Add Highs and Lows indicator

indicators/HighsAndLows.cs

@@ -0,0 +1,237 @@
+#region Using declarations
+using System;
+using System.Collections.Generic;
+using System.ComponentModel;
+using System.ComponentModel.DataAnnotations;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using System.Windows;
+using System.Windows.Input;
+using System.Windows.Media;
+using System.Xml.Serialization;
+using NinjaTrader.Cbi;
+using NinjaTrader.Gui;
+using NinjaTrader.Gui.Chart;
+using NinjaTrader.Gui.SuperDom;
+using NinjaTrader.Gui.Tools;
+using NinjaTrader.Data;
+using NinjaTrader.NinjaScript;
+using NinjaTrader.Core.FloatingPoint;
+using NinjaTrader.NinjaScript.DrawingTools;
+#endregion
+
+//This namespace holds Indicators in this folder and is required. Do not change it. 
+namespace NinjaTrader.NinjaScript.Indicators
+{
+    public class HighsAndLows : Indicator
+    {
+        private static string HIGHER_HIGH = "HH";
+        private static string HIGHER_LOW = "HL";
+        private static string LOWER_HIGH = "LH";
+        private static string LOWER_LOW = "LL";
+
+        private double PivotHigh = double.MinValue;
+        private int PivotHighCandle = int.MinValue;
+        private string PivotHighLabel = string.Empty;
+
+        private double PivotLow = double.MaxValue;
+        private int PivotLowCandle = int.MinValue;
+        private string PivotLowLabel = string.Empty;
+
+        protected override void OnStateChange()
+        {
+            if (State == State.SetDefaults)
+            {
+                Description = @"Plots higher highs, lower highs, higher lows, and lower lows";
+                Name = "Highs and Lows";
+                Calculate = Calculate.OnBarClose;
+                IsOverlay = true;
+                DisplayInDataBox = true;
+                DrawOnPricePanel = true;
+                DrawHorizontalGridLines = true;
+                DrawVerticalGridLines = true;
+                PaintPriceMarkers = true;
+                ScaleJustification = NinjaTrader.Gui.Chart.ScaleJustification.Right;
+                //Disable this property if your indicator requires custom values that cumulate with each new market data event. 
+                //See Help Guide for additional information.
+                IsSuspendedWhileInactive = true;
+                BarsToLookBack = 10;
+                BarsToLookAhead = 10;
+                TextColor = Brushes.Yellow;
+            }
+        }
+
+        protected override void OnBarUpdate()
+        {
+            if (CurrentBar < (BarsToLookBack + BarsToLookAhead) + 1)
+                return;
+
+            double currentHigh = High[BarsToLookAhead];
+
+            bool isPivotHigh = true;
+            for (int i = 0; i < BarsToLookAhead; i++)
+            {
+                if (High[i] > currentHigh)
+                {
+                    isPivotHigh = false;
+                    break;
+                }
+            }
+
+            if (isPivotHigh)
+            {
+                for (int i = 0; i < BarsToLookBack; i++)
+                {
+                    if (High[BarsToLookAhead + (i + 1)] > currentHigh)
+                    {
+                        isPivotHigh = false;
+                        break;
+                    }
+                }
+            }
+
+            if (isPivotHigh)
+            {
+                if ((CurrentBar - PivotHighCandle) < 5 && currentHigh == PivotHigh)
+                {
+                    RemoveDrawObject(PivotHighLabel + "@" + PivotHighCandle);
+                }
+
+                if (currentHigh > PivotHigh)
+                {
+                    PivotHighLabel = HIGHER_HIGH;
+                }
+                else if (currentHigh < PivotHigh)
+                {
+                    PivotHighLabel = LOWER_HIGH;
+                }
+
+                PivotHigh = currentHigh;
+                PivotHighCandle = CurrentBar;
+
+                Draw.Text(this, PivotHighLabel + "@" + PivotHighCandle, PivotHighLabel, BarsToLookAhead, PivotHigh + TickSize, TextColor);
+            }
+
+            double currentLow = Low[BarsToLookAhead];
+
+            bool isPivotLow = true;
+            for (int i = 0; i < BarsToLookAhead; i++)
+            {
+                if (Low[i] < currentLow)
+                {
+                    isPivotLow = false;
+                    break;
+                }
+            }
+
