Add Daily Levels indicator
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indicators/DailyLevels.cs
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249
indicators/DailyLevels.cs
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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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using SharpDX.DirectWrite;
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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 DailyLevels : Indicator
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{
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private static int DAILY_BARS = 1;
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private static int TEXT_PADDING = 5; // Pixels
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private static string DATE = "{date}";
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private static string LEVEL = "{level}";
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private Dictionary<double, string> DailyOpens = new Dictionary<double, string>(); // Open -> Date
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private Dictionary<double, string> DailyCloses = new Dictionary<double, string>(); // Close -> Date
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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 levels from daily candles.";
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Name = "Daily Levels";
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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 = ScaleJustification.Right;
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IsSuspendedWhileInactive = true;
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NumberOfDays = 3;
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DailyOpenStroke = new Stroke(Brushes.Yellow, DashStyleHelper.Solid, 3);
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DailyCloseStroke = new Stroke(Brushes.Yellow, DashStyleHelper.Solid, 3);
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DrawLabels = true;
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DailyOpenLabelText = DATE + " Daily Open @ " + LEVEL;
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DailyCloseLabelText = DATE + " Daily Close @ " + LEVEL;
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DailyLevelFont = new SimpleFont("Arial", 13);
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DailyLevelFontColor = Brushes.LightGray;
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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.Minute, Value = 1440 },
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NumberOfDays, 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 && IsFirstTickOfBar)
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{
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double dailyOpen = Open[0];
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double dailyClose = Close[0];
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string day = Time[0].ToString("MM/dd");
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DailyOpens[dailyOpen] = day;
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DailyCloses[dailyClose] = day;
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}
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}
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protected override void OnRender(ChartControl chartControl, ChartScale chartScale)
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{
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base.OnRender(chartControl, chartScale);
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SharpDX.Direct2D1.Brush dailyOpenBrush = DailyOpenStroke.Brush.ToDxBrush(RenderTarget);
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TextFormat textFormat = DailyLevelFont.ToDirectWriteTextFormat();
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SharpDX.Direct2D1.Brush textBrush = DailyLevelFontColor.ToDxBrush(RenderTarget);
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foreach (double dailyOpen in DailyOpens.Keys)
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{
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int dailyOpenY = chartScale.GetYByValue(dailyOpen);
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RenderTarget.DrawLine(new SharpDX.Vector2(ChartPanel.X, dailyOpenY),
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new SharpDX.Vector2(ChartPanel.X + ChartPanel.W, dailyOpenY),
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dailyOpenBrush, DailyOpenStroke.Width, DailyOpenStroke.StrokeStyle);
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if (DrawLabels)
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{
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string dailyOpenText = DailyOpenLabelText.Replace(DATE, DailyOpens[dailyOpen]).Replace(LEVEL, dailyOpen.ToString(dailyOpen % 1 == 0 ? "F0" : "F2"));
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TextLayout textLayout = new TextLayout(Core.Globals.DirectWriteFactory, dailyOpenText, textFormat, 500, textFormat.FontSize);
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SharpDX.Vector2 textOrigin = new SharpDX.Vector2(ChartPanel.W - textLayout.Metrics.Width - TEXT_PADDING,
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ChartPanel.Y + (float)chartScale.GetYByValue(dailyOpen) - (float)textLayout.Metrics.Height - TEXT_PADDING);
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RenderTarget.DrawTextLayout(textOrigin, textLayout, textBrush, SharpDX.Direct2D1.DrawTextOptions.NoSnap);
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textLayout.Dispose();
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}
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}
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SharpDX.Direct2D1.Brush dailyCloseBrush = DailyCloseStroke.Brush.ToDxBrush(RenderTarget);
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foreach (double dailyClose in DailyCloses.Keys)
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{
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int dailyCloseY = chartScale.GetYByValue(dailyClose);
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RenderTarget.DrawLine(new SharpDX.Vector2(ChartPanel.X, dailyCloseY),
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new SharpDX.Vector2(ChartPanel.X + ChartPanel.W, dailyCloseY),
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dailyCloseBrush, DailyCloseStroke.Width, DailyCloseStroke.StrokeStyle);
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if (DrawLabels)
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{
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string dailyCloseText = DailyCloseLabelText.Replace(DATE, DailyCloses[dailyClose]).Replace(LEVEL, dailyClose.ToString(dailyClose % 1 == 0 ? "F0" : "F2"));
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TextLayout textLayout = new TextLayout(Core.Globals.DirectWriteFactory, dailyCloseText, textFormat, 500, textFormat.FontSize);
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SharpDX.Vector2 textOrigin = new SharpDX.Vector2(ChartPanel.W - textLayout.Metrics.Width - TEXT_PADDING,
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ChartPanel.Y + (float)chartScale.GetYByValue(dailyClose) - (float)textLayout.Metrics.Height - TEXT_PADDING);
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RenderTarget.DrawTextLayout(textOrigin, textLayout, textBrush, SharpDX.Direct2D1.DrawTextOptions.NoSnap);
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textLayout.Dispose();
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}
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}
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dailyOpenBrush.Dispose();
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textFormat.Dispose();
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textBrush.Dispose();
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dailyCloseBrush.Dispose();
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}
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public override string DisplayName
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{
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get { return Name; }
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}
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[NinjaScriptProperty]
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[Range(1, int.MaxValue)]
