ninjatrader/indicators/DailyLevels.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.DrawingTools;
using SharpDX.DirectWrite;
#endregion

//This namespace holds Indicators in this folder and is required. Do not change it. 
namespace NinjaTrader.NinjaScript.Indicators
{
    public class DailyLevels : Indicator
    {
        private static int DAILY_BARS = 1;
        private static int TEXT_PADDING = 5; // Pixels

        private static string DATE = "{date}";
        private static string LEVEL = "{level}";

        private Dictionary<double, string> DailyOpens = new Dictionary<double, string>(); // Open -> Month / Day
        private Dictionary<double, string> DailyCloses = new Dictionary<double, string>(); // Close -> Month / Day
        private Dictionary<string, DateTime> DailyCloseTimes = new Dictionary<string, DateTime>(); // Month / Day -> Time

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description = @"Plots levels from daily candles.";
                Name = "Daily Levels";
                Calculate = Calculate.OnPriceChange;
                IsOverlay = true;
                DisplayInDataBox = true;
                DrawOnPricePanel = true;
                DrawHorizontalGridLines = true;
                DrawVerticalGridLines = true;
                PaintPriceMarkers = true;
                ScaleJustification = ScaleJustification.Right;
                IsSuspendedWhileInactive = true;
                NumberOfDays = 3;
                DailyOpenStroke = new Stroke(Brushes.Yellow, DashStyleHelper.Solid, 3);
                ShowDailyOpens = true;
                DailyCloseStroke = new Stroke(Brushes.Yellow, DashStyleHelper.Solid, 3);
                ShowDailyCloses = false;
                DrawLabels = true;
                DailyOpenLabelText = DATE + " Daily Open @ " + LEVEL;
                DailyCloseLabelText = DATE + " Daily Close @ " + LEVEL;
                DailyLevelFont = new SimpleFont("Arial", 13);
                DailyLevelFontColor = Brushes.LightGray;
            }
            else if (State == State.Configure)
            {
                // Using 1440 minute bars rather than daily bars.
                // The desired number of days was being ignored when requesting daily bars.
                AddDataSeries(Instrument.FullName, new BarsPeriod { BarsPeriodType = BarsPeriodType.Minute, Value = 1440 },
                    NumberOfDays, Bars.TradingHours.Name, Bars.IsResetOnNewTradingDay);
            }
            else if (State == State.Historical)
            {
                SetZOrder(-1); // Display behind bars on chart.
            }
        }

        protected override void OnBarUpdate()
        {
            if (BarsInProgress == DAILY_BARS && IsFirstTickOfBar)
            {
                double dailyOpen = Open[0];
                string day = Time[0].ToString("MM/dd");
                DailyOpens[dailyOpen] = day;

                if (CurrentBar >= 1) // Make sure there is a prior day to reference.
                {
                    double dailyClose = Close[1];
                    string previousDay = Time[1].ToString("MM/dd");
                    DailyCloses[dailyClose] = previousDay;
                }

                // Candle times in NT are associated with the close rather than the open.
                // For the daily bars, this will be the end of the market session.
                DailyCloseTimes[day] = Time[0];
            }
        }

        protected override void OnRender(ChartControl chartControl, ChartScale chartScale)
        {
            base.OnRender(chartControl, chartScale);

            TextFormat textFormat = DailyLevelFont.ToDirectWriteTextFormat();
            SharpDX.Direct2D1.Brush textBrush = DailyLevelFontColor.ToDxBrush(RenderTarget);

            if (ShowDailyOpens)
            {
                SharpDX.Direct2D1.Brush dailyOpenBrush = DailyOpenStroke.Brush.ToDxBrush(RenderTarget);

                foreach (double dailyOpen in DailyOpens.Keys)
                {
                    // Subtracting a day and adding a minute to the daily closing time results in the candle associated with the session open.
                    // Basing the open / close times on the chart bars would be better, but using the daily bars as that's where the levels come from.
                    int dailyOpenBarIndex = ChartBars.GetBarIdxByTime(ChartControl, DailyCloseTimes[DailyOpens[dailyOpen]].AddDays(-1).AddMinutes(1));
                    int dailyOpenX = chartControl.GetXByBarIndex(ChartBars, dailyOpenBarIndex);
                    int dailyOpenY = chartScale.GetYByValue(dailyOpen);
                    RenderTarget.DrawLine(new SharpDX.Vector2(dailyOpenX, dailyOpenY),
                        new SharpDX.Vector2(ChartPanel.X + ChartPanel.W, dailyOpenY),
                            dailyOpenBrush, DailyOpenStroke.Width, DailyOpenStroke.StrokeStyle);

                    if (DrawLabels && (dailyOpenX < ChartPanel.X + ChartPanel.W))
                    {
                        string dailyOpenText = DailyOpenLabelText.Replace(DATE, DailyOpens[dailyOpen])
                            .Replace(LEVEL, dailyOpen.ToString(dailyOpen % 1 == 0 ? "F0" : "F2"));
                        TextLayout textLayout = new TextLayout(Core.Globals.DirectWriteFactory, dailyOpenText, textFormat, 500, textFormat.FontSize);
                        SharpDX.Vector2 textOrigin = new SharpDX.Vector2(ChartPanel.W - textLayout.Metrics.Width - TEXT_PADDING,
                            ChartPanel.Y + (float)chartScale.GetYByValue(dailyOpen) - (float)textLayout.Metrics.Height - TEXT_PADDING);
                        RenderTarget.DrawTextLayout(textOrigin, textLayout, textBrush, SharpDX.Direct2D1.DrawTextOptions.NoSnap);

