ninjatrader/indicators/MACDHistogram.cs

#region Using declarations
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using System;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Xml.Serialization;
using System.Windows.Media;
#endregion

namespace NinjaTrader.NinjaScript.Indicators
{
    public class MACDHistogram : Indicator
    {
        private EMA fastEMA;
        private EMA slowEMA;

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description = @"MACD Histogram";
                Name = "MACD Histogram";

                Calculate = Calculate.OnPriceChange;
                IsOverlay = false;
                DisplayInDataBox = true;
                DrawOnPricePanel = false;
                PaintPriceMarkers = true;
                ScaleJustification = ScaleJustification.Right;
                IsSuspendedWhileInactive = true;

                FastEMAPeriod = 12;
                SlowEMAPeriod = 36;

                PositiveBrush = Brushes.LimeGreen;
                NegativeBrush = Brushes.Red;

                ArePlotsConfigurable = false;
                AddPlot(new Stroke(Brushes.Transparent, 0), PlotStyle.Bar, "Histogram");
            }
            else if (State == State.Configure)
            {
            }
            else if (State == State.DataLoaded)
            {
                fastEMA = EMA(FastEMAPeriod);
                slowEMA = EMA(SlowEMAPeriod);
            }
        }

        protected override void OnBarUpdate()
        {
            if (CurrentBar < Math.Max(FastEMAPeriod, SlowEMAPeriod))
                return;

            double macdValue = (fastEMA[0] - slowEMA[0]) / TickSize;
            double previousMacdValue = Histogram[1];

            Histogram[0] = macdValue;

            // If no change in value, use previous bar color
            if (Histogram[0] == Histogram[1])
                PlotBrushes[0][0] = PlotBrushes[0][1];
            else
            {
                if (macdValue > previousMacdValue)
                    PlotBrushes[0][0] = PositiveBrush;
                else
                    PlotBrushes[0][0] = NegativeBrush;
            }
        }

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

            foreach (Plot plot in Plots)
                plot.Width = chartControl.GetBarPaintWidth(ChartBars);
        }

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

        [Browsable(false)]
        [XmlIgnore]
        public Series<double> Histogram
        {
            get { return Values[0]; }
        }

        [NinjaScriptProperty]
        [Range(1, int.MaxValue)]
        [Display(Name = "Fast EMA Period", Order = 1, GroupName = "MACD Histogram")]
        public int FastEMAPeriod
        { get; set; }

        [NinjaScriptProperty]
        [Range(1, int.MaxValue)]
        [Display(Name = "Slow EMA Period", Order = 2, GroupName = "MACD Histogram")]
        public int SlowEMAPeriod
        { get; set; }

        [XmlIgnore]
        [Display(Name = "Positive Value", Order = 3, GroupName = "MACD Histogram")]
        public Brush PositiveBrush
        { get; set; }

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

        [XmlIgnore]
        [Display(Name = "Negative Value", Order = 4, GroupName = "MACD Histogram")]
        public Brush NegativeBrush
        { get; set; }

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

#region NinjaScript generated code. Neither change nor remove.

namespace NinjaTrader.NinjaScript.Indicators
{
    public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
    {
        private MACDHistogram[] cacheMACDHistogram;
        public MACDHistogram MACDHistogram(int fastEMAPeriod, int slowEMAPeriod)
        {
            return MACDHistogram(Input, fastEMAPeriod, slowEMAPeriod);
        }

        public MACDHistogram MACDHistogram(ISeries<double> input, int fastEMAPeriod, int slowEMAPeriod)
        {
            if (cacheMACDHistogram != null)
                for (int idx = 0; idx < cacheMACDHistogram.Length; idx++)
                    if (cacheMACDHistogram[idx] != null && cacheMACDHistogram[idx].FastEMAPeriod == fastEMAPeriod && cacheMACDHistogram[idx].SlowEMAPeriod == slowEMAPeriod && cacheMACDHistogram[idx].EqualsInput(input))
                        return cacheMACDHistogram[idx];
            return CacheIndicator<MACDHistogram>(new MACDHistogram(){ FastEMAPeriod = fastEMAPeriod, SlowEMAPeriod = slowEMAPeriod }, input, ref cacheMACDHistogram);
        }
    }
}

namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
    public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
    {
        public Indicators.MACDHistogram MACDHistogram(int fastEMAPeriod, int slowEMAPeriod)
        {
            return indicator.MACDHistogram(Input, fastEMAPeriod, slowEMAPeriod);
        }

        public Indicators.MACDHistogram MACDHistogram(ISeries<double> input , int fastEMAPeriod, int slowEMAPeriod)
        {
            return indicator.MACDHistogram(input, fastEMAPeriod, slowEMAPeriod);
        }
    }
}

namespace NinjaTrader.NinjaScript.Strategies
{
    public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
    {
        public Indicators.MACDHistogram MACDHistogram(int fastEMAPeriod, int slowEMAPeriod)
        {
            return indicator.MACDHistogram(Input, fastEMAPeriod, slowEMAPeriod);
        }

        public Indicators.MACDHistogram MACDHistogram(ISeries<double> input , int fastEMAPeriod, int slowEMAPeriod)
        {
            return indicator.MACDHistogram(input, fastEMAPeriod, slowEMAPeriod);
        }
    }
}

#endregion