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OptimusPrimeStrategy
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OptimusPrimeStrategy
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#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 OptimusPrimeStrategy : Strategy
{
private Optimus Optimus1;
//private ADX ADX1;
private int OldCount=0;
///private string OldTag="";
private bool haltProcessing = false;
private ParabolicSAR ParabolicSAR1;
private LindaMACD LindaMACD1;
private double AccountRealizedPL;
private double AccountUnrealizedPL;
private double CashValue;
private double DailyPnL;
private bool CanTrade= true;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Strategy here.";
Name = "OptimusPrime";
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 30;
IsFillLimitOnTouch = false;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
OrderFillResolution = OrderFillResolution.Standard;
Slippage = 0;
StartBehavior = StartBehavior.WaitUntilFlat;
TimeInForce = TimeInForce.Gtc;
TraceOrders = false;
RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 20;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;
BlankCandleTag = @"3567";
DailyTakeProfit = 1300;
DailyStopLoss = -2000;
MontlyTarget = 160000;
}
else if (State == State.Configure)
{
//AddChartIndicator(Optimus(Close, true, false, true, false, false, false, true, true, true, 0, true, true, true, true, true, true, true, false, false, false, @"username@gmail.com", false, 160, 80, false, 40));
Optimus1 = Optimus(Close, true, false, true, false, false, false, true, true, true, 0, true, false, true, true, true, true, true, false, false, false, @"username@gmail.com", false, 160, 80, false, 40);
// LindaMACD1 = LindaMACD(Close);
// LindaMACD1.Plots[0].Brush = Brushes.Green;
// AddChartIndicator(LindaMACD1);
OldCount = 0;
}
else if (State == State.DataLoaded)
{
ParabolicSAR1 = ParabolicSAR(Close, 0.02, 0.2, 0.02);
AddChartIndicator(ParabolicSAR1);
LindaMACD1 = LindaMACD(Close);
// LindaMACD1.Plots[0].Brush = Brushes.Green;
AddChartIndicator(LindaMACD1);
}
}
protected override void OnAccountItemUpdate(Cbi.Account account, Cbi.AccountItem accountItem, double value)
{
// Updated Account P&L
AccountRealizedPL = account.Get(AccountItem.RealizedProfitLoss, Currency.UsDollar);
AccountUnrealizedPL = account.Get(AccountItem.UnrealizedProfitLoss, Currency.UsDollar);
CashValue=account.Get(AccountItem.CashValue, Currency.UsDollar);
}
protected override void OnBarUpdate()
{
if (BarsInProgress != 0)
return;
if (CurrentBars[0] < 1)
return;
//int currentDay = Bars.GetTime(0).Day;
// int previousDay = Bars.GetTime(1).Day;
//Print("currentDay " + currentDay + " / previousDay " +previousDay );
if( ( Times[0][0].TimeOfDay >= new TimeSpan(6, 0, 0) && (Times[0][0].TimeOfDay <= new TimeSpan(06, 05, 0)) )|| (DailyPnL==0 )) //(DailyPnL != CashValue && Times[0][0].TimeOfDay >= new TimeSpan(18, 0, 0) ) || (DailyPnL==0 ))
{
DailyPnL = CashValue;
CanTrade=true;
}
//Here I added the AccountUnrealizedPL values to them to use whats currently open
if((CashValue - DailyPnL)+AccountUnrealizedPL < DailyStopLoss)
{
Print("HIT DAILY SL " + DailyStopLoss);
//StopStrategy(); //was here.. trying to move it down to see if it changes anything
CanTrade=false;
StopStrategy();
}
if( (CashValue - DailyPnL)+AccountUnrealizedPL >DailyTakeProfit)
{
Print("HIT DAILY TP " + DailyTakeProfit);
CanTrade=false;
StopStrategy();
}
if( CashValue +AccountUnrealizedPL >= MontlyTarget )
{
Print("HIT MONTHLY TP " + DailyTakeProfit);
CanTrade=false;
StopStrategy();
}
if( AccountUnrealizedPL < DailyStopLoss)
{
Print("HIT DAILY SL " + DailyStopLoss);
CanTrade=false;
StopStrategy();
}
//trying my hand at ATM (trailling SL)
if(Position.MarketPosition == MarketPosition.Long || Position.MarketPosition == MarketPosition.Short)
{
if (Position.GetUnrealizedProfitLoss(PerformanceUnit.Currency, Close[0]) >= 1000 && Position.GetUnrealizedProfitLoss(PerformanceUnit.Currency, Close[0]) <= 2000)
{
Print("HIT 1k - moving to BE " + AccountUnrealizedPL);
SetStopLoss(CalculationMode.Price, Position.AveragePrice);
}
if( Position.MarketPosition == MarketPosition.Long)
{
// if( AccountUnrealizedPL >= 2000 && AccountUnrealizedPL <=3000 )
