moshferatu/ninjatrader
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Initial commit of TMA Slope indicator

Browse Source
This commit is contained in:
moshferatu 2024-05-20 08:29:37 -07:00
parent a62f245ba9
commit 8847139f1e
1 changed files with 206 additions and 0 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

206
indicators/TMASlope.cs Normal file
View File

@ -0,0 +1,206 @@
#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 TMASlope : Indicator
{
private SMA sma;
private ATR atr;
private Series<double> tma;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Credit to @BestForexMethod for the inspiration";
Name = "TMA Slope";
Calculate = Calculate.OnPriceChange;
IsOverlay = false;
DisplayInDataBox = true;
PaintPriceMarkers = true;
ScaleJustification = ScaleJustification.Right;
IsSuspendedWhileInactive = true;
TMAPeriod = 13;
ATRPeriod = 100;
PositiveBrush = Brushes.LimeGreen;
NegativeBrush = Brushes.Red;
NeutralBrush = Brushes.DimGray;
ArePlotsConfigurable = false;
AddPlot(new Stroke(Brushes.Transparent, 0), PlotStyle.Bar, "Histogram");
}
else if (State == State.DataLoaded)
{
sma = SMA(Close, TMAPeriod);
atr = ATR(ATRPeriod);
tma = new Series<double>(this);
}
}
protected override void OnBarUpdate()
{
if (CurrentBar < TMAPeriod * 2 || CurrentBar < ATRPeriod)
return;
tma[0] = SMA(sma, TMAPeriod)[0];
double slope = (tma[0] - tma[1]) / atr[0];
Histogram[0] = slope;
if (slope > 0 && slope > Histogram[1])
PlotBrushes[0][0] = PositiveBrush;
else if (slope < 0 && slope < Histogram[1])
PlotBrushes[0][0] = NegativeBrush;
else
PlotBrushes[0][0] = NeutralBrush;
}
protected override void OnRender(ChartControl chartControl, ChartScale chartScale)
{
base.OnRender(chartControl, chartScale);
foreach (Plot plot in Plots)
plot.Width = chartControl.GetBarPaintWidth(ChartBars);
}
public override string DisplayName
{
get { return Name; }
}
[Browsable(false)]
[XmlIgnore]
public Series<double> Histogram
{
get { return Values[0]; }
}
[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name = "TMA Period", Order = 1, GroupName = "TMA Slope")]
public int TMAPeriod { get; set; }
[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name = "ATR Period", Order = 2, GroupName = "TMA Slope")]
public int ATRPeriod { get; set; }
[XmlIgnore]
[Display(Name = "Positive Value", Order = 3, GroupName = "TMA Slope")]
public Brush PositiveBrush
{ get; set; }
[Browsable(false)]
public string PositiveBrushSerializable
{
get { return Serialize.BrushToString(PositiveBrush); }
set { PositiveBrush = Serialize.StringToBrush(value); }
}
[XmlIgnore]
[Display(Name = "Negative Value", Order = 4, GroupName = "TMA Slope")]
public Brush NegativeBrush
{ get; set; }
[Browsable(false)]
public string NegativeBrushSerializable
{
get { return Serialize.BrushToString(NegativeBrush); }
set { NegativeBrush = Serialize.StringToBrush(value); }
}
[XmlIgnore]
[Display(Name = "Neutral Value", Order = 5, GroupName = "TMA Slope")]
public Brush NeutralBrush
{ get; set; }
[Browsable(false)]
public string NeutralBrushSerializable
{
get { return Serialize.BrushToString(NeutralBrush); }
set { NeutralBrush = Serialize.StringToBrush(value); }
}
}
}
#region NinjaScript generated code. Neither change nor remove.
namespace NinjaTrader.NinjaScript.Indicators
{
public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
{
private TMASlope[] cacheTMASlope;
public TMASlope TMASlope(int tMAPeriod, int aTRPeriod)
{
return TMASlope(Input, tMAPeriod, aTRPeriod);
}
public TMASlope TMASlope(ISeries<double> input, int tMAPeriod, int aTRPeriod)
{
if (cacheTMASlope != null)
for (int idx = 0; idx < cacheTMASlope.Length; idx++)
if (cacheTMASlope[idx] != null && cacheTMASlope[idx].TMAPeriod == tMAPeriod && cacheTMASlope[idx].ATRPeriod == aTRPeriod && cacheTMASlope[idx].EqualsInput(input))
return cacheTMASlope[idx];
return CacheIndicator<TMASlope>(new TMASlope(){ TMAPeriod = tMAPeriod, ATRPeriod = aTRPeriod }, input, ref cacheTMASlope);
}
}
}
namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
{
public Indicators.TMASlope TMASlope(int tMAPeriod, int aTRPeriod)
{
return indicator.TMASlope(Input, tMAPeriod, aTRPeriod);
}
public Indicators.TMASlope TMASlope(ISeries<double> input , int tMAPeriod, int aTRPeriod)
{
return indicator.TMASlope(input, tMAPeriod, aTRPeriod);
}
}
}
namespace NinjaTrader.NinjaScript.Strategies
{
public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
{
public Indicators.TMASlope TMASlope(int tMAPeriod, int aTRPeriod)
{
return indicator.TMASlope(Input, tMAPeriod, aTRPeriod);
}
public Indicators.TMASlope TMASlope(ISeries<double> input , int tMAPeriod, int aTRPeriod)
{
return indicator.TMASlope(input, tMAPeriod, aTRPeriod);
}
}
}
#endregion