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#region Using declarations
using NinjaTrader.Cbi ;
using NinjaTrader.Gui ;
using NinjaTrader.Gui.Chart ;
using NinjaTrader.Gui.Tools ;
using NinjaTrader.Data ;
using SharpDX.DirectWrite ;
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using System ;
using System.Collections.Generic ;
using System.ComponentModel ;
using System.ComponentModel.DataAnnotations ;
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using System.Globalization ;
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using System.Windows.Media ;
using System.Xml.Serialization ;
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#endregion
//This namespace holds Indicators in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Indicators
{
public class OR
{
public double High { get ; set ; }
public double Low { get ; set ; }
public double Mid { get ; set ; }
public double LatestPrice { get ; set ; }
public DateTime StartTime { get ; set ; }
public DateTime EndTime { get ; set ; }
}
[CategoryOrder("Opening Range", 1)]
[CategoryOrder("Appearance", 2)]
[CategoryOrder("Labels", 3)]
[TypeConverter("NinjaTrader.NinjaScript.Indicators.OpeningRangePropertyConverter")]
public class OpeningRange : Indicator
{
public static int DefaultOpeningRangePeriod = 30 ;
public static OpeningRangeBarType DefaultOpeningRangeType =
OpeningRangeBarType . Minutes ;
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public static bool DefaultEnableExtensions = false ;
public static int DefaultNumberOfExtensions = 3 ;
public static double DefaultExtensionMultiplier = 0.5 ;
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public static OpeningRangeColorScheme DefaultOpeningRangeColorScheme =
OpeningRangeColorScheme . Default ;
public static Stroke DefaultOpeningRangeStroke =
new Stroke ( Brushes . Yellow , DashStyleHelper . Solid , 3 ) ;
public static Stroke DefaultOpeningRangeMidStroke =
new Stroke ( Brushes . Gray , DashStyleHelper . Dash , 2 ) ;
public static Stroke DefaultPriceAboveStroke =
new Stroke ( Brushes . LimeGreen , DashStyleHelper . Solid , 3 ) ;
public static Stroke DefaultPriceBelowStroke =
new Stroke ( Brushes . Red , DashStyleHelper . Solid , 3 ) ;
public static Stroke DefaultPriceInsideStroke =
new Stroke ( Brushes . Yellow , DashStyleHelper . Solid , 3 ) ;
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public static Stroke DefaultExtensionStroke =
new Stroke ( Brushes . Yellow , DashStyleHelper . Solid , 1 ) ;
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public static SimpleFont DefaultOpeningRangeFont =
new SimpleFont ( "Arial" , 12 ) ;
public static Brush DefaultOpeningRangeFontColor = Brushes . LightGray ;
public static bool DefaultShowLabels = false ;
public static string DefaultOpeningRangeHighLabel = "ORH @ {level}" ;
public static string DefaultOpeningRangeLowLabel = "ORL @ {level}" ;
public static string DefaultOpeningRangeMidLabel = "ORM @ {level}" ;
public static OpeningRangeLabelPosition DefaultOpeningRangeLabelPosition =
OpeningRangeLabelPosition . Center ;
private const int PrimaryBars = 0 ;
private int OpeningRangeBars ;
private int RegularTradingHoursBars ;
private const string RegularTradingHours = "US Equities RTH" ;
private TimeSpan RegularTradingHoursOpen ;
private TimeSpan SessionClose ;
private List < OR > OpeningRanges ;
private OR CurrentOpeningRange ;
private double OpeningRangeHigh ;
private double OpeningRangeLow ;
private double OpeningRangeMid ;
private double LastPrice ;
private const int LabelPadding = 5 ;
private const string LevelFormatString = "{level}" ;
protected override void OnStateChange ( )
{
if ( State = = State . SetDefaults )
{
Description = @"Opening Range Indicator" ;
Name = "Opening Range" ;
Calculate = Calculate . OnPriceChange ;
IsOverlay = true ;
DisplayInDataBox = true ;
DrawOnPricePanel = true ;
DrawHorizontalGridLines = true ;
DrawVerticalGridLines = true ;
PaintPriceMarkers = true ;
ScaleJustification = ScaleJustification . Right ;
IsSuspendedWhileInactive = false ;
OpeningRangePeriod = DefaultOpeningRangePeriod ;
OpeningRangeType = DefaultOpeningRangeType ;
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EnableExtensions = DefaultEnableExtensions ;
NumberOfExtensions = DefaultNumberOfExtensions ;
ExtensionMultiplier = DefaultExtensionMultiplier ;
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ColorScheme = DefaultOpeningRangeColorScheme ;
OpeningRangeHighStroke = DefaultOpeningRangeStroke ;
OpeningRangeLowStroke = DefaultOpeningRangeStroke ;
OpeningRangeMidStroke = DefaultOpeningRangeMidStroke ;
PriceAboveStroke = DefaultPriceAboveStroke ;
PriceBelowStroke = DefaultPriceBelowStroke ;
PriceInsideStroke = DefaultPriceInsideStroke ;
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ExtensionStroke = DefaultExtensionStroke ;
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ShowLabels = DefaultShowLabels ;
OpeningRangeFont = DefaultOpeningRangeFont ;
OpeningRangeFontColor = DefaultOpeningRangeFontColor ;
OpeningRangeHighLabel = DefaultOpeningRangeHighLabel ;
OpeningRangeHighLabelPosition = DefaultOpeningRangeLabelPosition ;
OpeningRangeLowLabel = DefaultOpeningRangeLowLabel ;
OpeningRangeLowLabelPosition = DefaultOpeningRangeLabelPosition ;
OpeningRangeMidLabel = DefaultOpeningRangeMidLabel ;
OpeningRangeMidLabelPosition = DefaultOpeningRangeLabelPosition ;
ArePlotsConfigurable = false ;
AddPlot ( Brushes . Transparent , "ORH" ) ;
AddPlot ( Brushes . Transparent , "ORL" ) ;
AddPlot ( Brushes . Transparent , "ORM" ) ;
}
else if ( State = = State . Configure )
{
ResetOpeningRange ( DateTime . MinValue ) ;
OpeningRanges = new List < OR > ( ) ;
BarsPeriod openingRangeBarsPeriod = new BarsPeriod {
BarsPeriodType = ( BarsPeriod . BarsPeriodType = = BarsPeriodType . Minute ) ?