if (Position.GetUnrealizedProfitLoss(PerformanceUnit.Currency, Close[0]) >= 2000 && Position.GetUnrealizedProfitLoss(PerformanceUnit.Currency, Close[0]) <= 3000)
{
Print("HIT 2k - moving to 1k " + AccountUnrealizedPL);
SetStopLoss(CalculationMode.Currency, 1000);
}
if (Position.GetUnrealizedProfitLoss(PerformanceUnit.Currency, Close[0]) >= 3000 && Position.GetUnrealizedProfitLoss(PerformanceUnit.Currency, Close[0]) <= 4000)
{
Print("HIT 3k - moving to 2k " + AccountUnrealizedPL);
SetStopLoss(CalculationMode.Currency, 2000);
}
if (Position.GetUnrealizedProfitLoss(PerformanceUnit.Currency, Close[0]) >= 4000 && Position.GetUnrealizedProfitLoss(PerformanceUnit.Currency, Close[0]) <= 5000)
{
Print("HIT 4k - moving to 3k " + AccountUnrealizedPL);
SetStopLoss(CalculationMode.Currency, 3000);
}
}//end if th emarket is long
else if (Position.MarketPosition == MarketPosition.Short)
{
if (Position.GetUnrealizedProfitLoss(PerformanceUnit.Currency, Close[0]) >= 2000 && Position.GetUnrealizedProfitLoss(PerformanceUnit.Currency, Close[0]) <= 3000)
{
Print("HIT 2k - moving to 1k " + AccountUnrealizedPL);
SetStopLoss(CalculationMode.Currency, -1000);
}
if (Position.GetUnrealizedProfitLoss(PerformanceUnit.Currency, Close[0]) >= 3000 && Position.GetUnrealizedProfitLoss(PerformanceUnit.Currency, Close[0]) <= 4000)
{
Print("HIT 3k - moving to 2k " + AccountUnrealizedPL);
SetStopLoss(CalculationMode.Currency, -2000);
}
if (Position.GetUnrealizedProfitLoss(PerformanceUnit.Currency, Close[0]) >= 4000 && Position.GetUnrealizedProfitLoss(PerformanceUnit.Currency, Close[0]) <= 5000)
{
Print("HIT 4k - moving to 3k " + AccountUnrealizedPL);
SetStopLoss(CalculationMode.Currency, -3000);
}
}//end if th emarket is short
}
Print(Account.Name);
Print("CashValue " + CashValue);
Print("DailyPnL " + DailyPnL);
Print(" AccountRealizedPL " + AccountRealizedPL);
Print("AccountUnrealizedPL " + AccountUnrealizedPL);
// Print(" FisherTransform(9)[0] " + FisherTransform(9)[0]);
// Print(" Slope(HMA(7), 3, 0) " + Slope(HMA(7), 3, 0));
//Print(" Gaps " + ncatOpeningGaps.Value[0][0]);
// When we determine to stop our strategy all logic in the OnBarUpdate() method will cease.
if (haltProcessing)
return;
/*
// After our strategy has a PnL greater than $1300 or less than -$2000 we will stop our strategy
if (SystemPerformance.AllTrades.TradesPerformance.Currency.CumProfit > DailyTakeProfit
|| SystemPerformance.AllTrades.TradesPerformance.Currency.CumProfit < DailyStopLoss)
{
// A custom method designed to close all open positions and cancel all working orders will be called.
StopStrategy();
}
*/
/*
to get the two values to filer the enteries more
double value = FisherTransform(10)[0]; //which should be >0 for longs and <0 for shorts
double value = HMA(20)[0]; //this one the slopes is what we are looking for .. so not sure..
// Prints the slope of the 20 period simple moving average of the last 10 bars
Print(Slope(SMA(20), 10, 0));
*/
/*
// After our strategy has a PnL greater than $1300 or less than -$2000 we will stop our strategy
if (AccountRealizedPL > DailyTakeProfit
|| AccountRealizedPL < DailyStopLoss)
{
// A custom method designed to close all open positions and cancel all working orders will be called.
StopStrategy();
}
*/
//TEMP REMOVING THE TIME REQUREMENT TO TEST TOMORROW AM
OldCount = DrawObjects.Count;
int PrevCandle = CurrentBar-1;
Print(" number of drawings " + DrawObjects.Count + " OldCount " + OldCount );
Print(" BlankCandleTag " + BlankCandleTag);
List<IDrawingTool> drawingTools = DrawObjects.ToList();
/* //all non-working lindaMCAD color calcs
//Print(LindaMACD1[1].ToString.C
// Color myColor = ((SolidColorBrush)LindaMACD1.BarBrushes[0]).Color;
// Print(myColor.R + " " + myColor.G + " " + myColor.B);
Print(" LindaMCAD " + LindaMACD1.Plots[0].Brush);
Print(" LindaMACD1.BarBrushes[0] " + LindaMACD1.BarBrushes[0]);
Print(" LindaMACD1.BarBrush " + LindaMACD1.BarBrush);
Print(" LindaMACD1.LINDAMACD.NinjaScript.BarBrushes[0] " + LindaMACD1.LINDAMACD.NinjaScript.BarBrushes[0]);
Print(" LindaMACD1.LINDAMACD.NinjaScript.Plots[0].Brush " + LindaMACD1.LINDAMACD.NinjaScript.Plots[0].Brush);
//ENTRY TIME CHECK:
// TRADING TIMES ALLOWED
if (
((Times[0][0].TimeOfDay >= new TimeSpan(07, 00, 0))
&& (Times[0][0].TimeOfDay <= new TimeSpan(08, 30, 0)))
