moshferatu/ninjatrader
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Initial commit of MACD Histogram indicator

Browse Source
This commit is contained in:
moshferatu 2024-05-18 06:04:55 -07:00
parent 932d1e219b
commit 3d4df926d9
1 changed files with 187 additions and 0 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

187
indicators/MACDHistogram.cs Normal file
View File

@ -0,0 +1,187 @@
#region Using declarations
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using System;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Xml.Serialization;
using System.Windows.Media;
#endregion
namespace NinjaTrader.NinjaScript.Indicators
{
public class MACDHistogram : Indicator
{
private EMA fastEMA;
private EMA slowEMA;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"MACD Histogram";
Name = "MACD Histogram";
Calculate = Calculate.OnPriceChange;
IsOverlay = false;
DisplayInDataBox = true;
DrawOnPricePanel = false;
PaintPriceMarkers = true;
ScaleJustification = ScaleJustification.Right;
IsSuspendedWhileInactive = true;
FastEMAPeriod = 12;
SlowEMAPeriod = 36;
PositiveBrush = Brushes.LimeGreen;
NegativeBrush = Brushes.Red;
ArePlotsConfigurable = false;
AddPlot(new Stroke(Brushes.Transparent, 0), PlotStyle.Bar, "Histogram");
}
else if (State == State.Configure)
{
}
else if (State == State.DataLoaded)
{
fastEMA = EMA(FastEMAPeriod);
slowEMA = EMA(SlowEMAPeriod);
}
}
protected override void OnBarUpdate()
{
if (CurrentBar < Math.Max(FastEMAPeriod, SlowEMAPeriod))
return;
double macdValue = fastEMA[0] - slowEMA[0];
double previousMacdValue = fastEMA[1] - slowEMA[1];
Histogram[0] = macdValue;
// If no change in value, use previous bar color
if (Histogram[0] == Histogram[1])
PlotBrushes[0][0] = PlotBrushes[0][1];
else
{
if (macdValue > previousMacdValue)
PlotBrushes[0][0] = PositiveBrush;
else
PlotBrushes[0][0] = NegativeBrush;
}
}
protected override void OnRender(ChartControl chartControl, ChartScale chartScale)
{
base.OnRender(chartControl, chartScale);
foreach (Plot plot in Plots)
plot.Width = chartControl.GetBarPaintWidth(ChartBars);
}
public override string DisplayName
{
get { return Name; }
}
[Browsable(false)]
[XmlIgnore]
public Series<double> Histogram
{
get { return Values[0]; }
}
[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name = "Fast EMA Period", Order = 1, GroupName = "MACD Histogram")]
public int FastEMAPeriod
{ get; set; }
[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name = "Slow EMA Period", Order = 2, GroupName = "MACD Histogram")]
public int SlowEMAPeriod
{ get; set; }
[XmlIgnore]
[Display(Name = "Positive Value", Order = 3, GroupName = "MACD Histogram")]
public Brush PositiveBrush
{ get; set; }
[Browsable(false)]
public string PositiveBrushSerializable
{
get { return Serialize.BrushToString(PositiveBrush); }
set { PositiveBrush = Serialize.StringToBrush(value); }
}
[XmlIgnore]
[Display(Name = "Negative Value", Order = 4, GroupName = "MACD Histogram")]
public Brush NegativeBrush
{ get; set; }
[Browsable(false)]
public string NegativeBrushSerializable
{
get { return Serialize.BrushToString(NegativeBrush); }
set { NegativeBrush = Serialize.StringToBrush(value); }
}
}
}
#region NinjaScript generated code. Neither change nor remove.
namespace NinjaTrader.NinjaScript.Indicators
{
public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
{
private MACDHistogram[] cacheMACDHistogram;
public MACDHistogram MACDHistogram(int fastEMAPeriod, int slowEMAPeriod)
{
return MACDHistogram(Input, fastEMAPeriod, slowEMAPeriod);
}
public MACDHistogram MACDHistogram(ISeries<double> input, int fastEMAPeriod, int slowEMAPeriod)
{
if (cacheMACDHistogram != null)
for (int idx = 0; idx < cacheMACDHistogram.Length; idx++)
if (cacheMACDHistogram[idx] != null && cacheMACDHistogram[idx].FastEMAPeriod == fastEMAPeriod && cacheMACDHistogram[idx].SlowEMAPeriod == slowEMAPeriod && cacheMACDHistogram[idx].EqualsInput(input))
return cacheMACDHistogram[idx];
return CacheIndicator<MACDHistogram>(new MACDHistogram(){ FastEMAPeriod = fastEMAPeriod, SlowEMAPeriod = slowEMAPeriod }, input, ref cacheMACDHistogram);
}
}
}
namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
{
public Indicators.MACDHistogram MACDHistogram(int fastEMAPeriod, int slowEMAPeriod)
{
return indicator.MACDHistogram(Input, fastEMAPeriod, slowEMAPeriod);
}
public Indicators.MACDHistogram MACDHistogram(ISeries<double> input , int fastEMAPeriod, int slowEMAPeriod)
{
return indicator.MACDHistogram(input, fastEMAPeriod, slowEMAPeriod);
}
}
}
namespace NinjaTrader.NinjaScript.Strategies
{
public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
{
public Indicators.MACDHistogram MACDHistogram(int fastEMAPeriod, int slowEMAPeriod)
{
return indicator.MACDHistogram(Input, fastEMAPeriod, slowEMAPeriod);
}
public Indicators.MACDHistogram MACDHistogram(ISeries<double> input , int fastEMAPeriod, int slowEMAPeriod)
{
return indicator.MACDHistogram(input, fastEMAPeriod, slowEMAPeriod);
}
}
}
#endregion