BarsPeriodType . Minute : BarsPeriodType . Second ,
Value = 1
} ;
AddDataSeries ( Instrument . FullName , openingRangeBarsPeriod , Instrument . MasterInstrument . TradingHours . Name ) ;
OpeningRangeBars = 1 ;
RegularTradingHoursBars = 0 ;
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if ( RegularTradingHours ! = Bars . TradingHours . Name )
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{
AddDataSeries ( Instrument . FullName , BarsPeriod , RegularTradingHours ) ;
RegularTradingHoursBars = 2 ;
}
}
else if ( State = = State . DataLoaded )
{
SessionIterator regularTradingHoursSession = new SessionIterator ( BarsArray [ RegularTradingHoursBars ] ) ;
RegularTradingHoursOpen = regularTradingHoursSession
. GetTradingDayBeginLocal ( regularTradingHoursSession . ActualTradingDayExchange ) . TimeOfDay ;
SessionIterator chartSession = new SessionIterator ( BarsArray [ PrimaryBars ] ) ;
SessionClose = chartSession . GetTradingDayEndLocal ( chartSession . ActualTradingDayExchange ) . TimeOfDay ;
}
else if ( State = = State . Historical )
{
SetZOrder ( - 1 ) ; // Display behind bars on chart.
}
}
protected override void OnBarUpdate ( )
{
DateTime now = Times [ BarsInProgress ] [ 0 ] ;
DateTime openingRangeStartTime = GetOpeningRangeStartTime ( now ) ;
if ( Bars . IsFirstBarOfSession & & IsFirstTickOfBar )
{
if ( CurrentOpeningRange ! = null & & now > GetSessionClose ( CurrentOpeningRange . StartTime ) )
ResetOpeningRange ( now ) ;
}
if ( OpeningRangeBars = = BarsInProgress & &
now > openingRangeStartTime & & now < = GetOpeningRangeEndTime ( openingRangeStartTime ) )
{
if ( CurrentOpeningRange = = null )
{
CurrentOpeningRange = new OR
{
High = OpeningRangeHigh ,
Low = OpeningRangeLow ,
Mid = OpeningRangeMid ,
LatestPrice = LastPrice ,
StartTime = now
} ;
OpeningRanges . Add ( CurrentOpeningRange ) ;
}
if ( Highs [ BarsInProgress ] [ 0 ] > OpeningRangeHigh | | OpeningRangeHigh = = 0.0 )
OpeningRangeHigh = Highs [ BarsInProgress ] [ 0 ] ;
if ( Lows [ BarsInProgress ] [ 0 ] < OpeningRangeLow | | OpeningRangeLow = = 0.0 )
OpeningRangeLow = Lows [ BarsInProgress ] [ 0 ] ;
}
if ( PrimaryBars = = BarsInProgress )
{
ORH [ 0 ] = OpeningRangeHigh ;
ORL [ 0 ] = OpeningRangeLow ;
OpeningRangeMid = Instrument . MasterInstrument
. RoundToTickSize ( ( OpeningRangeLow + OpeningRangeHigh ) / 2.0 ) ;
ORM [ 0 ] = OpeningRangeMid ;
LastPrice = Close [ 0 ] ;
UpdateOpeningRange ( now ) ;
}
}
protected override void OnRender ( ChartControl chartControl , ChartScale chartScale )
{
base . OnRender ( chartControl , chartScale ) ;
SharpDX . Direct2D1 . Brush openingRangeMidBrush = OpeningRangeMidStroke . Brush . ToDxBrush ( RenderTarget ) ;
TextFormat textFormat = OpeningRangeFont . ToDirectWriteTextFormat ( ) ;
SharpDX . Direct2D1 . Brush textBrush = OpeningRangeFontColor . ToDxBrush ( RenderTarget ) ;
foreach ( OR openingRange in OpeningRanges )
{
int barId = ChartBars . GetBarIdxByTime ( chartControl , openingRange . StartTime ) ;
DateTime startTime = ChartBars . GetTimeByBarIdx ( chartControl , barId ) ;
int openingRangeStartX = chartControl . GetXByTime ( startTime ) ;
int openingRangeEndX ;
if ( openingRange . EndTime = = default ( DateTime ) )
openingRangeEndX = ChartPanel . X + ChartPanel . W ;
else
openingRangeEndX = chartControl . GetXByTime ( openingRange . EndTime ) ;
if ( openingRange . High > 0.0 )
{
double openingRangeHigh = openingRange . High ;
float openingRangeHighEndX = openingRangeEndX ;
if ( ShowLabels & & openingRange . EndTime = = default ( DateTime )
& & openingRangeStartX < ChartPanel . X + ChartPanel . W )
{
SharpDX . Vector2 labelOrigin = DrawLabel ( OpeningRangeHighLabel , openingRangeHigh ,
OpeningRangeHighLabelPosition , textFormat , textBrush , chartScale ) ;
if ( OpeningRangeLabelPosition . Center = = OpeningRangeHighLabelPosition )
openingRangeHighEndX = labelOrigin . X - LabelPadding ;
}
int openingRangeHighY = chartScale . GetYByValue ( openingRangeHigh ) ;
if ( openingRangeStartX < openingRangeHighEndX )
{
Stroke openingRangeHighStroke = GetStroke ( openingRange , OpeningRangeHighStroke ) ;
