protected void AutoStrategy1()
{
if (sessionIterator == null || BarsArray[0].IsFirstBarOfSession)
{
if (sessionIterator == null)
{
sessionIterator = new Data.SessionIterator(BarsArray[0]);
sessionIterator.GetNextSession(Times[0][0], true);
}
else if (BarsArray[0].IsFirstBarOfSession)
{
sessionIterator.GetNextSession(Times[0][0], true);
}
startTimeForShortEntries = sessionIterator.ActualSessionBegin.AddMinutes(15);
endTimeForShortEntries = startTimeForShortEntries.AddMinutes(45);
}
if (candleStickPatternLogic.Evaluate(ChartPattern.MorningStar) &&
startTimeForShortEntries < Times[0][0] && Times[0][0] <= endTimeForShortEntries &&
(Times[0][0].DayOfWeek == DayOfWeek.Monday || Times[0][0].DayOfWeek == DayOfWeek.Tuesday || Times[0][0].DayOfWeek == DayOfWeek.Thursday || Times[0][0].DayOfWeek == DayOfWeek.Saturday))
{
EnterShort();
}
}
private void CalculateDays()
{
DateTime now = Cbi.Connection.PlaybackConnection != null ? Cbi.Connection.PlaybackConnection.Now : Core.Globals.Now;
if (sessionIterator == null)
{
sessionIterator = new SessionIterator(Instrument.MasterInstrument.TradingHours);
}
if (now > sessionIterator.ActualTradingDayEndLocal)
{
sessionIterator.GetNextSession(now, false);
lock (Instrument.MasterInstrument.RolloverCollection)
{
foreach (Rollover rollover in Instrument.MasterInstrument.RolloverCollection)
{
if (rollover.ContractMonth == Instrument.Expiry)
{
CurrentValue = Instrument.MasterInstrument.GetNextRolloverDate(rollover.Date).Subtract(sessionIterator.ActualTradingDayExchange).TotalDays;
return;
}
}
}
}
}
protected override void OnMarketData(Data.MarketDataEventArgs marketDataUpdate)
{
if (marketDataUpdate.IsReset)
{
CurrentValue = double.MinValue;
sessionIterator = null;
return;
}
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Strategy here.";
Name = "MarketSpread";
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 = 1;
Symbol2 = "RTY 12-18";
SpreadThreshold = .01;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;
}
else if (State == State.Configure)
{
sessionIterator = null;
switch (BarsPeriod.BarsPeriodType)
{
case BarsPeriodType.Day:
case BarsPeriodType.Week:
case BarsPeriodType.Month:
case BarsPeriodType.Year:
case BarsPeriodType.Minute:
case BarsPeriodType.Second:
AddDataSeries(Symbol2, BarsPeriod.BarsPeriodType, BarsPeriod.Value);
break;
default:
break;
}
AddDataSeries(Data.BarsPeriodType.Second, 5);
AddDataSeries(this.Symbol2, Data.BarsPeriodType.Second, 5);
spread = Spread(BarsArray[0], 1, -1, true, this.Symbol2, BarsPeriod.BarsPeriodType, BarsPeriod.Value);
AddChartIndicator(spread);
}
else if (State == State.DataLoaded)
{
sessionIterator = new Data.SessionIterator(BarsArray[0]);
}
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Strategy here.";
Name = "LongTermAcd";
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.StopCancelClose;
StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 51;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;
ShortTermPeriod = 14;
IntermediateTermPeriod = 30;
LongTermPeriod = 50;
}
else if (State == State.Configure)
{
AddDataSeries(BarsPeriodType.Minute, 1);
}
else if (State == State.DataLoaded)
{
todayPivotPriceSeries = new Series <double>(BarsArray[1]);
pivotPrice = AcdDailyPivotPrice();
AddChartIndicator(pivotPrice);
shortTermMA = SMA(14);
shortTermMA.Plots[0].Brush = shortTermBrush;
AddChartIndicator(shortTermMA);
intermediateTermMA = SMA(30);
intermediateTermMA.Plots[0].Brush = intermediateTermBrush;
AddChartIndicator(intermediateTermMA);
longTermMA = SMA(50);
longTermMA.Plots[0].Brush = longTermBrush;