|| ((Times[0][0].TimeOfDay >= new TimeSpan(15, 0, 0))
&& (Times[0][0].TimeOfDay <= new TimeSpan(16, 30, 0)))
|| ((Times[0][0].TimeOfDay >= new TimeSpan(18, 0, 0))
&& (Times[0][0].TimeOfDay <= new TimeSpan(23, 50, 0)))
)
{
*/
// SampleBoolSeries().BullIndication[0]
//Print (" linaColor[0] " + LindaMACD1.LindaColor[0]);
//Print (" linaColor " + LindaMACD1.LindaColor);
// Print (" Linadcolor " + LindaMACD().LindaColor);
// Print ("ParabolicSAR1[1] " + ParabolicSAR1[1]);
// Print("PrevCandle " +PrevCandle);
if(CanTrade)
{
Print(" Close[1] " + Close[1] +" ParabolicSAR1[1] "+ParabolicSAR1[1] + " LindaMACD().LindaColor " + LindaMACD().LindaColor + " FisherTransform(9)[0] " +FisherTransform(9)[0] + " Slope(HMA(7), 3, 0) " +Slope(HMA(7), 3, 0) ); //this is how it was and made 10k
Print(" Close[0] " + Close[0] +" ParabolicSAR1[1] "+ParabolicSAR1[0] + " LindaMACD().LindaColor " + LindaMACD().LindaColor + " FisherTransform(9)[0] " +FisherTransform(9)[0] + " HMA(7)[1] " + HMA(7)[1] + " HMA(7)[0] " + HMA(7)[0]);
if (drawingTools[0] is DrawingTools.Text)
{
DrawingTools.Text myDrawText = drawingTools[0] as DrawingTools.Text;
/// DrawingTools.Text myDrawText1 = drawingTools[drawingTools.Count-1] as DrawingTools.Text;
// Print(" bars ago " + myDrawText.Anchor.BarsAgo);
Print(myDrawText.Anchor.Time);
//int curBar = CurrentBar;
// Print(" tag check" );
// Print( "D" +CurrentBar);
// Print(" Text objects: " + myDrawText.Tag + " TextBrush: " + myDrawText.TextBrush + " Time " + myDrawText.GetAttachedToChartBars().Count);
if( myDrawText.Tag == "D" +CurrentBar)// myDrawText.Tag == "D" +CurrentBar || myDrawText.Anchor.Time == Time[0]) //if(myDrawText.Anchor.BarsAgo == 0) //if(myDrawText.Tag != BlankCandleTag)
{
//myDrawText.Tag == "D" +CurrentBar - might have some lag.. checking each of these three
//myDrawText.Anchor.BarsAgo - skipped a close <-- so far the best one tho
//myDrawText.Anchor.Time == Time[0]
//the orignal 12k win for march did not have a time limit so it traded from 0-24 hrs
//ENTRY TIME CHECK:
// TRADING TIMES ALLOWED
if (
((Times[0][0].TimeOfDay >= new TimeSpan(07, 00, 0))
&& (Times[0][0].TimeOfDay <= new TimeSpan(16, 50, 0)))
|| ((Times[0][0].TimeOfDay >= new TimeSpan(18, 0, 0))
&& (Times[0][0].TimeOfDay <= new TimeSpan(23, 50, 0)))
)
{
if(myDrawText.TextBrush == Brushes.Lime && myDrawText.DisplayText == "▲" && Position.MarketPosition == MarketPosition.Flat && Close[0] > ParabolicSAR1[0] && (LindaMACD().LindaColor==1 || LindaMACD().LindaColor ==2) && FisherTransform(9)[0] >0 && HMA(7)[1] < HMA(7)[0] ) // Slope(HMA(7), 3, 0) >0 )
{
EnterLong(Convert.ToInt32(DefaultQuantity), @"OptimusBuy10");
Print(" Buy! " + myDrawText.Tag + "text = " +myDrawText.DisplayText);
// OldTag = myDrawText.Tag;
}
if(myDrawText.TextBrush == Brushes.Red && myDrawText.DisplayText == "▼" && Position.MarketPosition == MarketPosition.Flat && Close[0] < ParabolicSAR1[0] && (LindaMACD().LindaColor==3 || LindaMACD().LindaColor ==4) && FisherTransform(9)[0] <0 && HMA(7)[1] > HMA(7)[0] ) // Slope(HMA(7), 3, 0) <0 )
{
EnterShort(Convert.ToInt32(DefaultQuantity), @"OptimusSell10");
Print(" Sell! " + myDrawText.Tag + "text = " +myDrawText.DisplayText);
// OldTag = myDrawText.Tag;
}
if(myDrawText.TextBrush == Brushes.Lime && myDrawText.DisplayText == "▲" && Position.MarketPosition == MarketPosition.Short && Close[0] > ParabolicSAR1[0] && (LindaMACD().LindaColor==1 || LindaMACD().LindaColor ==2) && FisherTransform(9)[0] >0 && HMA(7)[1] < HMA(7)[0] ) // Slope(HMA(7), 3, 0) >0 )
{
EnterLong(Convert.ToInt32(DefaultQuantity), @"OptimusBuy10");
Print(" Long on a short trade " + myDrawText.Tag + "text = " +myDrawText.DisplayText);
// OldTag = myDrawText.Tag;
}
if(myDrawText.TextBrush == Brushes.Red && myDrawText.DisplayText == "▼" && Position.MarketPosition == MarketPosition.Long && Close[0] < ParabolicSAR1[0] && (LindaMACD().LindaColor==3 || LindaMACD().LindaColor ==4) && FisherTransform(9)[0] <0 && HMA(7)[1] > HMA(7)[0] ) //Slope(HMA(7), 3, 0) <0)
{
EnterShort(Convert.ToInt32(DefaultQuantity), @"OptimusSell10");
Print(" Short on a long trade! " + myDrawText.Tag + "text = " +myDrawText.DisplayText);
// OldTag = myDrawText.Tag;
}
} //END OF ENTRY TIMES
if(myDrawText.TextBrush == Brushes.Lime && myDrawText.DisplayText == "▲" && Position.MarketPosition == MarketPosition.Short)
