ninjatrader/indicators/OpeningRange.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;
#endregion

//This namespace holds Indicators in this folder and is required. Do not change it. 
namespace NinjaTrader.NinjaScript.Indicators
{
    public class OpeningRange : Indicator
    {
        private double OpeningRangeHigh = 0.0;
        private double OpeningRangeLow = 0.0;

        private DateTime OpeningRangeStartAdjusted = DateTime.MinValue;

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description = @"Plots the user-defined opening range";
                Name = "Opening Range";
                Calculate = Calculate.OnBarClose;
                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;
                OpeningRangeStart = DateTime.Parse("06:30", System.Globalization.CultureInfo.InvariantCulture);
                OpeningRangeEnd = DateTime.Parse("07:00", System.Globalization.CultureInfo.InvariantCulture);
                TradingEnd = DateTime.Parse("13:00", System.Globalization.CultureInfo.InvariantCulture);
                OpeningRangeHighStroke = new Stroke(Brushes.Yellow, DashStyleHelper.Solid, 3);
                OpeningRangeLowStroke = new Stroke(Brushes.Yellow, DashStyleHelper.Solid, 3);
            }
        }

        protected override void OnBarUpdate()
        {
            DateTime now = Time[0];
            if (now.TimeOfDay > OpeningRangeStart.TimeOfDay && now.TimeOfDay <= OpeningRangeEnd.TimeOfDay)
            {
                if (OpeningRangeStartAdjusted == DateTime.MinValue)
                {
                    // The time associated with the bar is the close of the bar.
                    // So the opening range start time is actually the close of the candle just prior to the open.
                    // This adjustment aims to correct this.
                    OpeningRangeStartAdjusted = now;
                }

                DateTime openingRangeStartTime = now.Date + OpeningRangeStartAdjusted.TimeOfDay;
                DateTime openingRangeEndTime = now.Date + TradingEnd.TimeOfDay;

                if (High[0] > OpeningRangeHigh || OpeningRangeHigh == 0.0)
                {
                    RemoveDrawObject("ORH@" + OpeningRangeHigh);
                    OpeningRangeHigh = High[0];
                    Draw.Line(this, "ORH@" + OpeningRangeHigh, true, openingRangeStartTime, OpeningRangeHigh, openingRangeEndTime, OpeningRangeHigh, 
                        OpeningRangeHighStroke.Brush, OpeningRangeHighStroke.DashStyleHelper, (int)OpeningRangeHighStroke.Width);
                }

                if (Low[0] < OpeningRangeLow || OpeningRangeLow == 0.0)
                {
                    RemoveDrawObject("ORL@" + OpeningRangeLow);
                    OpeningRangeLow = Low[0];
                    Draw.Line(this, "ORL@" + OpeningRangeLow, true, openingRangeStartTime, OpeningRangeLow, openingRangeEndTime, OpeningRangeLow,
                        OpeningRangeLowStroke.Brush, OpeningRangeLowStroke.DashStyleHelper, (int)OpeningRangeLowStroke.Width);
                }
            }

            if (now.TimeOfDay > TradingEnd.TimeOfDay)
            {
                OpeningRangeHigh = 0.0;
                OpeningRangeLow = 0.0;
                OpeningRangeStartAdjusted = DateTime.MinValue;
            }
        }

        [NinjaScriptProperty]
        [PropertyEditor("NinjaTrader.Gui.Tools.TimeEditorKey")]
        [Display(Name="Opening Range Start", Description="Opening range start in local time", Order=1, GroupName="Parameters")]
        public DateTime OpeningRangeStart
        { get; set; }

        [NinjaScriptProperty]
        [PropertyEditor("NinjaTrader.Gui.Tools.TimeEditorKey")]
        [Display(Name="Opening Range End", Description="Opening range end in local time", Order=2, GroupName="Parameters")]
        public DateTime OpeningRangeEnd
        { get; set; }

