ninjatrader/indicators/KnowSureThing.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("Rate of Change", 1)]
    [CategoryOrder("Moving Average", 2)]
    [CategoryOrder("Weight", 3)]
    [CategoryOrder("Visual", 4)]
    public class KnowSureThing : Indicator
    {
        public static int DefaultRoC1 = 10;
        public static int DefaultRoC2 = 15;
        public static int DefaultRoC3 = 20;
        public static int DefaultRoC4 = 30;
        public static int DefaultMA1 = 10;
        public static int DefaultMA2 = 10;
        public static int DefaultMA3 = 10;
        public static int DefaultMA4 = 15;
        public static int DefaultEMAPeriod = 9;
        public static int DefaultW1 = 1;
        public static int DefaultW2 = 2;
        public static int DefaultW3 = 3;
        public static int DefaultW4 = 4;
        public static Brush DefaultPositiveValue = Brushes.LimeGreen;
        public static Brush DefaultNegativeValue = Brushes.Red;
        
        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description = @"Know Sure Thing (KST) oscillator";
                Name = "Know Sure Thing";
                Calculate = Calculate.OnPriceChange;
                IsOverlay = false;
                DisplayInDataBox = true;
                DrawOnPricePanel = true;
                PaintPriceMarkers = true;
                ScaleJustification = ScaleJustification.Right;
                IsSuspendedWhileInactive = true;

                RoC1 = DefaultRoC1;
                RoC2 = DefaultRoC2;
                RoC3 = DefaultRoC3;
                RoC4 = DefaultRoC4;
                MA1 = DefaultMA1;
                MA2 = DefaultMA2;
                MA3 = DefaultMA3;
                MA4 = DefaultMA4;
                EMAPeriod = DefaultEMAPeriod;
                W1 = DefaultW1;
                W2 = DefaultW2;
                W3 = DefaultW3;
                W4 = DefaultW4;
                PositiveValue = DefaultPositiveValue;
                NegativeValue = DefaultNegativeValue;

                AddPlot(new Stroke(Brushes.LimeGreen, 3), PlotStyle.Line, "KST");
                AddPlot(new Stroke(Brushes.Yellow, 2), PlotStyle.Line, "EMA");
            }
        }

        protected override void OnBarUpdate()
        {	
            double rateOfChange1 = SMA(ROC(Close, RoC1), MA1)[0];
            double rateOfChange2 = SMA(ROC(Close, RoC2), MA2)[0];
            double rateOfChange3 = SMA(ROC(Close, RoC3), MA3)[0];
            double rateOfChange4 = SMA(ROC(Close, RoC4), MA4)[0];

            double kstValue = (rateOfChange1 * W1) + (rateOfChange2 * W2) + (rateOfChange3 * W3) + (rateOfChange4 * W4);
            KST[0] = kstValue;
            MovingAverage[0] = EMA(KST, EMAPeriod)[0];

            if (KST[0] > MovingAverage[0])
                PlotBrushes[0][0] = PositiveValue;
            else
                PlotBrushes[0][0] = NegativeValue;
        }

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

        #region Properties
        [Browsable(false)]
        [XmlIgnore]
        public Series<double> KST
        {
            get { return Values[0]; }
        }

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

        [NinjaScriptProperty]
        [Range(1, int.MaxValue)]
        [Display(Name = "Period 1", Description = "Period used in first ROC calculation", Order = 1, GroupName = "Rate of Change")]
        public int RoC1
        { get; set; }

        [NinjaScriptProperty]
        [Range(1, int.MaxValue)]
        [Display(Name = "Period 2", Description = "Period used in second ROC calculation", Order = 2, GroupName = "Rate of Change")]
        public int RoC2
        { get; set; }

        [NinjaScriptProperty]
        [Range(1, int.MaxValue)]
        [Display(Name = "Period 3", Description = "Period used in third ROC calculation", Order = 3, GroupName = "Rate of Change")]
        public int RoC3
        { get; set; }

