DMI14 crossover DEMA 10 and 20. (Ninja Trader)

• 02/22/2019 at 9:48 AM #92023
  Andrewt

  Hi guys

  Please could you covert my ninja trader script.

  Thank you

   

  //This namespace holds Strategies in this folder and is required. Do not change it.
  namespace NinjaTrader.NinjaScript.Strategies
  {
  public class DMIDEMACrossoverStrategy01 : Strategy
  {
  private DEMA slowdema;
  private DEMA fastdema;
  private DM dm;

  protected override void OnStateChange()
  {
  if (State == State.SetDefaults)
  {
  Description = @”DMI and DEMA crossovers.”;
  Name = “DMIDEMACrossoverStrategy01”;
  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;
  FastDEMA = 10;
  SlowDEMA = 20;
  DMIPeriod = 14;
  }
  else if (State == State.DataLoaded)
  {
  slowdema = DEMA(SlowDEMA);
  fastdema = DEMA(FastDEMA);
  dm = DM(DMIPeriod);

  fastdema.Plots[0].Brush = Brushes.Goldenrod;
  slowdema.Plots[0].Brush = Brushes.SeaGreen;
  dm.Plots[0].Brush = Brushes.DarkSeaGreen;
  dm.Plots[1].Brush = Brushes.DodgerBlue;
  dm.Plots[2].Brush = Brushes.Crimson;

  AddChartIndicator(slowdema);
  AddChartIndicator(fastdema);
  AddChartIndicator(dm);
  }
  }

  protected override void OnBarUpdate()
  {
  //Add your custom strategy logic here.

  if(CurrentBar < 10)
  return;

  double dema1 = DEMA(FastDEMA)[0];
  double dema2 = DEMA(FastDEMA)[1];
  double dema20_1 = DEMA(SlowDEMA)[0];
  double dema20_2 = DEMA(SlowDEMA)[1];
  double DMPlusDI_1 = DM(DMIPeriod).DiPlus[0];
  double DMPlusDI_2 = DM(DMIPeriod).DiPlus[1];
  double DMMinusDI_1 = DM(DMIPeriod).DiMinus[0];
  double DMMinusDI_2 = DM(DMIPeriod).DiMinus[1];

  //+DI crosses above -DI && Fast DEMA crosses above Slow DEMA
  if( (DMPlusDI_2 <= DMMinusDI_2) && (DMPlusDI_1 > DMMinusDI_1) &&
  (dema2 <= dema20_2) && (dema1 > dema20_1) )
  {
  //BUY[0] = Low[0]-(10*TickSize);
  ExitShort();
  EnterLong();
  }

  //+DI crosses below -DI && Fast DEMA crosses below Slow DEMA
  if( (DMPlusDI_2 >= DMMinusDI_2) && (DMPlusDI_1 < DMMinusDI_1) &&
  (dema2 >= dema20_2) && (dema1 < dema20_1) )
  {
  //SELL[0] = High[0]+(10*TickSize);
  ExitLong();
  EnterShort();
  }

  }

  #region Properties

  [Range(1, int.MaxValue), NinjaScriptProperty]
  [Display(ResourceType = typeof(Custom.Resource), Name = “FastDEMA”, GroupName = “NinjaScriptParameters”, Order = 0)]
  public int FastDEMA
  { get; set; }

  [Range(1, int.MaxValue), NinjaScriptProperty]
  [Display(ResourceType = typeof(Custom.Resource), Name = “SlowDEMA”, GroupName = “NinjaScriptParameters”, Order = 1)]
  public int SlowDEMA
  { get; set; }

  [Range(1, int.MaxValue), NinjaScriptProperty]
  [Display(ResourceType = typeof(Custom.Resource), Name = “DMIPeriod”, GroupName = “NinjaScriptParameters”, Order = 2)]
  public int DMIPeriod
  { get; set; }

  #endregion
  }
  }

  

  Andrewt

  Participant

  Topics: 3

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  02/22/2019 at 10:09 AM #92031
  Vonasi

  Please follow the instructions that can be found here when requesting a code conversion:

  https://www.prorealcode.com/free-code-conversion/

  Screenshots, files of the code and detailed descriptions of how it is supposed to work all help the person doing the coding to do their thing. Expecting them to research it all themselves first does not! 🙂

  

  Vonasi

  Moderator

  Topics: 192

  Replies: 5088

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