AddChartIndicator(longTermMA);
sessionIterator = new Data.SessionIterator(BarsArray[1]);
}
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Strategy here.";
Name = "AcdSandbox";
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.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;
ATicks = 28;
CTicks = 16;
ProjectHour = 13;
ProjectMinute = 0;
}
else if (State == State.Configure)
{
currentDate = Core.Globals.MinDate;
sessionIterator = null;
AddDataSeries(Data.BarsPeriodType.Second, 30);
AddDataSeries(Data.BarsPeriodType.Day, 1);
guerillaAcdMasterIndicator = GuerillaAcdMasterIndicator(this.ATicks, this.CTicks, this.ProjectHour, this.ProjectMinute);
AddChartIndicator(guerillaAcdMasterIndicator);
greenBarIndicator = GuerillaStickIndicator(GuerillaChartPattern.GreenBar, false, false, false, 0);
AddChartIndicator(greenBarIndicator);
redBarIndicator = GuerillaStickIndicator(GuerillaChartPattern.RedBar, false, false, false, 0);
AddChartIndicator(redBarIndicator);
}
else if (State == State.DataLoaded)
{
sessionIterator = new Data.SessionIterator(BarsArray[0]);
}
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Strategy here.";
Name = "Distilled";
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)
{
sessionIterator = null;
SetProfitTarget(CalculationMode.Ticks, 6);
SetStopLoss(CalculationMode.Ticks, 16);
//AddDataSeries(Data.BarsPeriodType.Second, 450);
}
else if (State == State.DataLoaded)
{
sessionIterator = new Data.SessionIterator(BarsArray[0]);
fullGreenBarIndicator = GuerillaStickIndicator(BarsArray[0], GuerillaChartPattern.GreenBar, false, false, false, 0);
fullRedBarIndicator = GuerillaStickIndicator(BarsArray[0], GuerillaChartPattern.RedBar, false, false, false, 0);
fullHammerBarIndicator = GuerillaStickIndicator(BarsArray[0], GuerillaChartPattern.Hammer, false, false, false, 0);
fullShootingStarBarIndicator = GuerillaStickIndicator(BarsArray[0], GuerillaChartPattern.ShootingStar, false, false, false, 0);
fullBullishTrendBarIndicator = GuerillaStickIndicator(BarsArray[0], GuerillaChartPattern.BullishHalfBar, false, false, false, 0);
fullBearishTrendBarIndicator = GuerillaStickIndicator(BarsArray[0], GuerillaChartPattern.BearishHalfBar, false, false, false, 0);
//halfGreenBarIndicator = GuerillaStickIndicator(BarsArray[1], GuerillaChartPattern.GreenBar, false, false, false, 0);
//halfRedBarIndicator = GuerillaStickIndicator(BarsArray[1], GuerillaChartPattern.RedBar, false, false, false, 0);
}
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = NinjaTrader.Custom.Resource.NinjaScriptIndicatorDescriptionPriorDayOHLC;
Name = NinjaTrader.Custom.Resource.NinjaScriptIndicatorNamePriorDayOHLC;
IsAutoScale = false;
IsOverlay = true;
IsSuspendedWhileInactive = true;
DrawOnPricePanel = false;
ShowClose = true;
ShowLow = true;
ShowHigh = true;
ShowOpen = true;
AddPlot(new Stroke(Brushes.SteelBlue, DashStyleHelper.Dash, 2), PlotStyle.Hash, NinjaTrader.Custom.Resource.PriorDayOHLCOpen);
AddPlot(new Stroke(Brushes.DarkCyan, 2), PlotStyle.Hash, NinjaTrader.Custom.Resource.PriorDayOHLCHigh);
AddPlot(new Stroke(Brushes.Crimson, 2), PlotStyle.Hash, NinjaTrader.Custom.Resource.PriorDayOHLCLow);
AddPlot(new Stroke(Brushes.SlateBlue, DashStyleHelper.Dash, 2), PlotStyle.Hash, NinjaTrader.Custom.Resource.PriorDayOHLCClose);
}
else if (State == State.Configure)
{
currentDate = Core.Globals.MinDate;
currentClose = 0;
currentHigh = 0;
currentLow = 0;
currentOpen = 0;
priorDayClose = 0;
priorDayHigh = 0;
priorDayLow = 0;
priorDayOpen = 0;
sessionIterator = null;
