}
}
protected override void OnBarUpdate()
{
if (BarsInProgress != 0)
return;
if (CurrentBars[0] < 1)
return;
// Set 1
if ((Times[0][0].TimeOfDay > new TimeSpan(11, 0, 0))
&& (Times[0][0].TimeOfDay < new TimeSpan(13, 0, 0))
&& (Close[0] > TRVwapBands1.PlotVWAP[0]))
{
EnterLongLimit(Convert.ToInt32(DefaultQuantity), (TRVwapBands1.PlotVWAP[0] + (5 * TickSize)) , "");
}
}
}
}
how do i replace the four lines?
thanks,
David
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