ninjatrader/indicators/cumulative-rsi/CumulativeRSI.cs

#region Using declarations
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using System.ComponentModel.DataAnnotations;
using System.Windows.Media;
#endregion

namespace NinjaTrader.NinjaScript.Indicators
{
    public class CumulativeRSI : Indicator
    {
        private RSI rsi;
        
        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description = @"Credit to Larry Connors and his book Short Term Trading Strategies That Work";
                Name = "Cumulative RSI";
                Calculate = Calculate.OnPriceChange;
                IsOverlay = false;
                DisplayInDataBox = true;
                DrawOnPricePanel = true;
                PaintPriceMarkers = true;
                ScaleJustification = ScaleJustification.Right;
                IsSuspendedWhileInactive = true;

                AddPlot(new Stroke(Brushes.Yellow, DashStyleHelper.Solid, 3), PlotStyle.Line, "Cumulative RSI");

                RSIPeriod = 2;
                RSISmoothing = 1;
                CumulativePeriod = 2;
            }
            else if (State == State.DataLoaded)
            {
                rsi = RSI(RSIPeriod, RSISmoothing);
            }
        }

        protected override void OnBarUpdate()
        {
            if (CurrentBar < CumulativePeriod)
                return;

            double cumulativeRSI = 0;
            for (int i = 0; i < CumulativePeriod; i++)
                cumulativeRSI += rsi[i];

            Value[0] = cumulativeRSI;
        }

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

        #region Properties
        [NinjaScriptProperty]
        [Range(1, int.MaxValue)]
        [Display(Name = "RSI Period", Description = "The period for the RSI calculation", Order = 1, GroupName = "Cumulative RSI")]
        public int RSIPeriod { get; set; }

        [NinjaScriptProperty]
        [Range(1, int.MaxValue)]
        [Display(Name = "RSI Smoothing", Description = "The smoothing used for the RSI calculation", Order = 2, GroupName = "Cumulative RSI")]
        public int RSISmoothing { get; set; }

        [NinjaScriptProperty]
        [Range(1, int.MaxValue)]
        [Display(Name = "Cumulative Period", Description = "The number of RSI values to add together", Order = 3, GroupName = "Cumulative RSI")]
        public int CumulativePeriod { get; set; }
        #endregion
    }
}

#region NinjaScript generated code. Neither change nor remove.

namespace NinjaTrader.NinjaScript.Indicators
{
    public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
    {
        private CumulativeRSI[] cacheCumulativeRSI;
        public CumulativeRSI CumulativeRSI(int rSIPeriod, int rSISmoothing, int cumulativePeriod)
        {
            return CumulativeRSI(Input, rSIPeriod, rSISmoothing, cumulativePeriod);
        }

        public CumulativeRSI CumulativeRSI(ISeries<double> input, int rSIPeriod, int rSISmoothing, int cumulativePeriod)
        {
            if (cacheCumulativeRSI != null)
                for (int idx = 0; idx < cacheCumulativeRSI.Length; idx++)
                    if (cacheCumulativeRSI[idx] != null && cacheCumulativeRSI[idx].RSIPeriod == rSIPeriod && cacheCumulativeRSI[idx].RSISmoothing == rSISmoothing && cacheCumulativeRSI[idx].CumulativePeriod == cumulativePeriod && cacheCumulativeRSI[idx].EqualsInput(input))
                        return cacheCumulativeRSI[idx];
            return CacheIndicator<CumulativeRSI>(new CumulativeRSI(){ RSIPeriod = rSIPeriod, RSISmoothing = rSISmoothing, CumulativePeriod = cumulativePeriod }, input, ref cacheCumulativeRSI);
        }
    }
}

namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
    public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
    {
        public Indicators.CumulativeRSI CumulativeRSI(int rSIPeriod, int rSISmoothing, int cumulativePeriod)
        {
            return indicator.CumulativeRSI(Input, rSIPeriod, rSISmoothing, cumulativePeriod);
        }

        public Indicators.CumulativeRSI CumulativeRSI(ISeries<double> input , int rSIPeriod, int rSISmoothing, int cumulativePeriod)
        {
            return indicator.CumulativeRSI(input, rSIPeriod, rSISmoothing, cumulativePeriod);
        }
    }
}

namespace NinjaTrader.NinjaScript.Strategies
{
    public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
    {
        public Indicators.CumulativeRSI CumulativeRSI(int rSIPeriod, int rSISmoothing, int cumulativePeriod)
        {
            return indicator.CumulativeRSI(Input, rSIPeriod, rSISmoothing, cumulativePeriod);
        }

        public Indicators.CumulativeRSI CumulativeRSI(ISeries<double> input , int rSIPeriod, int rSISmoothing, int cumulativePeriod)
        {
            return indicator.CumulativeRSI(input, rSIPeriod, rSISmoothing, cumulativePeriod);
        }
    }
}

#endregion