{
ExitShort(Convert.ToInt32(DefaultQuantity), @"OptimusCloseSell10", @"OptimusSell10");
Print(" Long on a short trade close " + myDrawText.Tag + "text1 = " +myDrawText.DisplayText);
// OldTag = myDrawText1.Tag;
}
if(myDrawText.TextBrush == Brushes.Red && myDrawText.DisplayText == "▼" && Position.MarketPosition == MarketPosition.Long)
{
ExitLong(Convert.ToInt32(DefaultQuantity), @"OptimusCloseBuy10", @"OptimusBuy10");
Print(" Short on a long trade close " + myDrawText.Tag + "text1 = " +myDrawText.DisplayText);
// OldTag = myDrawText1.Tag;
}
if(myDrawText.TextBrush == Brushes.Yellow && myDrawText.DisplayText == "✦" && Position.MarketPosition == MarketPosition.Long)
{
ExitLong(Convert.ToInt32(DefaultQuantity), @"OptimusCloseBuy10", @"OptimusBuy10");
Print(" Close long - Squeezy! " + myDrawText.Tag+ "text = " +myDrawText.DisplayText);
// OldTag = myDrawText.Tag;
}
if(myDrawText.TextBrush == Brushes.Yellow && myDrawText.DisplayText == "✦" && Position.MarketPosition == MarketPosition.Short)
{
ExitShort(Convert.ToInt32(DefaultQuantity), @"OptimusCloseSell10", @"OptimusSell10");
Print(" Close Short - Squeezy! " + myDrawText.Tag+ "text = " +myDrawText.DisplayText);
// OldTag = myDrawText.Tag;
}
if(myDrawText.TextBrush == Brushes.Red && myDrawText.DisplayText == "Eq\nHigh")
{
ExitLong(Convert.ToInt32(DefaultQuantity), @"OptimusCloseBuy10", @"OptimusBuy10");
Print(" Close long - Eq High! " + myDrawText.Tag+ "text = " +myDrawText.DisplayText);
// OldTag = myDrawText.Tag;
}
if(myDrawText.TextBrush == Brushes.Lime && myDrawText.DisplayText == "Eq\nLow")
{
ExitShort(Convert.ToInt32(DefaultQuantity), @"OptimusCloseSell10", @"OptimusSell10");
Print(" Close short - Eq Low! " + myDrawText.Tag+ "text = " +myDrawText.DisplayText);
// OldTag = myDrawText.Tag;
}
if(myDrawText.TextBrush == Brushes.Red && myDrawText.DisplayText == "30U")
{
ExitLong(Convert.ToInt32(DefaultQuantity), @"OptimusCloseBuy10", @"OptimusBuy10");
Print(" Close long - 30U! " + myDrawText.Tag+ "text = " +myDrawText.DisplayText);
// OldTag = myDrawText.Tag;
}
if(myDrawText.TextBrush == Brushes.Lime && myDrawText.DisplayText == "30D")
{
ExitShort(Convert.ToInt32(DefaultQuantity), @"OptimusCloseSell10", @"OptimusSell10");
Print(" Close short - 30D! " + myDrawText.Tag+ "text = " +myDrawText.DisplayText);
// OldTag = myDrawText.Tag;
}
if(myDrawText.TextBrush == Brushes.Red && myDrawText.DisplayText == "TR")
{
ExitLong(Convert.ToInt32(DefaultQuantity), @"OptimusCloseBuy10", @"OptimusBuy10");
Print(" Close long - TR! " + myDrawText.Tag+ "text = " +myDrawText.DisplayText);
// OldTag = myDrawText.Tag;
}
if(myDrawText.TextBrush == Brushes.Lime && myDrawText.DisplayText == "TR")
{
ExitShort(Convert.ToInt32(DefaultQuantity), @"OptimusCloseSell10", @"OptimusSell10");
Print(" Close short - TR! " + myDrawText.Tag+ "text = " +myDrawText.DisplayText);
// OldTag = myDrawText.Tag;
}
if(myDrawText.TextBrush == Brushes.Red && myDrawText.DisplayText == "Wick")
{
ExitLong(Convert.ToInt32(DefaultQuantity), @"OptimusCloseBuy10", @"OptimusBuy10");
Print(" Close long - John Wick! " + myDrawText.Tag+ "text = " +myDrawText.DisplayText);
// OldTag = myDrawText.Tag;
}
if(myDrawText.TextBrush == Brushes.Lime && myDrawText.DisplayText == "Wick")
{
ExitShort(Convert.ToInt32(DefaultQuantity), @"OptimusCloseSell10", @"OptimusSell10");
Print(" Close short - John Wick! " + myDrawText.Tag+ "text = " +myDrawText.DisplayText);
// OldTag = myDrawText.Tag;
}
Print(" myDrawText.GetAttachedToChartBars().Count) " + myDrawText.GetAttachedToChartBars().Count);
if(myDrawText.TextBrush == Brushes.Lime && myDrawText.DisplayText == "^")
{
Print("test candle check ^ ");
}
}//end of oldTag check
if ( myDrawText.Tag == "D" +PrevCandle && BarsSinceEntryExecution()>1 ) //if(myDrawText.Anchor.BarsAgo == 0) //if(myDrawText.Tag != BlankCandleTag)
{
// TRADING TIMES ALLOWED
if (
((Times[0][0].TimeOfDay >= new TimeSpan(07, 00, 0))
&& (Times[0][0].TimeOfDay <= new TimeSpan(16, 50, 0)))
|| ((Times[0][0].TimeOfDay >= new TimeSpan(18, 0, 0))
&& (Times[0][0].TimeOfDay <= new TimeSpan(23, 50, 0)))
)
{
Print(" checking the previous candle!");
/* //dont open new trades.. just close or rev the old one - might have to just be close..
