public TargetExitQuantity ExitNow(SingleSpread spread)
{
double pnl = spread.PnlPerUnit();
if (stoplossperunit != 0 && pnl <= -1 * stoplossperunit)
{
return(TargetExitQuantity.All);
}
if (profit1perunitreached == false && profit1perunit != 0 && pnl >= profit1perunit)
{
profit1perunitreached = true;
return(target1exitquantity);
}
if (profit2perunitreached == false && profit2perunit != 0 && pnl >= profit2perunit)
{
profit2perunitreached = true;
return(target2exitquantity);
}
StrategyBase sb = spread.StrategyBase();
NinjaTrader.NinjaScript.Strategies.MySpreadTrader S = (NinjaTrader.NinjaScript.Strategies.MySpreadTrader)sb;
NinjaTrader.NinjaScript.Strategies.Strategy s = S as NinjaTrader.NinjaScript.Strategies.Strategy;
// variables S and s are always the same object sb which is our strategy
// the nt8 code editor intellisense logic does not show inherited class members, but only direct members
// example of using spread prices
var spreadpriceseries = s.Spread(S.Closes[0], S.PriceString, spread.Lots1, S.strLeg2Instrument, spread.Lots2, S.Leg1PriceDisplayMultiplier, S.Leg2PriceDisplayMultiplier);
// and applying SMA to it
double smoothed = s.SMA(spreadpriceseries.SpreadValue, 3)[0];
//S.Print(" SMA="+smoothed.ToString());
return(TargetExitQuantity.None);
}
public void init_or_deinit(object indi_or_strat_, bool init)
{
if (init && indi_or_strat == null)
{
indi_or_strat = (NinjaTrader.NinjaScript.NinjaScriptBase)indi_or_strat_;
if (indi_or_strat_ is NinjaTrader.NinjaScript.IndicatorBase)
{
indi = (NinjaTrader.NinjaScript.Indicators.Indicator)indi_or_strat_;
chartControl = indi.ChartControl;
chartPnl = indi.ChartControl.ChartPanels[0];
chartBars = indi.ChartBars;
}
else if (indi_or_strat_ is NinjaTrader.NinjaScript.Strategies.Strategy)
{
strat = (NinjaTrader.NinjaScript.Strategies.Strategy)indi_or_strat_;
chartControl = strat.ChartControl;
chartPnl = strat.ChartControl.ChartPanels[0];
chartBars = strat.ChartBars;
}
if (chartControl == null || chartPnl == null)
{
enabled = false; return;
}
enabled = true;
registerEventHandlers();
}
else
{
checkForDeregister();
}
}
public TargetExitQuantity ExitNow(SingleSpread spread)
{
if (DateTime.Now < created.AddMinutes(2))
{
return(TargetExitQuantity.None);
}
// let the trade breath for the first 2 minutes and therefore do never exit within that time
double pnl = spread.PnlPerUnit();
if (stoplossperunit != 0 && pnl <= -1 * stoplossperunit)
{
return(TargetExitQuantity.All);
// this is the case of a hard stop
}
if (pnl <= minPnl)
{
return(TargetExitQuantity.All);
// trailing stopp hit
}
if (pnl - stoplossperunit > minPnl)
{
//adjust trailing
minPnl = pnl - stoplossperunit;
if (spread.StrategyBase().TraceOrders)
{
spread.StrategyBase().Print("MinPnl:" + minPnl.ToString());
}
}
NinjaTrader.NinjaScript.Strategies.Strategy s = spread.StrategyBase() as NinjaTrader.NinjaScript.Strategies.Strategy;
NinjaTrader.NinjaScript.Strategies.SpreadExitStrategy S = s as NinjaTrader.NinjaScript.Strategies.SpreadExitStrategy;
var spreadpriceseries = s.Spread(S.Closes[0], S.PriceString, spread.Lots1, S.strLeg2Instrument, spread.Lots2, S.Leg1PriceDisplayMultiplier, S.Leg2PriceDisplayMultiplier);
// use all Indicators on the spread price series!!!
// and applying SMA to it
double smoothed = s.SMA(spreadpriceseries.SpreadValue, 3)[0];
return(TargetExitQuantity.None);
}
