ninjatrader/indicators/SuperSmoother.cs

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

//This namespace holds Indicators in this folder and is required. Do not change it. 
namespace NinjaTrader.NinjaScript.Indicators
{
    [CategoryOrder("SuperSmoother", 1)]
    [CategoryOrder("Plots", 2)]
    public class SuperSmoother : Indicator
    {
        private double a;
        private double b;
        private double c1;
        private double c2;
        private double c3;

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description = @"Credit to John F. Ehlers";
                Name = "SuperSmoother";
                Calculate = Calculate.OnPriceChange;
                IsOverlay = true;
                DisplayInDataBox = true;
                DrawOnPricePanel = true;
                DrawHorizontalGridLines = true;
                DrawVerticalGridLines = true;
                PaintPriceMarkers = true;
                ScaleJustification = ScaleJustification.Right;
                IsSuspendedWhileInactive = true;
                Period = 10;
                AddPlot(new Stroke(Brushes.Yellow, DashStyleHelper.Solid, 2), PlotStyle.Line, "SuperSmoother");
            }
            else if (State == State.Configure)
            {
                a = Math.Exp(-1.414 * Math.PI / Period);
                b = 2 * a * Math.Cos(1.414 * 180 / Period);
                c2 = b;
                c3 = -a * a;
                c1 = 1 - c2 - c3;
            }
            else if (State == State.Historical)
            {
                SetZOrder(-1); // Display behind bars on chart.
            }
        }

        protected override void OnBarUpdate()
        {
            if (CurrentBar < 3) // Need at least 3 bars.
            {
                Value[0] = Input[0];
                return;
            }

            Value[0] = c1 * (Input[0] + Input[1]) / 2 + c2 * Value[1] + c3 * Value[2];
        }

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

        #region Properties
        [Range(1, int.MaxValue), NinjaScriptProperty]
        [Display(Name = "Period", Order = 1, GroupName = "SuperSmoother")]
        public int Period { get; set; }
        #endregion
    }
}

#region NinjaScript generated code. Neither change nor remove.

namespace NinjaTrader.NinjaScript.Indicators
{
    public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
    {
        private SuperSmoother[] cacheSuperSmoother;
        public SuperSmoother SuperSmoother(int period)
        {
            return SuperSmoother(Input, period);
        }

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

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

        public Indicators.SuperSmoother SuperSmoother(ISeries<double> input , int period)
        {
            return indicator.SuperSmoother(input, period);
        }
    }
}

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

        public Indicators.SuperSmoother SuperSmoother(ISeries<double> input , int period)
        {
            return indicator.SuperSmoother(input, period);
        }
    }
}

#endregion