diff --git a/indicators/RSIDetrended.cs b/indicators/RSIDetrended.cs new file mode 100644 index 0000000..26a4a1b --- /dev/null +++ b/indicators/RSIDetrended.cs @@ -0,0 +1,139 @@ +#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 RSIDetrended : Indicator + { + private RSI rsi; + private SMA sma; + + protected override void OnStateChange() + { + if (State == State.SetDefaults) + { + Description = @"Detrended RSI indicator"; + Name = "RSI Detrended"; + Calculate = Calculate.OnPriceChange; + IsOverlay = false; + DisplayInDataBox = true; + DrawOnPricePanel = true; + DrawHorizontalGridLines = true; + DrawVerticalGridLines = true; + PaintPriceMarkers = true; + ScaleJustification = ScaleJustification.Right; + IsSuspendedWhileInactive = true; + + RSIPeriod = 2; + MAPeriod = 20; + + AddPlot(new Stroke(Brushes.Yellow, DashStyleHelper.Solid, 3), PlotStyle.Line, "RSI Detrended"); + } + else if (State == State.DataLoaded) + { + rsi = RSI(Close, RSIPeriod, 3); + sma = SMA(rsi, MAPeriod); + } + } + + protected override void OnBarUpdate() + { + if (CurrentBar < RSIPeriod || CurrentBar < MAPeriod) + return; + + double detrendedRsi = rsi[0] - sma[0]; + Value[0] = detrendedRsi; + } + + public override string DisplayName + { + get { return Name; } + } + + [Range(1, int.MaxValue), NinjaScriptProperty] + [Display(Name = "RSI Period", Description = "Period for the RSI calculation", Order = 1, GroupName = "RSI Detrended")] + public int RSIPeriod { get; set; } + + [Range(1, int.MaxValue), NinjaScriptProperty] + [Display(Name = "MA Period", Description = "Period for the moving average calculation", Order = 2, GroupName = "RSI Detrended")] + public int MAPeriod { get; set; } + } +} + +#region NinjaScript generated code. Neither change nor remove. + +namespace NinjaTrader.NinjaScript.Indicators +{ + public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase + { + private RSIDetrended[] cacheRSIDetrended; + public RSIDetrended RSIDetrended(int rSIPeriod, int mAPeriod) + { + return RSIDetrended(Input, rSIPeriod, mAPeriod); + } + + public RSIDetrended RSIDetrended(ISeries input, int rSIPeriod, int mAPeriod) + { + if (cacheRSIDetrended != null) + for (int idx = 0; idx < cacheRSIDetrended.Length; idx++) + if (cacheRSIDetrended[idx] != null && cacheRSIDetrended[idx].RSIPeriod == rSIPeriod && cacheRSIDetrended[idx].MAPeriod == mAPeriod && cacheRSIDetrended[idx].EqualsInput(input)) + return cacheRSIDetrended[idx]; + return CacheIndicator(new RSIDetrended(){ RSIPeriod = rSIPeriod, MAPeriod = mAPeriod }, input, ref cacheRSIDetrended); + } + } +} + +namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns +{ + public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase + { + public Indicators.RSIDetrended RSIDetrended(int rSIPeriod, int mAPeriod) + { + return indicator.RSIDetrended(Input, rSIPeriod, mAPeriod); + } + + public Indicators.RSIDetrended RSIDetrended(ISeries input , int rSIPeriod, int mAPeriod) + { + return indicator.RSIDetrended(input, rSIPeriod, mAPeriod); + } + } +} + +namespace NinjaTrader.NinjaScript.Strategies +{ + public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase + { + public Indicators.RSIDetrended RSIDetrended(int rSIPeriod, int mAPeriod) + { + return indicator.RSIDetrended(Input, rSIPeriod, mAPeriod); + } + + public Indicators.RSIDetrended RSIDetrended(ISeries input , int rSIPeriod, int mAPeriod) + { + return indicator.RSIDetrended(input, rSIPeriod, mAPeriod); + } + } +} + +#endregion