ninjatrader/indicators/DailyCOL.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;
using SharpDX.DirectWrite;
#endregion

//This namespace holds Indicators in this folder and is required. Do not change it. 
namespace NinjaTrader.NinjaScript.Indicators
{
    public class DailyCOL : Indicator
    {
        private static int DAILY_BARS = 1;
        private static int TEXT_PADDING = 5; // Pixels

        private static string DATE = "{date}";
        private static string LEVEL = "{level}";

        private Dictionary<double, string> DailyOpens = new Dictionary<double, string>(); // Open -> Date

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description = @"Plots the open of daily candles.";
                Name = "Daily COL";
                Calculate = Calculate.OnPriceChange;
                IsOverlay = true;
                DisplayInDataBox = true;
                DrawOnPricePanel = true;
                DrawHorizontalGridLines = true;
                DrawVerticalGridLines = true;
                PaintPriceMarkers = true;
                ScaleJustification = NinjaTrader.Gui.Chart.ScaleJustification.Right;
                //Disable this property if your indicator requires custom values that cumulate with each new market data event. 
                //See Help Guide for additional information.
                IsSuspendedWhileInactive = true;
                NumberOfDays = 3;
                DailyOpenStroke = new Stroke(Brushes.Yellow, DashStyleHelper.Solid, 3);
                DrawLabels = true;
                LabelText = DATE + " Daily COL @ " + LEVEL;
                DailyOpenFont = new SimpleFont("Arial", 13);
                DailyOpenFontColor = Brushes.LightGray;
            }
            else if (State == State.Configure)
            {
                // TODO: Force ETH?
                AddDataSeries(Instrument.FullName, new BarsPeriod { BarsPeriodType = BarsPeriodType.Minute, Value = 1440 }, 
                    NumberOfDays, Bars.TradingHours.Name, Bars.IsResetOnNewTradingDay);
            }
        }

        protected override void OnBarUpdate()
        {
            if (BarsInProgress == DAILY_BARS && IsFirstTickOfBar)
            {
                double dailyOpen = Open[0];
                string day = Time[0].ToString("MM/dd");
                DailyOpens[dailyOpen] = day;
            }
        }

        protected override void OnRender(ChartControl chartControl, ChartScale chartScale)
        {
            base.OnRender(chartControl, chartScale);

            SharpDX.Direct2D1.Brush dailyOpenBrush = DailyOpenStroke.Brush.ToDxBrush(RenderTarget);

            TextFormat textFormat = DailyOpenFont.ToDirectWriteTextFormat();
            SharpDX.Direct2D1.Brush textBrush = DailyOpenFontColor.ToDxBrush(RenderTarget);

            foreach (double dailyOpen in DailyOpens.Keys)
            {
                // TODO: Only need to render daily opens visible on the chart.
                int dailyOpenY = chartScale.GetYByValue(dailyOpen);
                RenderTarget.DrawLine(new SharpDX.Vector2(ChartPanel.X, dailyOpenY),
                    new SharpDX.Vector2(ChartPanel.X + ChartPanel.W, dailyOpenY),
                        dailyOpenBrush, DailyOpenStroke.Width, DailyOpenStroke.StrokeStyle);

                if (DrawLabels)
                {
                    string dailyOpenText = LabelText.Replace(DATE, DailyOpens[dailyOpen]).Replace(LEVEL, dailyOpen.ToString(dailyOpen % 1 == 0 ? "F0" : "F2"));
                    // TODO: Extract text rendering into a separate utility.
                    TextLayout textLayout = new TextLayout(Core.Globals.DirectWriteFactory, dailyOpenText, textFormat, 500, textFormat.FontSize);
                    SharpDX.Vector2 textOrigin = new SharpDX.Vector2(ChartPanel.W - textLayout.Metrics.Width - TEXT_PADDING,
                        ChartPanel.Y + (float)chartScale.GetYByValue(dailyOpen) - (float)textLayout.Metrics.Height - TEXT_PADDING);
                    RenderTarget.DrawTextLayout(textOrigin, textLayout, textBrush, SharpDX.Direct2D1.DrawTextOptions.NoSnap);

                    textLayout.Dispose();
                }
            }

            dailyOpenBrush.Dispose();
            textFormat.Dispose();
            textBrush.Dispose();
        }

