Add WIP RSI Dashboard indicator, credit to @BestForexMethod

This commit is contained in:
moshferatu 2023-11-10 09:01:30 -08:00
parent 45311e06c0
commit 295fc85a2a

286
indicators/RSIDashboard.cs Normal file
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#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Windows.Media;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.NinjaScript;
using NinjaTrader.Data;
using NinjaTrader.Gui.Tools;
using SharpDX;
using SharpDX.DirectWrite;
using System.Xml.Serialization;
#endregion
namespace NinjaTrader.NinjaScript.Indicators
{
public class RSIDashboard : Indicator
{
private const int MTFBarsStartIndex = 1;
private Dictionary<string, RSI> RSIIndicators = new Dictionary<string, RSI>();
private string[] TimeFrames = new[] { "1 Minute", "5 Minutes", "30 Minutes", "1 Hour", "4 Hours", "Daily", "Weekly" };
private double[] RSIValues = new double[7];
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Displays the RSI values of multiple time frames.";
Name = "RSI Dashboard";
Calculate = Calculate.OnBarClose;
IsOverlay = true;
RSIPeriod = 14;
RSISmoothing = 3;
UpperThreshold = 65;
LowerThreshold = 35;
AboveThresholdColor = Brushes.LimeGreen;
BelowThresholdColor = Brushes.Red;
BetweenThresholdsColor = Brushes.Transparent;
HeaderColor = Brushes.Yellow;
}
else if (State == State.Configure)
{
for (int i = 0; i < TimeFrames.Length; i++)
{
if (TimeFrames[i].Contains("Daily"))
AddDataSeries(Instrument.FullName, new BarsPeriod { BarsPeriodType = BarsPeriodType.Day, Value = 1 },
365, Instrument.MasterInstrument.TradingHours.Name, Bars.IsResetOnNewTradingDay);
else if (TimeFrames[i].Contains("Weekly"))
AddDataSeries(Instrument.FullName, new BarsPeriod { BarsPeriodType = BarsPeriodType.Week, Value = 1 },
52, Instrument.MasterInstrument.TradingHours.Name, Bars.IsResetOnNewTradingDay);
else
AddDataSeries(Instrument.FullName, BarsPeriodType.Minute, ConvertTimeFrameToMinutes(TimeFrames[i]));
}
}
else if (State == State.DataLoaded)
{
int i = MTFBarsStartIndex;
foreach (string timeFrame in TimeFrames)
{
// BarsArray[0] is the chart bar series, BarsArray[1] is the 1 minute bar series, etc.
RSI rsi = RSI(BarsArray[i], RSIPeriod, RSISmoothing);
RSIIndicators[timeFrame] = rsi;
i++;
}
}
else if (State == State.Historical)
{
SetZOrder(-1); // Display behind bars on chart.
}
}
private int ConvertTimeFrameToMinutes(string timeFrame)
{
var numberPart = timeFrame.Split(' ')[0];
int timeFrameValue;
if (int.TryParse(numberPart, out timeFrameValue))
{
if (timeFrame.Contains("Minute"))
return timeFrameValue;
else if (timeFrame.Contains("Hour"))
return timeFrameValue * 60;
}
throw new ArgumentException("Invalid time frame format: " + timeFrame);
}
protected override void OnBarUpdate()
{
RSI rsiValue;
for (int i = MTFBarsStartIndex; i < TimeFrames.Length + 1; i++)
{
if (CurrentBars[i] < 1)
return;
if (RSIIndicators.TryGetValue(TimeFrames[i - 1], out rsiValue))
RSIValues[i - 1] = rsiValue.Value[0];
else
RSIValues[i - 1] = 0; // Default value.
}
}
protected override void OnRender(ChartControl chartControl, ChartScale chartScale)
{
base.OnRender(chartControl, chartScale);
// Calculate maximum column width based on time frame text.
int maxColWidth = 0;
foreach (var timeFrame in TimeFrames)
{
var size = MeasureString(timeFrame, new TextFormat(Core.Globals.DirectWriteFactory, "Arial", 12));
maxColWidth = Math.Max(maxColWidth, size.Width);
}
maxColWidth += 40; // Adding padding of 40 pixels (20 on each side).
int x = ChartPanel.W - (maxColWidth * TimeFrames.Length) - 20; // Adjust starting position due to padding.
int y = 10;
int rowHeight = 20;
int headerHeight = 20;
// Draw header row.
foreach (var timeFrame in TimeFrames)
{
RectangleF headerRect = new RectangleF(x, y, maxColWidth, headerHeight);
RenderTarget.FillRectangle(headerRect, HeaderColor.ToDxBrush(RenderTarget));
var textFormat = new TextFormat(Core.Globals.DirectWriteFactory, "Arial", FontWeight.Normal, FontStyle.Normal, 12);
var size = MeasureString(timeFrame, textFormat);
int textX = x + (maxColWidth - size.Width) / 2; // Center the text horizontally.
int textY = y + (headerHeight - size.Height) / 2; // Center the text vertically.