if(myDrawText.TextBrush == Brushes.Lime && myDrawText.DisplayText == "▲" && Position.MarketPosition == MarketPosition.Flat)
{
EnterLong(Convert.ToInt32(DefaultQuantity), @"OptimusBuy10");
Print(" Buy! " + myDrawText.Tag + "text = " +myDrawText.DisplayText);
// OldTag = myDrawText.Tag;
}
if(myDrawText.TextBrush == Brushes.Red && myDrawText.DisplayText == "▼" && Position.MarketPosition == MarketPosition.Flat)
{
EnterShort(Convert.ToInt32(DefaultQuantity), @"OptimusSell10");
Print(" Sell! " + myDrawText.Tag + "text = " +myDrawText.DisplayText);
// OldTag = myDrawText.Tag;
}
*/
if(myDrawText.TextBrush == Brushes.Lime && myDrawText.DisplayText == "▲" && Position.MarketPosition == MarketPosition.Short && Close[0] > ParabolicSAR1[0] && (LindaMACD().LindaColor==1 || LindaMACD().LindaColor ==2) && FisherTransform(9)[0] >0 && HMA(7)[1] < HMA(7)[0] ) //Slope(HMA(7), 3, 0) >0 )
{
EnterLong(Convert.ToInt32(DefaultQuantity), @"OptimusBuy10");
Print(" Long on a short trade " + myDrawText.Tag + "text = " +myDrawText.DisplayText);
// OldTag = myDrawText.Tag;
}
if(myDrawText.TextBrush == Brushes.Red && myDrawText.DisplayText == "▼" && Position.MarketPosition == MarketPosition.Long && Close[0] < ParabolicSAR1[0] && (LindaMACD().LindaColor==3 || LindaMACD().LindaColor ==4) && FisherTransform(9)[0] <0 && HMA(7)[1] > HMA(7)[0] ) // Slope(HMA(7), 3, 0) <0)
{
EnterShort(Convert.ToInt32(DefaultQuantity), @"OptimusSell10");
Print(" Short on a long trade! " + myDrawText.Tag + "text = " +myDrawText.DisplayText);
// OldTag = myDrawText.Tag;
}
} //END OF ENTRY TIMES CHECK
if(myDrawText.TextBrush == Brushes.Lime && myDrawText.DisplayText == "▲" && Position.MarketPosition == MarketPosition.Short )
{
ExitShort(Convert.ToInt32(DefaultQuantity), @"OptimusCloseSell10", @"OptimusSell10");
Print(" Long on a short trade close " + myDrawText.Tag + "text = " +myDrawText.DisplayText);
// OldTag = myDrawText1.Tag;
}
if(myDrawText.TextBrush == Brushes.Red && myDrawText.DisplayText == "▼" && Position.MarketPosition == MarketPosition.Long )
{
ExitLong(Convert.ToInt32(DefaultQuantity), @"OptimusCloseBuy10", @"OptimusBuy10");
Print(" Short on a long trade close " + myDrawText.Tag + "text = " +myDrawText.DisplayText);
// OldTag = myDrawText1.Tag;
}
if(myDrawText.TextBrush == Brushes.Yellow && myDrawText.DisplayText == "✦" && Position.MarketPosition == MarketPosition.Long)
{
ExitLong(Convert.ToInt32(DefaultQuantity), @"OptimusCloseBuy10", @"OptimusBuy10");
Print(" Close long - Squeezy! " + myDrawText.Tag+ "text = " +myDrawText.DisplayText);
// OldTag = myDrawText.Tag;
}
if(myDrawText.TextBrush == Brushes.Yellow && myDrawText.DisplayText == "✦" && Position.MarketPosition == MarketPosition.Short)
{
ExitShort(Convert.ToInt32(DefaultQuantity), @"OptimusCloseSell10", @"OptimusSell10");
Print(" Close Short - Squeezy! " + myDrawText.Tag+ "text = " +myDrawText.DisplayText);
// OldTag = myDrawText.Tag;
}
if(myDrawText.TextBrush == Brushes.Red && myDrawText.DisplayText == "Eq\nHigh")
{
ExitLong(Convert.ToInt32(DefaultQuantity), @"OptimusCloseBuy10", @"OptimusBuy10");
Print(" Close long - Eq High! " + myDrawText.Tag+ "text = " +myDrawText.DisplayText);
// OldTag = myDrawText.Tag;
}
if(myDrawText.TextBrush == Brushes.Lime && myDrawText.DisplayText == "Eq\nLow")
{
ExitShort(Convert.ToInt32(DefaultQuantity), @"OptimusCloseSell10", @"OptimusSell10");
Print(" Close short - Eq Low! " + myDrawText.Tag+ "text = " +myDrawText.DisplayText);
// OldTag = myDrawText.Tag;
}
if(myDrawText.TextBrush == Brushes.Red && myDrawText.DisplayText == "30U")
{
ExitLong(Convert.ToInt32(DefaultQuantity), @"OptimusCloseBuy10", @"OptimusBuy10");
Print(" Close long - 30U! " + myDrawText.Tag+ "text = " +myDrawText.DisplayText);
// OldTag = myDrawText.Tag;
}
if(myDrawText.TextBrush == Brushes.Lime && myDrawText.DisplayText == "30D")
{
ExitShort(Convert.ToInt32(DefaultQuantity), @"OptimusCloseSell10", @"OptimusSell10");
Print(" Close short - 30D! " + myDrawText.Tag+ "text = " +myDrawText.DisplayText);