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

        [NinjaScriptProperty]
        [Range(1, int.MaxValue)]
        [Display(Name = "Number of Days", Description = "Number of daily opens to consider", Order = 1, GroupName = "Daily COL")]
        public int NumberOfDays
        { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Daily Open", Description = "Daily open level drawn on the chart", Order = 2, GroupName = "Daily COL")]
        public Stroke DailyOpenStroke
        { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Draw Labels", Order = 1, GroupName = "Labels")]
        public bool DrawLabels
        { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Label Text", Order = 2, GroupName = "Labels")]
        public string LabelText
        { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Font", Description = "Font used to display daily COLs", Order = 3, GroupName = "Labels")]
        public SimpleFont DailyOpenFont
        { get; set; }

        [XmlIgnore]
        [NinjaScriptProperty]
        [Display(Name = "Font Color", Description = "Color of the text used to label the daily COLs", Order = 4, GroupName = "Labels")]
        public Brush DailyOpenFontColor
        { get; set; }

        [Browsable(false)]
        public string DailyOpenFontColorSerialization
        {
            get { return Serialize.BrushToString(DailyOpenFontColor); }
            set { DailyOpenFontColor = Serialize.StringToBrush(value); }
        }
    }
}

#region NinjaScript generated code. Neither change nor remove.

namespace NinjaTrader.NinjaScript.Indicators
{
    public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
    {
        private DailyCOL[] cacheDailyCOL;
        public DailyCOL DailyCOL(int numberOfDays, Stroke dailyOpenStroke, bool drawLabels, string labelText, SimpleFont dailyOpenFont, Brush dailyOpenFontColor)
        {
            return DailyCOL(Input, numberOfDays, dailyOpenStroke, drawLabels, labelText, dailyOpenFont, dailyOpenFontColor);
        }

        public DailyCOL DailyCOL(ISeries<double> input, int numberOfDays, Stroke dailyOpenStroke, bool drawLabels, string labelText, SimpleFont dailyOpenFont, Brush dailyOpenFontColor)
        {
            if (cacheDailyCOL != null)
                for (int idx = 0; idx < cacheDailyCOL.Length; idx++)
                    if (cacheDailyCOL[idx] != null && cacheDailyCOL[idx].NumberOfDays == numberOfDays && cacheDailyCOL[idx].DailyOpenStroke == dailyOpenStroke && cacheDailyCOL[idx].DrawLabels == drawLabels && cacheDailyCOL[idx].LabelText == labelText && cacheDailyCOL[idx].DailyOpenFont == dailyOpenFont && cacheDailyCOL[idx].DailyOpenFontColor == dailyOpenFontColor && cacheDailyCOL[idx].EqualsInput(input))
                        return cacheDailyCOL[idx];
            return CacheIndicator<DailyCOL>(new DailyCOL(){ NumberOfDays = numberOfDays, DailyOpenStroke = dailyOpenStroke, DrawLabels = drawLabels, LabelText = labelText, DailyOpenFont = dailyOpenFont, DailyOpenFontColor = dailyOpenFontColor }, input, ref cacheDailyCOL);
        }
    }
}

namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
    public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
    {
        public Indicators.DailyCOL DailyCOL(int numberOfDays, Stroke dailyOpenStroke, bool drawLabels, string labelText, SimpleFont dailyOpenFont, Brush dailyOpenFontColor)
        {
            return indicator.DailyCOL(Input, numberOfDays, dailyOpenStroke, drawLabels, labelText, dailyOpenFont, dailyOpenFontColor);
        }

        public Indicators.DailyCOL DailyCOL(ISeries<double> input , int numberOfDays, Stroke dailyOpenStroke, bool drawLabels, string labelText, SimpleFont dailyOpenFont, Brush dailyOpenFontColor)
        {
            return indicator.DailyCOL(input, numberOfDays, dailyOpenStroke, drawLabels, labelText, dailyOpenFont, dailyOpenFontColor);
        }
    }
}

namespace NinjaTrader.NinjaScript.Strategies
{
    public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
    {
        public Indicators.DailyCOL DailyCOL(int numberOfDays, Stroke dailyOpenStroke, bool drawLabels, string labelText, SimpleFont dailyOpenFont, Brush dailyOpenFontColor)
        {
            return indicator.DailyCOL(Input, numberOfDays, dailyOpenStroke, drawLabels, labelText, dailyOpenFont, dailyOpenFontColor);
        }

        public Indicators.DailyCOL DailyCOL(ISeries<double> input , int numberOfDays, Stroke dailyOpenStroke, bool drawLabels, string labelText, SimpleFont dailyOpenFont, Brush dailyOpenFontColor)
        {
            return indicator.DailyCOL(input, numberOfDays, dailyOpenStroke, drawLabels, labelText, dailyOpenFont, dailyOpenFontColor);
        }
    }
}

#endregion