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[Display(Name = "Number of Days", Description = "Number of days to consider", Order = 1, GroupName = "Daily Levels")]
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public int NumberOfDays
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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 = "Daily Levels")]
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public Stroke DailyOpenStroke
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{ get; set; }
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[NinjaScriptProperty]
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[Display(Name = "Daily Close", Description = "Daily close level drawn on the chart", Order = 3, GroupName = "Daily Levels")]
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public Stroke DailyCloseStroke
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{ get; set; }
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[NinjaScriptProperty]
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[Display(Name = "Draw Labels", Order = 1, GroupName = "Labels")]
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public bool DrawLabels
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{ get; set; }
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[NinjaScriptProperty]
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[Display(Name = "Daily Open Label Text", Order = 2, GroupName = "Labels")]
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public string DailyOpenLabelText
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{ get; set; }
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[NinjaScriptProperty]
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[Display(Name = "DailyClose Label Text", Order = 3, GroupName = "Labels")]
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public string DailyCloseLabelText
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{ get; set; }
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[NinjaScriptProperty]
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[Display(Name = "Font", Description = "Font used to display daily levels", Order = 3, GroupName = "Labels")]
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public SimpleFont DailyLevelFont
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{ get; set; }
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[XmlIgnore]
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[NinjaScriptProperty]
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[Display(Name = "Font Color", Description = "Color of the text used to label the daily levels", Order = 4, GroupName = "Labels")]
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public Brush DailyLevelFontColor
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{ get; set; }
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[Browsable(false)]
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public string DailyOpenFontColorSerialization
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{
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get { return Serialize.BrushToString(DailyLevelFontColor); }
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set { DailyLevelFontColor = Serialize.StringToBrush(value); }
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}
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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 DailyLevels[] cacheDailyLevels;
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public DailyLevels DailyLevels(int numberOfDays, Stroke dailyOpenStroke, Stroke dailyCloseStroke, bool drawLabels, string dailyOpenLabelText, string dailyCloseLabelText, SimpleFont dailyLevelFont, Brush dailyLevelFontColor)
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{
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return DailyLevels(Input, numberOfDays, dailyOpenStroke, dailyCloseStroke, drawLabels, dailyOpenLabelText, dailyCloseLabelText, dailyLevelFont, dailyLevelFontColor);
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}
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public DailyLevels DailyLevels(ISeries<double> input, int numberOfDays, Stroke dailyOpenStroke, Stroke dailyCloseStroke, bool drawLabels, string dailyOpenLabelText, string dailyCloseLabelText, SimpleFont dailyLevelFont, Brush dailyLevelFontColor)
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{
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if (cacheDailyLevels != null)
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for (int idx = 0; idx < cacheDailyLevels.Length; idx++)
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if (cacheDailyLevels[idx] != null && cacheDailyLevels[idx].NumberOfDays == numberOfDays && cacheDailyLevels[idx].DailyOpenStroke == dailyOpenStroke && cacheDailyLevels[idx].DailyCloseStroke == dailyCloseStroke && cacheDailyLevels[idx].DrawLabels == drawLabels && cacheDailyLevels[idx].DailyOpenLabelText == dailyOpenLabelText && cacheDailyLevels[idx].DailyCloseLabelText == dailyCloseLabelText && cacheDailyLevels[idx].DailyLevelFont == dailyLevelFont && cacheDailyLevels[idx].DailyLevelFontColor == dailyLevelFontColor && cacheDailyLevels[idx].EqualsInput(input))
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return cacheDailyLevels[idx];
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return CacheIndicator<DailyLevels>(new DailyLevels(){ NumberOfDays = numberOfDays, DailyOpenStroke = dailyOpenStroke, DailyCloseStroke = dailyCloseStroke, DrawLabels = drawLabels, DailyOpenLabelText = dailyOpenLabelText, DailyCloseLabelText = dailyCloseLabelText, DailyLevelFont = dailyLevelFont, DailyLevelFontColor = dailyLevelFontColor }, input, ref cacheDailyLevels);
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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.DailyLevels DailyLevels(int numberOfDays, Stroke dailyOpenStroke, Stroke dailyCloseStroke, bool drawLabels, string dailyOpenLabelText, string dailyCloseLabelText, SimpleFont dailyLevelFont, Brush dailyLevelFontColor)
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{
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return indicator.DailyLevels(Input, numberOfDays, dailyOpenStroke, dailyCloseStroke, drawLabels, dailyOpenLabelText, dailyCloseLabelText, dailyLevelFont, dailyLevelFontColor);
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}
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public Indicators.DailyLevels DailyLevels(ISeries<double> input , int numberOfDays, Stroke dailyOpenStroke, Stroke dailyCloseStroke, bool drawLabels, string dailyOpenLabelText, string dailyCloseLabelText, SimpleFont dailyLevelFont, Brush dailyLevelFontColor)
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{
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return indicator.DailyLevels(input, numberOfDays, dailyOpenStroke, dailyCloseStroke, drawLabels, dailyOpenLabelText, dailyCloseLabelText, dailyLevelFont, dailyLevelFontColor);
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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.DailyLevels DailyLevels(int numberOfDays, Stroke dailyOpenStroke, Stroke dailyCloseStroke, bool drawLabels, string dailyOpenLabelText, string dailyCloseLabelText, SimpleFont dailyLevelFont, Brush dailyLevelFontColor)
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{
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return indicator.DailyLevels(Input, numberOfDays, dailyOpenStroke, dailyCloseStroke, drawLabels, dailyOpenLabelText, dailyCloseLabelText, dailyLevelFont, dailyLevelFontColor);
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}
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public Indicators.DailyLevels DailyLevels(ISeries<double> input , int numberOfDays, Stroke dailyOpenStroke, Stroke dailyCloseStroke, bool drawLabels, string dailyOpenLabelText, string dailyCloseLabelText, SimpleFont dailyLevelFont, Brush dailyLevelFontColor)
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{
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return indicator.DailyLevels(input, numberOfDays, dailyOpenStroke, dailyCloseStroke, drawLabels, dailyOpenLabelText, dailyCloseLabelText, dailyLevelFont, dailyLevelFontColor);
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}
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}
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}
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#endregion
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