DemoCrossoverStrategy4.cs

#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Indicator;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Strategy;
using System.Data.SqlClient;
#endregion

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
    /// <summary>
    /// An example crossover strategy
    /// </summary>
    [Description("An example crossover strategy")]
    public class DemoCrossoverStrategy4 : Strategy
    {
		private SqlConnection connection;
		
        #region Variables
        
		private int sma1Val = 10;
        private int sma2Val = 20;
        private int profitTarget = 10;
        private int stopLoss = 20;
        
		#endregion

        /// <summary>
        /// This method is used to configure the strategy and is called once before any strategy method is called.
        /// </summary>
        protected override void Initialize()
        {
			ClearOutputWindow();
			
            CalculateOnBarClose = true;
        
			// we'll set the stop loss for our positions globally
			SetStopLoss(CalculationMode.Percent, Convert.ToDouble(stopLoss) / 100);
  			SetProfitTarget(CalculationMode.Percent, Convert.ToDouble(profitTarget) / 100);
			
			connection =  new SqlConnection("server=RYANMOOREA9CA\\EXPRESS2012;" +
                                       "Trusted_Connection=yes;" +
                                       "database=NinjaTest1; " +
                                       "connection timeout=30");
			try {
            	this.connection.Open();
			}
			catch {
				Print("Error opening SQL Connection");
			}
		}

        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
			var sma1 = SMA(sma1Val);
			var sma2 = SMA(sma2Val);
			
			if (CrossAbove(sma1, sma2, 1)) {
				EnterLong();
				
				var msg = string.Format("Entering long. SMA1={0}, SMA2={1}, Price={2}", sma1[0], sma2[0], Close[0]);
				LogInfo(msg);
            }
		}
		
		protected override void OnTermination()
		{
			if (this.connection != null)
				this.connection.Close();
		}
		
		private void LogInfo(string msg) {
			LogToDB(1, msg);
			Print("INFO: " + msg);
		}
		
		private void LogError(string msg) {
			LogToDB(2, msg);
			Print("ERROR: " + msg);
		}
		
		private void LogToDB(int logLevel, string msg) {
			try
            {
				var query = "INSERT INTO Logs (LogLevel, Message, LogDate) VALUES (@logLevel, @message, GETDATE())";
				using (var cmd = new SqlCommand(query, this.connection)) {
				 	cmd.Parameters.AddWithValue("@logLevel", logLevel);
					cmd.Parameters.AddWithValue("@message", msg);

					cmd.ExecuteNonQuery();
				}
            }
            catch (Exception e)
            {
				Print("Error Logging to Database: " + e.ToString());
            }
		}

        #region Properties
        [Description("First SMA Value")]
        [GridCategory("SMA Parameters")]
        public int SMA1
        {
            get { return sma1Val; }
            set { sma1Val = Math.Max(1, value); }
        }
		
		[Description("Second SMA Value")]
        [GridCategory("SMA Parameters")]
        public int SMA2
        {
            get { return sma2Val; }
            set { sma2Val = Math.Max(1, value); }
        }
		
		[Description("Stop Loss %")]
        [GridCategory("Target Parameters")]
        public int StopLoss
        {
            get { return stopLoss; }
            set { stopLoss = Math.Max(1, value); }
        }
		
		[Description("Profit Target %")]
        [GridCategory("Target Parameters")]
        public int ProfitTarget
        {
            get { return profitTarget; }
            set { profitTarget = Math.Max(1, value); }
        }
        #endregion
    }
}