SharpDX . Direct2D1 . Brush openingRangeHighBrush = openingRangeHighStroke . Brush . ToDxBrush ( RenderTarget ) ;
RenderTarget . DrawLine ( new SharpDX . Vector2 ( openingRangeStartX , openingRangeHighY ) ,
new SharpDX . Vector2 ( openingRangeHighEndX , openingRangeHighY ) ,
openingRangeHighBrush , openingRangeHighStroke . Width , openingRangeHighStroke . StrokeStyle ) ;
openingRangeHighBrush . Dispose ( ) ;
}
}
if ( openingRange . Low > 0.0 )
{
double openingRangeLow = openingRange . Low ;
float openingRangeLowEndX = openingRangeEndX ;
if ( ShowLabels & & openingRange . EndTime = = default ( DateTime )
& & openingRangeStartX < ChartPanel . X + ChartPanel . W )
{
SharpDX . Vector2 labelOrigin = DrawLabel ( OpeningRangeLowLabel , openingRangeLow ,
OpeningRangeLowLabelPosition , textFormat , textBrush , chartScale ) ;
if ( OpeningRangeLabelPosition . Center = = OpeningRangeLowLabelPosition )
openingRangeLowEndX = labelOrigin . X - LabelPadding ;
}
int openingRangeLowY = chartScale . GetYByValue ( openingRangeLow ) ;
if ( openingRangeStartX < openingRangeLowEndX )
{
Stroke openingRangeLowStroke = GetStroke ( openingRange , OpeningRangeLowStroke ) ;
SharpDX . Direct2D1 . Brush openingRangeLowBrush = openingRangeLowStroke . Brush . ToDxBrush ( RenderTarget ) ;
RenderTarget . DrawLine ( new SharpDX . Vector2 ( openingRangeStartX , openingRangeLowY ) ,
new SharpDX . Vector2 ( openingRangeLowEndX , openingRangeLowY ) ,
openingRangeLowBrush , openingRangeLowStroke . Width , openingRangeLowStroke . StrokeStyle ) ;
openingRangeLowBrush . Dispose ( ) ;
}
}
if ( openingRange . Mid > 0.0 )
{
double openingRangeMid = openingRange . Mid ;
float openingRangeMidEndX = openingRangeEndX ;
if ( ShowLabels & & openingRange . EndTime = = default ( DateTime )
& & openingRangeStartX < ChartPanel . X + ChartPanel . W )
{
SharpDX . Vector2 labelOrigin = DrawLabel ( OpeningRangeMidLabel , openingRangeMid ,
OpeningRangeMidLabelPosition , textFormat , textBrush , chartScale ) ;
if ( OpeningRangeLabelPosition . Center = = OpeningRangeMidLabelPosition )
openingRangeMidEndX = labelOrigin . X - LabelPadding ;
}
int openingRangeMidY = chartScale . GetYByValue ( openingRangeMid ) ;
if ( openingRangeStartX < openingRangeMidEndX )
RenderTarget . DrawLine ( new SharpDX . Vector2 ( openingRangeStartX , openingRangeMidY ) ,
new SharpDX . Vector2 ( openingRangeMidEndX , openingRangeMidY ) ,
openingRangeMidBrush , OpeningRangeMidStroke . Width , OpeningRangeMidStroke . StrokeStyle ) ;
}
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if ( EnableExtensions )
{
double range = openingRange . High - openingRange . Low ;
for ( int i = 1 ; i < = NumberOfExtensions ; i + + )
{
double extension = range * ExtensionMultiplier * i ;
double highExtension = openingRange . High + extension ;
double lowExtension = openingRange . Low - extension ;
RenderLevel ( highExtension , openingRangeStartX , openingRangeEndX , ExtensionStroke , chartScale ) ;
RenderLevel ( lowExtension , openingRangeStartX , openingRangeEndX , ExtensionStroke , chartScale ) ;
}
}
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}
openingRangeMidBrush . Dispose ( ) ;
textFormat . Dispose ( ) ;
textBrush . Dispose ( ) ;
}
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private void RenderLevel ( double value , int startX , int endX , Stroke stroke , ChartScale scale )
{
SharpDX . Direct2D1 . Brush brush = stroke . Brush . ToDxBrush ( RenderTarget ) ;
int y = scale . GetYByValue ( value ) ;
RenderTarget . DrawLine ( new SharpDX . Vector2 ( startX , y ) , new SharpDX . Vector2 ( endX , y ) , brush , stroke . Width , stroke . StrokeStyle ) ;
brush . Dispose ( ) ;
}
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private Stroke GetStroke ( OR openingRange , Stroke defaultStroke )
{
if ( ColorScheme = = OpeningRangeColorScheme . PriceBased )
{
if ( openingRange . LatestPrice > openingRange . High )
return PriceAboveStroke ;
else if ( openingRange . LatestPrice < openingRange . Low )
return PriceBelowStroke ;
else
return PriceInsideStroke ;
}
return defaultStroke ;
}
