Initial commit of 2B indicator
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indicators/TwoB.cs
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249
indicators/TwoB.cs
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#region Using declarations
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using NinjaTrader.Gui;
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using NinjaTrader.Gui.Chart;
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using System.Collections.Generic;
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using System.ComponentModel;
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using System.ComponentModel.DataAnnotations;
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using System.Windows.Media;
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using System.Xml.Serialization;
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#endregion
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namespace NinjaTrader.NinjaScript.Indicators
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{
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public class TwoBPattern
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{
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public double Level { get; set; }
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public bool Is2BUp { get; set; }
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public bool Is2BDown { get; set; }
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public int StartBarIndex { get; set; }
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public int EndBarIndex { get; set; }
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}
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public class TwoB : Indicator
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{
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[XmlIgnore]
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public Series<TwoBPattern> CompletedPattern;
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private List<TwoBPattern> twoBs;
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private PivotPoints pivots;
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private double pivotHigh;
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private double pivotLow;
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private double mostRecentPivotHigh;
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private double mostRecentPivotLow;
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private double twoBUpLevel;
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private int twoBUpStartBarIndex;
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private int twoBUpEndBarIndex;
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private double twoBDownLevel;
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private int twoBDownStartBarIndex;
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private int twoBDownEndBarIndex;
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protected override void OnStateChange()
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{
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if (State == State.SetDefaults)
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{
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Description = @"Based on the 2B reversal pattern, credit to Victor Sperandeo";
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Name = "2B";
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Calculate = Calculate.OnBarClose;
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IsOverlay = true;
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DisplayInDataBox = true;
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DrawOnPricePanel = true;
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DrawHorizontalGridLines = true;
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DrawVerticalGridLines = true;
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PaintPriceMarkers = true;
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ScaleJustification = ScaleJustification.Right;
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IsSuspendedWhileInactive = true;
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PivotPeriod = 10;
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TwoBUpStroke = new Stroke(Brushes.LimeGreen, 3);
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TwoBDownStroke = new Stroke(Brushes.Red, 3);
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// For use during backtesting in order to limit the number of patterns processed.
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MaxPatterns = 0;
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}
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else if (State == State.DataLoaded)
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{
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CompletedPattern = new Series<TwoBPattern>(this, MaximumBarsLookBack.Infinite);
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twoBs = new List<TwoBPattern>();
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pivots = PivotPoints(PivotPeriod, false);
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}
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else if (State == State.Historical)
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{
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SetZOrder(-1); // Display behind bars on chart.
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}
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}
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protected override void OnBarUpdate()
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{
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if (CurrentBar < PivotPeriod)
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return;
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PivotPoint pivot = pivots.Pivot[0];
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if (pivot != null)
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{
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if (pivot.IsPivotHigh)
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pivotHigh = pivot.Level;
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else if (pivot.IsPivotLow)
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pivotLow = pivot.Level;
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}
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if (Open[0] < pivotHigh && High[0] > pivotHigh && mostRecentPivotHigh != pivotHigh)
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{
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mostRecentPivotHigh = pivotHigh;
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twoBDownLevel = Low[0];
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twoBDownStartBarIndex = CurrentBar;
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}
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else if (Open[0] > pivotLow && Low[0] < pivotLow && mostRecentPivotLow != pivotLow)
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{
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mostRecentPivotLow = pivotLow;
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twoBUpLevel = High[0];
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twoBUpStartBarIndex = CurrentBar;
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}
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if (Close[0] > twoBUpLevel)
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{
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twoBUpEndBarIndex = CurrentBar;
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TwoBPattern twoBUp = new TwoBPattern
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{
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Level = twoBUpLevel,
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Is2BUp = true,
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StartBarIndex = twoBUpStartBarIndex,
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EndBarIndex = twoBUpEndBarIndex
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};
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twoBs.Add(twoBUp);
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CompletedPattern[0] = twoBUp;
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twoBUpLevel = double.MaxValue;
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}