        [NinjaScriptProperty]
        [PropertyEditor("NinjaTrader.Gui.Tools.TimeEditorKey")]
        [Display(Name="Trading Session End", Description="Trading session end in local time", Order=3, GroupName="Parameters")]
        public DateTime TradingEnd
        { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Opening Range High", Description = "Opening range high line drawn on chart", Order = 4, GroupName = "Parameters")]
        public Stroke OpeningRangeHighStroke
        { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Opening Range Low", Description = "Opening range low line drawn on chart", Order = 5, GroupName = "Parameters")]
        public Stroke OpeningRangeLowStroke
        { get; set; }
    }
}

#region NinjaScript generated code. Neither change nor remove.

namespace NinjaTrader.NinjaScript.Indicators
{
    public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
    {
        private OpeningRange[] cacheOpeningRange;
        public OpeningRange OpeningRange(DateTime openingRangeStart, DateTime openingRangeEnd, DateTime tradingEnd, Stroke openingRangeHighStroke, Stroke openingRangeLowStroke)
        {
            return OpeningRange(Input, openingRangeStart, openingRangeEnd, tradingEnd, openingRangeHighStroke, openingRangeLowStroke);
        }

        public OpeningRange OpeningRange(ISeries<double> input, DateTime openingRangeStart, DateTime openingRangeEnd, DateTime tradingEnd, Stroke openingRangeHighStroke, Stroke openingRangeLowStroke)
        {
            if (cacheOpeningRange != null)
                for (int idx = 0; idx < cacheOpeningRange.Length; idx++)
                    if (cacheOpeningRange[idx] != null && cacheOpeningRange[idx].OpeningRangeStart == openingRangeStart && cacheOpeningRange[idx].OpeningRangeEnd == openingRangeEnd && cacheOpeningRange[idx].TradingEnd == tradingEnd && cacheOpeningRange[idx].OpeningRangeHighStroke == openingRangeHighStroke && cacheOpeningRange[idx].OpeningRangeLowStroke == openingRangeLowStroke && cacheOpeningRange[idx].EqualsInput(input))
                        return cacheOpeningRange[idx];
            return CacheIndicator<OpeningRange>(new OpeningRange(){ OpeningRangeStart = openingRangeStart, OpeningRangeEnd = openingRangeEnd, TradingEnd = tradingEnd, OpeningRangeHighStroke = openingRangeHighStroke, OpeningRangeLowStroke = openingRangeLowStroke }, input, ref cacheOpeningRange);
        }
    }
}

namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
    public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
    {
        public Indicators.OpeningRange OpeningRange(DateTime openingRangeStart, DateTime openingRangeEnd, DateTime tradingEnd, Stroke openingRangeHighStroke, Stroke openingRangeLowStroke)
        {
            return indicator.OpeningRange(Input, openingRangeStart, openingRangeEnd, tradingEnd, openingRangeHighStroke, openingRangeLowStroke);
        }

        public Indicators.OpeningRange OpeningRange(ISeries<double> input , DateTime openingRangeStart, DateTime openingRangeEnd, DateTime tradingEnd, Stroke openingRangeHighStroke, Stroke openingRangeLowStroke)
        {
            return indicator.OpeningRange(input, openingRangeStart, openingRangeEnd, tradingEnd, openingRangeHighStroke, openingRangeLowStroke);
        }
    }
}

namespace NinjaTrader.NinjaScript.Strategies
{
    public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
    {
        public Indicators.OpeningRange OpeningRange(DateTime openingRangeStart, DateTime openingRangeEnd, DateTime tradingEnd, Stroke openingRangeHighStroke, Stroke openingRangeLowStroke)
        {
            return indicator.OpeningRange(Input, openingRangeStart, openingRangeEnd, tradingEnd, openingRangeHighStroke, openingRangeLowStroke);
        }

        public Indicators.OpeningRange OpeningRange(ISeries<double> input , DateTime openingRangeStart, DateTime openingRangeEnd, DateTime tradingEnd, Stroke openingRangeHighStroke, Stroke openingRangeLowStroke)
        {
            return indicator.OpeningRange(input, openingRangeStart, openingRangeEnd, tradingEnd, openingRangeHighStroke, openingRangeLowStroke);
        }
    }
}

#endregion