188 lines
6.0 KiB
C#
188 lines
6.0 KiB
C#
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#region Using declarations
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using NinjaTrader.Gui;
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using NinjaTrader.Gui.Chart;
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using System;
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using System.ComponentModel;
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using System.ComponentModel.DataAnnotations;
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using System.Xml.Serialization;
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using System.Windows.Media;
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#endregion
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namespace NinjaTrader.NinjaScript.Indicators
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{
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public class MACDHistogram : Indicator
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{
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private EMA fastEMA;
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private EMA slowEMA;
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protected override void OnStateChange()
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{
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if (State == State.SetDefaults)
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{
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Description = @"MACD Histogram";
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Name = "MACD Histogram";
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Calculate = Calculate.OnPriceChange;
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IsOverlay = false;
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DisplayInDataBox = true;
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DrawOnPricePanel = false;
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PaintPriceMarkers = true;
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ScaleJustification = ScaleJustification.Right;
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IsSuspendedWhileInactive = true;
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FastEMAPeriod = 12;
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SlowEMAPeriod = 36;
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PositiveBrush = Brushes.LimeGreen;
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NegativeBrush = Brushes.Red;
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ArePlotsConfigurable = false;
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AddPlot(new Stroke(Brushes.Transparent, 0), PlotStyle.Bar, "Histogram");
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}
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else if (State == State.Configure)
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{
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}
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else if (State == State.DataLoaded)
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{
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fastEMA = EMA(FastEMAPeriod);
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slowEMA = EMA(SlowEMAPeriod);
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}
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}
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protected override void OnBarUpdate()
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{
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if (CurrentBar < Math.Max(FastEMAPeriod, SlowEMAPeriod))
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return;
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double macdValue = fastEMA[0] - slowEMA[0];
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double previousMacdValue = fastEMA[1] - slowEMA[1];
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Histogram[0] = macdValue;
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// If no change in value, use previous bar color
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if (Histogram[0] == Histogram[1])
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PlotBrushes[0][0] = PlotBrushes[0][1];
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else
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{
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if (macdValue > previousMacdValue)
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PlotBrushes[0][0] = PositiveBrush;
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else
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PlotBrushes[0][0] = NegativeBrush;
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}
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}
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protected override void OnRender(ChartControl chartControl, ChartScale chartScale)
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{
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base.OnRender(chartControl, chartScale);
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foreach (Plot plot in Plots)
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plot.Width = chartControl.GetBarPaintWidth(ChartBars);
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}
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public override string DisplayName
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{
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get { return Name; }
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}
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[Browsable(false)]
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[XmlIgnore]
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public Series<double> Histogram
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{
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get { return Values[0]; }
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}
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[NinjaScriptProperty]
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[Range(1, int.MaxValue)]
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[Display(Name = "Fast EMA Period", Order = 1, GroupName = "MACD Histogram")]
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public int FastEMAPeriod
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{ get; set; }
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[NinjaScriptProperty]
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[Range(1, int.MaxValue)]
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[Display(Name = "Slow EMA Period", Order = 2, GroupName = "MACD Histogram")]
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public int SlowEMAPeriod
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{ get; set; }
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[XmlIgnore]
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[Display(Name = "Positive Value", Order = 3, GroupName = "MACD Histogram")]
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public Brush PositiveBrush
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{ get; set; }
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[Browsable(false)]
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public string PositiveBrushSerializable
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{
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get { return Serialize.BrushToString(PositiveBrush); }
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set { PositiveBrush = Serialize.StringToBrush(value); }
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}
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[XmlIgnore]
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[Display(Name = "Negative Value", Order = 4, GroupName = "MACD Histogram")]
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public Brush NegativeBrush
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{ get; set; }
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[Browsable(false)]
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public string NegativeBrushSerializable
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{
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get { return Serialize.BrushToString(NegativeBrush); }
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set { NegativeBrush = Serialize.StringToBrush(value); }
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}
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}
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}
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#region NinjaScript generated code. Neither change nor remove.
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namespace NinjaTrader.NinjaScript.Indicators
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{
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public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
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{
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private MACDHistogram[] cacheMACDHistogram;
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public MACDHistogram MACDHistogram(int fastEMAPeriod, int slowEMAPeriod)
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{
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return MACDHistogram(Input, fastEMAPeriod, slowEMAPeriod);
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}
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public MACDHistogram MACDHistogram(ISeries<double> input, int fastEMAPeriod, int slowEMAPeriod)
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{
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if (cacheMACDHistogram != null)
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for (int idx = 0; idx < cacheMACDHistogram.Length; idx++)
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if (cacheMACDHistogram[idx] != null && cacheMACDHistogram[idx].FastEMAPeriod == fastEMAPeriod && cacheMACDHistogram[idx].SlowEMAPeriod == slowEMAPeriod && cacheMACDHistogram[idx].EqualsInput(input))
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return cacheMACDHistogram[idx];
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return CacheIndicator<MACDHistogram>(new MACDHistogram(){ FastEMAPeriod = fastEMAPeriod, SlowEMAPeriod = slowEMAPeriod }, input, ref cacheMACDHistogram);
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}
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}
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}
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namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
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{
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public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
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{
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public Indicators.MACDHistogram MACDHistogram(int fastEMAPeriod, int slowEMAPeriod)
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{
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return indicator.MACDHistogram(Input, fastEMAPeriod, slowEMAPeriod);
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}
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public Indicators.MACDHistogram MACDHistogram(ISeries<double> input , int fastEMAPeriod, int slowEMAPeriod)
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{
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return indicator.MACDHistogram(input, fastEMAPeriod, slowEMAPeriod);
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}
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}
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}
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namespace NinjaTrader.NinjaScript.Strategies
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{
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public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
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{
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public Indicators.MACDHistogram MACDHistogram(int fastEMAPeriod, int slowEMAPeriod)
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{
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return indicator.MACDHistogram(Input, fastEMAPeriod, slowEMAPeriod);
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}
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public Indicators.MACDHistogram MACDHistogram(ISeries<double> input , int fastEMAPeriod, int slowEMAPeriod)
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{
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return indicator.MACDHistogram(input, fastEMAPeriod, slowEMAPeriod);
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}
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}
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}
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#endregion
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