        [NinjaScriptProperty]
        [Range(1, int.MaxValue)]
        [Display(Name = "Period 4", Description = "Period used in fourth ROC calculation", Order = 4, GroupName = "Rate of Change")]
        public int RoC4
        { get; set; }

        [NinjaScriptProperty]
        [Range(1, int.MaxValue)]
        [Display(Name = "Period 1", Description = "Period used in first MA calculation", Order = 1, GroupName = "Moving Average")]
        public int MA1
        { get; set; }

        [NinjaScriptProperty]
        [Range(1, int.MaxValue)]
        [Display(Name = "Period 2", Description = "Period used in second MA calculation", Order = 2, GroupName = "Moving Average")]
        public int MA2
        { get; set; }

        [NinjaScriptProperty]
        [Range(1, int.MaxValue)]
        [Display(Name = "Period 3", Description = "Period used in third MA calculation", Order = 3, GroupName = "Moving Average")]
        public int MA3
        { get; set; }

        [NinjaScriptProperty]
        [Range(1, int.MaxValue)]
        [Display(Name = "Period 4", Description = "Period used in fourth MA calculation", Order = 4, GroupName = "Moving Average")]
        public int MA4
        { get; set; }

        [NinjaScriptProperty]
        [Range(1, int.MaxValue)]
        [Display(Name = "Signal Period", Description = "Period used in moving average signal calculation", Order = 5, GroupName = "Moving Average")]
        public int EMAPeriod
        { get; set; }

        [NinjaScriptProperty]
        [Range(1, int.MaxValue)]
        [Display(Name = "Weight 1", Description = "First weight used in KST calculation", Order = 1, GroupName = "Weight")]
        public int W1
        { get; set; }

        [NinjaScriptProperty]
        [Range(1, int.MaxValue)]
        [Display(Name = "Weight 2", Description = "Second weight used in KST calculation", Order = 2, GroupName = "Weight")]
        public int W2
        { get; set; }

        [NinjaScriptProperty]
        [Range(1, int.MaxValue)]
        [Display(Name = "Weight 3", Description = "Third weight used in KST calculation", Order = 3, GroupName = "Weight")]
        public int W3
        { get; set; }

        [NinjaScriptProperty]
        [Range(1, int.MaxValue)]
        [Display(Name = "Weight 4", Description = "Fourth weight used in KST calculation", Order = 4, GroupName = "Weight")]
        public int W4
        { get; set; }

        [XmlIgnore]
        [Display(Name = "Positive Value", Description = "Color of positive values", Order = 1, GroupName = "Visual")]
        public Brush PositiveValue
        { get; set; }

        [XmlIgnore]
        [Display(Name = "Negative Value", Description = "Color of negative values", Order = 2, GroupName = "Visual")]
        public Brush NegativeValue
        { get; set; }
        #endregion

    }
}

// Helper constructor for strategies.
namespace NinjaTrader.NinjaScript.Strategies
{
    public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
    {
        public Indicators.KnowSureThing KnowSureThing()
        {
            return indicator.KnowSureThing(
                Indicators.KnowSureThing.DefaultRoC1,
                Indicators.KnowSureThing.DefaultRoC2, 
                Indicators.KnowSureThing.DefaultRoC3, 
                Indicators.KnowSureThing.DefaultRoC4, 
                Indicators.KnowSureThing.DefaultMA1, 
                Indicators.KnowSureThing.DefaultMA2, 
                Indicators.KnowSureThing.DefaultMA3, 
                Indicators.KnowSureThing.DefaultMA4,
                Indicators.KnowSureThing.DefaultEMAPeriod, 
                Indicators.KnowSureThing.DefaultW1, 
                Indicators.KnowSureThing.DefaultW2, 
                Indicators.KnowSureThing.DefaultW3, 
                Indicators.KnowSureThing.DefaultW4
            );
        }
    }
}

#region NinjaScript generated code. Neither change nor remove.

