ninjatrader/indicators/ChandelierExit.cs

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

namespace NinjaTrader.NinjaScript.Indicators
{
    [CategoryOrder("Chandelier Exit", 1)]
    [CategoryOrder("Plots", 2)]
    public class ChandelierExit : Indicator
    {
        private ATR atr;
        private MAX highestHigh;
        private MIN lowestLow;
        
        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description = @"Chandelier Exit Indicator";
                Name = "Chandelier Exit";
                Calculate = Calculate.OnBarClose;
                IsOverlay = true;
                DisplayInDataBox = true;
                DrawOnPricePanel = true;
                PaintPriceMarkers = true;
                ScaleJustification = ScaleJustification.Right;
                IsSuspendedWhileInactive = true;

                Period = 22;
                ATRMultiplier = 3.0;

                AddPlot(new Stroke(Brushes.LimeGreen, DashStyleHelper.Solid, 3), PlotStyle.Line, "Long Exit");
                AddPlot(new Stroke(Brushes.Red, DashStyleHelper.Solid, 3), PlotStyle.Line, "Short Exit");
            }
            else if (State == State.DataLoaded)
            {
                atr = ATR(Period);
                highestHigh = MAX(High, Period);
                lowestLow = MIN(Low, Period);
            }
        }

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

            LongExit[0] = highestHigh[0] - atr[0] * ATRMultiplier;
            ShortExit[0] = lowestLow[0] + atr[0] * ATRMultiplier;
        }

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

        [Browsable(false)]
        [XmlIgnore]
        public Series<double> LongExit
        {
            get { return Values[0]; }
        }

        [Browsable(false)]
        [XmlIgnore]
        public Series<double> ShortExit
        {
            get { return Values[1]; }
        }

        [Range(1, int.MaxValue), NinjaScriptProperty]
        [Display(Name = "Period", GroupName = "Chandelier Exit", Order = 1)]
        public int Period
        { get; set; }

        [Range(0.1, double.MaxValue), NinjaScriptProperty]
        [Display(Name = "ATR Multiplier", GroupName = "Chandelier Exit", Order = 2)]
        public double ATRMultiplier
        { get; set; }
    }
}

#region NinjaScript generated code. Neither change nor remove.

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

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

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

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

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

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

#endregion