ninjatrader/indicators/SimpleReversal.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 SimpleReversal : Indicator
    {
        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description = @"";
                Name = "Simple Reversal";
                Calculate = Calculate.OnBarClose;
                IsOverlay = true;
                DisplayInDataBox = true;
                DrawOnPricePanel = true;
                ScaleJustification = ScaleJustification.Right;
                IsSuspendedWhileInactive = true;
            }
            else if (State == State.Configure)
            {
            }
        }

        protected override void OnBarUpdate()
        {
            if (CurrentBar < 2)
                return;

            if (LongReversal())
                DrawTriangle(true);
            else if (ShortReversal())
                DrawTriangle(false);
        }

        private bool LongReversal()
        {
            return (Close[2] < Open[2]) &&
                   (Low[1] < Low[2]) &&
                   (Low[1] < Low[0]) &&
                   (Close[0] > High[1]) &&
                   (Close[0] > High[2]);
        }

        private bool ShortReversal()
        {
            return (Close[2] > Open[2]) &&
                   (High[1] > High[2]) &&
                   (High[1] > High[0]) &&
                   (Close[0] < Low[1]) &&
                   (Close[0] < Low[2]);
        }

        private void DrawTriangle(bool isLong)
        {
            var brush = isLong ? Brushes.LimeGreen : Brushes.Red;
            var yValue = isLong ? Low[0] : High[0];

            if (isLong)
            {
                var triangleUp = Draw.TriangleUp(this, "LongReversal@" + CurrentBar, true, 0, yValue, brush);
                triangleUp.OutlineBrush = Brushes.Transparent;
            }
            else
            {
                var triangleDown = Draw.TriangleDown(this, "ShortReversal@" + CurrentBar, true, 0, yValue, brush);
                triangleDown.OutlineBrush = Brushes.Transparent;
            }
        }

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

#region NinjaScript generated code. Neither change nor remove.

namespace NinjaTrader.NinjaScript.Indicators
{
    public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
    {
        private SimpleReversal[] cacheSimpleReversal;
        public SimpleReversal SimpleReversal()
        {
            return SimpleReversal(Input);
        }

        public SimpleReversal SimpleReversal(ISeries<double> input)
        {
            if (cacheSimpleReversal != null)
                for (int idx = 0; idx < cacheSimpleReversal.Length; idx++)
                    if (cacheSimpleReversal[idx] != null &&  cacheSimpleReversal[idx].EqualsInput(input))
                        return cacheSimpleReversal[idx];
            return CacheIndicator<SimpleReversal>(new SimpleReversal(), input, ref cacheSimpleReversal);
        }
    }
}

namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
    public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
    {
        public Indicators.SimpleReversal SimpleReversal()
        {
            return indicator.SimpleReversal(Input);
        }

        public Indicators.SimpleReversal SimpleReversal(ISeries<double> input )
        {
            return indicator.SimpleReversal(input);
        }
    }
}

namespace NinjaTrader.NinjaScript.Strategies
{
    public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
    {
        public Indicators.SimpleReversal SimpleReversal()
        {
            return indicator.SimpleReversal(Input);
        }

        public Indicators.SimpleReversal SimpleReversal(ISeries<double> input )
        {
            return indicator.SimpleReversal(input);
        }
    }
}

#endregion