private SharpDX . Vector2 DrawLabel ( string label , double level , OpeningRangeLabelPosition position ,
TextFormat textFormat , SharpDX . Direct2D1 . Brush textBrush , ChartScale chartScale )
{
string labelText = label . Replace ( LevelFormatString , level . ToString ( "F2" ) ) ;
TextLayout textLayout = new TextLayout ( Core . Globals . DirectWriteFactory ,
labelText , textFormat , 500 , textFormat . FontSize ) ;
int levelY = chartScale . GetYByValue ( level ) ;
float labelY ;
switch ( position )
{
case OpeningRangeLabelPosition . Below :
labelY = ChartPanel . Y + ( float ) levelY + LabelPadding ;
break ;
case OpeningRangeLabelPosition . Center :
labelY = ChartPanel . Y + ( float ) levelY - ( textLayout . Metrics . Height / 2.0f ) ;
break ;
case OpeningRangeLabelPosition . Above :
default :
labelY = ChartPanel . Y + ( float ) levelY - textLayout . Metrics . Height - LabelPadding ;
break ;
}
SharpDX . Vector2 textOrigin = new SharpDX . Vector2 (
ChartPanel . W - textLayout . Metrics . Width - LabelPadding , labelY ) ;
RenderTarget . DrawTextLayout ( textOrigin , textLayout , textBrush , SharpDX . Direct2D1 . DrawTextOptions . NoSnap ) ;
textLayout . Dispose ( ) ;
return textOrigin ;
}
private DateTime GetOpeningRangeStartTime ( DateTime now )
{
return now . Date + RegularTradingHoursOpen ;
}
private DateTime GetOpeningRangeEndTime ( DateTime openingRangeStartTime )
{
switch ( OpeningRangeType )
{
case OpeningRangeBarType . Seconds :
return openingRangeStartTime . AddSeconds ( OpeningRangePeriod ) ;
case OpeningRangeBarType . Hours :
return openingRangeStartTime . AddHours ( OpeningRangePeriod ) ;
default :
return openingRangeStartTime . AddMinutes ( OpeningRangePeriod ) ;
}
}
private DateTime GetSessionClose ( DateTime openingRangeStartTime )
{
return openingRangeStartTime . Date + SessionClose ;
}
private void UpdateOpeningRange ( DateTime now )
{
if ( CurrentOpeningRange ! = null )
{
CurrentOpeningRange . High = OpeningRangeHigh ;
CurrentOpeningRange . Low = OpeningRangeLow ;
CurrentOpeningRange . Mid = OpeningRangeMid ;
DateTime sessionClose = now . Date + SessionClose ;
if ( GetOpeningRangeStartTime ( now ) > sessionClose )
sessionClose = sessionClose . AddDays ( 1 ) ;
if ( CurrentOpeningRange . EndTime = = default ( DateTime ) )
{
CurrentOpeningRange . LatestPrice = LastPrice ;
if ( now > = sessionClose )
CurrentOpeningRange . EndTime = sessionClose ;
}
}
}
private void ResetOpeningRange ( DateTime now )
{
OpeningRangeHigh = 0.0 ;
OpeningRangeLow = 0.0 ;
OpeningRangeMid = 0.0 ;
LastPrice = 0.0 ;
if ( CurrentOpeningRange ! = null & & CurrentOpeningRange . EndTime = = default ( DateTime ) )
CurrentOpeningRange . EndTime = now ;
CurrentOpeningRange = null ;
}
public override string DisplayName
{
get { return Name ; }
}
[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name = "Period", Description = "Opening range period", Order = 1, GroupName = "Opening Range")]
public int OpeningRangePeriod
{ get ; set ; }
[NinjaScriptProperty]
[Display(Name = "Type", Description = "Type of opening range being calculated", Order = 2, GroupName = "Opening Range")]
public OpeningRangeBarType OpeningRangeType
{ get ; set ; }
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[NinjaScriptProperty]
[Display(Name = "Enable Extensions", Description = "Whether to enable opening range extensions", Order = 3, GroupName = "Opening Range")]
public bool EnableExtensions { get ; set ; }
[NinjaScriptProperty]
[Display(Name = "Number of Extensions", Description = "Number of extensions above and below the opening range", Order = 4, GroupName = "Opening Range")]
public int NumberOfExtensions { get ; set ; }
[NinjaScriptProperty]
[Display(Name = "Extension Multiplier", Description = "Multiplier used for calculating extension levels", Order = 5, GroupName = "Opening Range")]
public double ExtensionMultiplier { get ; set ; }
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[NinjaScriptProperty]
[PropertyEditor("NinjaTrader.Gui.Tools.StringStandardValuesEditorKey")]
[TypeConverter(typeof(OpeningRangeColorSchemeConverter))]