DrawText(timeFrame, textX, textY, Brushes.Black, textFormat, headerHeight);
x += maxColWidth;
}
// Reset x coordinate for RSI values.
x = ChartPanel.W - (maxColWidth * TimeFrames.Length) - 20;
y += headerHeight;
// Draw RSI value row.
for (int i = 0; i < RSIValues.Length; i++)
{
var rsiText = RSIValues[i].ToString("F2"); // Format RSI value to two decimal places.
var size = MeasureString(rsiText, new TextFormat(Core.Globals.DirectWriteFactory, "Arial", 12));
int textX = x + (maxColWidth - size.Width) / 2; // Center the text horizontally.
int textY = y + (rowHeight - size.Height) / 2; // Center the text vertically.
Brush bgColor = BetweenThresholdsColor;
if (RSIValues[i] > UpperThreshold) bgColor = AboveThresholdColor;
else if (RSIValues[i] < LowerThreshold) bgColor = BelowThresholdColor;
RectangleF rect = new RectangleF(x, y, maxColWidth, rowHeight);
RenderTarget.FillRectangle(rect, bgColor.ToDxBrush(RenderTarget));
DrawText(rsiText, textX, textY, Brushes.White, new TextFormat(Core.Globals.DirectWriteFactory, "Arial", 12), rowHeight);
x += maxColWidth;
}
}
private Size2 MeasureString(string text, TextFormat textFormat)
{
using (var textLayout = new TextLayout(Core.Globals.DirectWriteFactory, text, textFormat, float.PositiveInfinity, float.PositiveInfinity))
{
return new Size2((int)Math.Ceiling(textLayout.Metrics.Width), (int)Math.Ceiling(textLayout.Metrics.Height));
}
}
private void DrawText(string text, int x, int y, Brush brush, TextFormat textFormat, int height)
{
TextLayout textLayout = new TextLayout(Core.Globals.DirectWriteFactory, text, textFormat, 500, height);
Vector2 textOrigin = new Vector2(x, y);
RenderTarget.DrawTextLayout(textOrigin, textLayout, brush.ToDxBrush(RenderTarget));
textLayout.Dispose();
}
public override string DisplayName
{
get { return Name; }
}
#region Properties
[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name = "RSI Period", GroupName = "RSI Dashboard", Order = 1)]
public int RSIPeriod { get; set; }
[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name = "RSI Smoothing", GroupName = "RSI Dashboard", Order = 2)]
public int RSISmoothing { get; set; }
[NinjaScriptProperty]
[Range(0, 100)]
[Display(Name = "Upper Threshold", GroupName = "RSI Dashboard", Order = 3)]
public double UpperThreshold { get; set; }
[NinjaScriptProperty]
[Range(0, 100)]
[Display(Name = "Lower Threshold", GroupName = "RSI Dashboard", Order = 4)]
public double LowerThreshold { get; set; }
[NinjaScriptProperty]
[XmlIgnore]
[Display(Name = "Above Threshold Color", Order = 5, GroupName = "RSI Dashboard")]
public Brush AboveThresholdColor { get; set; }
[NinjaScriptProperty]
[XmlIgnore]
[Display(Name = "Below Threshold Color", Order = 6, GroupName = "RSI Dashboard")]
public Brush BelowThresholdColor { get; set; }
[NinjaScriptProperty]
[XmlIgnore]
[Display(Name = "Between Thresholds Color", Order = 7, GroupName = "RSI Dashboard")]
public Brush BetweenThresholdsColor { get; set; }
[NinjaScriptProperty]
[XmlIgnore]
[Display(Name = "Header Color", Order = 8, GroupName = "RSI Dashboard")]
public Brush HeaderColor { get; set; }
#endregion
}
}
#region NinjaScript generated code. Neither change nor remove.
