Add customizable labels and perform drawing in OnRender()
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indicators/DailyCOL.cs
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203
indicators/DailyCOL.cs
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#region Using declarations
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using System;
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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.Linq;
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using System.Text;
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using System.Threading.Tasks;
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using System.Windows;
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using System.Windows.Input;
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using System.Windows.Media;
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using System.Xml.Serialization;
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using NinjaTrader.Cbi;
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using NinjaTrader.Gui;
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using NinjaTrader.Gui.Chart;
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using NinjaTrader.Gui.SuperDom;
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using NinjaTrader.Gui.Tools;
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using NinjaTrader.Data;
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using NinjaTrader.NinjaScript;
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using NinjaTrader.Core.FloatingPoint;
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using NinjaTrader.NinjaScript.DrawingTools;
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using SharpDX.DirectWrite;
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#endregion
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//This namespace holds Indicators in this folder and is required. Do not change it.
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namespace NinjaTrader.NinjaScript.Indicators
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{
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public class DailyCOL : Indicator
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{
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private static int DAILY_BARS = 1;
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private static int TEXT_PADDING = 5; // Pixels
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private static string DAILY_OPEN_TAG = "DailyOpen@";
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private static string DATE = "{date}";
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private static string LEVEL = "{level}";
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private Dictionary<double, string> DailyOpens = new Dictionary<double, string>(); // Open -> Date
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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 = @"Plots the open of daily candles.";
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Name = "Daily COL";
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Calculate = Calculate.OnPriceChange;
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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 = NinjaTrader.Gui.Chart.ScaleJustification.Right;
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//Disable this property if your indicator requires custom values that cumulate with each new market data event.
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//See Help Guide for additional information.
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IsSuspendedWhileInactive = true;
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NumberOfDays = 3;
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DailyOpenStroke = new Stroke(Brushes.Yellow, DashStyleHelper.Solid, 3);
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LabelText = DATE + " Daily COL @ " + LEVEL;
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DailyOpenFont = new SimpleFont("Arial", 13);
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DailyOpenFontColor = Brushes.LightGray;
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}
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else if (State == State.Configure)
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{
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// TODO: Force ETH?
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AddDataSeries(Instrument.FullName, new BarsPeriod { BarsPeriodType = BarsPeriodType.Minute, Value = 1440 },
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NumberOfDays, Bars.TradingHours.Name, Bars.IsResetOnNewTradingDay);
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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 (BarsInProgress == DAILY_BARS && IsFirstTickOfBar)
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{
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double dailyOpen = Open[0];
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string day = Time[0].ToString("MM/dd");
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DailyOpens[dailyOpen] = day;
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}
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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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TextFormat textFormat = DailyOpenFont.ToDirectWriteTextFormat();
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SharpDX.Direct2D1.Brush textBrush = DailyOpenFontColor.ToDxBrush(RenderTarget);
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foreach (double dailyOpen in DailyOpens.Keys)
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{
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if (DrawObjects[DAILY_OPEN_TAG + dailyOpen] == null)
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{ // TODO: Remove older draw objects?
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Draw.HorizontalLine(this, DAILY_OPEN_TAG + dailyOpen, dailyOpen,
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DailyOpenStroke.Brush, DailyOpenStroke.DashStyleHelper, (int)DailyOpenStroke.Width);
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}
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string dailyOpenText = LabelText.Replace(DATE, DailyOpens[dailyOpen]).Replace(LEVEL, dailyOpen.ToString());
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// TODO: Extract text rendering into a separate utility.
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TextLayout textLayout = new TextLayout(Core.Globals.DirectWriteFactory, dailyOpenText, textFormat, 500, textFormat.FontSize);
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SharpDX.Vector2 textOrigin = new SharpDX.Vector2(ChartPanel.W - textLayout.Metrics.Width - TEXT_PADDING,
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ChartPanel.Y + (float)chartScale.GetYByValue(dailyOpen) - (float)textLayout.Metrics.Height - TEXT_PADDING);
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RenderTarget.DrawTextLayout(textOrigin, textLayout, textBrush, SharpDX.Direct2D1.DrawTextOptions.NoSnap);
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textLayout.Dispose();
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}
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textFormat.Dispose();
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textBrush.Dispose();
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}
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[NinjaScriptProperty]
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[Range(1, int.MaxValue)]
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[Display(Name = "Number of Days", Description = "Number of daily opens to consider", Order = 1, GroupName = "Daily COL")]
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public int NumberOfDays
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{ get; set; }
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[NinjaScriptProperty]
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[Display(Name = "Daily Open", Description = "Daily open level drawn on the chart", Order = 2, GroupName = "Daily COL")]
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public Stroke DailyOpenStroke
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{ get; set; }
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// TODO: Draw label toggle.
