diff --git a/indicators/DailyLevels.cs b/indicators/DailyLevels.cs index 95e7ca8..d9eb27b 100644 --- a/indicators/DailyLevels.cs +++ b/indicators/DailyLevels.cs @@ -33,8 +33,9 @@ namespace NinjaTrader.NinjaScript.Indicators private static string DATE = "{date}"; private static string LEVEL = "{level}"; - private Dictionary DailyOpens = new Dictionary(); // Open -> Date - private Dictionary DailyCloses = new Dictionary(); // Close -> Date + private Dictionary DailyOpens = new Dictionary(); // Open -> Month / Day + private Dictionary DailyCloses = new Dictionary(); // Close -> Month / Day + private Dictionary DailyCloseTimes = new Dictionary(); // Month / Day -> Time protected override void OnStateChange() { @@ -53,7 +54,9 @@ namespace NinjaTrader.NinjaScript.Indicators IsSuspendedWhileInactive = true; NumberOfDays = 3; DailyOpenStroke = new Stroke(Brushes.Yellow, DashStyleHelper.Solid, 3); + ShowDailyOpens = true; DailyCloseStroke = new Stroke(Brushes.Yellow, DashStyleHelper.Solid, 3); + ShowDailyCloses = false; DrawLabels = true; DailyOpenLabelText = DATE + " Daily Open @ " + LEVEL; DailyCloseLabelText = DATE + " Daily Close @ " + LEVEL; @@ -62,9 +65,15 @@ namespace NinjaTrader.NinjaScript.Indicators } else if (State == State.Configure) { + // Using 1440 minute bars rather than daily bars. + // The desired number of days was being ignored when requesting daily bars. AddDataSeries(Instrument.FullName, new BarsPeriod { BarsPeriodType = BarsPeriodType.Minute, Value = 1440 }, NumberOfDays, Bars.TradingHours.Name, Bars.IsResetOnNewTradingDay); } + else if (State == State.Historical) + { + SetZOrder(-1); // Display behind bars on chart. + } } protected override void OnBarUpdate() @@ -72,10 +81,19 @@ namespace NinjaTrader.NinjaScript.Indicators if (BarsInProgress == DAILY_BARS && IsFirstTickOfBar) { double dailyOpen = Open[0]; - double dailyClose = Close[0]; string day = Time[0].ToString("MM/dd"); DailyOpens[dailyOpen] = day; - DailyCloses[dailyClose] = day; + + if (CurrentBar >= 1) // Make sure there is a prior day to reference. + { + double dailyClose = Close[1]; + string previousDay = Time[1].ToString("MM/dd"); + DailyCloses[dailyClose] = previousDay; + } + + // Candle times in NT are associated with the close rather than the open. + // For the daily bars, this will be the end of the market session. + DailyCloseTimes[day] = Time[0]; } } @@ -83,56 +101,71 @@ namespace NinjaTrader.NinjaScript.Indicators { base.OnRender(chartControl, chartScale); - SharpDX.Direct2D1.Brush dailyOpenBrush = DailyOpenStroke.Brush.ToDxBrush(RenderTarget); - TextFormat textFormat = DailyLevelFont.ToDirectWriteTextFormat(); SharpDX.Direct2D1.Brush textBrush = DailyLevelFontColor.ToDxBrush(RenderTarget); - foreach (double dailyOpen in DailyOpens.Keys) + if (ShowDailyOpens) { - int dailyOpenY = chartScale.GetYByValue(dailyOpen); - RenderTarget.DrawLine(new SharpDX.Vector2(ChartPanel.X, dailyOpenY), - new SharpDX.Vector2(ChartPanel.X + ChartPanel.W, dailyOpenY), - dailyOpenBrush, DailyOpenStroke.Width, DailyOpenStroke.StrokeStyle); + SharpDX.Direct2D1.Brush dailyOpenBrush = DailyOpenStroke.Brush.ToDxBrush(RenderTarget); - if (DrawLabels) + foreach (double dailyOpen in DailyOpens.Keys) { - string dailyOpenText = DailyOpenLabelText.Replace(DATE, DailyOpens[dailyOpen]).Replace(LEVEL, dailyOpen.ToString(dailyOpen % 1 == 0 ? "F0" : "F2")); - TextLayout textLayout = new TextLayout(Core.Globals.DirectWriteFactory, dailyOpenText, textFormat, 