#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 restartdailyexampleRevised2 : Strategy
{
private Order entryOrder = null, exitOrder = null;
private bool placeexit=false;
private double targetPrice;
protected override void OnStateChange()
{
try{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Strategy here.";
Name = "restartdailyexampleRevised2";
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 30;
IsFillLimitOnTouch = false;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
OrderFillResolution = OrderFillResolution.Standard;
Slippage = 0;
//StartBehavior = StartBehavior.ImmediatelySubmitSynchronizeAccount;
StartBehavior = StartBehavior.WaitUntilFlat;
TimeInForce = TimeInForce.Gtc;
TraceOrders = true;
RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 20;
IsAdoptAccountPositionAware = true;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;
}
else if (State == State.Configure)
{
AddDataSeries(BarsPeriodType.Tick, 1);
}
// one time only, as we transition from historical to real-time
else if (State == State.Realtime)
{
// convert any old historical order object references
// to the new live order submitted to the real-time account
if (entryOrder != null)
{
Print("found historical entry order " + entryOrder.ToString());
entryOrder = GetRealtimeOrder(entryOrder);
}
if (exitOrder != null)
{
Print("found historical exit order " + exitOrder.ToString());
exitOrder = GetRealtimeOrder(exitOrder);
}
}
}
catch(Exception w){
Print(w.StackTrace);
}
}
protected override void OnBarUpdate()
{
if(BarsInProgress==0 && CurrentBar>14){
targetPrice=High[0]+ATR(14)[1];
if (entryOrder == null && Close[0] > Open[0] && Close[0]>Low[0] )
EnterLongLimit(1, true, 1, Low[0], "myEntryOrder");
}
}
protected override void OnExecutionUpdate(Cbi.Execution execution, string executionId, double price, int quantity,
Cbi.MarketPosition marketPosition, string orderId, DateTime time)
{
exitOrder = ExitLongLimit(1, true, 1, targetPrice, "myExitOrder", entryOrder.FromEntrySignal);
Print(string.Format(" OnExecutionUpdate() Instrument: {0} Quantity: {1} Price: {2} time:{3} execution object {4}",
execution.Instrument.FullName, quantity, price, time, execution));
}
protected override void OnOrderUpdate(Order order, double limitPrice, double stopPrice, int quantity, int filled, double averageFillPrice, OrderState orderState, DateTime time, ErrorCode error, string nativeError)
{
// the code below is added to illustrate how an order ID may change through out the lifetime of the order.
// It is critical you update your order references in these scenarios.
Print("OnOrderUpdate( State " + State.ToString());
if (order.Name == "myEntryOrder")
{
entryOrder = order;
// Reset the entryOrder object to null if order was cancelled without any fill
if (order.OrderState == OrderState.Cancelled && order.Filled == 0)
{
entryOrder = null;
}
if (State == State.Historical)
{
Print(order.OrderId);// e.g., NT-0001
Print(order.ToString());// e.g., NT-0001
}
else if (State == State.Realtime)
{
Print(order.OrderId); // e.g., 3259392555
Print(order.ToString());
}
}
if (order.Name == "myExitOrder")
{
exitOrder = order;
// Reset the entryOrder object to null if order was cancelled without any fill
if (order.OrderState == OrderState.Cancelled && order.Filled == 0)
{
exitOrder = null;
}
if (State == State.Historical)
{
Print(order.OrderId);// e.g., NT-0001
Print(order.ToString());// e.g., NT-0001
}
else if (State == State.Realtime)
{
Print(order.OrderId); // e.g., 3259392555
Print(order.ToString());
}
}
}
}
}