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[NinjaScriptProperty]
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[Display(Name = "Label Text", Order = 1, GroupName = "Labels")]
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public string LabelText
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{ get; set; }
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[NinjaScriptProperty]
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[Display(Name = "Font", Description = "Font used to display daily COLs", Order = 2, GroupName = "Labels")]
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public SimpleFont DailyOpenFont
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{ get; set; }
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[XmlIgnore]
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[NinjaScriptProperty]
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[Display(Name = "Font Color", Description = "Color of the text used to label the daily COLs", Order = 3, GroupName = "Labels")]
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public Brush DailyOpenFontColor
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{ get; set; }
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[Browsable(false)]
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public string DailyOpenFontColorSerialization
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{
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get { return Serialize.BrushToString(DailyOpenFontColor); }
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set { DailyOpenFontColor = Serialize.StringToBrush(value); }
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}
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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 DailyCOL[] cacheDailyCOL;
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public DailyCOL DailyCOL(int numberOfDays, Stroke dailyOpenStroke, string labelText, SimpleFont dailyOpenFont, Brush dailyOpenFontColor)
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{
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return DailyCOL(Input, numberOfDays, dailyOpenStroke, labelText, dailyOpenFont, dailyOpenFontColor);
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}
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public DailyCOL DailyCOL(ISeries<double> input, int numberOfDays, Stroke dailyOpenStroke, string labelText, SimpleFont dailyOpenFont, Brush dailyOpenFontColor)
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{
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if (cacheDailyCOL != null)
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for (int idx = 0; idx < cacheDailyCOL.Length; idx++)
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if (cacheDailyCOL[idx] != null && cacheDailyCOL[idx].NumberOfDays == numberOfDays && cacheDailyCOL[idx].DailyOpenStroke == dailyOpenStroke && cacheDailyCOL[idx].LabelText == labelText && cacheDailyCOL[idx].DailyOpenFont == dailyOpenFont && cacheDailyCOL[idx].DailyOpenFontColor == dailyOpenFontColor && cacheDailyCOL[idx].EqualsInput(input))
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return cacheDailyCOL[idx];
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return CacheIndicator<DailyCOL>(new DailyCOL(){ NumberOfDays = numberOfDays, DailyOpenStroke = dailyOpenStroke, LabelText = labelText, DailyOpenFont = dailyOpenFont, DailyOpenFontColor = dailyOpenFontColor }, input, ref cacheDailyCOL);
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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.DailyCOL DailyCOL(int numberOfDays, Stroke dailyOpenStroke, string labelText, SimpleFont dailyOpenFont, Brush dailyOpenFontColor)
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{
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return indicator.DailyCOL(Input, numberOfDays, dailyOpenStroke, labelText, dailyOpenFont, dailyOpenFontColor);
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}
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public Indicators.DailyCOL DailyCOL(ISeries<double> input , int numberOfDays, Stroke dailyOpenStroke, string labelText, SimpleFont dailyOpenFont, Brush dailyOpenFontColor)
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{
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return indicator.DailyCOL(input, numberOfDays, dailyOpenStroke, labelText, dailyOpenFont, dailyOpenFontColor);
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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.DailyCOL DailyCOL(int numberOfDays, Stroke dailyOpenStroke, string labelText, SimpleFont dailyOpenFont, Brush dailyOpenFontColor)
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{
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return indicator.DailyCOL(Input, numberOfDays, dailyOpenStroke, labelText, dailyOpenFont, dailyOpenFontColor);
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}
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public Indicators.DailyCOL DailyCOL(ISeries<double> input , int numberOfDays, Stroke dailyOpenStroke, string labelText, SimpleFont dailyOpenFont, Brush dailyOpenFontColor)
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{
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return indicator.DailyCOL(input, numberOfDays, dailyOpenStroke, labelText, dailyOpenFont, dailyOpenFontColor);
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}
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}
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}
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#endregion
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@ -1,143 +0,0 @@
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#region Using declarations
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using System;
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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.Linq;
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using System.Text;
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using System.Threading.Tasks;
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using System.Windows;
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using System.Windows.Input;
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using System.Windows.Media;
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using System.Xml.Serialization;
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using NinjaTrader.Cbi;
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using NinjaTrader.Gui;
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using NinjaTrader.Gui.Chart;
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using NinjaTrader.Gui.SuperDom;
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using NinjaTrader.Gui.Tools;
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using NinjaTrader.Data;
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using NinjaTrader.NinjaScript;
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using NinjaTrader.Core.FloatingPoint;
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using NinjaTrader.NinjaScript.DrawingTools;
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#endregion
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//This namespace holds Indicators in this folder and is required. Do not change it.
