Add Silver Bullet indicator

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<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