Zone.cs

#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;
using NinjaTrader.NinjaScript.Indicators.TDU;
#endregion

//This namespace holds Strategies in this folder and is required. Do not change it. 
namespace NinjaTrader.NinjaScript.Strategies
{
	public class Zone : Strategy
	{
		TDUFootPrint footPrint;
		
		protected override void OnStateChange()
		{
			if (State == State.SetDefaults)
			{
				Description									= @"uses orderflow";
				Name										= "Zone";
				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;
			}
			else if (State == State.Configure)
			{
				AddDataSeries(BarsPeriodType.Tick, 1); // Load up the 1 Tick Chart
			}
			else if (State == State.DataLoaded)
			{
				// Create Instance
				footPrint = TDUFootPrint();
				footPrint.ShowOversizedImbalances = true;
				footPrint.ShowStackedImbalance = true;
				footPrint.ShowSummary = true;
				footPrint.ShowVolumeSequencing = true;
				footPrint.ShowDeltaRiseStripe = true;
				footPrint.ShowDeltaDropStripe = true;
				footPrint.ShowDeltaFlipStripe = true;
				footPrint.ShowImbalance = true;
				footPrint.ExtendVALHPOC = true;
	
				AddChartIndicator(footPrint);
			}
		}

		protected override void OnBarUpdate()
		{
			//Add your custom strategy logic here.
			if (CurrentBar < BarsRequiredToTrade || CurrentBars[0] < BarsRequiredToTrade  || CurrentBars[1] < BarsRequiredToTrade)
				return;
			
			if (State == State.Historical)
				return;
			
			if (BarsInProgress == 0) { 
				if ( Position.MarketPosition == MarketPosition.Flat ) {
						isLongCriteriaMet();
						isShortCriteriaMet();
				}
			}
			
		}
		
		
		protected bool isLongCriteriaMet()
		{
			return false;
		}
		
		protected bool isShortCriteriaMet()
		{
			return false;
		}
		
		
	}
}