[RefreshProperties(RefreshProperties.All)]
[Display(Name = "Color Scheme", Description = "Opening range coloring scheme", Order = 1, GroupName = "Appearance")]
public OpeningRangeColorScheme ColorScheme
{ get ; set ; }
[NinjaScriptProperty]
[Display(Name = "Price Above", Description = "Opening range lines drawn on chart when price is > ORH", Order = 2, GroupName = "Appearance")]
public Stroke PriceAboveStroke
{ get ; set ; }
[NinjaScriptProperty]
[Display(Name = "Price Below", Description = "Opening range lines drawn on chart when price is < ORL", Order = 3, GroupName = "Appearance")]
public Stroke PriceBelowStroke
{ get ; set ; }
[NinjaScriptProperty]
[Display(Name = "Price Inside", Description = "Opening range lines drawn on chart when price is inside OR", Order = 4, GroupName = "Appearance")]
public Stroke PriceInsideStroke
{ get ; set ; }
[NinjaScriptProperty]
[Display(Name = "Opening Range High", Description = "Opening range high line drawn on chart", Order = 5, GroupName = "Appearance")]
public Stroke OpeningRangeHighStroke
{ get ; set ; }
[NinjaScriptProperty]
[Display(Name = "Opening Range Mid", Description = "Opening range mid line drawn on chart", Order = 6, GroupName = "Appearance")]
public Stroke OpeningRangeMidStroke
{ get ; set ; }
[NinjaScriptProperty]
[Display(Name = "Opening Range Low", Description = "Opening range low line drawn on chart", Order = 7, GroupName = "Appearance")]
public Stroke OpeningRangeLowStroke
{ get ; set ; }
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[NinjaScriptProperty]
[Display(Name = "Extension", Description = "Opening range extensions lines drawn on chart", Order = 8, GroupName = "Appearance")]
public Stroke ExtensionStroke
{ get ; set ; }
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[NinjaScriptProperty]
[Display(Name = "Show Labels", Order = 1, GroupName = "Labels")]
public bool ShowLabels
{ get ; set ; }
[NinjaScriptProperty]
[Display(Name = "Font", Description = "Font used to display the opening range labels", Order = 2, GroupName = "Labels")]
public SimpleFont OpeningRangeFont
{ get ; set ; }
[XmlIgnore]
[NinjaScriptProperty]
[Display(Name = "Font Color", Description = "Color of the text used to label the opening range levels", Order = 3, GroupName = "Labels")]
public Brush OpeningRangeFontColor
{ get ; set ; }
[Browsable(false)]
public string OpeningRangeFontColorSerialization
{
get { return Serialize . BrushToString ( OpeningRangeFontColor ) ; }
set { OpeningRangeFontColor = Serialize . StringToBrush ( value ) ; }
}
[NinjaScriptProperty]
[Display(Name = "Opening Range High", Order = 4, GroupName = "Labels")]
public string OpeningRangeHighLabel
{ get ; set ; }
[NinjaScriptProperty]
[Display(Name = " Label Position", Order = 5, GroupName = "Labels")]
public OpeningRangeLabelPosition OpeningRangeHighLabelPosition
{ get ; set ; }
[NinjaScriptProperty]
[Display(Name = "Opening Range Mid", Order = 6, GroupName = "Labels")]
public string OpeningRangeMidLabel
{ get ; set ; }
[NinjaScriptProperty]
[Display(Name = " Label Position", Order = 7, GroupName = "Labels")]
public OpeningRangeLabelPosition OpeningRangeMidLabelPosition
{ get ; set ; }
[NinjaScriptProperty]
[Display(Name = "Opening Range Low", Order = 8, GroupName = "Labels")]
public string OpeningRangeLowLabel
{ get ; set ; }
[NinjaScriptProperty]
[Display(Name = " Label Position", Order = 9, GroupName = "Labels")]
public OpeningRangeLabelPosition OpeningRangeLowLabelPosition
{ get ; set ; }
[Browsable(false)]
[XmlIgnore]
public Series < double > ORH
{
get { return Values [ 0 ] ; }
}
[Browsable(false)]
[XmlIgnore]
public Series < double > ORL
{
get { return Values [ 1 ] ; }
}
[Browsable(false)]
[XmlIgnore]
public Series < double > ORM
{
get { return Values [ 2 ] ; }
}
}
public class OpeningRangePropertyConverter : IndicatorBaseConverter
{
public override PropertyDescriptorCollection GetProperties ( ITypeDescriptorContext context , object component , Attribute [ ] attrs )
{
OpeningRange indicator = component as OpeningRange ;
PropertyDescriptorCollection properties = base . GetPropertiesSupported ( context ) ?
