Add support for ORs defined in minues and hours in addition to other quality of life improvements
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@ -21,15 +21,21 @@ using NinjaTrader.Core.FloatingPoint;
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using NinjaTrader.NinjaScript.DrawingTools;
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#endregion
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public enum TimeFrame
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{
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Seconds,
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Minutes,
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Hours
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}
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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 OpeningRange : Indicator
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{
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private double OpeningRangeHigh = 0.0;
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private double OpeningRangeLow = 0.0;
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private DateTime OpeningRangeStartAdjusted = DateTime.MinValue;
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private double OpeningRangeHigh;
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private double OpeningRangeLow;
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private int OpeningRangeInSeconds;
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protected override void OnStateChange()
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{
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@ -37,7 +43,7 @@ namespace NinjaTrader.NinjaScript.Indicators
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{
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Description = @"Plots the user-defined opening range";
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Name = "Opening Range";
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Calculate = Calculate.OnBarClose;
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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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@ -48,82 +54,111 @@ namespace NinjaTrader.NinjaScript.Indicators
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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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OpeningRangeStart = DateTime.Parse("06:30", System.Globalization.CultureInfo.InvariantCulture);
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OpeningRangeEnd = DateTime.Parse("07:00", System.Globalization.CultureInfo.InvariantCulture);
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TradingEnd = DateTime.Parse("13:00", System.Globalization.CultureInfo.InvariantCulture);
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OpeningRangeLength = 30;
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OpeningRangeTimeFrame = TimeFrame.Minutes;
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OpeningRangeHighStroke = new Stroke(Brushes.Yellow, DashStyleHelper.Solid, 3);
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OpeningRangeLowStroke = new Stroke(Brushes.Yellow, DashStyleHelper.Solid, 3);
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AddPlot(Brushes.Transparent, "ORH");
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AddPlot(Brushes.Transparent, "ORL");
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}
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else if (State == State.Configure)
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{
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OpeningRangeHigh = 0.0;
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OpeningRangeLow = 0.0;
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if (OpeningRangeTimeFrame == TimeFrame.Seconds)
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{
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AddDataSeries(Data.BarsPeriodType.Second, 1);
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OpeningRangeInSeconds = OpeningRangeLength;
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}
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else if (OpeningRangeTimeFrame == TimeFrame.Hours)
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{
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AddDataSeries(Data.BarsPeriodType.Minute, 30);
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OpeningRangeInSeconds = OpeningRangeLength * 60 * 60;
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}
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else
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{
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AddDataSeries(Data.BarsPeriodType.Minute, 1);
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OpeningRangeInSeconds = OpeningRangeLength * 60;
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}
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}
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}
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protected override void OnBarUpdate()
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{
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DateTime now = Time[0];
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if (now.TimeOfDay > OpeningRangeStart.TimeOfDay && now.TimeOfDay <= OpeningRangeEnd.TimeOfDay)
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{
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if (OpeningRangeStartAdjusted == DateTime.MinValue)
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{
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// The time associated with the bar is the close of the bar.
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// So the opening range start time is actually the close of the candle just prior to the open.
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// This adjustment aims to correct this.
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OpeningRangeStartAdjusted = now;
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}
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// Converting time to UTC in order to simplify opening range calculation.
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DateTime now = Times[BarsInProgress][0].ToUniversalTime();
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DateTime marketOpen = now.Date.AddHours(14).AddMinutes(30);
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DateTime marketClose = now.Date.AddHours(21);
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DateTime openingRangeStartTime = now.Date + OpeningRangeStartAdjusted.TimeOfDay;
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DateTime openingRangeEndTime = now.Date + TradingEnd.TimeOfDay;
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if (High[0] > OpeningRangeHigh || OpeningRangeHigh == 0.0)
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{
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RemoveDrawObject("ORH@" + OpeningRangeHigh);
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OpeningRangeHigh = High[0];
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Draw.Line(this, "ORH@" + OpeningRangeHigh, true, openingRangeStartTime, OpeningRangeHigh, openingRangeEndTime, OpeningRangeHigh,
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OpeningRangeHighStroke.Brush, OpeningRangeHighStroke.DashStyleHelper, (int)OpeningRangeHighStroke.Width);
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}
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if (Low[0] < OpeningRangeLow || OpeningRangeLow == 0.0)
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{
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RemoveDrawObject("ORL@" + OpeningRangeLow);
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OpeningRangeLow = Low[0];
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Draw.Line(this, "ORL@" + OpeningRangeLow, true, openingRangeStartTime, OpeningRangeLow, openingRangeEndTime, OpeningRangeLow,
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OpeningRangeLowStroke.Brush, OpeningRangeLowStroke.DashStyleHelper, (int)OpeningRangeLowStroke.Width);
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}
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}
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if (now.TimeOfDay > TradingEnd.TimeOfDay)
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if (now > marketClose)
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{
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OpeningRangeHigh = 0.0;
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OpeningRangeLow = 0.0;
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OpeningRangeStartAdjusted = DateTime.MinValue;
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}
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if (BarsInProgress == 0)
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{
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ORH[0] = OpeningRangeHigh;
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ORL[0] = OpeningRangeLow;
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return;
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}
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if (now > marketOpen && now <= marketOpen.AddSeconds(OpeningRangeInSeconds))
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{
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// TODO: The OR would ideally start on the first candle of the market session.
