ninjatrader/indicators/SonicRDragon.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
{
    [CategoryOrder("Sonic R Dragon", 1)]
    [CategoryOrder("Plots", 2)]
    public class SonicRDragon : Indicator
    {
        private EMA closeEma;
        private EMA highEma;
        private EMA lowEma;

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description = @"Inspired by the Sonic R System created by sonicdeejay on the Forex Factory forums";
                Name = "Sonic R Dragon";
                Calculate = Calculate.OnPriceChange;
                IsOverlay = true;
                DisplayInDataBox = true;
                DrawOnPricePanel = true;
                PaintPriceMarkers = true;
                ScaleJustification = ScaleJustification.Right;
                IsSuspendedWhileInactive = true;

                Period = 34;
                RegionColor = Brushes.Yellow;
                RegionOpacity = 0.1;

                AddPlot(new Stroke(Brushes.Transparent, DashStyleHelper.Solid, 3), PlotStyle.Line, "Close EMA");
                AddPlot(new Stroke(Brushes.Transparent, DashStyleHelper.Solid, 3), PlotStyle.Line, "High EMA");
                AddPlot(new Stroke(Brushes.Transparent, DashStyleHelper.Solid, 3), PlotStyle.Line, "Low EMA");
            }
            else if (State == State.DataLoaded)
            {
                closeEma = EMA(Close, Period);
                highEma = EMA(High, Period);
                lowEma = EMA(Low, Period);
            }
            else if (State == State.Historical)
            {
                SetZOrder(-1); // Display behind bars on chart.
            }
        }

        protected override void OnBarUpdate()
        {
            CloseEMA[0] = closeEma[0];
            HighEMA[0] = highEma[0];
            LowEMA[0] = lowEma[0];
        }

        protected override void OnRender(ChartControl chartControl, ChartScale chartScale)
        {
            base.OnRender(chartControl, chartScale);

            SharpDX.Direct2D1.AntialiasMode previousAntialiasMode = RenderTarget.AntialiasMode;
            RenderTarget.AntialiasMode = SharpDX.Direct2D1.AntialiasMode.PerPrimitive;

            // Code for drawing the region on the chart was taken from the indicator mentioned in the following link:
            // https://forum.ninjatrader.com/forum/ninjatrader-8/indicator-development/1127244-best-way-to-draw-region-between-plots-in-indicator
            DrawRegionBetweenSeries(chartScale, lowEma.Value, highEma.Value, 0);

            RenderTarget.AntialiasMode = previousAntialiasMode;
        }

        private class SharpDXFigure
        {
            public SharpDX.Vector2[] Points;
            public Brush Color;

            public SharpDXFigure(SharpDX.Vector2[] points, Brush color)
            {
                Points = points;
                Color = color;
            }
        }

        private SharpDX.Vector2 FindIntersection(SharpDX.Vector2 p1, SharpDX.Vector2 p2, SharpDX.Vector2 p3, SharpDX.Vector2 p4)
        {
            // Get the segments' parameters.
            float deltaXFirstLine = p2.X - p1.X;
            float deltaYFirstLine = p2.Y - p1.Y;
            float deltaXSecondLine = p4.X - p3.X;
            float deltaYSecondLine = p4.Y - p3.Y;

            float denominator = (deltaYFirstLine * deltaXSecondLine - deltaXFirstLine * deltaYSecondLine);

            // Undefined for parallel lines (denominator = 0).
            float t1 = ((p1.X - p3.X) * deltaYSecondLine + (p3.Y - p1.Y) * deltaXSecondLine) / denominator;

            // Find the point of intersection.
            return new SharpDX.Vector2(p1.X + deltaXFirstLine * t1, p1.Y + deltaYFirstLine * t1);
        }

        private void DrawFigure(SharpDXFigure figure)
        {
            SharpDX.Direct2D1.PathGeometry geometry = new SharpDX.Direct2D1.PathGeometry(Core.Globals.D2DFactory);
            SharpDX.Direct2D1.GeometrySink sink = geometry.Open();

            sink.BeginFigure(figure.Points[0], new SharpDX.Direct2D1.FigureBegin());

            for (int i = 0; i < figure.Points.Length; i++)
                sink.AddLine(figure.Points[i]);

            sink.AddLine(figure.Points[0]);

            sink.EndFigure(SharpDX.Direct2D1.FigureEnd.Closed);
            sink.Close();

            SharpDX.Direct2D1.Brush fillBrush = figure.Color.ToDxBrush(RenderTarget);
            fillBrush.Opacity = (float)RegionOpacity;

