From 3d4df926d94fdfd59daf9b8ac4b07dc473e19b31 Mon Sep 17 00:00:00 2001
From: moshferatu <moshferatu@moshferatu.dev>
Date: Sat, 18 May 2024 06:04:55 -0700
Subject: [PATCH] Initial commit of MACD Histogram indicator

---
 indicators/MACDHistogram.cs | 187 ++++++++++++++++++++++++++++++++++++
 1 file changed, 187 insertions(+)
 create mode 100644 indicators/MACDHistogram.cs

diff --git a/indicators/MACDHistogram.cs b/indicators/MACDHistogram.cs
new file mode 100644
index 0000000..b6eaeb0
--- /dev/null
+++ b/indicators/MACDHistogram.cs
@@ -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