}
else if (State == State.DataLoaded)
{
sessionIterator = new Data.SessionIterator(Bars);
}
else if (State == State.Historical)
{
if (!Bars.BarsType.IsIntraday)
{
Draw.TextFixed(this, "NinjaScriptInfo", NinjaTrader.Custom.Resource.PriorDayOHLCIntradayError, TextPosition.BottomRight);
Log(NinjaTrader.Custom.Resource.PriorDayOHLCIntradayError, LogLevel.Error);
}
}
}
protected override void OnBarUpdate()
{
base.OnBarUpdate();
if (this.CurrentBars[0] < this.BarsRequiredToTrade)
{
return;
}
if (this.sessionIterator == null || this.BarsArray[0].IsFirstBarOfSession)
{
if (this.sessionIterator == null)
{
this.sessionIterator = new Data.SessionIterator(this.BarsArray[0]);
this.sessionIterator.GetNextSession(this.Times[0][0], true);
}
else if (this.BarsArray[0].IsFirstBarOfSession)
{
this.sessionIterator.GetNextSession(this.Times[0][0], true);
}
this.startTimeForLongEntries = this.sessionIterator.ActualSessionBegin.AddMinutes(15);
this.endTimeForLongEntries = this.startTimeForLongEntries.AddMinutes(75);
this.startTimeForLongExits = this.sessionIterator.ActualSessionEnd.AddMinutes(-90);
this.endTimeForLongExits = this.startTimeForLongExits.AddMinutes(45);
}
// example entry & exit logic
if (this.startTimeForLongEntries < this.Times[0][0] &&
this.Times[0][0] <= this.endTimeForLongEntries &&
(this.Times[0][0].DayOfWeek == DayOfWeek.Monday || this.Times[0][0].DayOfWeek == DayOfWeek.Friday))
{
//this.EnterLong();
}
if (this.startTimeForLongExits < this.Times[0][0] &&
this.Times[0][0] <= this.endTimeForLongExits &&
(this.Times[0][0].DayOfWeek == DayOfWeek.Monday || this.Times[0][0].DayOfWeek == DayOfWeek.Friday))
{
//this.ExitLong();
}
this.touchIndicatorValue = this.touchIndicator.Value[0];
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = NinjaTrader.Custom.Resource.NinjaScriptIndicatorDescriptionCurrentDayOHL;
Name = NinjaTrader.Custom.Resource.NinjaScriptIndicatorNameCurrentDayOHL;
IsAutoScale = false;
DrawOnPricePanel = false;
IsOverlay = true;
IsSuspendedWhileInactive = true;
ShowLow = true;
ShowHigh = true;
ShowOpen = true;
BarsRequiredToPlot = 0;
AddPlot(new Stroke(Brushes.Goldenrod, DashStyleHelper.Dash, 2), PlotStyle.Square, NinjaTrader.Custom.Resource.CurrentDayOHLOpen);
AddPlot(new Stroke(Brushes.SeaGreen, DashStyleHelper.Dash, 2), PlotStyle.Square, NinjaTrader.Custom.Resource.CurrentDayOHLHigh);
AddPlot(new Stroke(Brushes.Red, DashStyleHelper.Dash, 2), PlotStyle.Square, NinjaTrader.Custom.Resource.CurrentDayOHLLow);
}
else if (State == State.Configure)
{
currentDate = Core.Globals.MinDate;
currentOpen = double.MinValue;
currentHigh = double.MinValue;
currentLow = double.MaxValue;
lastDate = Core.Globals.MinDate;
}
else if (State == State.DataLoaded)
{
sessionIterator = new SessionIterator(Bars);
}
else if (State == State.Historical)
{
if (!Bars.BarsType.IsIntraday)
{
Draw.TextFixed(this, "NinjaScriptInfo", Custom.Resource.CurrentDayOHLError, TextPosition.BottomRight);
Log(Custom.Resource.CurrentDayOHLError, LogLevel.Error);
}
}
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Indicator here.";
Name = "GuerillaAcdMasterIndicator";
Calculate = Calculate.OnBarClose;
IsOverlay = true;
IsAutoScale = false;
DisplayInDataBox = true;
DrawOnPricePanel = true;
DrawHorizontalGridLines = true;
DrawVerticalGridLines = true;
PaintPriceMarkers = true;
ScaleJustification = NinjaTrader.Gui.Chart.ScaleJustification.Right;
//Disable this property if your indicator requires custom values that cumulate with each new market data event.
//See Help Guide for additional information.