namespace NinjaTrader.NinjaScript.Indicators
{
public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
{
private RSIDashboard[] cacheRSIDashboard;
public RSIDashboard RSIDashboard(int rSIPeriod, int rSISmoothing, double upperThreshold, double lowerThreshold, Brush aboveThresholdColor, Brush belowThresholdColor, Brush betweenThresholdsColor, Brush headerColor)
{
return RSIDashboard(Input, rSIPeriod, rSISmoothing, upperThreshold, lowerThreshold, aboveThresholdColor, belowThresholdColor, betweenThresholdsColor, headerColor);
}
public RSIDashboard RSIDashboard(ISeries<double> input, int rSIPeriod, int rSISmoothing, double upperThreshold, double lowerThreshold, Brush aboveThresholdColor, Brush belowThresholdColor, Brush betweenThresholdsColor, Brush headerColor)
{
if (cacheRSIDashboard != null)
for (int idx = 0; idx < cacheRSIDashboard.Length; idx++)
if (cacheRSIDashboard[idx] != null && cacheRSIDashboard[idx].RSIPeriod == rSIPeriod && cacheRSIDashboard[idx].RSISmoothing == rSISmoothing && cacheRSIDashboard[idx].UpperThreshold == upperThreshold && cacheRSIDashboard[idx].LowerThreshold == lowerThreshold && cacheRSIDashboard[idx].AboveThresholdColor == aboveThresholdColor && cacheRSIDashboard[idx].BelowThresholdColor == belowThresholdColor && cacheRSIDashboard[idx].BetweenThresholdsColor == betweenThresholdsColor && cacheRSIDashboard[idx].HeaderColor == headerColor && cacheRSIDashboard[idx].EqualsInput(input))
return cacheRSIDashboard[idx];
return CacheIndicator<RSIDashboard>(new RSIDashboard(){ RSIPeriod = rSIPeriod, RSISmoothing = rSISmoothing, UpperThreshold = upperThreshold, LowerThreshold = lowerThreshold, AboveThresholdColor = aboveThresholdColor, BelowThresholdColor = belowThresholdColor, BetweenThresholdsColor = betweenThresholdsColor, HeaderColor = headerColor }, input, ref cacheRSIDashboard);
}
}
}
namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
{
public Indicators.RSIDashboard RSIDashboard(int rSIPeriod, int rSISmoothing, double upperThreshold, double lowerThreshold, Brush aboveThresholdColor, Brush belowThresholdColor, Brush betweenThresholdsColor, Brush headerColor)
{
return indicator.RSIDashboard(Input, rSIPeriod, rSISmoothing, upperThreshold, lowerThreshold, aboveThresholdColor, belowThresholdColor, betweenThresholdsColor, headerColor);
}
public Indicators.RSIDashboard RSIDashboard(ISeries<double> input , int rSIPeriod, int rSISmoothing, double upperThreshold, double lowerThreshold, Brush aboveThresholdColor, Brush belowThresholdColor, Brush betweenThresholdsColor, Brush headerColor)
{
return indicator.RSIDashboard(input, rSIPeriod, rSISmoothing, upperThreshold, lowerThreshold, aboveThresholdColor, belowThresholdColor, betweenThresholdsColor, headerColor);
}
}
}
namespace NinjaTrader.NinjaScript.Strategies
{
public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
{
public Indicators.RSIDashboard RSIDashboard(int rSIPeriod, int rSISmoothing, double upperThreshold, double lowerThreshold, Brush aboveThresholdColor, Brush belowThresholdColor, Brush betweenThresholdsColor, Brush headerColor)
{
return indicator.RSIDashboard(Input, rSIPeriod, rSISmoothing, upperThreshold, lowerThreshold, aboveThresholdColor, belowThresholdColor, betweenThresholdsColor, headerColor);
}
public Indicators.RSIDashboard RSIDashboard(ISeries<double> input , int rSIPeriod, int rSISmoothing, double upperThreshold, double lowerThreshold, Brush aboveThresholdColor, Brush belowThresholdColor, Brush betweenThresholdsColor, Brush headerColor)
{
return indicator.RSIDashboard(input, rSIPeriod, rSISmoothing, upperThreshold, lowerThreshold, aboveThresholdColor, belowThresholdColor, betweenThresholdsColor, headerColor);
}
}
}
#endregion