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Microcap & Penny Stocks : MY THREAD -- Ignore unavailable to you. Want to Upgrade?

To: Qone0 who wrote (140)4/16/2025 2:10:21 PM
From: Qone0  Read Replies (1) | Respond to of 143
 
#region Using declarations
using System;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Cbi;
using NinjaTrader.NinjaScript.Strategies;
#endregion
namespace NinjaTrader.NinjaScript.Strategies
{
public class AdvancedESFuturesStrategy : Strategy
{
private EMA emaShort; // Short-term EMA (e.g., 9 EMA)
private SMA smaLong; // Long-term SMA (e.g., 50 SMA)
private RSI rsi; // Relative Strength Index
private VWAP vwap; // Volume Weighted Average Price
private double priorDayHigh;
private double priorDayLow;
private double priorDayClose;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Advanced day trading strategy for ES futures.";
Name = "AdvancedESFuturesStrategy";
Calculate = Calculate.OnEachTick;
IsUnmanaged = false;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 30;
IsFillLimitOnTouch = true;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
OrderFillResolution = OrderFillResolution.Standard;
Slippage = 1;
StartBehavior = StartBehavior.WaitUntilFlat;
TimeInForce = TimeInForce.Gtc;
TraceOrders = false;
RealtimeErrorHandling = RealtimeErrorHandling.StopCancelCloseIgnoreRejects;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsInstantiatedOnEachOptimizationIteration = true;
MinBarsRequired = 20;
DaysToLookBack = 3;
// Strategy Parameters
SetStopLoss(CalculationMode.Ticks, 12); // Stop loss in ticks
SetProfitTarget(CalculationMode.Ticks, 24); // Profit target in ticks
}
else if (State == State.Configure)
{
emaShort = EMA(9);
smaLong = SMA(50);
rsi = RSI(14, 3);
vwap = VWAP();
}
else if (State == State.DataLoaded)
{
priorDayHigh = Highs[1][0];
priorDayLow = Lows[1][0];
priorDayClose = Closes[1][0];
}
}
protected override void OnBarUpdate()
{
if (CurrentBars[0] < MinBarsRequired)
return;
// Check if market is trending or ranging
bool isTrending = emaShort[0] > smaLong[0] && Math.Abs(emaShort[0] - smaLong[0]) > TickSize * 10;
// Trend-following entry logic
if (isTrending && rsi[0] < 70 && CrossAbove(emaShort, smaLong, 1))
{
EnterLong("TrendFollowLong");
}
else if (isTrending && rsi[0] > 30 && CrossBelow(emaShort, smaLong, 1))
{
EnterShort("TrendFollowShort");
}
// Range-bound entry logic
if (!isTrending && Close[0] > priorDayLow && Close[0] < priorDayHigh)
{
if (rsi[0] > 70)
{
EnterShort("RangeBoundShort");
}
else if (rsi[0] < 30)
{
EnterLong("RangeBoundLong");
}
}
// Exit conditions
if (Position.MarketPosition == MarketPosition.Long && Close[0] >= vwap[0])
{
ExitLong("VWAPExitLong");
}
else if (Position.MarketPosition == MarketPosition.Short && Close[0] <= vwap[0])
{
ExitShort("VWAPExitShort");
}
}
}
}









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