IsSuspendedWhileInactive = true;
textFont = new Gui.Tools.SimpleFont()
{
Size = 14
};
textColor = Brushes.WhiteSmoke;
ATicks = 28;
CTicks = 16;
ProjectHour = 13;
ProjectMinute = 0;
AddPlot(new Stroke(openingRangeBrush, DashStyleHelper.Dash, 2), PlotStyle.Square, "OpenHigh");
AddPlot(new Stroke(openingRangeBrush, DashStyleHelper.Dash, 2), PlotStyle.Square, "OpenLow");
AddPlot(new Stroke(aBrush, DashStyleHelper.Dash, 2), PlotStyle.Square, "AUp");
AddPlot(new Stroke(aBrush, DashStyleHelper.Dash, 2), PlotStyle.Square, "ADown");
AddPlot(new Stroke(cBrush, DashStyleHelper.Dash, 2), PlotStyle.Square, "CUp");
AddPlot(new Stroke(cBrush, DashStyleHelper.Dash, 2), PlotStyle.Square, "CDown");
AddPlot(new Stroke(pivotBrush, DashStyleHelper.Dash, 2), PlotStyle.Square, "PivotHigh");
AddPlot(new Stroke(pivotBrush, DashStyleHelper.Dash, 2), PlotStyle.Square, "PivotLow");
AddPlot(new Stroke(rollingPivotBrush, DashStyleHelper.Dash, 2), PlotStyle.Square, "RollingPivotHigh");
AddPlot(new Stroke(rollingPivotBrush, DashStyleHelper.Dash, 2), PlotStyle.Square, "RollingPivotLow");
AddPlot(new Stroke(transparentBrush, DashStyleHelper.Dash, 2), PlotStyle.Square, "MyOpen");
}
else if (State == State.Configure)
{
AddDataSeries(BarsPeriodType.Second, 30);
AddDataSeries(BarsPeriodType.Day, 1);
currentDate = Core.Globals.MinDate;
sessionIterator = null;
fastSessionIterator = null;
opening = 0;
openingHigh = 0;
openingLow = 0;
currentAUp = 0;
currentADown = 0;
currentCUp = 0;
currentCDown = 0;
currentClose = 0;
currentHigh = 0;
currentLow = 0;
priorDayClose = 0;
priorDayHigh = 0;
priorDayLow = 0;
priorDayLow = 0;
priorDayLow = 0;
aUpBreachedBar = 0;
aUpSuccessBar = 0;
aDownBreachedBar = 0;
aDownSuccessBar = 0;
cUpBreachedBar = 0;
cUpSuccessBar = 0;
pivotUpperBound = 0;
pivotLowerBound = 0;
}
else if (State == State.DataLoaded)
{
sessionIterator = new Data.SessionIterator(BarsArray[0]);
fastPivotPriceSeries = new Series <double>(BarsArray[1]);
fastSessionIterator = new Data.SessionIterator(BarsArray[1]);
halfTimeFrame = BarsArray[0].BarsPeriod.Value / 2;
halfTimeFrameBars = halfTimeFrame * 2;
openingBars = BarsArray[0].BarsPeriod.Value * 2;
trueRangeSeries = new Series <double>(BarsArray[2]);
aSeries = new Series <double>(BarsArray[2]);
cSeries = new Series <double>(BarsArray[2]);
dayNumberLineSeries = new Series <double>(BarsArray[2]);
numberLineSeries = new Series <double>(BarsArray[2]);
}
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = NinjaTrader.Custom.Resource.NinjaScriptMarketAnalyzerColumnDescriptionChartNetChange;
Name = NinjaTrader.Custom.Resource.NinjaScriptMarketAnalyzerColumnNameChartNetChange;
DownArea = Brushes.Red;
DownOutline = Brushes.Red;
IsDataSeriesRequired = true;
Opacity = 50;
UpArea = Brushes.LimeGreen;
UpOutline = Brushes.LimeGreen;
}
else if (State == State.Configure)
{
BarsPeriod = new Data.BarsPeriod {
BarsPeriodType = Data.BarsPeriodType.Minute, Value = 1
};
DaysBack = 0;
RangeType = Cbi.RangeType.Days;
To = Now.Date;
if (Instrument != null)
{
TradingHoursInstance = Instrument.MasterInstrument.TradingHours;
sessionIterator = new Data.SessionIterator(TradingHoursInstance);
if (sessionIterator.IsInSession(Now, false, true))
{
tradingDayBegin = sessionIterator.GetTradingDayBeginLocal(sessionIterator.ActualTradingDayExchange);
tradingDayEnd = sessionIterator.ActualTradingDayEndLocal;
}
else
{
DateTime tradingDay = sessionIterator.ActualTradingDayExchange;
bool isPreviousTradingDay = true;
while (true)
{
tradingDay = tradingDay.AddDays(-1);
if (sessionIterator.IsTradingDayDefined(tradingDay))
{
if (isPreviousTradingDay)
{
tradingDayBegin = sessionIterator.GetTradingDayBeginLocal(tradingDay);
tradingDayEnd = sessionIterator.GetTradingDayEndLocal(tradingDay);
isPreviousTradingDay = false;
}
else
{
DateTime tmpTradingDayEnd = sessionIterator.GetTradingDayEndLocal(tradingDay);
DaysBack = (int)To.Subtract(tmpTradingDayEnd.Date).TotalDays + (tmpTradingDayEnd.Hour == 0 && tmpTradingDayEnd.Minute == 0 ? 1 : 0);
break;
}
}
}
sessionIterator.GetNextSession(tradingDayBegin.AddSeconds(1), false);
}
}
}
}