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Add Silver Bullet indicator

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moshferatu 2023-11-15 11:07:43 -08:00
parent 812f19e6b6
commit b0504a1b8e
1 changed files with 201 additions and 0 deletions
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#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 SilverBullet : Indicator
{
private const string RegularTradingHours = "US Equities RTH";
private int RegularTradingHoursBars;
private DateTime RangeStartTime;
private DateTime RangeEndTime;
private DateTime LastTradingDay;
private class DailyRange
{
public DateTime Date { get; set; }
public double High { get; set; }
public double Low { get; set; }
}
private List<DailyRange> DailyRanges = new List<DailyRange>();
private DailyRange CurrentDailyRange;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"";
Name = "Silver Bullet";
Calculate = Calculate.OnPriceChange;
IsOverlay = true;
DisplayInDataBox = true;
DrawOnPricePanel = true;
DrawHorizontalGridLines = true;
DrawVerticalGridLines = true;
PaintPriceMarkers = true;
ScaleJustification = ScaleJustification.Right;
IsSuspendedWhileInactive = true;
}
else if (State == State.Configure)
{
RegularTradingHoursBars = 0;
if (RegularTradingHours != Bars.TradingHours.Name)
{
// TODO: Use whatever data series is currently on the chart.
AddDataSeries(Instrument.FullName, new BarsPeriod
{
BarsPeriodType = BarsPeriodType.Minute,
Value = 60
}, RegularTradingHours);
RegularTradingHoursBars = 1;
}
}
else if (State == State.DataLoaded)
{
SessionIterator regularTradingHoursSession = new SessionIterator(BarsArray[RegularTradingHoursBars]);
DateTime regularTradingHoursOpen = regularTradingHoursSession.GetTradingDayBeginLocal(regularTradingHoursSession.ActualTradingDayExchange);
RangeStartTime = regularTradingHoursOpen.AddMinutes(-30); // 09:00 AM ET
RangeEndTime = regularTradingHoursOpen.AddMinutes(30); // 10:00 AM ET
}
else if (State == State.Historical)
{
SetZOrder(-1); // Display behind bars on chart.
}
}
protected override void OnBarUpdate()
{
if (BarsInProgress != 0)
return;
DateTime now = Times[BarsInProgress][0];
if (now.Date != LastTradingDay)
{
LastTradingDay = now.Date;
CurrentDailyRange = new DailyRange
{
Date = LastTradingDay,
High = double.MinValue,
Low = double.MinValue
};
DailyRanges.Add(CurrentDailyRange);
}
if (now > (now.Date + RangeStartTime.TimeOfDay) && now <= (now.Date + RangeEndTime.TimeOfDay))
{
if (Highs[BarsInProgress][0] > CurrentDailyRange.High || CurrentDailyRange.High == double.MinValue)
CurrentDailyRange.High = Highs[BarsInProgress][0];
if (Lows[BarsInProgress][0] < CurrentDailyRange.Low || CurrentDailyRange.Low == double.MinValue)
CurrentDailyRange.Low = Lows[BarsInProgress][0];
}
}
protected override void OnRender(ChartControl chartControl, ChartScale chartScale)
{
base.OnRender(chartControl, chartScale);
foreach (var dailyRange in DailyRanges)
{
if (dailyRange.High == double.MinValue || dailyRange.Low == double.MinValue)
continue;
int startX = chartControl.GetXByTime(dailyRange.Date + RangeStartTime.TimeOfDay);
int endX = chartControl.GetXByTime(dailyRange.Date + RangeEndTime.AddHours(1).TimeOfDay);
int highY = chartScale.GetYByValue(dailyRange.High);
RenderTarget.DrawLine(new SharpDX.Vector2(startX, highY), new SharpDX.Vector2(endX, highY), Brushes.LimeGreen.ToDxBrush(RenderTarget), 3);
int lowY = chartScale.GetYByValue(dailyRange.Low);
RenderTarget.DrawLine(new SharpDX.Vector2(startX, lowY), new SharpDX.Vector2(endX, lowY), Brushes.Red.ToDxBrush(RenderTarget), 3);
}
}
public override string DisplayName
{
get { return Name; }
}
}
}
#region NinjaScript generated code. Neither change nor remove.
namespace NinjaTrader.NinjaScript.Indicators
{
public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
{
private SilverBullet[] cacheSilverBullet;
public SilverBullet SilverBullet()
{
return SilverBullet(Input);
}
public SilverBullet SilverBullet(ISeries<double> input)
{
if (cacheSilverBullet != null)
for (int idx = 0; idx < cacheSilverBullet.Length; idx++)
if (cacheSilverBullet[idx] != null && cacheSilverBullet[idx].EqualsInput(input))
return cacheSilverBullet[idx];
return CacheIndicator<SilverBullet>(new SilverBullet(), input, ref cacheSilverBullet);
}
}
}
namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
{
public Indicators.SilverBullet SilverBullet()
{
return indicator.SilverBullet(Input);
}
public Indicators.SilverBullet SilverBullet(ISeries<double> input )
{
return indicator.SilverBullet(input);
}
}
}
namespace NinjaTrader.NinjaScript.Strategies
{
public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
{
public Indicators.SilverBullet SilverBullet()
{
return indicator.SilverBullet(Input);
}
public Indicators.SilverBullet SilverBullet(ISeries<double> input )
{
return indicator.SilverBullet(input);
}
}
}
#endregion