500, textFormat.FontSize); - SharpDX.Vector2 textOrigin = new SharpDX.Vector2(ChartPanel.W - textLayout.Metrics.Width - TEXT_PADDING, - ChartPanel.Y + (float)chartScale.GetYByValue(dailyOpen) - (float)textLayout.Metrics.Height - TEXT_PADDING); - RenderTarget.DrawTextLayout(textOrigin, textLayout, textBrush, SharpDX.Direct2D1.DrawTextOptions.NoSnap); + // Subtracting a day and adding a minute to the daily closing time results in the candle associated with the session open. + // Basing the open / close times on the chart bars would be better, but using the daily bars as that's where the levels come from. + int dailyOpenBarIndex = ChartBars.GetBarIdxByTime(ChartControl, DailyCloseTimes[DailyOpens[dailyOpen]].AddDays(-1).AddMinutes(1)); + int dailyOpenX = chartControl.GetXByBarIndex(ChartBars, dailyOpenBarIndex); + int dailyOpenY = chartScale.GetYByValue(dailyOpen); + RenderTarget.DrawLine(new SharpDX.Vector2(dailyOpenX, dailyOpenY), + new SharpDX.Vector2(ChartPanel.X + ChartPanel.W, dailyOpenY), + dailyOpenBrush, DailyOpenStroke.Width, DailyOpenStroke.StrokeStyle); - textLayout.Dispose(); + if (DrawLabels && (dailyOpenX < ChartPanel.X + ChartPanel.W)) + { + string dailyOpenText = DailyOpenLabelText.Replace(DATE, DailyOpens[dailyOpen]) + .Replace(LEVEL, dailyOpen.ToString(dailyOpen % 1 == 0 ? "F0" : "F2")); + TextLayout textLayout = new TextLayout(Core.Globals.DirectWriteFactory, dailyOpenText, textFormat, 500, textFormat.FontSize); + SharpDX.Vector2 textOrigin = new SharpDX.Vector2(ChartPanel.W - textLayout.Metrics.Width - TEXT_PADDING, + ChartPanel.Y + (float)chartScale.GetYByValue(dailyOpen) - (float)textLayout.Metrics.Height - TEXT_PADDING); + RenderTarget.DrawTextLayout(textOrigin, textLayout, textBrush, SharpDX.Direct2D1.DrawTextOptions.NoSnap); + + textLayout.Dispose(); + } } + + dailyOpenBrush.Dispose(); } - SharpDX.Direct2D1.Brush dailyCloseBrush = DailyCloseStroke.Brush.ToDxBrush(RenderTarget); - - foreach (double dailyClose in DailyCloses.Keys) + if (ShowDailyCloses) { - int dailyCloseY = chartScale.GetYByValue(dailyClose); - RenderTarget.DrawLine(new SharpDX.Vector2(ChartPanel.X, dailyCloseY), - new SharpDX.Vector2(ChartPanel.X + ChartPanel.W, dailyCloseY), - dailyCloseBrush, DailyCloseStroke.Width, DailyCloseStroke.StrokeStyle); + SharpDX.Direct2D1.Brush dailyCloseBrush = DailyCloseStroke.Brush.ToDxBrush(RenderTarget); - if (DrawLabels) + foreach (double dailyClose in DailyCloses.Keys) { - string dailyCloseText = DailyCloseLabelText.Replace(DATE, DailyCloses[dailyClose]).Replace(LEVEL, dailyClose.ToString(dailyClose % 1 == 0 ? "F0" : "F2")); + int dailyCloseBarIndex = ChartBars.GetBarIdxByTime(ChartControl, DailyCloseTimes[DailyCloses[dailyClose]]); + int dailyCloseX = chartControl.GetXByBarIndex(ChartBars, dailyCloseBarIndex); + int dailyCloseY = chartScale.GetYByValue(dailyClose); + RenderTarget.DrawLine(new SharpDX.Vector2(dailyCloseX, dailyCloseY), + new SharpDX.Vector2(ChartPanel.X + ChartPanel.W, dailyCloseY), + dailyCloseBrush, DailyCloseStroke.Width, DailyCloseStroke.StrokeStyle); - TextLayout textLayout = new TextLayout(Core.Globals.DirectWriteFactory, dailyCloseText, textFormat, 500, textFormat.FontSize); - SharpDX.Vector2 textOrigin = new SharpDX.Vector2(ChartPanel.W - textLayout.Metrics.Width - TEXT_PADDING, - ChartPanel.Y + (float)chartScale.GetYByValue(dailyClose) - (float)textLayout.Metrics.Height - TEXT_PADDING); - RenderTarget.DrawTextLayout(textOrigin, textLayout, textBrush, SharpDX.Direct2D1.DrawTextOptions.NoSnap); + if (DrawLabels && (dailyCloseX < ChartPanel.X + ChartPanel.W)) + { + string dailyCloseText = DailyCloseLabelText.Replace(DATE, DailyCloses[dailyClose]) + .Replace(LEVEL, dailyClose.ToString(dailyClose % 1 == 0 ? "F0" : "F2")); + TextLayout textLayout = new TextLayout(Core.Globals.DirectWriteFactory, dailyCloseText, textFormat, 500, textFormat.FontSize); + SharpDX.Vector2 textOrigin = new SharpDX.Vector2(ChartPanel.W - textLayout.Metrics.Width - TEXT_PADDING, + ChartPanel.Y + (float)chartScale.GetYByValue(dailyClose) - (float)textLayout.Metrics.Height - TEXT_PADDING); + RenderTarget.DrawTextLayout(textOrigin, textLayout, textBrush, SharpDX.Direct2D1.DrawTextOptions.NoSnap); - textLayout.Dispose(); + textLayout.Dispose(); + } } + + dailyCloseBrush.Dispose(); } - dailyOpenBrush.Dispose(); textFormat.Dispose(); textBrush.Dispose(); - dailyCloseBrush.Dispose(); } public override string DisplayName @@ -147,38 +180,48 @@ namespace NinjaTrader.NinjaScript.Indicators { get; set; } [NinjaScriptProperty] - [Display(Name = "Daily Open", Description = "Daily open level drawn on the chart", Order = 2, GroupName = "Daily Levels")] + [Display(Name = "Show Daily Opens", Description = "Show daily opens on the chart", Order = 2, GroupName = "Daily Levels")] + public bool ShowDailyOpens + { get; set; } + + [NinjaScriptProperty] + [Display(Name = "Daily Open", Description = "Daily open level drawn on the chart", Order = 3, GroupName = "Daily Levels")] public Stroke DailyOpenStroke { get; set; } [NinjaScriptProperty] - [Display(Name = "Daily Close", Description = "Daily close level drawn on the chart", Order = 3, GroupName = "Daily Levels")] + [Display(Name = "Show Daily Closes", Description = "Show daily closes on the chart", Order = 4, GroupName = "Daily Levels")] + public bool ShowDailyCloses + { get; set; } + + [NinjaScriptProperty] + [Display(Name = "Daily Close", Description = "Daily close level drawn on the chart", Order = 5, GroupName = "Daily Levels")] public Stroke DailyCloseStroke { get; set; } [NinjaScriptProperty] - [Display(Name = "Draw Labels", Order = 1, GroupName = "Labels")] + [Display(Name = "Draw Labels", Description = "Show labels on the chart", Order = 1, GroupName = "Labels")] public bool DrawLabels { get; set; } [NinjaScriptProperty] - [Display(Name = "Daily Open Label Text", Order = 2, GroupName = "Labels")] + [Display(Name = "Daily Open Label Text", Description = "Text displayed for daily opens", Order = 2, GroupName = "Labels")] public string DailyOpenLabelText { get; set; } [NinjaScriptProperty] - [Display(Name = "DailyClose Label Text", Order = 3, GroupName = "Labels")] + [Display(Name = "Daily Close Label Text", Description = "Text displayed for daily closes", Order = 3, GroupName = "Labels")] public string DailyCloseLabelText { get; set; } [NinjaScriptProperty] - [Display(Name = "Font", Description = "Font used to display daily levels", Order = 3, GroupName = "Labels")] + [Display(Name = "Font", Description = "Font used to display daily levels", Order = 4, GroupName = "Labels")] public SimpleFont DailyLevelFont { get; set; } [XmlIgnore] [NinjaScriptProperty] - [Display(Name = "Font Color", Description = "Color of the text used to label the daily levels", Order = 4, GroupName = "Labels")] + [Display(Name = "Font Color", Description = "Color of the text used to label the daily levels", Order = 5, GroupName = "Labels")] public