ninjatrader/indicators/MovingAverageTrend.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 NinjaTrader.Gui.PropertiesTest;
#endregion

namespace NinjaTrader.NinjaScript.Indicators
{
    public class MovingAverageTrend : Indicator
    {
        private EMA fastMA;
        private EMA slowMA;

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description = @"Colors bars on chart according to price in relation to fast and slow moving averages";
                Name = "Moving Average Trend";
                Calculate = Calculate.OnPriceChange;
                IsOverlay = true;
                DisplayInDataBox = true;
                DrawOnPricePanel = true;
                ScaleJustification = ScaleJustification.Right;
                IsSuspendedWhileInactive = true;
                FastMAPeriod = 20;
                SlowMAPeriod = 100;
                UptrendColor = Brushes.LimeGreen;
                DowntrendColor = Brushes.Red;
                NeutralColor = Brushes.Gray;
            }
            else if (State == State.DataLoaded)
            {
                fastMA = EMA(FastMAPeriod);
                slowMA = EMA(SlowMAPeriod);
            }
        }

        protected override void OnBarUpdate()
        {
            if (CurrentBar < SlowMAPeriod)
            {
                BarBrushes[0] = NeutralColor;
                CandleOutlineBrushes[0] = NeutralColor;
                return;
            }

            if (IsFirstTickOfBar)
            {
                double currentClose = Close[1];
                if (currentClose > fastMA[1] && currentClose > slowMA[1])
                {
                    BarBrushes[0] = UptrendColor;
                    CandleOutlineBrushes[0] = UptrendColor;
                }
                else if (currentClose < fastMA[1] && currentClose < slowMA[1])
                {
                    BarBrushes[0] = DowntrendColor;
                    CandleOutlineBrushes[0] = DowntrendColor;
                }
                else
                {
                    BarBrushes[0] = NeutralColor;
                    CandleOutlineBrushes[0] = NeutralColor;
                }
            }
        }

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

        [NinjaScriptProperty]
        [Range(1, int.MaxValue)]
        [Display(Name = "Fast MA Period", GroupName = "Moving Average Trend", Order = 1)]
        public int FastMAPeriod { get; set; }

        [NinjaScriptProperty]
        [Range(1, int.MaxValue)]
        [Display(Name = "Slow MA Period", GroupName = "Moving Average Trend", Order = 2)]
        public int SlowMAPeriod { get; set; }

        [NinjaScriptProperty]
        [XmlIgnore]
        [Display(Name = "Uptrend Color", GroupName = "Moving Average Trend", Order = 3)]
        public Brush UptrendColor { get; set; }

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

        [NinjaScriptProperty]
        [XmlIgnore]
        [Display(Name = "Downtrend Color", GroupName = "Moving Average Trend", Order = 4)]
        public Brush DowntrendColor { get; set; }

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

        [NinjaScriptProperty]
        [XmlIgnore]
        [Display(Name = "Neutral Color", GroupName = "Moving Average Trend", Order = 5)]
        public Brush NeutralColor { get; set; }

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

#region NinjaScript generated code. Neither change nor remove.

namespace NinjaTrader.NinjaScript.Indicators
{
    public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
    {
        private MovingAverageTrend[] cacheMovingAverageTrend;
        public MovingAverageTrend MovingAverageTrend(int fastMAPeriod, int slowMAPeriod, Brush uptrendColor, Brush downtrendColor, Brush neutralColor)
        {
            return MovingAverageTrend(Input, fastMAPeriod, slowMAPeriod, uptrendColor, downtrendColor, neutralColor);
        }

        public MovingAverageTrend MovingAverageTrend(ISeries<double> input, int fastMAPeriod, int slowMAPeriod, Brush uptrendColor, Brush downtrendColor, Brush neutralColor)
        {
            if (cacheMovingAverageTrend != null)
                for (int idx = 0; idx < cacheMovingAverageTrend.Length; idx++)
                    if (cacheMovingAverageTrend[idx] != null && cacheMovingAverageTrend[idx].FastMAPeriod == fastMAPeriod && cacheMovingAverageTrend[idx].SlowMAPeriod == slowMAPeriod && cacheMovingAverageTrend[idx].UptrendColor == uptrendColor && cacheMovingAverageTrend[idx].DowntrendColor == downtrendColor && cacheMovingAverageTrend[idx].NeutralColor == neutralColor && cacheMovingAverageTrend[idx].EqualsInput(input))
                        return cacheMovingAverageTrend[idx];
            return CacheIndicator<MovingAverageTrend>(new MovingAverageTrend(){ FastMAPeriod = fastMAPeriod, SlowMAPeriod = slowMAPeriod, UptrendColor = uptrendColor, DowntrendColor = downtrendColor, NeutralColor = neutralColor }, input, ref cacheMovingAverageTrend);
        }
    }
}

namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
    public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
    {
        public Indicators.MovingAverageTrend MovingAverageTrend(int fastMAPeriod, int slowMAPeriod, Brush uptrendColor, Brush downtrendColor, Brush neutralColor)
        {
            return indicator.MovingAverageTrend(Input, fastMAPeriod, slowMAPeriod, uptrendColor, downtrendColor, neutralColor);
        }

        public Indicators.MovingAverageTrend MovingAverageTrend(ISeries<double> input , int fastMAPeriod, int slowMAPeriod, Brush uptrendColor, Brush downtrendColor, Brush neutralColor)
        {
            return indicator.MovingAverageTrend(input, fastMAPeriod, slowMAPeriod, uptrendColor, downtrendColor, neutralColor);
        }
    }
}

namespace NinjaTrader.NinjaScript.Strategies
{
    public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
    {
        public Indicators.MovingAverageTrend MovingAverageTrend(int fastMAPeriod, int slowMAPeriod, Brush uptrendColor, Brush downtrendColor, Brush neutralColor)
        {
            return indicator.MovingAverageTrend(Input, fastMAPeriod, slowMAPeriod, uptrendColor, downtrendColor, neutralColor);
        }

        public Indicators.MovingAverageTrend MovingAverageTrend(ISeries<double> input , int fastMAPeriod, int slowMAPeriod, Brush uptrendColor, Brush downtrendColor, Brush neutralColor)
        {
            return indicator.MovingAverageTrend(input, fastMAPeriod, slowMAPeriod, uptrendColor, downtrendColor, neutralColor);
        }
    }
}

#endregion