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else if (Close[0] < twoBDownLevel)
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{
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twoBDownEndBarIndex = CurrentBar;
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TwoBPattern twoBDown = new TwoBPattern
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{
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Level = twoBDownLevel,
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Is2BDown = true,
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StartBarIndex = twoBDownStartBarIndex,
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EndBarIndex = twoBDownEndBarIndex
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};
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twoBs.Add(twoBDown);
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CompletedPattern[0] = twoBDown;
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twoBDownLevel = double.MinValue;
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}
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if (MaxPatterns > 0 && twoBs.Count > MaxPatterns)
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twoBs.RemoveAt(0);
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}
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protected override void OnRender(ChartControl chartControl, ChartScale chartScale)
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{
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base.OnRender(chartControl, chartScale);
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foreach (var twoB in twoBs.ToArray())
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{
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int startX = chartControl.GetXByBarIndex(ChartBars, twoB.StartBarIndex);
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int endX = twoB.EndBarIndex == 0 ? ChartPanel.X + ChartPanel.W : chartControl.GetXByBarIndex(ChartBars, twoB.EndBarIndex);
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var stroke = twoB.Is2BUp ? TwoBUpStroke : TwoBDownStroke;
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DrawHorizontalLine(startX, endX, chartScale.GetYByValue(twoB.Level), stroke);
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}
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}
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private void DrawHorizontalLine(int startX, int endX, int y, Stroke stroke)
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{
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SharpDX.Direct2D1.Brush dxBrush = stroke.Brush.ToDxBrush(RenderTarget);
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RenderTarget.DrawLine(
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new SharpDX.Vector2(startX, y),
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new SharpDX.Vector2(endX, y),
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dxBrush, stroke.Width, stroke.StrokeStyle
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);
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dxBrush.Dispose();
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}
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public override string DisplayName
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{
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get { return Name; }
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}
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[NinjaScriptProperty]
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[Range(1, int .MaxValue)]
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[Display(Name = "Pivot Period", GroupName = "2B", Order = 1)]
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public int PivotPeriod
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{ get; set; }
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[Display(Name = "2B Up Stroke", GroupName = "2B", Order = 2)]
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public Stroke TwoBUpStroke { get; set; }
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[Display(Name = "2B Down Stroke", GroupName = "2B", Order = 3)]
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public Stroke TwoBDownStroke { get; set; }
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[Browsable(false)]
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public int MaxPatterns { get; set; }
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}
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}
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#region NinjaScript generated code. Neither change nor remove.
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namespace NinjaTrader.NinjaScript.Indicators
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{
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public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
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{
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private TwoB[] cacheTwoB;
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public TwoB TwoB(int pivotPeriod)
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{
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return TwoB(Input, pivotPeriod);
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}
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public TwoB TwoB(ISeries<double> input, int pivotPeriod)
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{
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if (cacheTwoB != null)
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for (int idx = 0; idx < cacheTwoB.Length; idx++)
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if (cacheTwoB[idx] != null && cacheTwoB[idx].PivotPeriod == pivotPeriod && cacheTwoB[idx].EqualsInput(input))
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return cacheTwoB[idx];
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return CacheIndicator<TwoB>(new TwoB(){ PivotPeriod = pivotPeriod }, input, ref cacheTwoB);
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}
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}
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}
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namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
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{
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public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
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{
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public Indicators.TwoB TwoB(int pivotPeriod)
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{
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return indicator.TwoB(Input, pivotPeriod);
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}
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public Indicators.TwoB TwoB(ISeries<double> input , int pivotPeriod)
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{
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return indicator.TwoB(input, pivotPeriod);
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}
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}
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}
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namespace NinjaTrader.NinjaScript.Strategies
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{
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public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
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{
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public Indicators.TwoB TwoB(int pivotPeriod)
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{
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return indicator.TwoB(Input, pivotPeriod);
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}
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public Indicators.TwoB TwoB(ISeries<double> input , int pivotPeriod)
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{
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return indicator.TwoB(input, pivotPeriod);
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}
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}
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}
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#endregion
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