Add Highs and Lows indicator
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indicators/HighsAndLows.cs
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237
indicators/HighsAndLows.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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#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 HighsAndLows : Indicator
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{
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private static string HIGHER_HIGH = "HH";
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private static string HIGHER_LOW = "HL";
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private static string LOWER_HIGH = "LH";
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private static string LOWER_LOW = "LL";
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private double PivotHigh = double.MinValue;
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private int PivotHighCandle = int.MinValue;
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private string PivotHighLabel = string.Empty;
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private double PivotLow = double.MaxValue;
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private int PivotLowCandle = int.MinValue;
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private string PivotLowLabel = string.Empty;
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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 higher highs, lower highs, higher lows, and lower lows";
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Name = "Highs and Lows";
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Calculate = Calculate.OnBarClose;
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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 = NinjaTrader.Gui.Chart.ScaleJustification.Right;
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//Disable this property if your indicator requires custom values that cumulate with each new market data event.
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//See Help Guide for additional information.
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IsSuspendedWhileInactive = true;
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BarsToLookBack = 10;
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BarsToLookAhead = 10;
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TextColor = Brushes.Yellow;
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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 (CurrentBar < (BarsToLookBack + BarsToLookAhead) + 1)
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return;
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double currentHigh = High[BarsToLookAhead];
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bool isPivotHigh = true;
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for (int i = 0; i < BarsToLookAhead; i++)
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{
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if (High[i] > currentHigh)
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{
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isPivotHigh = false;
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break;
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}
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}
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if (isPivotHigh)
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{
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for (int i = 0; i < BarsToLookBack; i++)
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{
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if (High[BarsToLookAhead + (i + 1)] > currentHigh)
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{
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isPivotHigh = false;
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break;
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}
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}
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}
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if (isPivotHigh)
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{
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if ((CurrentBar - PivotHighCandle) < 5 && currentHigh == PivotHigh)
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{
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RemoveDrawObject(PivotHighLabel + "@" + PivotHighCandle);
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}
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if (currentHigh > PivotHigh)
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{
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PivotHighLabel = HIGHER_HIGH;
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}
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else if (currentHigh < PivotHigh)
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{
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PivotHighLabel = LOWER_HIGH;
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}
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PivotHigh = currentHigh;
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PivotHighCandle = CurrentBar;
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Draw.Text(this, PivotHighLabel + "@" + PivotHighCandle, PivotHighLabel, BarsToLookAhead, PivotHigh + TickSize, TextColor);
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}
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double currentLow = Low[BarsToLookAhead];
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bool isPivotLow = true;
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for (int i = 0; i < BarsToLookAhead; i++)
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{
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if (Low[i] < currentLow)
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{
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isPivotLow = false;
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break;
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}
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}
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if (isPivotLow)
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{
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for (int i = 0; i < BarsToLookBack; i++)
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{
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if (Low[BarsToLookAhead + (i + 1)] < currentLow)
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{
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isPivotLow = false;
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break;
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}
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}
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}
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if (isPivotLow)
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{
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if ((CurrentBar - PivotLowCandle) < 5 && currentLow == PivotLow)
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{
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RemoveDrawObject(PivotLowLabel + "@" + PivotLowCandle);
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}
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if (currentLow < PivotLow)
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{
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PivotLowLabel = LOWER_LOW;
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}
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else if (currentLow > PivotLow)
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{
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PivotLowLabel = HIGHER_LOW;
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}
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PivotLow = currentLow;
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PivotLowCandle = CurrentBar;
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Draw.Text(this, PivotLowLabel + "@" + PivotLowCandle, PivotLowLabel, BarsToLookAhead, PivotLow - TickSize, TextColor);
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}
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}
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[NinjaScriptProperty]
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[Range(1, int.MaxValue)]
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[Display(Name = "Look Back Period", Description = "Number of bars to look backward when determining pivots", Order = 1, GroupName = "Parameters")]
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public int BarsToLookBack
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{ get; set; }
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[NinjaScriptProperty]
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[Range(1, int.MaxValue)]
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[Display(Name = "Look Ahead Period", Description = "Number of bars to look forward when determining pivots", Order = 2, GroupName = "Parameters")]
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public int BarsToLookAhead
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{ get; set; }
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[NinjaScriptProperty]
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[Display(Name = "Text Color", Description = "Color of the text used to label the pivots", Order = 3, GroupName = "Parameters")]
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public Brush TextColor
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{ get; set; }
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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 HighsAndLows[] cacheHighsAndLows;
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public HighsAndLows HighsAndLows(int barsToLookBack, int barsToLookAhead, Brush textColor)
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{
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return HighsAndLows(Input, barsToLookBack, barsToLookAhead, textColor);
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}
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public HighsAndLows HighsAndLows(ISeries<double> input, int barsToLookBack, int barsToLookAhead, Brush textColor)
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{
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if (cacheHighsAndLows != null)
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for (int idx = 0; idx < cacheHighsAndLows.Length; idx++)
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if (cacheHighsAndLows[idx] != null && cacheHighsAndLows[idx].BarsToLookBack == barsToLookBack && cacheHighsAndLows[idx].BarsToLookAhead == barsToLookAhead && cacheHighsAndLows[idx].TextColor == textColor && cacheHighsAndLows[idx].EqualsInput(input))
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return cacheHighsAndLows[idx];
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return CacheIndicator<HighsAndLows>(new HighsAndLows(){ BarsToLookBack = barsToLookBack, BarsToLookAhead = barsToLookAhead, TextColor = textColor }, input, ref cacheHighsAndLows);
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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.HighsAndLows HighsAndLows(int barsToLookBack, int barsToLookAhead, Brush textColor)
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{
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return indicator.HighsAndLows(Input, barsToLookBack, barsToLookAhead, textColor);
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}
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public Indicators.HighsAndLows HighsAndLows(ISeries<double> input , int barsToLookBack, int barsToLookAhead, Brush textColor)
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{
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return indicator.HighsAndLows(input, barsToLookBack, barsToLookAhead, textColor);
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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.HighsAndLows HighsAndLows(int barsToLookBack, int barsToLookAhead, Brush textColor)
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{
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return indicator.HighsAndLows(Input, barsToLookBack, barsToLookAhead, textColor);
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}
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public Indicators.HighsAndLows HighsAndLows(ISeries<double> input , int barsToLookBack, int barsToLookAhead, Brush textColor)
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{
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return indicator.HighsAndLows(input, barsToLookBack, barsToLookAhead, textColor);
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}
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}
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}
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#endregion
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