namespace NinjaTrader.NinjaScript.Indicators
{
    public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
    {
        private KnowSureThing[] cacheKnowSureThing;
        public KnowSureThing KnowSureThing(int roC1, int roC2, int roC3, int roC4, int mA1, int mA2, int mA3, int mA4, int eMAPeriod, int w1, int w2, int w3, int w4)
        {
            return KnowSureThing(Input, roC1, roC2, roC3, roC4, mA1, mA2, mA3, mA4, eMAPeriod, w1, w2, w3, w4);
        }

        public KnowSureThing KnowSureThing(ISeries<double> input, int roC1, int roC2, int roC3, int roC4, int mA1, int mA2, int mA3, int mA4, int eMAPeriod, int w1, int w2, int w3, int w4)
        {
            if (cacheKnowSureThing != null)
                for (int idx = 0; idx < cacheKnowSureThing.Length; idx++)
                    if (cacheKnowSureThing[idx] != null && cacheKnowSureThing[idx].RoC1 == roC1 && cacheKnowSureThing[idx].RoC2 == roC2 && cacheKnowSureThing[idx].RoC3 == roC3 && cacheKnowSureThing[idx].RoC4 == roC4 && cacheKnowSureThing[idx].MA1 == mA1 && cacheKnowSureThing[idx].MA2 == mA2 && cacheKnowSureThing[idx].MA3 == mA3 && cacheKnowSureThing[idx].MA4 == mA4 && cacheKnowSureThing[idx].EMAPeriod == eMAPeriod && cacheKnowSureThing[idx].W1 == w1 && cacheKnowSureThing[idx].W2 == w2 && cacheKnowSureThing[idx].W3 == w3 && cacheKnowSureThing[idx].W4 == w4 && cacheKnowSureThing[idx].EqualsInput(input))
                        return cacheKnowSureThing[idx];
            return CacheIndicator<KnowSureThing>(new KnowSureThing(){ RoC1 = roC1, RoC2 = roC2, RoC3 = roC3, RoC4 = roC4, MA1 = mA1, MA2 = mA2, MA3 = mA3, MA4 = mA4, EMAPeriod = eMAPeriod, W1 = w1, W2 = w2, W3 = w3, W4 = w4 }, input, ref cacheKnowSureThing);
        }
    }
}

namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
    public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
    {
        public Indicators.KnowSureThing KnowSureThing(int roC1, int roC2, int roC3, int roC4, int mA1, int mA2, int mA3, int mA4, int eMAPeriod, int w1, int w2, int w3, int w4)
        {
            return indicator.KnowSureThing(Input, roC1, roC2, roC3, roC4, mA1, mA2, mA3, mA4, eMAPeriod, w1, w2, w3, w4);
        }

        public Indicators.KnowSureThing KnowSureThing(ISeries<double> input , int roC1, int roC2, int roC3, int roC4, int mA1, int mA2, int mA3, int mA4, int eMAPeriod, int w1, int w2, int w3, int w4)
        {
            return indicator.KnowSureThing(input, roC1, roC2, roC3, roC4, mA1, mA2, mA3, mA4, eMAPeriod, w1, w2, w3, w4);
        }
    }
}

namespace NinjaTrader.NinjaScript.Strategies
{
    public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
    {
        public Indicators.KnowSureThing KnowSureThing(int roC1, int roC2, int roC3, int roC4, int mA1, int mA2, int mA3, int mA4, int eMAPeriod, int w1, int w2, int w3, int w4)
        {
            return indicator.KnowSureThing(Input, roC1, roC2, roC3, roC4, mA1, mA2, mA3, mA4, eMAPeriod, w1, w2, w3, w4);
        }

        public Indicators.KnowSureThing KnowSureThing(ISeries<double> input , int roC1, int roC2, int roC3, int roC4, int mA1, int mA2, int mA3, int mA4, int eMAPeriod, int w1, int w2, int w3, int w4)
        {
            return indicator.KnowSureThing(input, roC1, roC2, roC3, roC4, mA1, mA2, mA3, mA4, eMAPeriod, w1, w2, w3, w4);
        }
    }
}

#endregion