            RenderTarget.FillGeometry(geometry, fillBrush);
            geometry.Dispose();
            fillBrush.Dispose();

            sink.Dispose();
        }

        private void DrawRegionBetweenSeries(ChartScale chartScale, Series<double> firstSeries, Series<double> secondSeries, int displacement)
        {
            List<SharpDX.Vector2> SeriesAPoints = new List<SharpDX.Vector2>();
            List<SharpDX.Vector2> SeriesBPoints = new List<SharpDX.Vector2>();
            List<SharpDX.Vector2> tmpPoints = new List<SharpDX.Vector2>();
            List<SharpDXFigure> SharpDXFigures = new List<SharpDXFigure>();

            // Convert SeriesA and SeriesB to points
            int start = ChartBars.FromIndex - displacement * 2 > 0 ? ChartBars.FromIndex - displacement * 2 : 0;
            int end = ChartBars.ToIndex;

            float x0 = (float)ChartControl.GetXByBarIndex(ChartBars, 0);
            float x1 = (float)ChartControl.GetXByBarIndex(ChartBars, 1);

            if (ChartControl.Properties.EquidistantBarSpacing)
                for (int barIndex = start; barIndex <= end; barIndex++)
                {
                    if (firstSeries.IsValidDataPointAt(barIndex))
                    {
                        SeriesAPoints.Add(new SharpDX.Vector2((float)ChartControl.GetXByBarIndex(ChartBars, barIndex + displacement), (float)chartScale.GetYByValue(firstSeries.GetValueAt(barIndex))));
                        SeriesBPoints.Add(new SharpDX.Vector2((float)ChartControl.GetXByBarIndex(ChartBars, barIndex + displacement), (float)chartScale.GetYByValue(secondSeries.GetValueAt(barIndex))));
                    }
                }
            else
                for (int barIndex = start; barIndex <= end; barIndex++)
                {
                    if (firstSeries.IsValidDataPointAt(barIndex))
                    {
                        SeriesAPoints.Add(new SharpDX.Vector2((float)ChartControl.GetXByBarIndex(ChartBars, barIndex) + displacement * (x1 - x0), (float)chartScale.GetYByValue(firstSeries.GetValueAt(barIndex))));
                        SeriesBPoints.Add(new SharpDX.Vector2((float)ChartControl.GetXByBarIndex(ChartBars, barIndex) + displacement * (x1 - x0), (float)chartScale.GetYByValue(secondSeries.GetValueAt(barIndex))));
                    }
                }

            int lastCross = 0;
            bool isTouching = false;
            bool colorNeeded = true;

            for (int i = 0; i < SeriesAPoints.Count; i++)
            {
                if (colorNeeded)
                {
                    colorNeeded = false;

                    // Set initial color or wait until we need to start a shape
                    if (SeriesAPoints[i].Y < SeriesBPoints[i].Y) { }
                    else if (SeriesAPoints[i].Y > SeriesBPoints[i].Y) { }
                    else
                    {
                        colorNeeded = true;
                        lastCross = i;
                    }

                    if (!colorNeeded)
                        tmpPoints.Add(SeriesAPoints[i]);

                    continue;
                }

                // Check if SeriesA and SeriesB meet or have crossed to loop back and close figure
                if ((SeriesAPoints[i].Y == SeriesBPoints[i].Y && isTouching == false)
                    || (SeriesAPoints[i].Y > SeriesBPoints[i].Y && SeriesAPoints[i - 1].Y < SeriesBPoints[i - 1].Y)
                    || (SeriesBPoints[i].Y > SeriesAPoints[i].Y && SeriesBPoints[i - 1].Y < SeriesAPoints[i - 1].Y))
                {
                    // reset isTouching
                    isTouching = false;

                    // Set the endpoint
                    SharpDX.Vector2 endpoint = (SeriesAPoints[i].Y != SeriesBPoints[i].Y) ? FindIntersection(SeriesAPoints[i - 1], SeriesAPoints[i], SeriesBPoints[i - 1], SeriesBPoints[i]) : SeriesAPoints[i];
                    tmpPoints.Add(endpoint);

                    // Loop back and add SeriesBPoints
                    for (int j = i - 1; j >= lastCross; j--)
                        tmpPoints.Add(SeriesBPoints[j]);

                    // Create figure
                    SharpDXFigure figure = new SharpDXFigure(tmpPoints.ToArray(), RegionColor);
                    SharpDXFigures.Add(figure);

                    // Clear Points
                    tmpPoints.Clear();