+            if (isPivotLow)
+            {
+                for (int i = 0; i < BarsToLookBack; i++)
+                {
+                    if (Low[BarsToLookAhead + (i + 1)] < currentLow)
+                    {
+                        isPivotLow = false;
+                        break;
+                    }
+                }
+            }
+
+            if (isPivotLow)
+            {
+                if ((CurrentBar - PivotLowCandle) < 5 && currentLow == PivotLow)
+                {
+                    RemoveDrawObject(PivotLowLabel + "@" + PivotLowCandle);
+                }
+                
+                if (currentLow < PivotLow)
+                {
+                    PivotLowLabel = LOWER_LOW;
+                }
+                else if (currentLow > PivotLow)
+                {
+                    PivotLowLabel = HIGHER_LOW;
+                }
+
+                PivotLow = currentLow;
+                PivotLowCandle = CurrentBar;
+
+                Draw.Text(this, PivotLowLabel + "@" + PivotLowCandle, PivotLowLabel, BarsToLookAhead, PivotLow - TickSize, TextColor);
+            }
+        }
+
+        [NinjaScriptProperty]
+        [Range(1, int.MaxValue)]
+        [Display(Name = "Look Back Period", Description = "Number of bars to look backward when determining pivots", Order = 1, GroupName = "Parameters")]
+        public int BarsToLookBack
+        { get; set; }
+
+        [NinjaScriptProperty]
+        [Range(1, int.MaxValue)]
+        [Display(Name = "Look Ahead Period", Description = "Number of bars to look forward when determining pivots", Order = 2, GroupName = "Parameters")]
+        public int BarsToLookAhead
+        { get; set; }
+
+        [NinjaScriptProperty]
+        [Display(Name = "Text Color", Description = "Color of the text used to label the pivots", Order = 3, GroupName = "Parameters")]
+        public Brush TextColor
+        { get; set; }
+    }
+}
+
+#region NinjaScript generated code. Neither change nor remove.
+
+namespace NinjaTrader.NinjaScript.Indicators
+{
+    public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
+    {
+        private HighsAndLows[] cacheHighsAndLows;
+        public HighsAndLows HighsAndLows(int barsToLookBack, int barsToLookAhead, Brush textColor)
+        {
+            return HighsAndLows(Input, barsToLookBack, barsToLookAhead, textColor);
+        }
+
+        public HighsAndLows HighsAndLows(ISeries<double> input, int barsToLookBack, int barsToLookAhead, Brush textColor)
+        {
+            if (cacheHighsAndLows != null)
+                for (int idx = 0; idx < cacheHighsAndLows.Length; idx++)
+                    if (cacheHighsAndLows[idx] != null && cacheHighsAndLows[idx].BarsToLookBack == barsToLookBack && cacheHighsAndLows[idx].BarsToLookAhead == barsToLookAhead && cacheHighsAndLows[idx].TextColor == textColor && cacheHighsAndLows[idx].EqualsInput(input))
+                        return cacheHighsAndLows[idx];
+            return CacheIndicator<HighsAndLows>(new HighsAndLows(){ BarsToLookBack = barsToLookBack, BarsToLookAhead = barsToLookAhead, TextColor = textColor }, input, ref cacheHighsAndLows);
+        }
+    }
+}
+
+namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
+{
+    public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
+    {
+        public Indicators.HighsAndLows HighsAndLows(int barsToLookBack, int barsToLookAhead, Brush textColor)
+        {
+            return indicator.HighsAndLows(Input, barsToLookBack, barsToLookAhead, textColor);
+        }
+
+        public Indicators.HighsAndLows HighsAndLows(ISeries<double> input , int barsToLookBack, int barsToLookAhead, Brush textColor)
+        {
+            return indicator.HighsAndLows(input, barsToLookBack, barsToLookAhead, textColor);
+        }
+    }
+}
+
+namespace NinjaTrader.NinjaScript.Strategies
+{
+    public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
+    {
+        public Indicators.HighsAndLows HighsAndLows(int barsToLookBack, int barsToLookAhead, Brush textColor)
+        {
+            return indicator.HighsAndLows(Input, barsToLookBack, barsToLookAhead, textColor);
+        }
+
+        public Indicators.HighsAndLows HighsAndLows(ISeries<double> input , int barsToLookBack, int barsToLookAhead, Brush textColor)
+        {
+            return indicator.HighsAndLows(input, barsToLookBack, barsToLookAhead, textColor);
+        }
+    }
+}
+
+#endregion