                        textLayout.Dispose();
                    }
                }

                dailyOpenBrush.Dispose();
            }

            if (ShowDailyCloses)
            {
                SharpDX.Direct2D1.Brush dailyCloseBrush = DailyCloseStroke.Brush.ToDxBrush(RenderTarget);

                foreach (double dailyClose in DailyCloses.Keys)
                {
                    int dailyCloseBarIndex = ChartBars.GetBarIdxByTime(ChartControl, DailyCloseTimes[DailyCloses[dailyClose]]);
                    int dailyCloseX = chartControl.GetXByBarIndex(ChartBars, dailyCloseBarIndex);
                    int dailyCloseY = chartScale.GetYByValue(dailyClose);
                    RenderTarget.DrawLine(new SharpDX.Vector2(dailyCloseX, dailyCloseY),
                        new SharpDX.Vector2(ChartPanel.X + ChartPanel.W, dailyCloseY),
                            dailyCloseBrush, DailyCloseStroke.Width, DailyCloseStroke.StrokeStyle);

                    if (DrawLabels && (dailyCloseX < ChartPanel.X + ChartPanel.W))
                    {
                        string dailyCloseText = DailyCloseLabelText.Replace(DATE, DailyCloses[dailyClose])
                            .Replace(LEVEL, dailyClose.ToString(dailyClose % 1 == 0 ? "F0" : "F2"));
                        TextLayout textLayout = new TextLayout(Core.Globals.DirectWriteFactory, dailyCloseText, textFormat, 500, textFormat.FontSize);
                        SharpDX.Vector2 textOrigin = new SharpDX.Vector2(ChartPanel.W - textLayout.Metrics.Width - TEXT_PADDING,
                            ChartPanel.Y + (float)chartScale.GetYByValue(dailyClose) - (float)textLayout.Metrics.Height - TEXT_PADDING);
                        RenderTarget.DrawTextLayout(textOrigin, textLayout, textBrush, SharpDX.Direct2D1.DrawTextOptions.NoSnap);

                        textLayout.Dispose();
                    }
                }

                dailyCloseBrush.Dispose();
            }

            textFormat.Dispose();
            textBrush.Dispose();
        }

        public override string DisplayName
        {
            get { return Name; }
        }

        [NinjaScriptProperty]
        [Range(1, int.MaxValue)]
        [Display(Name = "Number of Days", Description = "Number of days to consider", Order = 1, GroupName = "Daily Levels")]
        public int NumberOfDays
        { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Show Daily Opens", Description = "Show daily opens on the chart", Order = 2, GroupName = "Daily Levels")]
        public bool ShowDailyOpens
        { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Daily Open", Description = "Daily open level drawn on the chart", Order = 3, GroupName = "Daily Levels")]
        public Stroke DailyOpenStroke
        { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Show Daily Closes", Description = "Show daily closes on the chart", Order = 4, GroupName = "Daily Levels")]
        public bool ShowDailyCloses
        { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Daily Close", Description = "Daily close level drawn on the chart", Order = 5, GroupName = "Daily Levels")]
        public Stroke DailyCloseStroke
        { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Draw Labels", Description = "Show labels on the chart", Order = 1, GroupName = "Labels")]
        public bool DrawLabels
        { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Daily Open Label Text", Description = "Text displayed for daily opens", Order = 2, GroupName = "Labels")]
        public string DailyOpenLabelText
        { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Daily Close Label Text", Description = "Text displayed for daily closes", Order = 3, GroupName = "Labels")]
        public string DailyCloseLabelText
        { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Font", Description = "Font used to display daily levels", Order = 4, GroupName = "Labels")]
        public SimpleFont DailyLevelFont
        { get; set; }

        [XmlIgnore]
        [NinjaScriptProperty]
        [Display(Name = "Font Color", Description = "Color of the text used to label the daily levels", Order = 5, GroupName = "Labels")]
        public Brush DailyLevelFontColor
        { get; set; }

        [Browsable(false)]
        public string DailyOpenFontColorSerialization
        {
            get { return Serialize.BrushToString(DailyLevelFontColor); }
            set { DailyLevelFontColor = Serialize.StringToBrush(value); }
        }
    }
}

#region NinjaScript generated code. Neither change nor remove.

