ninjatrader/indicators/KeltChannel.cs

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

//This namespace holds Indicators in this folder and is required. Do not change it. 
namespace NinjaTrader.NinjaScript.Indicators
{
    public class KeltChannel : Indicator
    {
        private ATR atr;
        private EMA ema;

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description = @"Alternative to the built-in Keltner Channel, utilizes ATR to calculate the bands";
                Name = "Keltner Channel";
                Calculate = Calculate.OnPriceChange;
                IsOverlay = true;
                DisplayInDataBox = true;
                DrawOnPricePanel = true;
                PaintPriceMarkers = false;
                ScaleJustification = ScaleJustification.Right;
                IsSuspendedWhileInactive = true;

                EMAPeriod = 20;
                ATRPeriod = 10;
                Multiplier = 3.0;

                AddPlot(new Stroke(Brushes.Gray, DashStyleHelper.Dash, 3), PlotStyle.Line, "Middle Line");
                AddPlot(new Stroke(Brushes.Yellow, DashStyleHelper.Solid, 3), PlotStyle.Line, "Upper Line");
                AddPlot(new Stroke(Brushes.Yellow, DashStyleHelper.Solid, 3), PlotStyle.Line, "Lower Line");
            }
            else if (State == State.DataLoaded)
            {
                ema = EMA(EMAPeriod);
                atr = ATR(ATRPeriod);
            }
            else if (State == State.Historical)
            {
                SetZOrder(-1); // Display behind bars on chart.
            }
        }

        protected override void OnBarUpdate()
        {
            if (CurrentBar < Math.Max(EMAPeriod, ATRPeriod))
                return;

            double atrValue = atr[0];
            double middleLine = ema[0];

            MiddleLine[0] = middleLine;
            UpperLine[0] = middleLine + (Multiplier * atrValue);
            LowerLine[0] = middleLine - (Multiplier * atrValue);
        }

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

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

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

        [Browsable(false)]
        [XmlIgnore]
        public Series<double> LowerLine
        {
            get { return Values[2]; }
        }

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

        [Range(1, int.MaxValue), NinjaScriptProperty]
        [Display(Name = "ATR Period", Order = 2, GroupName = "Keltner Channel")]
        public int ATRPeriod { get; set; }

        [Range(0.1, double.MaxValue), NinjaScriptProperty]
        [Display(Name = "Multiplier", Order = 3, GroupName = "Keltner Channel")]
        public double Multiplier { get; set; }
    }
}

#region NinjaScript generated code. Neither change nor remove.

namespace NinjaTrader.NinjaScript.Indicators
{
    public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
    {
        private KeltChannel[] cacheKeltChannel;
        public KeltChannel KeltChannel(int eMAPeriod, int aTRPeriod, double multiplier)
        {
            return KeltChannel(Input, eMAPeriod, aTRPeriod, multiplier);
        }

        public KeltChannel KeltChannel(ISeries<double> input, int eMAPeriod, int aTRPeriod, double multiplier)
        {
            if (cacheKeltChannel != null)
                for (int idx = 0; idx < cacheKeltChannel.Length; idx++)
                    if (cacheKeltChannel[idx] != null && cacheKeltChannel[idx].EMAPeriod == eMAPeriod && cacheKeltChannel[idx].ATRPeriod == aTRPeriod && cacheKeltChannel[idx].Multiplier == multiplier && cacheKeltChannel[idx].EqualsInput(input))
                        return cacheKeltChannel[idx];
            return CacheIndicator<KeltChannel>(new KeltChannel(){ EMAPeriod = eMAPeriod, ATRPeriod = aTRPeriod, Multiplier = multiplier }, input, ref cacheKeltChannel);
        }
    }
}

namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
    public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
    {
        public Indicators.KeltChannel KeltChannel(int eMAPeriod, int aTRPeriod, double multiplier)
        {
            return indicator.KeltChannel(Input, eMAPeriod, aTRPeriod, multiplier);
        }

        public Indicators.KeltChannel KeltChannel(ISeries<double> input , int eMAPeriod, int aTRPeriod, double multiplier)
        {
            return indicator.KeltChannel(input, eMAPeriod, aTRPeriod, multiplier);
        }
    }
}

namespace NinjaTrader.NinjaScript.Strategies
{
    public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
    {
        public Indicators.KeltChannel KeltChannel(int eMAPeriod, int aTRPeriod, double multiplier)
        {
            return indicator.KeltChannel(Input, eMAPeriod, aTRPeriod, multiplier);
        }

        public Indicators.KeltChannel KeltChannel(ISeries<double> input , int eMAPeriod, int aTRPeriod, double multiplier)
        {
            return indicator.KeltChannel(input, eMAPeriod, aTRPeriod, multiplier);
        }
    }
}

#endregion