//NinjaTrader.Indicator.PriceActionSwingOscillator so = null; #endregion /// <summary> /// This method is used to configure the strategy and is called once before any strategy method is called. /// /// </summary> protected override void Initialize() { //int dtbStrength = Iparm1; //int swingSize = Iparm2; //atrTimes = dparm1; //atrPeriod = period1; atr = ATRTrailing(atrTimes, AtrPeriod, Ratched); atr.PaintPriceMarkers = false; atr.AutoScale = false; Add(atr); ema = EMA(period1); Add(ema); hma = HMARick(period2, 100); Add(hma); // dc = DonchianChannel(Period1); // dc.Displacement = 1; // dc.PaintPriceMarkers = false; // Add(dc); Add(PitColor(Color.Blue, 80000, 15, 140000)); //SetProfitTarget(CalculationMode.Ticks, Iparm1); //SetStopLoss(CalculationMode.Ticks, Iparm2); //SetTrailStop(CalculationMode.Ticks, Iparm2); Unmanaged = false; BarsRequired = 10; CalculateOnBarClose = true; ExitOnClose = true; IncludeCommission = true; }
double priceEst = 0.0; // used to estimate where the signal line will be before that bar is created #endregion protected override void OnStartUp() { signal = HMA(signalLinePeriod); dynamicTrend = HMARick(trendBand, Threshold); priceTrigger = SMARick(priceTriggerPeriod); slowSignal = SMA(slowSignalPeriod); dynamicTrend.DownColor = Color.Purple; dynamicTrend.UpColor = Color.DarkCyan; dynamicTrend.PaintPriceMarkers = false; }
/// <summary> /// This method is used to configure the strategy and is called once before any strategy method is called. /// </summary> protected override void Initialize() { t3 = this.T3(14, 3, 0.7); Add(t3); hma = this.HMARick(55, 50); Add(hma); Add(VHF(14, 0.35)); Add(PitColor(Color.Black, 80000, 25, 161500)); CalculateOnBarClose = true; }
/// <summary> /// This method is used to configure the strategy and is called once before any strategy method is called. /// /// E-Mini Scalper: Trying to simulate trade2live.com or eminiTradingStrategy.com autotrader /// /// Puts on positions on a pull back of a strong trend. /// /// Ref: /// http://trade2live.com/ /// http://scalpingemini.com/ /// /// </summary> protected override void Initialize() { // Secondary bar which will be used when entering trades // this will be the bar which contains the buy/sell orders Add("ES 03-15", PeriodType.Minute, 5); // Indicator Setup // --------------- hma = HMARick(Period1, 100); hma.PaintPriceMarkers = false; Add(hma); Add(PitColor(Color.Black, 83000, 25, 161500)); atr = ATR(Period2); Add(atr); atrTrailing = ATRTrailing(atrTimes, Period2, Ratched); //Add(atrTrailing); kc = KeltnerChannel(offsetMultiplier, Period3); //Add(kc); Add(FiveBarPattern()); // dc = DonchianChannel(donchianPeriod); // dc.Displacement = 2; // dc.PaintPriceMarkers = false; // Add(dc); Unmanaged = true; // Use unmanaged order methods // Methods BarsSinceEntry() and BarsSinceExit() are usuable in Unmanaged orders // Managed Properties // -------------------- //EntriesPerDirection = 2; //EntryHandling = EntryHandling.UniqueEntries; //SetProfitTarget("", CalculationMode.Percent, dparm2); //SetStopLoss("", CalculationMode.Percent, dparm2, false); //SetTrailStop("", CalculationMode.Percent, dparm2, false); //Slippage = 2; BarsRequired = 22; CalculateOnBarClose = true; // Onbar update happens only on the start of a new bar vrs each tick ExitOnClose = true; // Closes open positions at the end of the session IncludeCommission = true; // Commissions are used in the calculation of the profit/loss TraceOrders = false; // Trace orders in the output window, used for debugging, normally false }
/// <summary> /// This method is used to configure the strategy and is called once before any strategy method is called. /// </summary> protected override void Initialize() { ClearOutputWindow(); // re-trigger on each tick - may not be required with unmanaged order entry, yet to be determined CalculateOnBarClose = false; // Use Unmanaged order methods Unmanaged = true; // Triggers the exit on close function 60 min prior to session end // Note: This property is a real-time only property. ExitOnClose = true; ExitOnCloseSeconds = 3600; // 60 min before session close TimeInForce = Cbi.TimeInForce.Day; Add(PitColor(Color.Black, 83000, 25, 161500)); Add(TickCounter(true, false)); switch (selectedMAType) { case MAType.HMARick: { trendPlot = HMARick(TrendPlotPeriod, Threshold); trendPlot.DownColor = Color.Purple; trendPlot.UpColor = Color.DarkCyan; trendPlot.NeutralColor = Color.WhiteSmoke; trendPlot.Plots[0].Pen.DashStyle = DashStyle.Solid; trendPlot.Plots[0].Pen.Width = 2; trendPlot.PaintPriceMarkers = false; Add(trendPlot); break; } // case MAType.SMARick: // { // trendPlot = SMARick(TrendPlotPeriod); // trendPlot.PaintPriceMarkers = false; // Add(trendPlot); // break; // } } // signal = HMARick(signalLinePeriod, 60); // signal.Plots[0].Pen.Color = Color.DimGray; // signal.Plots[0].Pen.DashStyle = DashStyle.Solid; // signal.Plots[0].Pen.Width = 2; // signal.PaintPriceMarkers = false; // Add(signal); // slowSignal = EMA(slowSignalPeriod); // slowSignal.Plots[0].Pen.Color = Color.DimGray; // slowSignal.PaintPriceMarkers = false; // Add(slowSignal); //MAType maType = SMARick.class; stoc = StochasticsCycles(stocD, stocK, MAType.HMARick, false, false, stocS, Threshold, 3, TrendPlotPeriod); Add(stoc); macd = MACDRick2(Color.Green, Color.Red, true, macdFast, 25, macdSlow, macdSmooth); macd.Lines[0].Pen.Width = 10; Add(macd); // // Add(HMARick(70, 70)); // stoc = StochasticsCycles(stocD, stocK, false, false, stocS, Threshold, 3, TrendPlotPeriod); // stoc.Plots[0].Pen.Color = Color.Blue; // D color // stoc.Plots[0].Pen.Width = 2; // stoc.Lines[0].Pen.Color = Color.Black; // Lower // stoc.Lines[0].Pen.DashStyle = DashStyle.Dot; // stoc.Lines[0].Pen.Width = 2; // stoc.Plots[1].Pen.Color = Color.Black; // K color // stoc.Lines[1].Pen.Color = Color.Black; // Upper // stoc.Lines[1].Pen.DashStyle = DashStyle.Dot; // stoc.Lines[1].Pen.Width = 2; // Add(stoc); TraceOrders = enableTraceOrders; }