namespace NinjaTrader.NinjaScript.Indicators
{
    public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
    {
        private DailyLevels[] cacheDailyLevels;
        public DailyLevels DailyLevels(int numberOfDays, bool showDailyOpens, Stroke dailyOpenStroke, bool showDailyCloses, Stroke dailyCloseStroke, bool drawLabels, string dailyOpenLabelText, string dailyCloseLabelText, SimpleFont dailyLevelFont, Brush dailyLevelFontColor)
        {
            return DailyLevels(Input, numberOfDays, showDailyOpens, dailyOpenStroke, showDailyCloses, dailyCloseStroke, drawLabels, dailyOpenLabelText, dailyCloseLabelText, dailyLevelFont, dailyLevelFontColor);
        }

        public DailyLevels DailyLevels(ISeries<double> input, int numberOfDays, bool showDailyOpens, Stroke dailyOpenStroke, bool showDailyCloses, Stroke dailyCloseStroke, bool drawLabels, string dailyOpenLabelText, string dailyCloseLabelText, SimpleFont dailyLevelFont, Brush dailyLevelFontColor)
        {
            if (cacheDailyLevels != null)
                for (int idx = 0; idx < cacheDailyLevels.Length; idx++)
                    if (cacheDailyLevels[idx] != null && cacheDailyLevels[idx].NumberOfDays == numberOfDays && cacheDailyLevels[idx].ShowDailyOpens == showDailyOpens && cacheDailyLevels[idx].DailyOpenStroke == dailyOpenStroke && cacheDailyLevels[idx].ShowDailyCloses == showDailyCloses && cacheDailyLevels[idx].DailyCloseStroke == dailyCloseStroke && cacheDailyLevels[idx].DrawLabels == drawLabels && cacheDailyLevels[idx].DailyOpenLabelText == dailyOpenLabelText && cacheDailyLevels[idx].DailyCloseLabelText == dailyCloseLabelText && cacheDailyLevels[idx].DailyLevelFont == dailyLevelFont && cacheDailyLevels[idx].DailyLevelFontColor == dailyLevelFontColor && cacheDailyLevels[idx].EqualsInput(input))
                        return cacheDailyLevels[idx];
            return CacheIndicator<DailyLevels>(new DailyLevels(){ NumberOfDays = numberOfDays, ShowDailyOpens = showDailyOpens, DailyOpenStroke = dailyOpenStroke, ShowDailyCloses = showDailyCloses, DailyCloseStroke = dailyCloseStroke, DrawLabels = drawLabels, DailyOpenLabelText = dailyOpenLabelText, DailyCloseLabelText = dailyCloseLabelText, DailyLevelFont = dailyLevelFont, DailyLevelFontColor = dailyLevelFontColor }, input, ref cacheDailyLevels);
        }
    }
}

namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
    public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
    {
        public Indicators.DailyLevels DailyLevels(int numberOfDays, bool showDailyOpens, Stroke dailyOpenStroke, bool showDailyCloses, Stroke dailyCloseStroke, bool drawLabels, string dailyOpenLabelText, string dailyCloseLabelText, SimpleFont dailyLevelFont, Brush dailyLevelFontColor)
        {
            return indicator.DailyLevels(Input, numberOfDays, showDailyOpens, dailyOpenStroke, showDailyCloses, dailyCloseStroke, drawLabels, dailyOpenLabelText, dailyCloseLabelText, dailyLevelFont, dailyLevelFontColor);
        }

        public Indicators.DailyLevels DailyLevels(ISeries<double> input , int numberOfDays, bool showDailyOpens, Stroke dailyOpenStroke, bool showDailyCloses, Stroke dailyCloseStroke, bool drawLabels, string dailyOpenLabelText, string dailyCloseLabelText, SimpleFont dailyLevelFont, Brush dailyLevelFontColor)
        {
            return indicator.DailyLevels(input, numberOfDays, showDailyOpens, dailyOpenStroke, showDailyCloses, dailyCloseStroke, drawLabels, dailyOpenLabelText, dailyCloseLabelText, dailyLevelFont, dailyLevelFontColor);
        }
    }
}

namespace NinjaTrader.NinjaScript.Strategies
{
    public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
    {
        public Indicators.DailyLevels DailyLevels(int numberOfDays, bool showDailyOpens, Stroke dailyOpenStroke, bool showDailyCloses, Stroke dailyCloseStroke, bool drawLabels, string dailyOpenLabelText, string dailyCloseLabelText, SimpleFont dailyLevelFont, Brush dailyLevelFontColor)
        {
            return indicator.DailyLevels(Input, numberOfDays, showDailyOpens, dailyOpenStroke, showDailyCloses, dailyCloseStroke, drawLabels, dailyOpenLabelText, dailyCloseLabelText, dailyLevelFont, dailyLevelFontColor);
        }

        public Indicators.DailyLevels DailyLevels(ISeries<double> input , int numberOfDays, bool showDailyOpens, Stroke dailyOpenStroke, bool showDailyCloses, Stroke dailyCloseStroke, bool drawLabels, string dailyOpenLabelText, string dailyCloseLabelText, SimpleFont dailyLevelFont, Brush dailyLevelFontColor)
        {
            return indicator.DailyLevels(input, numberOfDays, showDailyOpens, dailyOpenStroke, showDailyCloses, dailyCloseStroke, drawLabels, dailyOpenLabelText, dailyCloseLabelText, dailyLevelFont, dailyLevelFontColor);
        }
    }
}

#endregion