//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;
}
/// <summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
///
/// I was thinking that MOMO could have not atr ratched but use a stop place where the
/// prior atr stop was, for example, if a short momo, use the lower blue level as the
/// max high to trigger a sell.
/// </summary>
protected override void Initialize()
{
atrTimes = dparm1;
atrPeriod = period1;
//ratched = 0;
atr = ATRTrailing(atrTimes, Period1, Ratched);
Add(atr);
kc = KeltnerChannel(offsetMultiplier, keltnerPeriod);
Add(kc);
dc = DonchianChannel(donchianPeriod);
dc.Displacement = 2;
dc.PaintPriceMarkers = false;
Add(dc);
SetProfitTarget("", CalculationMode.Percent, dparm2);
SetStopLoss("", CalculationMode.Percent, dparm2, false);
//SetTrailStop("", CalculationMode.Percent, dparm2, false);
CalculateOnBarClose = true;
ExitOnClose = false;
IncludeCommission = 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>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
atr = ATRTrailing(atrTimes, atrPeriod, atrRatched);
hmaFast = HMA(hmaFastPeriod);
hmaMed = HMA(hmaMedPeriod);
hmaSlow = HMA(hmaSlowPeriod);
//adx = ADXVMA(hmaFastPeriod);
if (Bars.FirstBarOfSession)
{
lastTrade = NUTRAL;
}
if (Position.MarketPosition != MarketPosition.Flat)
{
//ManageTrade();
AtmStrategyHandler();
return;
}
//resetLastTrade();
//DrawDot(CurrentBar + "adx", false, 0, adx.ADXVMAPlot[0], Color.Black);
if (Close[0] > Close[1] &&
Close[1] > Close[2] &&
Close[2] > Close[3]
//&& lastTrade != LONG
&& Rising(hmaSlow) &&
(BarsSinceExit() > 4 || BarsSinceExit() == -1)
// && Close[1] < adx.ADXVMAPlot[0]
)
{
//Print(Time + " - Slope: " + Slope(adx.ADXVMAPlot, 1, 0));
GoLong();
}
else if (Close[0] < Close[1] &&
Close[1] < Close[2] &&
Close[2] < Close[3]
//&& lastTrade != SHORT
&& Falling(hmaSlow) &&
(BarsSinceExit() > 4 || BarsSinceExit() == -1)
// && Close[1] > adx.ADXVMAPlot[0]
)
{
GoShort();
}
}
/// <summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
/// </summary>
protected override void Initialize()
{
atr = ATRTrailing(ATRTimes, ATRPeriod, ATRRatched);
bollinger = Bollinger(BStdX, BPeriod);
keltnerChannel = KeltnerChannel(KStdX, KPeriod);
sMomentum = SMA(Momentum(MPeriod), MSmooth);
//Add(Stochastics(periodD, periodK, smooth));
Add(RCTTMSqueeze(1, 2, 2, 20));
Add(atr);
//Add(bollinger);
//Add(keltnerChannel);
//Add(sMomentum);
atr.AutoScale = false;
atr.PaintPriceMarkers = false;
CalculateOnBarClose = true;
}
/// <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;
so = PriceActionSwingOscillator(dtbStrength, swingSize, SwingTypes.Standard);
Add(so);
atr = ATRTrailing(atrTimes, Period1, Ratched);
//Add(atr);
SetProfitTarget("", CalculationMode.Ticks, dparm1);
SetStopLoss("", CalculationMode.Ticks, dparm2, false);
//SetTrailStop("", CalculationMode.Percent, dparm2, false);
CalculateOnBarClose = true;
ExitOnClose = true;
IncludeCommission = true;
}
