Initial commit of detrended RSI

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<double> 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<RSIDetrended>(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<double> 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<double> input , int rSIPeriod, int mAPeriod)
+        {
+            return indicator.RSIDetrended(input, rSIPeriod, mAPeriod);
+        }
+    }
+}
+
+#endregion