144 lines
5.5 KiB
C#
144 lines
5.5 KiB
C#
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#region Using declarations
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using System;
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using System.Collections.Generic;
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using System.ComponentModel;
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using System.ComponentModel.DataAnnotations;
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using System.Linq;
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using System.Text;
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using System.Threading.Tasks;
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using System.Windows;
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using System.Windows.Input;
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using System.Windows.Media;
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using System.Xml.Serialization;
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using NinjaTrader.Cbi;
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using NinjaTrader.Gui;
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using NinjaTrader.Gui.Chart;
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using NinjaTrader.Gui.SuperDom;
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using NinjaTrader.Gui.Tools;
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using NinjaTrader.Data;
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using NinjaTrader.NinjaScript;
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using NinjaTrader.Core.FloatingPoint;
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using NinjaTrader.NinjaScript.DrawingTools;
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#endregion
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//This namespace holds Indicators in this folder and is required. Do not change it.
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namespace NinjaTrader.NinjaScript.Indicators
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{
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public class DailyOpenLevels : Indicator
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{
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private static int DAILY_BARS = 1;
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private HashSet<double> DailyOpens = new HashSet<double>();
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protected override void OnStateChange()
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{
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if (State == State.SetDefaults)
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{
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Description = @"Plots the open of daily candles.";
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Name = "Daily COL";
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Calculate = Calculate.OnPriceChange;
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IsOverlay = true;
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DisplayInDataBox = true;
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DrawOnPricePanel = true;
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DrawHorizontalGridLines = true;
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DrawVerticalGridLines = true;
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PaintPriceMarkers = true;
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ScaleJustification = NinjaTrader.Gui.Chart.ScaleJustification.Right;
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//Disable this property if your indicator requires custom values that cumulate with each new market data event.
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//See Help Guide for additional information.
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IsSuspendedWhileInactive = true;
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LookbackPeriod = 3;
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DailyOpenStroke = new Stroke(Brushes.Yellow, DashStyleHelper.Solid, 3);
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}
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else if (State == State.Configure)
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{
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AddDataSeries(Instrument.FullName, new BarsPeriod { BarsPeriodType = BarsPeriodType.Day, Value = 1 }, LookbackPeriod, Bars.TradingHours.Name, Bars.IsResetOnNewTradingDay);
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}
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}
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protected override void OnBarUpdate()
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{
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if (BarsInProgress == DAILY_BARS)
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{
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DailyOpens.Add(Opens[DAILY_BARS][0]);
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}
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else
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{
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foreach (double dailyOpen in DailyOpens)
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{
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if (DrawObjects["Open@" + dailyOpen] == null)
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Draw.HorizontalLine(this, "Open@" + dailyOpen, dailyOpen, DailyOpenStroke.Brush, DailyOpenStroke.DashStyleHelper, (int)DailyOpenStroke.Width);
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}
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}
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}
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[NinjaScriptProperty]
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[Range(1, int.MaxValue)]
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[Display(Name = "Lookback Period", Description = "Number of daily opens to consider", Order = 1, GroupName = "Parameters")]
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public int LookbackPeriod
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{ get; set; }
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[NinjaScriptProperty]
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[Display(Name = "Daily Open", Description = "Daily open level drawn on the chart", Order = 2, GroupName = "Parameters")]
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public Stroke DailyOpenStroke
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{ get; set; }
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}
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}
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#region NinjaScript generated code. Neither change nor remove.
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namespace NinjaTrader.NinjaScript.Indicators
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{
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public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
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{
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private DailyOpenLevels[] cacheDailyOpenLevels;
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public DailyOpenLevels DailyOpenLevels(int lookbackPeriod, Stroke dailyOpenStroke)
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{
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return DailyOpenLevels(Input, lookbackPeriod, dailyOpenStroke);
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}
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public DailyOpenLevels DailyOpenLevels(ISeries<double> input, int lookbackPeriod, Stroke dailyOpenStroke)
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{
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if (cacheDailyOpenLevels != null)
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for (int idx = 0; idx < cacheDailyOpenLevels.Length; idx++)
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if (cacheDailyOpenLevels[idx] != null && cacheDailyOpenLevels[idx].LookbackPeriod == lookbackPeriod && cacheDailyOpenLevels[idx].DailyOpenStroke == dailyOpenStroke && cacheDailyOpenLevels[idx].EqualsInput(input))
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return cacheDailyOpenLevels[idx];
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return CacheIndicator<DailyOpenLevels>(new DailyOpenLevels(){ LookbackPeriod = lookbackPeriod, DailyOpenStroke = dailyOpenStroke }, input, ref cacheDailyOpenLevels);
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}
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}
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}
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namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
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{
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public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
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{
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public Indicators.DailyOpenLevels DailyOpenLevels(int lookbackPeriod, Stroke dailyOpenStroke)
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{
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return indicator.DailyOpenLevels(Input, lookbackPeriod, dailyOpenStroke);
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}
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public Indicators.DailyOpenLevels DailyOpenLevels(ISeries<double> input , int lookbackPeriod, Stroke dailyOpenStroke)
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{
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return indicator.DailyOpenLevels(input, lookbackPeriod, dailyOpenStroke);
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}
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}
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}
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namespace NinjaTrader.NinjaScript.Strategies
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{
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public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
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{
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public Indicators.DailyOpenLevels DailyOpenLevels(int lookbackPeriod, Stroke dailyOpenStroke)
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{
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return indicator.DailyOpenLevels(Input, lookbackPeriod, dailyOpenStroke);
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}
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public Indicators.DailyOpenLevels DailyOpenLevels(ISeries<double> input , int lookbackPeriod, Stroke dailyOpenStroke)
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{
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return indicator.DailyOpenLevels(input, lookbackPeriod, dailyOpenStroke);
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}
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}
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}
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#endregion
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