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// As it is, the OR begins plotting on the candle just prior to open.
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if (Highs[1][0] > OpeningRangeHigh || OpeningRangeHigh == 0.0)
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{
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RemoveDrawObject("ORH@" + OpeningRangeHigh);
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OpeningRangeHigh = Highs[1][0];
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Draw.Line(this, "ORH@" + OpeningRangeHigh, true, marketOpen.ToLocalTime(), OpeningRangeHigh, marketClose.ToLocalTime(), OpeningRangeHigh,
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OpeningRangeHighStroke.Brush, OpeningRangeHighStroke.DashStyleHelper, (int)OpeningRangeHighStroke.Width);
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}
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if (Lows[1][0] < OpeningRangeLow || OpeningRangeLow == 0.0)
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{
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RemoveDrawObject("ORL@" + OpeningRangeLow);
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OpeningRangeLow = Lows[1][0];
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Draw.Line(this, "ORL@" + OpeningRangeLow, true, marketOpen.ToLocalTime(), OpeningRangeLow, marketClose.ToLocalTime(), OpeningRangeLow,
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OpeningRangeLowStroke.Brush, OpeningRangeLowStroke.DashStyleHelper, (int)OpeningRangeLowStroke.Width);
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}
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}
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}
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[NinjaScriptProperty]
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[PropertyEditor("NinjaTrader.Gui.Tools.TimeEditorKey")]
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[Display(Name="Opening Range Start", Description="Opening range start in local time", Order=1, GroupName="Parameters")]
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public DateTime OpeningRangeStart
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[Range(1, int.MaxValue)]
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[Display(Name="Length", Description="Length of opening range", Order=1, GroupName="Parameters")]
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public int OpeningRangeLength
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{ get; set; }
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[NinjaScriptProperty]
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[PropertyEditor("NinjaTrader.Gui.Tools.TimeEditorKey")]
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[Display(Name="Opening Range End", Description="Opening range end in local time", Order=2, GroupName="Parameters")]
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public DateTime OpeningRangeEnd
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[Display(Name="Time Frame", Description="Time frame on which opening range is being calculated", Order=2, GroupName="Parameters")]
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public TimeFrame OpeningRangeTimeFrame
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{ get; set; }
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[NinjaScriptProperty]
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[PropertyEditor("NinjaTrader.Gui.Tools.TimeEditorKey")]
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[Display(Name="Trading Session End", Description="Trading session end in local time", Order=3, GroupName="Parameters")]
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public DateTime TradingEnd
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{ get; set; }
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[NinjaScriptProperty]
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[Display(Name = "Opening Range High", Description = "Opening range high line drawn on chart", Order = 4, GroupName = "Parameters")]
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[Display(Name = "Opening Range High", Description = "Opening range high line drawn on chart", Order = 3, GroupName = "Parameters")]
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public Stroke OpeningRangeHighStroke
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{ get; set; }
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[NinjaScriptProperty]
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[Display(Name = "Opening Range Low", Description = "Opening range low line drawn on chart", Order = 5, GroupName = "Parameters")]
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[Display(Name = "Opening Range Low", Description = "Opening range low line drawn on chart", Order = 4, GroupName = "Parameters")]
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public Stroke OpeningRangeLowStroke
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{ get; set; }
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[Browsable(false)]
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[XmlIgnore]
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public Series<double> ORH
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{
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get { return Values[0]; }
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}
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[Browsable(false)]
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[XmlIgnore]
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public Series<double> ORL
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{
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get { return Values[1]; }
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}
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}
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}
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@ -134,18 +169,18 @@ namespace NinjaTrader.NinjaScript.Indicators
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public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
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{
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private OpeningRange[] cacheOpeningRange;
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public OpeningRange OpeningRange(DateTime openingRangeStart, DateTime openingRangeEnd, DateTime tradingEnd, Stroke openingRangeHighStroke, Stroke openingRangeLowStroke)
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public OpeningRange OpeningRange(int openingRangeLength, TimeFrame openingRangeTimeFrame, Stroke openingRangeHighStroke, Stroke openingRangeLowStroke)
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{
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return OpeningRange(Input, openingRangeStart, openingRangeEnd, tradingEnd, openingRangeHighStroke, openingRangeLowStroke);