Brush DailyLevelFontColor { get; set; } @@ -198,18 +241,18 @@ namespace NinjaTrader.NinjaScript.Indicators public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase { private DailyLevels[] cacheDailyLevels; - public DailyLevels DailyLevels(int numberOfDays, Stroke dailyOpenStroke, Stroke dailyCloseStroke, bool drawLabels, string dailyOpenLabelText, string dailyCloseLabelText, SimpleFont dailyLevelFont, Brush dailyLevelFontColor) + public DailyLevels DailyLevels(int numberOfDays, bool showDailyOpens, Stroke dailyOpenStroke, bool showDailyCloses, Stroke dailyCloseStroke, bool drawLabels, string dailyOpenLabelText, string dailyCloseLabelText, SimpleFont dailyLevelFont, Brush dailyLevelFontColor) { - return DailyLevels(Input, numberOfDays, dailyOpenStroke, dailyCloseStroke, drawLabels, dailyOpenLabelText, dailyCloseLabelText, dailyLevelFont, dailyLevelFontColor); + return DailyLevels(Input, numberOfDays, showDailyOpens, dailyOpenStroke, showDailyCloses, dailyCloseStroke, drawLabels, dailyOpenLabelText, dailyCloseLabelText, dailyLevelFont, dailyLevelFontColor); } - public DailyLevels DailyLevels(ISeries input, int numberOfDays, Stroke dailyOpenStroke, Stroke dailyCloseStroke, bool drawLabels, string dailyOpenLabelText, string dailyCloseLabelText, SimpleFont dailyLevelFont, Brush dailyLevelFontColor) + public DailyLevels DailyLevels(ISeries input, int numberOfDays, bool showDailyOpens, Stroke dailyOpenStroke, bool showDailyCloses, Stroke dailyCloseStroke, bool drawLabels, string dailyOpenLabelText, string dailyCloseLabelText, SimpleFont dailyLevelFont, Brush dailyLevelFontColor) { if (cacheDailyLevels != null) for (int idx = 0; idx < cacheDailyLevels.Length; idx++) - 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)) + if (cacheDailyLevels[idx] != null && cacheDailyLevels[idx].NumberOfDays == numberOfDays && cacheDailyLevels[idx].ShowDailyOpens == showDailyOpens && cacheDailyLevels[idx].DailyOpenStroke == dailyOpenStroke && cacheDailyLevels[idx].ShowDailyCloses == showDailyCloses && 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)) return cacheDailyLevels[idx]; - return CacheIndicator(new DailyLevels(){ NumberOfDays = numberOfDays, DailyOpenStroke = dailyOpenStroke, DailyCloseStroke = dailyCloseStroke, DrawLabels = drawLabels, DailyOpenLabelText = dailyOpenLabelText, DailyCloseLabelText = dailyCloseLabelText, DailyLevelFont = dailyLevelFont, DailyLevelFontColor = dailyLevelFontColor }, input, ref cacheDailyLevels); + return CacheIndicator(new DailyLevels(){ NumberOfDays = numberOfDays, ShowDailyOpens = showDailyOpens, DailyOpenStroke = dailyOpenStroke, ShowDailyCloses = showDailyCloses, DailyCloseStroke = dailyCloseStroke, DrawLabels = drawLabels, DailyOpenLabelText = dailyOpenLabelText, DailyCloseLabelText = dailyCloseLabelText, DailyLevelFont = dailyLevelFont, DailyLevelFontColor = dailyLevelFontColor }, input, ref cacheDailyLevels); } } } @@ -218,14 +261,14 @@ namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns { public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase { - public Indicators.DailyLevels DailyLevels(int numberOfDays, Stroke dailyOpenStroke, Stroke dailyCloseStroke, bool drawLabels, string dailyOpenLabelText, string dailyCloseLabelText, SimpleFont dailyLevelFont, Brush dailyLevelFontColor) + public Indicators.DailyLevels DailyLevels(int numberOfDays, bool showDailyOpens, Stroke dailyOpenStroke, bool showDailyCloses, Stroke dailyCloseStroke, bool