// OldTag = myDrawText.Tag;
}
if(myDrawText.TextBrush == Brushes.Red && myDrawText.DisplayText == "TR")
{
ExitLong(Convert.ToInt32(DefaultQuantity), @"OptimusCloseBuy10", @"OptimusBuy10");
Print(" Close long - TR! " + myDrawText.Tag+ "text = " +myDrawText.DisplayText);
// OldTag = myDrawText.Tag;
}
if(myDrawText.TextBrush == Brushes.Lime && myDrawText.DisplayText == "TR")
{
ExitShort(Convert.ToInt32(DefaultQuantity), @"OptimusCloseSell10", @"OptimusSell10");
Print(" Close short - TR! " + myDrawText.Tag+ "text = " +myDrawText.DisplayText);
// OldTag = myDrawText.Tag;
}
if(myDrawText.TextBrush == Brushes.Red && myDrawText.DisplayText == "Wick")
{
ExitLong(Convert.ToInt32(DefaultQuantity), @"OptimusCloseBuy10", @"OptimusBuy10");
Print(" Close long - John Wick! " + myDrawText.Tag+ "text = " +myDrawText.DisplayText);
// OldTag = myDrawText.Tag;
}
if(myDrawText.TextBrush == Brushes.Lime && myDrawText.DisplayText == "Wick")
{
ExitShort(Convert.ToInt32(DefaultQuantity), @"OptimusCloseSell10", @"OptimusSell10");
Print(" Close short - John Wick! " + myDrawText.Tag+ "text = " +myDrawText.DisplayText);
// OldTag = myDrawText.Tag;
}
Print(" myDrawText.GetAttachedToChartBars().Count) " + myDrawText.GetAttachedToChartBars().Count);
}//end of oldTag check
}
if (drawingTools[drawingTools.Count-1] is DrawingTools.Text) //was 1.. but that looks like to be something else
{
DrawingTools.Text myDrawText1 = drawingTools[drawingTools.Count-1] as DrawingTools.Text; ////was 1.. but that looks like to be something else
Print(" Text1 objects: " + myDrawText1.Tag + " Text1Brush: " + myDrawText1.TextBrush + "time1 " + myDrawText1.GetAttachedToChartBars().Count);
// Print(" bars1 ago " + myDrawText1.Anchor.BarsAgo);
// Print(myDrawText1.Anchor.Time);
// int CurrBar = CurrentBar-1;
// Print(" tag1 check" );
// Print(" D" +CurrBar);
if((myDrawText1.Anchor.BarsAgo == 1 && BarsSinceEntryExecution()>1 ) || ( myDrawText1.Anchor.Time == Time[1] && BarsSinceEntryExecution()>1 )) //if(myDrawText1.Anchor.BarsAgo == 1 && BarsSinceEntryExecution()>1) //if(myDrawText1.Tag != BlankCandleTag && myDrawText1.GetAttachedToChartBars().Count == Count-1 && BarsSinceEntryExecution()>1)
{
//myDrawText1.Tag == "D" +CurrBar
if (
((Times[0][0].TimeOfDay >= new TimeSpan(07, 00, 0))
&& (Times[0][0].TimeOfDay <= new TimeSpan(16, 50, 0)))
|| ((Times[0][0].TimeOfDay >= new TimeSpan(18, 0, 0))
&& (Times[0][0].TimeOfDay <= new TimeSpan(23, 50, 0)))
)
{
// DONT ENTER A NEW TRADE ON THE PREVIOUS DRAWING
/*
if(myDrawText1.TextBrush == Brushes.Lime && myDrawText1.DisplayText == "▲" && Position.MarketPosition == MarketPosition.Flat)
{
EnterLong(Convert.ToInt32(DefaultQuantity), @"OptimusBuy10");
Print(" Buy! " + myDrawText1.Tag + "text1 = " +myDrawText1.DisplayText);
// OldTag = myDrawText1.Tag;
}
if(myDrawText1.TextBrush == Brushes.Red && myDrawText1.DisplayText == "▼" && Position.MarketPosition == MarketPosition.Flat)
{
EnterShort(Convert.ToInt32(DefaultQuantity), @"OptimusSell10");
Print(" Sell! " + myDrawText1.Tag + "text1 = " +myDrawText1.DisplayText);
// OldTag = myDrawText1.Tag;
}
*/
//ONLY REVERSR OR CLOSE EXISTING TRADES
if(myDrawText1.TextBrush == Brushes.Lime && myDrawText1.DisplayText == "▲" && Position.MarketPosition == MarketPosition.Short && Close[0] > ParabolicSAR1[0] && (LindaMACD().LindaColor==1 || LindaMACD().LindaColor ==2) && FisherTransform(9)[0] >0 && HMA(7)[1] < HMA(7)[0] ) //Slope(HMA(7), 3, 0) >0 )
{
EnterLong(Convert.ToInt32(DefaultQuantity), @"OptimusBuy10");
Print(" Long on a short trade " + myDrawText1.Tag + "text1 = " +myDrawText1.DisplayText);
// OldTag = myDrawText1.Tag;
}
if(myDrawText1.TextBrush == Brushes.Red && myDrawText1.DisplayText == "▼" && Position.MarketPosition == MarketPosition.Long && Close[0] < ParabolicSAR1[0] && (LindaMACD().LindaColor==3 || LindaMACD().LindaColor ==4) && FisherTransform(9)[0] <0 && HMA(7)[1] > HMA(7)[0] ) // Slope(HMA(7), 3, 0) <0)
{
EnterShort(Convert.ToInt32(DefaultQuantity), @"OptimusSell10");
