ninjatrader/indicators/RSIDetrended.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;
#endregion

//This namespace holds Indicators in this folder and is required. Do not change it. 
namespace NinjaTrader.NinjaScript.Indicators
{
    public class RSIDetrended : Indicator
    {
        private RSI rsi;
        private SMA sma;

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description = @"Detrended RSI indicator";
                Name = "RSI Detrended";
                Calculate = Calculate.OnPriceChange;
                IsOverlay = false;
                DisplayInDataBox = true;
                DrawOnPricePanel = true;
                DrawHorizontalGridLines = true;
                DrawVerticalGridLines = true;
                PaintPriceMarkers = true;
                ScaleJustification = ScaleJustification.Right;
                IsSuspendedWhileInactive = true;

                RSIPeriod = 2;
                MAPeriod = 20;

                AddPlot(new Stroke(Brushes.Yellow, DashStyleHelper.Solid, 3), PlotStyle.Line, "RSI Detrended");
            }
            else if (State == State.DataLoaded)
            {
                rsi = RSI(Close, RSIPeriod, 3);
                sma = SMA(rsi, MAPeriod);
            }
        }

        protected override void OnBarUpdate()
        {
            if (CurrentBar < RSIPeriod || CurrentBar < MAPeriod)
                return;

            double detrendedRsi = rsi[0] - sma[0];
            Value[0] = detrendedRsi;
        }

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

        [Range(1, int.MaxValue), NinjaScriptProperty]
        [Display(Name = "RSI Period", Description = "Period for the RSI calculation", Order = 1, GroupName = "RSI Detrended")]
        public int RSIPeriod { get; set; }

        [Range(1, int.MaxValue), NinjaScriptProperty]
        [Display(Name = "MA Period", Description = "Period for the moving average calculation", Order = 2, GroupName = "RSI Detrended")]
        public int MAPeriod { get; set; }
    }
}

#region NinjaScript generated code. Neither change nor remove.

namespace NinjaTrader.NinjaScript.Indicators
{
    public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
    {
        private RSIDetrended[] cacheRSIDetrended;
        public RSIDetrended RSIDetrended(int rSIPeriod, int mAPeriod)
        {
            return RSIDetrended(Input, rSIPeriod, mAPeriod);
        }

        public RSIDetrended RSIDetrended(ISeries<double> input, int rSIPeriod, int mAPeriod)
        {
            if (cacheRSIDetrended != null)
                for (int idx = 0; idx < cacheRSIDetrended.Length; idx++)
                    if (cacheRSIDetrended[idx] != null && cacheRSIDetrended[idx].RSIPeriod == rSIPeriod && cacheRSIDetrended[idx].MAPeriod == mAPeriod && cacheRSIDetrended[idx].EqualsInput(input))
                        return cacheRSIDetrended[idx];
            return CacheIndicator<RSIDetrended>(new RSIDetrended(){ RSIPeriod = rSIPeriod, MAPeriod = mAPeriod }, input, ref cacheRSIDetrended);
        }
    }
}

namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
    public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
    {
        public Indicators.RSIDetrended RSIDetrended(int rSIPeriod, int mAPeriod)
        {
            return indicator.RSIDetrended(Input, rSIPeriod, mAPeriod);
        }

        public Indicators.RSIDetrended RSIDetrended(ISeries<double> input , int rSIPeriod, int mAPeriod)
        {
            return indicator.RSIDetrended(input, rSIPeriod, mAPeriod);
        }
    }
}

namespace NinjaTrader.NinjaScript.Strategies
{
    public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
    {
        public Indicators.RSIDetrended RSIDetrended(int rSIPeriod, int mAPeriod)
        {
            return indicator.RSIDetrended(Input, rSIPeriod, mAPeriod);
        }

        public Indicators.RSIDetrended RSIDetrended(ISeries<double> input , int rSIPeriod, int mAPeriod)
        {
            return indicator.RSIDetrended(input, rSIPeriod, mAPeriod);
        }
    }
}

#endregion