                    // Start new figure if we crossed, otherwise we will wait until we need a new figure
                    if (SeriesAPoints[i].Y != SeriesBPoints[i].Y)
                    {
                        tmpPoints.Add(SeriesBPoints[i]);
                        tmpPoints.Add(endpoint);
                        tmpPoints.Add(SeriesAPoints[i]);
                    }
                    else
                        isTouching = true;

                    // Set last cross
                    lastCross = i;
                }

                // Check if we are at the end of our rendering pass to loop back to loop back and close figure
                else if (i == SeriesAPoints.Count - 1)
                {
                    tmpPoints.Add(SeriesAPoints[i]);

                    // Loop back and add SeriesBPoints
                    for (int j = i; j >= lastCross; j--)
                        tmpPoints.Add(SeriesBPoints[j]);

                    // Create figure
                    SharpDXFigure figure = new SharpDXFigure(tmpPoints.ToArray(), RegionColor);
                    SharpDXFigures.Add(figure);

                    // Clear Points
                    tmpPoints.Clear();
                    break;
                }

                // Figure does not need to be closed. Add more points or open a new figure if we were touching
                else if (SeriesAPoints[i].Y != SeriesBPoints[i].Y)
                {
                    if (isTouching == true)
                    {
                        tmpPoints.Add(SeriesAPoints[i - 1]);
                        lastCross = i - 1;
                    }

                    tmpPoints.Add(SeriesAPoints[i]);

                    isTouching = false;
                }
            }

            // Draw figures
            foreach (SharpDXFigure figure in SharpDXFigures)
                DrawFigure(figure);
        }

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

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

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

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

        #region Properties
        [NinjaScriptProperty]
        [Range(1, int.MaxValue)]
        [Display(Name = "Period", Description = "Period for the EMA", Order = 1, GroupName = "Sonic R Dragon")]
        public int Period { get; set; }

        [NinjaScriptProperty]
        [XmlIgnore]
        [Display(Name = "Region Color", Description = "Color of the region between the EMAs of highs and lows", Order = 2, GroupName = "Sonic R Dragon")]
        public Brush RegionColor { get; set; }

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

        [NinjaScriptProperty]
        [Range(0, 1)]
        [Display(Name = "Region Opacity", Description = "Opacity of the region", Order = 3, GroupName = "Sonic R Dragon")]
        public double RegionOpacity { get; set; }
        #endregion
    }
}

#region NinjaScript generated code. Neither change nor remove.

namespace NinjaTrader.NinjaScript.Indicators
{
    public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
    {
        private SonicRDragon[] cacheSonicRDragon;
        public SonicRDragon SonicRDragon(int period, Brush regionColor, double regionOpacity)
        {
            return SonicRDragon(Input, period, regionColor, regionOpacity);
        }

        public SonicRDragon SonicRDragon(ISeries<double> input, int period, Brush regionColor, double regionOpacity)
        {
            if (cacheSonicRDragon != null)
                for (int idx = 0; idx < cacheSonicRDragon.Length; idx++)
                    if (cacheSonicRDragon[idx] != null && cacheSonicRDragon[idx].Period == period && cacheSonicRDragon[idx].RegionColor == regionColor && cacheSonicRDragon[idx].RegionOpacity == regionOpacity && cacheSonicRDragon[idx].EqualsInput(input))
                        return cacheSonicRDragon[idx];
            return CacheIndicator<SonicRDragon>(new SonicRDragon(){ Period = period, RegionColor = regionColor, RegionOpacity = regionOpacity }, input, ref cacheSonicRDragon);
        }
    }
}

namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
    public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
    {
        public Indicators.SonicRDragon SonicRDragon(int period, Brush regionColor, double regionOpacity)
        {
            return indicator.SonicRDragon(Input, period, regionColor, regionOpacity);
        }

        public Indicators.SonicRDragon SonicRDragon(ISeries<double> input , int period, Brush regionColor, double regionOpacity)
        {
            return indicator.SonicRDragon(input, period, regionColor, regionOpacity);
        }
    }
}

namespace NinjaTrader.NinjaScript.Strategies
{
    public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
    {
        public Indicators.SonicRDragon SonicRDragon(int period, Brush regionColor, double regionOpacity)
        {
            return indicator.SonicRDragon(Input, period, regionColor, regionOpacity);
        }

        public Indicators.SonicRDragon SonicRDragon(ISeries<double> input , int period, Brush regionColor, double regionOpacity)
        {
            return indicator.SonicRDragon(input, period, regionColor, regionOpacity);
        }
    }
}

#endregion