Print(" Short on a long trade! " + myDrawText1.Tag + "text1 = " +myDrawText1.DisplayText);
// OldTag = myDrawText1.Tag;
}
} //END OF ENTRY TIMES CHECK
if(myDrawText1.TextBrush == Brushes.Lime && myDrawText1.DisplayText == "▲" && Position.MarketPosition == MarketPosition.Short)
{
ExitShort(Convert.ToInt32(DefaultQuantity), @"OptimusCloseSell10", @"OptimusSell10");
Print(" Long on a short trade close " + myDrawText1.Tag + "text1 = " +myDrawText1.DisplayText);
// OldTag = myDrawText1.Tag;
}
if(myDrawText1.TextBrush == Brushes.Red && myDrawText1.DisplayText == "▼" && Position.MarketPosition == MarketPosition.Long)
{
ExitLong(Convert.ToInt32(DefaultQuantity), @"OptimusCloseBuy10", @"OptimusBuy10");
Print(" Short on a long trade close " + myDrawText1.Tag + "text1 = " +myDrawText1.DisplayText);
// OldTag = myDrawText1.Tag;
}
if(myDrawText1.TextBrush == Brushes.Yellow && myDrawText1.DisplayText == "✦" && Position.MarketPosition == MarketPosition.Long)
{
ExitLong(Convert.ToInt32(DefaultQuantity), @"OptimusCloseBuy10", @"OptimusBuy10");
Print(" Close long - Squeezy! " + myDrawText1.Tag+ "text1 = " +myDrawText1.DisplayText);
// OldTag = myDrawText1.Tag;
}
if(myDrawText1.TextBrush == Brushes.Yellow && myDrawText1.DisplayText == "✦" && Position.MarketPosition == MarketPosition.Short)
{
ExitShort(Convert.ToInt32(DefaultQuantity), @"OptimusCloseSell10", @"OptimusSell10");
Print(" Close Short - Squeezy! " + myDrawText1.Tag+ "text1 = " +myDrawText1.DisplayText);
// OldTag = myDrawText1.Tag;
}
if(myDrawText1.TextBrush == Brushes.Red && myDrawText1.DisplayText == "Eq\nHigh")
{
ExitLong(Convert.ToInt32(DefaultQuantity), @"OptimusCloseBuy10", @"OptimusBuy10");
Print(" Close long - Eq High! " + myDrawText1.Tag+ "text1 = " +myDrawText1.DisplayText);
// OldTag = myDrawText1.Tag;
}
if(myDrawText1.TextBrush == Brushes.Lime && myDrawText1.DisplayText == "Eq\nLow")
{
ExitShort(Convert.ToInt32(DefaultQuantity), @"OptimusCloseSell10", @"OptimusSell10");
Print(" Close short - Eq Low! " + myDrawText1.Tag+ "text1 = " +myDrawText1.DisplayText);
// OldTag = myDrawText1.Tag;
}
if(myDrawText1.TextBrush == Brushes.Red && myDrawText1.DisplayText == "30U")
{
ExitLong(Convert.ToInt32(DefaultQuantity), @"OptimusCloseBuy10", @"OptimusBuy10");
Print(" Close long - 30U! " + myDrawText1.Tag+ "text1 = " +myDrawText1.DisplayText);
// OldTag = myDrawText1.Tag;
}
if(myDrawText1.TextBrush == Brushes.Lime && myDrawText1.DisplayText == "30D")
{
ExitShort(Convert.ToInt32(DefaultQuantity), @"OptimusCloseSell10", @"OptimusSell10");
Print(" Close short - 30D! " + myDrawText1.Tag+ "text1 = " +myDrawText1.DisplayText);
// OldTag = myDrawText1.Tag;
}
if(myDrawText1.TextBrush == Brushes.Red && myDrawText1.DisplayText == "TR")
{
ExitLong(Convert.ToInt32(DefaultQuantity), @"OptimusCloseBuy10", @"OptimusBuy10");
Print(" Close long - TR! " + myDrawText1.Tag+ "text1 = " +myDrawText1.DisplayText);
// OldTag = myDrawText1.Tag;
}
if(myDrawText1.TextBrush == Brushes.Lime && myDrawText1.DisplayText == "TR")
{
ExitShort(Convert.ToInt32(DefaultQuantity), @"OptimusCloseSell10", @"OptimusSell10");
Print(" Close short - TR! " + myDrawText1.Tag+ "text1 = " +myDrawText1.DisplayText);
// OldTag = myDrawText1.T
}
if(myDrawText1.TextBrush == Brushes.Red && myDrawText1.DisplayText == "Wick")
{
ExitLong(Convert.ToInt32(DefaultQuantity), @"OptimusCloseBuy10", @"OptimusBuy10");
Print(" Close long - John Wick! " + myDrawText1.Tag+ "text = " +myDrawText1.DisplayText);
// OldTag = myDrawText.Tag;
}
if(myDrawText1.TextBrush == Brushes.Lime && myDrawText1.DisplayText == "Wick")
{
ExitShort(Convert.ToInt32(DefaultQuantity), @"OptimusCloseSell10", @"OptimusSell10");
Print(" Close short - John Wick! " + myDrawText1.Tag+ "text = " +myDrawText1.DisplayText);
// OldTag = myDrawText.Tag;
}
Print(" myDrawText1.GetAttachedToChartBars().Count) " + myDrawText1.GetAttachedToChartBars().Count);
}//end of oldTag check
}//end of check the previous candle
}//end of check CanTrade!