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namespace NinjaTrader.NinjaScript.Indicators
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{
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public class DailyOpenLevels : Indicator
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{
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private static int DAILY_BARS = 1;
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private HashSet<double> DailyOpens = new HashSet<double>();
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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 = @"Plots the open of daily candles.";
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Name = "Daily COL";
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Calculate = Calculate.OnPriceChange;
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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 = NinjaTrader.Gui.Chart.ScaleJustification.Right;
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//Disable this property if your indicator requires custom values that cumulate with each new market data event.
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//See Help Guide for additional information.
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IsSuspendedWhileInactive = true;
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LookbackPeriod = 3;
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DailyOpenStroke = new Stroke(Brushes.Yellow, DashStyleHelper.Solid, 3);
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}
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else if (State == State.Configure)
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{
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AddDataSeries(Instrument.FullName, new BarsPeriod { BarsPeriodType = BarsPeriodType.Day, Value = 1 }, LookbackPeriod, Bars.TradingHours.Name, Bars.IsResetOnNewTradingDay);
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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 (BarsInProgress == DAILY_BARS)
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{
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DailyOpens.Add(Opens[DAILY_BARS][0]);
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}
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else
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{
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foreach (double dailyOpen in DailyOpens)
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{
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if (DrawObjects["Open@" + dailyOpen] == null)
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Draw.HorizontalLine(this, "Open@" + dailyOpen, dailyOpen, DailyOpenStroke.Brush, DailyOpenStroke.DashStyleHelper, (int)DailyOpenStroke.Width);
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}
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}
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}
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[NinjaScriptProperty]
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[Range(1, int.MaxValue)]
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[Display(Name = "Lookback Period", Description = "Number of daily opens to consider", Order = 1, GroupName = "Parameters")]
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public int LookbackPeriod
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{ get; set; }
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[NinjaScriptProperty]
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[Display(Name = "Daily Open", Description = "Daily open level drawn on the chart", Order = 2, GroupName = "Parameters")]
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public Stroke DailyOpenStroke
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{ 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 DailyOpenLevels[] cacheDailyOpenLevels;
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public DailyOpenLevels DailyOpenLevels(int lookbackPeriod, Stroke dailyOpenStroke)
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{
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return DailyOpenLevels(Input, lookbackPeriod, dailyOpenStroke);
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}
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public DailyOpenLevels DailyOpenLevels(ISeries<double> input, int lookbackPeriod, Stroke dailyOpenStroke)
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{
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if (cacheDailyOpenLevels != null)
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for (int idx = 0; idx < cacheDailyOpenLevels.Length; idx++)
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if (cacheDailyOpenLevels[idx] != null && cacheDailyOpenLevels[idx].LookbackPeriod == lookbackPeriod && cacheDailyOpenLevels[idx].DailyOpenStroke == dailyOpenStroke && cacheDailyOpenLevels[idx].EqualsInput(input))
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return cacheDailyOpenLevels[idx];
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return CacheIndicator<DailyOpenLevels>(new DailyOpenLevels(){ LookbackPeriod = lookbackPeriod, DailyOpenStroke = dailyOpenStroke }, input, ref cacheDailyOpenLevels);
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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.DailyOpenLevels DailyOpenLevels(int lookbackPeriod, Stroke dailyOpenStroke)
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{
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return indicator.DailyOpenLevels(Input, lookbackPeriod, dailyOpenStroke);
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}
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public Indicators.DailyOpenLevels DailyOpenLevels(ISeries<double> input , int lookbackPeriod, Stroke dailyOpenStroke)
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{
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return indicator.DailyOpenLevels(input, lookbackPeriod, dailyOpenStroke);
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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.DailyOpenLevels DailyOpenLevels(int lookbackPeriod, Stroke dailyOpenStroke)
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{
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return indicator.DailyOpenLevels(Input, lookbackPeriod, dailyOpenStroke);
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}
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public Indicators.DailyOpenLevels DailyOpenLevels(ISeries<double> input , int lookbackPeriod, Stroke dailyOpenStroke)
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{
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return indicator.DailyOpenLevels(input, lookbackPeriod, dailyOpenStroke);
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}
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}
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}
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#endregion
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