base . GetProperties ( context , component , attrs ) : TypeDescriptor . GetProperties ( component , attrs ) ;
if ( indicator = = null | | properties = = null )
return properties ;
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PropertyDescriptor numberOfExtensions = properties [ "NumberOfExtensions" ] ;
PropertyDescriptor extensionMultiplier = properties [ "ExtensionMultiplier" ] ;
PropertyDescriptor extensionStroke = properties [ "ExtensionStroke" ] ;
properties . Remove ( numberOfExtensions ) ;
properties . Remove ( extensionMultiplier ) ;
properties . Remove ( extensionStroke ) ;
if ( indicator . EnableExtensions )
{
properties . Add ( numberOfExtensions ) ;
properties . Add ( extensionMultiplier ) ;
properties . Add ( extensionStroke ) ;
}
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PropertyDescriptor priceAboveStroke = properties [ "PriceAboveStroke" ] ;
PropertyDescriptor priceBelowStroke = properties [ "PriceBelowStroke" ] ;
PropertyDescriptor priceInsideStroke = properties [ "PriceInsideStroke" ] ;
properties . Remove ( priceAboveStroke ) ;
properties . Remove ( priceBelowStroke ) ;
properties . Remove ( priceInsideStroke ) ;
if ( indicator . ColorScheme = = OpeningRangeColorScheme . PriceBased )
{
PropertyDescriptor openingRangeHighStroke = properties [ "OpeningRangeHighStroke" ] ;
PropertyDescriptor openingRangeLowStroke = properties [ "OpeningRangeLowStroke" ] ;
properties . Remove ( openingRangeHighStroke ) ;
properties . Remove ( openingRangeLowStroke ) ;
properties . Add ( priceAboveStroke ) ;
properties . Add ( priceBelowStroke ) ;
properties . Add ( priceInsideStroke ) ;
}
return properties ;
}
public override bool GetPropertiesSupported ( ITypeDescriptorContext context )
{ return true ; }
}
}
public class OpeningRangeColorSchemeConverter : TypeConverter
{
private const string DEFAULT = "Default" ;
private const string PRICE_BASED = "Price Based" ;
public override StandardValuesCollection GetStandardValues ( ITypeDescriptorContext context )
{
List < string > values = new List < string > ( ) { DEFAULT , PRICE_BASED } ;
return new StandardValuesCollection ( values ) ;
}
public override object ConvertFrom ( ITypeDescriptorContext context , CultureInfo culture , object value )
{
switch ( value . ToString ( ) )
{
case DEFAULT :
return OpeningRangeColorScheme . Default ;
case PRICE_BASED :
return OpeningRangeColorScheme . PriceBased ;
}
return OpeningRangeColorScheme . Default ;
}
public override object ConvertTo ( ITypeDescriptorContext context , CultureInfo culture , object value , Type destinationType )
{
OpeningRangeColorScheme enumValue = ( OpeningRangeColorScheme ) Enum . Parse ( typeof ( OpeningRangeColorScheme ) , value . ToString ( ) ) ;
switch ( enumValue )
{
case OpeningRangeColorScheme . Default :
return DEFAULT ;
case OpeningRangeColorScheme . PriceBased :
return PRICE_BASED ;
}
return DEFAULT ;
}
public override bool CanConvertFrom ( ITypeDescriptorContext context , Type sourceType )
{ return true ; }
public override bool CanConvertTo ( ITypeDescriptorContext context , Type destinationType )
{ return true ; }
public override bool GetStandardValuesExclusive ( ITypeDescriptorContext context )
{ return true ; }
public override bool GetStandardValuesSupported ( ITypeDescriptorContext context )
{ return true ; }
}
public enum OpeningRangeBarType
{
Seconds ,
Minutes ,
Hours
}
public enum OpeningRangeColorScheme
{
Default ,
PriceBased
}
public enum OpeningRangeLabelPosition
{
Above ,
Below ,
Center
}
// Creates an easy to use constructor for use in strategies.
namespace NinjaTrader.NinjaScript.Strategies
{
public partial class Strategy : NinjaTrader . Gui . NinjaScript . StrategyRenderBase
{
public Indicators . OpeningRange OpeningRange ( int openingRangePeriod , OpeningRangeBarType openingRangeType )
{
return indicator . OpeningRange (
Input ,
openingRangePeriod ,
openingRangeType ,
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Indicators . OpeningRange . DefaultEnableExtensions ,
Indicators . OpeningRange . DefaultNumberOfExtensions ,
Indicators . OpeningRange . DefaultExtensionMultiplier ,
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Indicators . OpeningRange . DefaultOpeningRangeColorScheme ,
Indicators . OpeningRange . DefaultPriceAboveStroke ,
Indicators . OpeningRange . DefaultPriceBelowStroke ,
Indicators . OpeningRange . DefaultPriceInsideStroke ,
Indicators . OpeningRange . DefaultOpeningRangeStroke ,
Indicators . OpeningRange . DefaultOpeningRangeMidStroke ,
Indicators . OpeningRange . DefaultOpeningRangeStroke ,
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Indicators . OpeningRange . DefaultExtensionStroke ,
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Indicators . OpeningRange . DefaultShowLabels ,
Indicators . OpeningRange . DefaultOpeningRangeFont ,
Indicators . OpeningRange . DefaultOpeningRangeFontColor ,
Indicators . OpeningRange . DefaultOpeningRangeHighLabel ,
Indicators . OpeningRange . DefaultOpeningRangeLabelPosition ,
Indicators . OpeningRange . DefaultOpeningRangeMidLabel ,
Indicators . OpeningRange . DefaultOpeningRangeLabelPosition ,
Indicators . OpeningRange . DefaultOpeningRangeLowLabel ,
Indicators . OpeningRange . DefaultOpeningRangeLabelPosition
) ;
}
}
}
#region NinjaScript generated code . Neither change nor remove .
