An alternative Keltner Channel indicator to the one provided by NinjaTrader, utilizing ATR multiples

indicators/KeltChannel.cs

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+#region Using declarations
+using NinjaTrader.Gui;
+using NinjaTrader.Gui.Chart;
+using System;
+using System.ComponentModel;
+using System.ComponentModel.DataAnnotations;
+using System.Windows.Media;
+using System.Xml.Serialization;
+#endregion
+
+//This namespace holds Indicators in this folder and is required. Do not change it. 
+namespace NinjaTrader.NinjaScript.Indicators
+{
+    public class KeltChannel : Indicator
+    {
+        private ATR atr;
+        private EMA ema;
+
+        protected override void OnStateChange()
+        {
+            if (State == State.SetDefaults)
+            {
+                Description = @"Alternative to the built-in Keltner Channel, utilizes ATR to calculate the bands";
+                Name = "Keltner Channel";
+                Calculate = Calculate.OnPriceChange;
+                IsOverlay = true;
+                DisplayInDataBox = true;
+                DrawOnPricePanel = true;
+                PaintPriceMarkers = false;
+                ScaleJustification = ScaleJustification.Right;
+                IsSuspendedWhileInactive = true;
+
+                EMAPeriod = 20;
+                ATRPeriod = 10;
+                Multiplier = 3.0;
+
+                AddPlot(new Stroke(Brushes.Gray, DashStyleHelper.Dash, 3), PlotStyle.Line, "Middle Line");
+                AddPlot(new Stroke(Brushes.Yellow, DashStyleHelper.Solid, 3), PlotStyle.Line, "Upper Line");
+                AddPlot(new Stroke(Brushes.Yellow, DashStyleHelper.Solid, 3), PlotStyle.Line, "Lower Line");
+            }
+            else if (State == State.DataLoaded)
+            {
+                ema = EMA(EMAPeriod);
+                atr = ATR(ATRPeriod);
+            }
+            else if (State == State.Historical)
+            {
+                SetZOrder(-1); // Display behind bars on chart.
+            }
+        }
+
+        protected override void OnBarUpdate()
+        {
+            if (CurrentBar < Math.Max(EMAPeriod, ATRPeriod))
+                return;
+
+            double atrValue = atr[0];
+            double middleLine = ema[0];
+
+            MiddleLine[0] = middleLine;
+            UpperLine[0] = middleLine + (Multiplier * atrValue);
+            LowerLine[0] = middleLine - (Multiplier * atrValue);
+        }
+
+        public override string DisplayName
+        {
+            get { return Name; }
+        }
+
+        [Browsable(false)]
+        [XmlIgnore]
+        public Series<double> MiddleLine
+        {
+            get { return Values[0]; }
+        }
+
+        [Browsable(false)]
+        [XmlIgnore]
+        public Series<double> UpperLine
+        {
+            get { return Values[1]; }
+        }
+
+        [Browsable(false)]
+        [XmlIgnore]
+        public Series<double> LowerLine
+        {
+            get { return Values[2]; }
+        }
+
+        [Range(1, int.MaxValue), NinjaScriptProperty]
+        [Display(Name = "EMA Period", Order = 1, GroupName = "Keltner Channel")]
+        public int EMAPeriod { get; set; }
+
+        [Range(1, int.MaxValue), NinjaScriptProperty]
+        [Display(Name = "ATR Period", Order = 2, GroupName = "Keltner Channel")]
+        public int ATRPeriod { get; set; }
+
+        [Range(0.1, double.MaxValue), NinjaScriptProperty]
+        [Display(Name = "Multiplier", Order = 3, GroupName = "Keltner Channel")]
+        public double Multiplier { get; set; }
+    }
+}
+
+#region NinjaScript generated code. Neither change nor remove.
+
+namespace NinjaTrader.NinjaScript.Indicators
+{
+    public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
+    {
+        private KeltChannel[] cacheKeltChannel;
+        public KeltChannel KeltChannel(int eMAPeriod, int aTRPeriod, double multiplier)
+        {
+            return KeltChannel(Input, eMAPeriod, aTRPeriod, multiplier);
+        }
+
+        public KeltChannel KeltChannel(ISeries<double> input, int eMAPeriod, int aTRPeriod, double multiplier)
+        {
+            if (cacheKeltChannel != null)
+                for (int idx = 0; idx < cacheKeltChannel.Length; idx++)
+                    if (cacheKeltChannel[idx] != null && cacheKeltChannel[idx].EMAPeriod == eMAPeriod && cacheKeltChannel[idx].ATRPeriod == aTRPeriod && cacheKeltChannel[idx].Multiplier == multiplier && cacheKeltChannel[idx].EqualsInput(input))
+                        return cacheKeltChannel[idx];
+            return CacheIndicator<KeltChannel>(new KeltChannel(){ EMAPeriod = eMAPeriod, ATRPeriod = aTRPeriod, Multiplier = multiplier }, input, ref cacheKeltChannel);
+        }
+    }
+}
+
+namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
+{
+    public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
+    {
+        public Indicators.KeltChannel KeltChannel(int eMAPeriod, int aTRPeriod, double multiplier)
+        {
+            return indicator.KeltChannel(Input, eMAPeriod, aTRPeriod, multiplier);
+        }
+
+        public Indicators.KeltChannel KeltChannel(ISeries<double> input , int eMAPeriod, int aTRPeriod, double multiplier)
+        {
+            return indicator.KeltChannel(input, eMAPeriod, aTRPeriod, multiplier);
+        }
+    }
+}
+
+namespace NinjaTrader.NinjaScript.Strategies
+{
+    public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
+    {
+        public Indicators.KeltChannel KeltChannel(int eMAPeriod, int aTRPeriod, double multiplier)
+        {
+            return indicator.KeltChannel(Input, eMAPeriod, aTRPeriod, multiplier);
+        }
+
+        public Indicators.KeltChannel KeltChannel(ISeries<double> input , int eMAPeriod, int aTRPeriod, double multiplier)
+        {
+            return indicator.KeltChannel(input, eMAPeriod, aTRPeriod, multiplier);
+        }
+    }
+}
+
+#endregion