region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows.Forms;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Strategy;
using NinjaTrader.NinjaScript.Indicators;
#endregion
namespace NinjaTrader.NinjaScript.Strategies
{
public class MyStrategy : Strategy
{
region Inputs
[Description("Linear Regression Period")]
[GridCategory("Parameters")]
public int RegressionPeriod { get; set; }
[Description("ADL Period")]
[GridCategory("Parameters")]
public int ADLPeriod { get; set; }
[Description("SMA Period 1")]
[GridCategory("Parameters")]
public int SMAPeriod1 { get; set; }
[Description("SMA Period 2")]
[GridCategory("Parameters")]
public int SMAPeriod2 { get; set; }
[Description("Stop Loss")]
[GridCategory("Parameters")]
public double StopLoss { get; set; }
[Description("Take Profit")]
[GridCategory("Parameters")]
public double TakeProfit { get; set; }
#endregion
region Variables
private LinearRegression LinearReg;
private ADL ADL;
private SMA SMA1;
private SMA SMA2;
private double entryPrice = 0;
private bool stopLossMoved = false;
private DateTime stopLossTime = DateTime.MinValue;
#endregion
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Strategy here.";
Name = "MyStrategy";
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;
// Set the default values for the inputs
RegressionPeriod = 200;
ADLPeriod = 14;
SMAPeriod1 = 21;
SMAPeriod2 = 13;
StopLoss = 500;
TakeProfit = 2000;
}
else if (State == State.Configure)
{
// Add the indicators to the chart
LinearReg = LinearRegression(RegressionPeriod);
ADL = ADL(ADLPeriod);
SMA1 = SMA(SMAPeriod1);
SMA2 = SMA(SMAPeriod2);
AddChartIndicator(LinearReg);
AddChartIndicator(ADL);
AddChartIndicator(SMA1);
AddChartIndicator(SMA2);
}
}
protected override void OnBarUpdate()
{
if (Position.MarketPosition == MarketPosition.Flat)
{
if (Close[0] > LinearReg[0]​

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