diff --git a/indicators/SilverBullet.cs b/indicators/SilverBullet.cs new file mode 100644 index 0000000..51e19fa --- /dev/null +++ b/indicators/SilverBullet.cs @@ -0,0 +1,201 @@ +#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 DailyRanges = new List(); + 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 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(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 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 input ) + { + return indicator.SilverBullet(input); + } + } +} + +#endregion