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 MACDStrategy : Strategy
{
private MACD macd;
private double macdavg;
private double MACDDiff;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Strategy here.";
Name = "MACDStrategy";
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;
Fast = 12;
Slow = 26;
Smooth = 9;
}
else if (State == State.Configure)
{
}
else if (State == State.DataLoaded)
{
macd = MACD(Close, Fast, Slow, Smooth);
macdavg = MACD(Close, Fast, Slow, Smooth).Avg[0];
}
}
protected override void OnBarUpdate()
{
if(CurrentBar < BarsRequiredToTrade)
return;
MACDDiff = macd[0]-macdavg;
if(MACDDiff[1]<0 && MACDDiff[0]>0)
EnterLong();
if(MACDDiff[1]>0 && MACDDiff[0]<0)
EnterShort();
}
region Properties
[NinjaScriptProperty]
[Display(ResourceType = typeof(Custom.Resource), Name = "Fast Period", GroupName = "NinjaScriptStrategyParameters", Order = 0)]
public int Fast
{ get; set; }
[NinjaScriptProperty]
[Display(ResourceType = typeof(Custom.Resource), Name = "Slow Period", GroupName = "NinjaScriptStrategyParameters", Order = 0)]
public int Slow
{ get; set; }
[NinjaScriptProperty]
[Display(ResourceType = typeof(Custom.Resource), Name = "Smooth", GroupName = "NinjaScriptStrategyParameters", Order = 0)]
public int Smooth
{ get; set; }
#endregion
}
}
Comment