// Print(" 0 "+ drawingTools[0].Tag); //thsi is correct -
//Print(drawingTools[drawingTools.Count].Tag);
// Print(" 1 "+ drawingTools[1].Tag);
// Print(" drawingTools.Count-1 " +drawingTools[drawingTools.Count-1].Tag); //this was the previouly drawn object
// Print(" Count " + Count); //The total number of bars or data points.
// Print(" CurrentBar " + CurrentBar);
// Print(" drawingTools[drawingTools.Count=1] " + drawingTools[drawingTools.Count-1]);
//EXIT AT 4:55PM
// Set 3
if ((Times[0][0].TimeOfDay == new TimeSpan(16, 55, 0))
&& (Position.MarketPosition == MarketPosition.Long))
{
//StopStrategy();
ExitLong(Convert.ToInt32(DefaultQuantity), @"OptimusCloseBuy10", @"OptimusBuy10");
}
// Set 4
if ((Times[0][0].TimeOfDay == new TimeSpan(16, 55, 0))
&& (Position.MarketPosition == MarketPosition.Short))
{
//StopStrategy();
ExitShort(Convert.ToInt32(DefaultQuantity), @"OptimusCloseSell10", @"OptimusSell10");
}
/*
// 2K STOP LOSS
// Set 5
if ((Position.GetUnrealizedProfitLoss(PerformanceUnit.Currency, Close[0]) <= -2000)
&& (Position.MarketPosition == MarketPosition.Long))
{
ExitLong(Convert.ToInt32(DefaultQuantity), @"OptimusCloseBuy10", @"OptimusBuy10");
}
// Set 6
if ((Position.GetUnrealizedProfitLoss(PerformanceUnit.Currency, Close[0]) <= -2000)
&& (Position.MarketPosition == MarketPosition.Short))
{
ExitShort(Convert.ToInt32(DefaultQuantity), @"OptimusCloseSell10", @"OptimusSell10");
}
// 1K TAKE PROFIT
// Set 7
if ((Position.GetUnrealizedProfitLoss(PerformanceUnit.Currency, Close[0]) >= 1000)
&& (Position.MarketPosition == MarketPosition.Long))
{
ExitLong(Convert.ToInt32(DefaultQuantity), @"OptimusCloseBuy10", @"OptimusBuy10");
}
// Set 8
if ((Position.GetUnrealizedProfitLoss(PerformanceUnit.Currency, Close[0]) >= 1000)
&& (Position.MarketPosition == MarketPosition.Short))
{
ExitShort(Convert.ToInt32(DefaultQuantity), @"OptimusCloseSell10", @"OptimusSell10");
}
*/
}
private void StopStrategy()
{
// If our Long Limit order is still active we will need to cancel it.
//CancelOrder("OptimusBuy10");
//CancelOrder("OptimusSell10");
// If we have a position we will need to close the position
if (Position.MarketPosition == MarketPosition.Long)
{
/* We use an IOrder here so we can monitor when our exit order becomes filled in the
OnOrderUpdate() method. */
ExitLong("OptimusBuy10");
}
else if (Position.MarketPosition == MarketPosition.Short)
{
/* We use an IOrder here so we can monitor when our exit order becomes filled in the
OnOrderUpdate() method. */
ExitShort("OptimusSell10");
}
else
{
/* If we have no more active orders and all our positions are closed, it is now safe to
stop the strategy. */
//haltProcessing = true;
CanTrade=false;
}
}
#region Properties
[NinjaScriptProperty]
[Display(Name="BlankCandleTag", Description="the tag of the 1st drawing that comes up if there is a blank candle", Order=1, GroupName="Parameters")]
public string BlankCandleTag
{ get; set; }
[Display(Name="DailyTakeProfit", Description="Max profit to make each day and then stop trading", Order=1, GroupName="Parameters")]
public double DailyTakeProfit
{ get; set; }
[Display(Name="DailyStopLoss", Description="Max loss to accumilate each day and then stop trading", Order=1, GroupName="Parameters")]
public double DailyStopLoss
{ get; set; }
[Display(Name="MontlyTarget", Description="Initial balance + profit target to pass", Order=1, GroupName="Parameters")]
public double MontlyTarget
{ get; set; }
#endregion
}
}