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return OpeningRange(Input, openingRangeLength, openingRangeTimeFrame, openingRangeHighStroke, openingRangeLowStroke);
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}
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public OpeningRange OpeningRange(ISeries<double> input, DateTime openingRangeStart, DateTime openingRangeEnd, DateTime tradingEnd, Stroke openingRangeHighStroke, Stroke openingRangeLowStroke)
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public OpeningRange OpeningRange(ISeries<double> input, int openingRangeLength, TimeFrame openingRangeTimeFrame, Stroke openingRangeHighStroke, Stroke openingRangeLowStroke)
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{
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if (cacheOpeningRange != null)
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for (int idx = 0; idx < cacheOpeningRange.Length; idx++)
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if (cacheOpeningRange[idx] != null && cacheOpeningRange[idx].OpeningRangeStart == openingRangeStart && cacheOpeningRange[idx].OpeningRangeEnd == openingRangeEnd && cacheOpeningRange[idx].TradingEnd == tradingEnd && cacheOpeningRange[idx].OpeningRangeHighStroke == openingRangeHighStroke && cacheOpeningRange[idx].OpeningRangeLowStroke == openingRangeLowStroke && cacheOpeningRange[idx].EqualsInput(input))
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if (cacheOpeningRange[idx] != null && cacheOpeningRange[idx].OpeningRangeLength == openingRangeLength && cacheOpeningRange[idx].OpeningRangeTimeFrame == openingRangeTimeFrame && cacheOpeningRange[idx].OpeningRangeHighStroke == openingRangeHighStroke && cacheOpeningRange[idx].OpeningRangeLowStroke == openingRangeLowStroke && cacheOpeningRange[idx].EqualsInput(input))
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return cacheOpeningRange[idx];
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return CacheIndicator<OpeningRange>(new OpeningRange(){ OpeningRangeStart = openingRangeStart, OpeningRangeEnd = openingRangeEnd, TradingEnd = tradingEnd, OpeningRangeHighStroke = openingRangeHighStroke, OpeningRangeLowStroke = openingRangeLowStroke }, input, ref cacheOpeningRange);
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return CacheIndicator<OpeningRange>(new OpeningRange(){ OpeningRangeLength = openingRangeLength, OpeningRangeTimeFrame = openingRangeTimeFrame, OpeningRangeHighStroke = openingRangeHighStroke, OpeningRangeLowStroke = openingRangeLowStroke }, input, ref cacheOpeningRange);
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}
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}
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}
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@ -154,14 +189,14 @@ 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.OpeningRange OpeningRange(DateTime openingRangeStart, DateTime openingRangeEnd, DateTime tradingEnd, Stroke openingRangeHighStroke, Stroke openingRangeLowStroke)
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public Indicators.OpeningRange OpeningRange(int openingRangeLength, TimeFrame openingRangeTimeFrame, Stroke openingRangeHighStroke, Stroke openingRangeLowStroke)
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{
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return indicator.OpeningRange(Input, openingRangeStart, openingRangeEnd, tradingEnd, openingRangeHighStroke, openingRangeLowStroke);
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return indicator.OpeningRange(Input, openingRangeLength, openingRangeTimeFrame, openingRangeHighStroke, openingRangeLowStroke);
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}
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public Indicators.OpeningRange OpeningRange(ISeries<double> input , DateTime openingRangeStart, DateTime openingRangeEnd, DateTime tradingEnd, Stroke openingRangeHighStroke, Stroke openingRangeLowStroke)
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public Indicators.OpeningRange OpeningRange(ISeries<double> input , int openingRangeLength, TimeFrame openingRangeTimeFrame, Stroke openingRangeHighStroke, Stroke openingRangeLowStroke)
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{
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return indicator.OpeningRange(input, openingRangeStart, openingRangeEnd, tradingEnd, openingRangeHighStroke, openingRangeLowStroke);
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return indicator.OpeningRange(input, openingRangeLength, openingRangeTimeFrame, openingRangeHighStroke, openingRangeLowStroke);
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}
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}
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}
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@ -170,14 +205,14 @@ 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.OpeningRange OpeningRange(DateTime openingRangeStart, DateTime openingRangeEnd, DateTime tradingEnd, Stroke openingRangeHighStroke, Stroke openingRangeLowStroke)
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public Indicators.OpeningRange OpeningRange(int openingRangeLength, TimeFrame openingRangeTimeFrame, Stroke openingRangeHighStroke, Stroke openingRangeLowStroke)
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{
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return indicator.OpeningRange(Input, openingRangeStart, openingRangeEnd, tradingEnd, openingRangeHighStroke, openingRangeLowStroke);
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return indicator.OpeningRange(Input, openingRangeLength, openingRangeTimeFrame, openingRangeHighStroke, openingRangeLowStroke);
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}
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public Indicators.OpeningRange OpeningRange(ISeries<double> input , DateTime openingRangeStart, DateTime openingRangeEnd, DateTime tradingEnd, Stroke openingRangeHighStroke, Stroke openingRangeLowStroke)
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public Indicators.OpeningRange OpeningRange(ISeries<double> input , int openingRangeLength, TimeFrame openingRangeTimeFrame, Stroke openingRangeHighStroke, Stroke openingRangeLowStroke)
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{
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return indicator.OpeningRange(input, openingRangeStart, openingRangeEnd, tradingEnd, openingRangeHighStroke, openingRangeLowStroke);
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return indicator.OpeningRange(input, openingRangeLength, openingRangeTimeFrame, openingRangeHighStroke, openingRangeLowStroke);
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}
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}
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}
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