drawLabels, string dailyOpenLabelText, string dailyCloseLabelText, SimpleFont dailyLevelFont, Brush dailyLevelFontColor) { - return indicator.DailyLevels(Input, numberOfDays, dailyOpenStroke, dailyCloseStroke, drawLabels, dailyOpenLabelText, dailyCloseLabelText, dailyLevelFont, dailyLevelFontColor); + return indicator.DailyLevels(Input, numberOfDays, showDailyOpens, dailyOpenStroke, showDailyCloses, dailyCloseStroke, drawLabels, dailyOpenLabelText, dailyCloseLabelText, dailyLevelFont, dailyLevelFontColor); } - public Indicators.DailyLevels DailyLevels(ISeries input , int numberOfDays, Stroke dailyOpenStroke, Stroke dailyCloseStroke, bool drawLabels, string dailyOpenLabelText, string dailyCloseLabelText, SimpleFont dailyLevelFont, Brush dailyLevelFontColor) + public Indicators.DailyLevels DailyLevels(ISeries input , int numberOfDays, bool showDailyOpens, Stroke dailyOpenStroke, bool showDailyCloses, Stroke dailyCloseStroke, bool drawLabels, string dailyOpenLabelText, string dailyCloseLabelText, SimpleFont dailyLevelFont, Brush dailyLevelFontColor) { - return indicator.DailyLevels(input, numberOfDays, dailyOpenStroke, dailyCloseStroke, drawLabels, dailyOpenLabelText, dailyCloseLabelText, dailyLevelFont, dailyLevelFontColor); + return indicator.DailyLevels(input, numberOfDays, showDailyOpens, dailyOpenStroke, showDailyCloses, dailyCloseStroke, drawLabels, dailyOpenLabelText, dailyCloseLabelText, dailyLevelFont, dailyLevelFontColor); } } } @@ -234,14 +277,14 @@ namespace NinjaTrader.NinjaScript.Strategies { public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase { - public Indicators.DailyLevels DailyLevels(int numberOfDays, Stroke dailyOpenStroke, Stroke dailyCloseStroke, bool drawLabels, string dailyOpenLabelText, string dailyCloseLabelText, SimpleFont dailyLevelFont, Brush dailyLevelFontColor) + public Indicators.DailyLevels DailyLevels(int numberOfDays, bool showDailyOpens, Stroke dailyOpenStroke, bool showDailyCloses, Stroke dailyCloseStroke, bool drawLabels, string dailyOpenLabelText, string dailyCloseLabelText, SimpleFont dailyLevelFont, Brush dailyLevelFontColor) { - return indicator.DailyLevels(Input, numberOfDays, dailyOpenStroke, dailyCloseStroke, drawLabels, dailyOpenLabelText, dailyCloseLabelText, dailyLevelFont, dailyLevelFontColor); + return indicator.DailyLevels(Input, numberOfDays, showDailyOpens, dailyOpenStroke, showDailyCloses, dailyCloseStroke, drawLabels, dailyOpenLabelText, dailyCloseLabelText, dailyLevelFont, dailyLevelFontColor); } - public Indicators.DailyLevels DailyLevels(ISeries input , int numberOfDays, Stroke dailyOpenStroke, Stroke dailyCloseStroke, bool drawLabels, string dailyOpenLabelText, string dailyCloseLabelText, SimpleFont dailyLevelFont, Brush dailyLevelFontColor) + public Indicators.DailyLevels DailyLevels(ISeries input , int numberOfDays, bool showDailyOpens, Stroke dailyOpenStroke, bool showDailyCloses, Stroke dailyCloseStroke, bool drawLabels, string dailyOpenLabelText, string dailyCloseLabelText, SimpleFont dailyLevelFont, Brush dailyLevelFontColor) { - return indicator.DailyLevels(input, numberOfDays, dailyOpenStroke, dailyCloseStroke, drawLabels, dailyOpenLabelText, dailyCloseLabelText, dailyLevelFont, dailyLevelFontColor); + return indicator.DailyLevels(input, numberOfDays, showDailyOpens, dailyOpenStroke, showDailyCloses, dailyCloseStroke, drawLabels, dailyOpenLabelText, dailyCloseLabelText, dailyLevelFont, dailyLevelFontColor); } } }