Add modified Donchian Channel indicator

indicators/DC.cs

@@ -0,0 +1,168 @@
+#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
+
+//This namespace holds Indicators in this folder and is required. Do not change it. 
+namespace NinjaTrader.NinjaScript.Indicators
+{
+    public class DC : Indicator
+    {
+        private MAX Max;
+        private MIN Min;
+
+        protected override void OnStateChange()
+        {
+            if (State == State.SetDefaults)
+            {
+                Description = @"Modified Donchian Channel which utilizes closes and displays breakouts";
+                Name = "Donchian Channel";
+                Calculate = Calculate.OnPriceChange;
+                IsOverlay = true;
+                DisplayInDataBox = true;
+                DrawOnPricePanel = true;
+                DrawHorizontalGridLines = true;
+                DrawVerticalGridLines = true;
+                PaintPriceMarkers = true;
+                ScaleJustification = ScaleJustification.Right;
+                IsSuspendedWhileInactive = true;
+                Period = 72;
+                UpperStroke = new Stroke(Brushes.Yellow, DashStyleHelper.Solid, 2);
+                LowerStroke = new Stroke(Brushes.Yellow, DashStyleHelper.Solid, 2);
+            }
+            else if (State == State.Configure)
+            {
+                AddPlot(UpperStroke, PlotStyle.Line, "Upper");
+                AddPlot(LowerStroke, PlotStyle.Line, "Lower");
+            }
+            else if (State == State.DataLoaded)
+            {
+                Max = MAX(Close, Period);
+                Min = MIN(Close, Period);
+            }
+            else if (State == State.Historical)
+            {
+                SetZOrder(-1); // Display behind bars on chart.
+            }
+        }
+
+        protected override void OnBarUpdate()
+        {
+            if (CurrentBar < Period)
+                return;
+            
+            Upper[0] = Max[1];
+            Lower[0] = Min[1];
+        }
+
+        public override string DisplayName
+        {
+            get { return Name; }
+        }
+
+        [Range(1, int.MaxValue), NinjaScriptProperty]
+        [Display(ResourceType = typeof(Custom.Resource), Name = "Period", GroupName = "Donchian Channel", Order = 1)]
+        public int Period
+        { get; set; }
+
+        [NinjaScriptProperty]
+        [Display(Name = "Upper Stroke", GroupName = "Donchian Channel", Order = 2)]
+        public Stroke UpperStroke
+        { get; set; }
+
+        [NinjaScriptProperty]
+        [Display(Name = "Lower Stroke", GroupName = "Donchian Channel", Order = 3)]
+        public Stroke LowerStroke
+        { get; set; }
+
+        [Browsable(false)]
+        [XmlIgnore()]
+        public Series<double> Upper
+        {
+            get { return Values[0]; }
+        }
+
+        [Browsable(false)]
+        [XmlIgnore()]
+        public Series<double> Lower
+        {
+            get { return Values[1]; }
+        }
+    }
+}
+
+#region NinjaScript generated code. Neither change nor remove.
+
+namespace NinjaTrader.NinjaScript.Indicators
+{
+    public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
+    {
+        private DC[] cacheDC;
+        public DC DC(int period, Stroke upperStroke, Stroke lowerStroke)
+        {
+            return DC(Input, period, upperStroke, lowerStroke);
+        }
+
+        public DC DC(ISeries<double> input, int period, Stroke upperStroke, Stroke lowerStroke)
+        {
+            if (cacheDC != null)
+                for (int idx = 0; idx < cacheDC.Length; idx++)
+                    if (cacheDC[idx] != null && cacheDC[idx].Period == period && cacheDC[idx].UpperStroke == upperStroke && cacheDC[idx].LowerStroke == lowerStroke && cacheDC[idx].EqualsInput(input))
+                        return cacheDC[idx];
+            return CacheIndicator<DC>(new DC(){ Period = period, UpperStroke = upperStroke, LowerStroke = lowerStroke }, input, ref cacheDC);
+        }
+    }
+}
+
+namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
+{
+    public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
+    {
+        public Indicators.DC DC(int period, Stroke upperStroke, Stroke lowerStroke)
+        {
+            return indicator.DC(Input, period, upperStroke, lowerStroke);
+        }
+
+        public Indicators.DC DC(ISeries<double> input , int period, Stroke upperStroke, Stroke lowerStroke)
+        {
+            return indicator.DC(input, period, upperStroke, lowerStroke);
+        }
+    }
+}
+
+namespace NinjaTrader.NinjaScript.Strategies
+{
+    public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
+    {
+        public Indicators.DC DC(int period, Stroke upperStroke, Stroke lowerStroke)
+        {
+            return indicator.DC(Input, period, upperStroke, lowerStroke);
+        }
+
+        public Indicators.DC DC(ISeries<double> input , int period, Stroke upperStroke, Stroke lowerStroke)
+        {
+            return indicator.DC(input, period, upperStroke, lowerStroke);
+        }
+    }
+}
+
+#endregion