namespace NinjaTrader.NinjaScript.Indicators
{
public partial class Indicator : NinjaTrader . Gui . NinjaScript . IndicatorRenderBase
{
private OpeningRange [ ] cacheOpeningRange ;
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public OpeningRange OpeningRange ( int openingRangePeriod , OpeningRangeBarType openingRangeType , bool enableExtensions , int numberOfExtensions , double extensionMultiplier , OpeningRangeColorScheme colorScheme , Stroke priceAboveStroke , Stroke priceBelowStroke , Stroke priceInsideStroke , Stroke openingRangeHighStroke , Stroke openingRangeMidStroke , Stroke openingRangeLowStroke , Stroke extensionStroke , bool showLabels , SimpleFont openingRangeFont , Brush openingRangeFontColor , string openingRangeHighLabel , OpeningRangeLabelPosition openingRangeHighLabelPosition , string openingRangeMidLabel , OpeningRangeLabelPosition openingRangeMidLabelPosition , string openingRangeLowLabel , OpeningRangeLabelPosition openingRangeLowLabelPosition )
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{
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return OpeningRange ( Input , openingRangePeriod , openingRangeType , enableExtensions , numberOfExtensions , extensionMultiplier , colorScheme , priceAboveStroke , priceBelowStroke , priceInsideStroke , openingRangeHighStroke , openingRangeMidStroke , openingRangeLowStroke , extensionStroke , showLabels , openingRangeFont , openingRangeFontColor , openingRangeHighLabel , openingRangeHighLabelPosition , openingRangeMidLabel , openingRangeMidLabelPosition , openingRangeLowLabel , openingRangeLowLabelPosition ) ;
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}
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public OpeningRange OpeningRange ( ISeries < double > input , int openingRangePeriod , OpeningRangeBarType openingRangeType , bool enableExtensions , int numberOfExtensions , double extensionMultiplier , OpeningRangeColorScheme colorScheme , Stroke priceAboveStroke , Stroke priceBelowStroke , Stroke priceInsideStroke , Stroke openingRangeHighStroke , Stroke openingRangeMidStroke , Stroke openingRangeLowStroke , Stroke extensionStroke , bool showLabels , SimpleFont openingRangeFont , Brush openingRangeFontColor , string openingRangeHighLabel , OpeningRangeLabelPosition openingRangeHighLabelPosition , string openingRangeMidLabel , OpeningRangeLabelPosition openingRangeMidLabelPosition , string openingRangeLowLabel , OpeningRangeLabelPosition openingRangeLowLabelPosition )
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{
if ( cacheOpeningRange ! = null )
for ( int idx = 0 ; idx < cacheOpeningRange . Length ; idx + + )
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if ( cacheOpeningRange [ idx ] ! = null & & cacheOpeningRange [ idx ] . OpeningRangePeriod = = openingRangePeriod & & cacheOpeningRange [ idx ] . OpeningRangeType = = openingRangeType & & cacheOpeningRange [ idx ] . EnableExtensions = = enableExtensions & & cacheOpeningRange [ idx ] . NumberOfExtensions = = numberOfExtensions & & cacheOpeningRange [ idx ] . ExtensionMultiplier = = extensionMultiplier & & cacheOpeningRange [ idx ] . ColorScheme = = colorScheme & & cacheOpeningRange [ idx ] . PriceAboveStroke = = priceAboveStroke & & cacheOpeningRange [ idx ] . PriceBelowStroke = = priceBelowStroke & & cacheOpeningRange [ idx ] . PriceInsideStroke = = priceInsideStroke & & cacheOpeningRange [ idx ] . OpeningRangeHighStroke = = openingRangeHighStroke & & cacheOpeningRange [ idx ] . OpeningRangeMidStroke = = openingRangeMidStroke & & cacheOpeningRange [ idx ] . OpeningRangeLowStroke = = openingRangeLowStroke & & cacheOpeningRange [ idx ] . ExtensionStroke = = extensionStroke & & cacheOpeningRange [ idx ] . ShowLabels = = showLabels & & cacheOpeningRange [ idx ] . OpeningRangeFont = = openingRangeFont & & cacheOpeningRange [ idx ] . OpeningRangeFontColor = = openingRangeFontColor & & cacheOpeningRange [ idx ] . OpeningRangeHighLabel = = openingRangeHighLabel & & cacheOpeningRange [ idx ] . OpeningRangeHighLabelPosition = = openingRangeHighLabelPosition & & cacheOpeningRange [ idx ] . OpeningRangeMidLabel = = openingRangeMidLabel & & cacheOpeningRange [ idx ] . OpeningRangeMidLabelPosition = = openingRangeMidLabelPosition & & cacheOpeningRange [ idx ] . OpeningRangeLowLabel = = openingRangeLowLabel & & cacheOpeningRange [ idx ] . OpeningRangeLowLabelPosition = = openingRangeLowLabelPosition & & cacheOpeningRange [ idx ] . EqualsInput ( input ) )
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return cacheOpeningRange [ idx ] ;
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return CacheIndicator < OpeningRange > ( new OpeningRange ( ) { OpeningRangePeriod = openingRangePeriod , OpeningRangeType = openingRangeType , EnableExtensions = enableExtensions , NumberOfExtensions = numberOfExtensions , ExtensionMultiplier = extensionMultiplier , ColorScheme = colorScheme , PriceAboveStroke = priceAboveStroke , PriceBelowStroke = priceBelowStroke , PriceInsideStroke = priceInsideStroke , OpeningRangeHighStroke = openingRangeHighStroke , OpeningRangeMidStroke = openingRangeMidStroke , OpeningRangeLowStroke = openingRangeLowStroke , ExtensionStroke = extensionStroke , ShowLabels = showLabels , OpeningRangeFont = openingRangeFont , OpeningRangeFontColor = openingRangeFontColor , OpeningRangeHighLabel = openingRangeHighLabel , OpeningRangeHighLabelPosition = openingRangeHighLabelPosition , OpeningRangeMidLabel = openingRangeMidLabel , OpeningRangeMidLabelPosition = openingRangeMidLabelPosition , OpeningRangeLowLabel = openingRangeLowLabel , OpeningRangeLowLabelPosition = openingRangeLowLabelPosition } , input , ref cacheOpeningRange ) ;
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}
}
}
namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
{
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public Indicators . OpeningRange OpeningRange ( int openingRangePeriod , OpeningRangeBarType openingRangeType , bool enableExtensions , int numberOfExtensions , double extensionMultiplier , OpeningRangeColorScheme colorScheme , Stroke priceAboveStroke , Stroke priceBelowStroke , Stroke priceInsideStroke , Stroke openingRangeHighStroke , Stroke openingRangeMidStroke , Stroke openingRangeLowStroke , Stroke extensionStroke , bool showLabels , SimpleFont openingRangeFont , Brush openingRangeFontColor , string openingRangeHighLabel , OpeningRangeLabelPosition openingRangeHighLabelPosition , string openingRangeMidLabel , OpeningRangeLabelPosition openingRangeMidLabelPosition , string openingRangeLowLabel , OpeningRangeLabelPosition openingRangeLowLabelPosition )
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{
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return indicator . OpeningRange ( Input , openingRangePeriod , openingRangeType , enableExtensions , numberOfExtensions , extensionMultiplier , colorScheme , priceAboveStroke , priceBelowStroke , priceInsideStroke , openingRangeHighStroke , openingRangeMidStroke , openingRangeLowStroke , extensionStroke , showLabels , openingRangeFont , openingRangeFontColor , openingRangeHighLabel , openingRangeHighLabelPosition , openingRangeMidLabel , openingRangeMidLabelPosition , openingRangeLowLabel , openingRangeLowLabelPosition ) ;
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}
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public Indicators . OpeningRange OpeningRange ( ISeries < double > input , int openingRangePeriod , OpeningRangeBarType openingRangeType , bool enableExtensions , int numberOfExtensions , double extensionMultiplier , OpeningRangeColorScheme colorScheme , Stroke priceAboveStroke , Stroke priceBelowStroke , Stroke priceInsideStroke , Stroke openingRangeHighStroke , Stroke openingRangeMidStroke , Stroke openingRangeLowStroke , Stroke extensionStroke , bool showLabels , SimpleFont openingRangeFont , Brush openingRangeFontColor , string openingRangeHighLabel , OpeningRangeLabelPosition openingRangeHighLabelPosition , string openingRangeMidLabel , OpeningRangeLabelPosition openingRangeMidLabelPosition , string openingRangeLowLabel , OpeningRangeLabelPosition openingRangeLowLabelPosition )
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{
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return indicator . OpeningRange ( input , openingRangePeriod , openingRangeType , enableExtensions , numberOfExtensions , extensionMultiplier , colorScheme , priceAboveStroke , priceBelowStroke , priceInsideStroke , openingRangeHighStroke , openingRangeMidStroke , openingRangeLowStroke , extensionStroke , showLabels , openingRangeFont , openingRangeFontColor , openingRangeHighLabel , openingRangeHighLabelPosition , openingRangeMidLabel , openingRangeMidLabelPosition , openingRangeLowLabel , openingRangeLowLabelPosition ) ;
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}
}
}
namespace NinjaTrader.NinjaScript.Strategies
{
public partial class Strategy : NinjaTrader . Gui . NinjaScript . StrategyRenderBase
{
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public Indicators . OpeningRange OpeningRange ( int openingRangePeriod , OpeningRangeBarType openingRangeType , bool enableExtensions , int numberOfExtensions , double extensionMultiplier , OpeningRangeColorScheme colorScheme , Stroke priceAboveStroke , Stroke priceBelowStroke , Stroke priceInsideStroke , Stroke openingRangeHighStroke , Stroke openingRangeMidStroke , Stroke openingRangeLowStroke , Stroke extensionStroke , bool showLabels , SimpleFont openingRangeFont , Brush openingRangeFontColor , string openingRangeHighLabel , OpeningRangeLabelPosition openingRangeHighLabelPosition , string openingRangeMidLabel , OpeningRangeLabelPosition openingRangeMidLabelPosition , string openingRangeLowLabel , OpeningRangeLabelPosition openingRangeLowLabelPosition )
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{
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return indicator . OpeningRange ( Input , openingRangePeriod , openingRangeType , enableExtensions , numberOfExtensions , extensionMultiplier , colorScheme , priceAboveStroke , priceBelowStroke , priceInsideStroke , openingRangeHighStroke , openingRangeMidStroke , openingRangeLowStroke , extensionStroke , showLabels , openingRangeFont , openingRangeFontColor , openingRangeHighLabel , openingRangeHighLabelPosition , openingRangeMidLabel , openingRangeMidLabelPosition , openingRangeLowLabel , openingRangeLowLabelPosition ) ;
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}
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public Indicators . OpeningRange OpeningRange ( ISeries < double > input , int openingRangePeriod , OpeningRangeBarType openingRangeType , bool enableExtensions , int numberOfExtensions , double extensionMultiplier , OpeningRangeColorScheme colorScheme , Stroke priceAboveStroke , Stroke priceBelowStroke , Stroke priceInsideStroke , Stroke openingRangeHighStroke , Stroke openingRangeMidStroke , Stroke openingRangeLowStroke , Stroke extensionStroke , bool showLabels , SimpleFont openingRangeFont , Brush openingRangeFontColor , string openingRangeHighLabel , OpeningRangeLabelPosition openingRangeHighLabelPosition , string openingRangeMidLabel , OpeningRangeLabelPosition openingRangeMidLabelPosition , string openingRangeLowLabel , OpeningRangeLabelPosition openingRangeLowLabelPosition )
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{
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return indicator . OpeningRange ( input , openingRangePeriod , openingRangeType , enableExtensions , numberOfExtensions , extensionMultiplier , colorScheme , priceAboveStroke , priceBelowStroke , priceInsideStroke , openingRangeHighStroke , openingRangeMidStroke , openingRangeLowStroke , extensionStroke , showLabels , openingRangeFont , openingRangeFontColor , openingRangeHighLabel , openingRangeHighLabelPosition , openingRangeMidLabel , openingRangeMidLabelPosition , openingRangeLowLabel , openingRangeLowLabelPosition ) ;
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}
}
}
#endregion