#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; using SharpDX.DirectWrite; #endregion //This namespace holds Indicators in this folder and is required. Do not change it. namespace NinjaTrader.NinjaScript.Indicators { public class DailyLevels : Indicator { private static int DAILY_BARS = 1; private static int TEXT_PADDING = 5; // Pixels private static string DATE = "{date}"; private static string LEVEL = "{level}"; private Dictionary DailyOpens = new Dictionary(); // Open -> Month / Day private Dictionary DailyCloses = new Dictionary(); // Close -> Month / Day private Dictionary DailyCloseTimes = new Dictionary(); // Month / Day -> Time protected override void OnStateChange() { if (State == State.SetDefaults) { Description = @"Plots levels from daily candles."; Name = "Daily Levels"; Calculate = Calculate.OnPriceChange; IsOverlay = true; DisplayInDataBox = true; DrawOnPricePanel = true; DrawHorizontalGridLines = true; DrawVerticalGridLines = true; PaintPriceMarkers = true; ScaleJustification = ScaleJustification.Right; IsSuspendedWhileInactive = true; NumberOfDays = 3; DailyOpenStroke = new Stroke(Brushes.Yellow, DashStyleHelper.Solid, 3); ShowDailyOpens = true; DailyCloseStroke = new Stroke(Brushes.Yellow, DashStyleHelper.Solid, 3); ShowDailyCloses = false; DrawLabels = true; DailyOpenLabelText = DATE + " Daily Open @ " + LEVEL; DailyCloseLabelText = DATE + " Daily Close @ " + LEVEL; DailyLevelFont = new SimpleFont("Arial", 13); DailyLevelFontColor = Brushes.LightGray; } else if (State == State.Configure) { // Using 1440 minute bars rather than daily bars. // The desired number of days was being ignored when requesting daily bars. AddDataSeries(Instrument.FullName, new BarsPeriod { BarsPeriodType = BarsPeriodType.Minute, Value = 1440 }, NumberOfDays, Bars.TradingHours.Name, Bars.IsResetOnNewTradingDay); } else if (State == State.Historical) { SetZOrder(-1); // Display behind bars on chart. } } protected override void OnBarUpdate() { if (BarsInProgress == DAILY_BARS && IsFirstTickOfBar) { double dailyOpen = Open[0]; string day = Time[0].ToString("MM/dd"); DailyOpens[dailyOpen] = day; if (CurrentBar >= 1) // Make sure there is a prior day to reference. { double dailyClose = Close[1]; string previousDay = Time[1].ToString("MM/dd"); DailyCloses[dailyClose] = previousDay; } // Candle times in NT are associated with the close rather than the open. // For the daily bars, this will be the end of the market session. DailyCloseTimes[day] = Time[0]; } } protected override void OnRender(ChartControl chartControl, ChartScale chartScale) { base.OnRender(chartControl, chartScale); TextFormat textFormat = DailyLevelFont.ToDirectWriteTextFormat(); SharpDX.Direct2D1.Brush textBrush = DailyLevelFontColor.ToDxBrush(RenderTarget); if (ShowDailyOpens) { SharpDX.Direct2D1.Brush dailyOpenBrush = DailyOpenStroke.Brush.ToDxBrush(RenderTarget); foreach (double dailyOpen in DailyOpens.Keys) { // Subtracting a day and adding a minute to the daily closing time results in the candle associated with the session open. // Basing the open / close times on the chart bars would be better, but using the daily bars as that's where the levels come from. int dailyOpenBarIndex = ChartBars.GetBarIdxByTime(ChartControl, DailyCloseTimes[DailyOpens[dailyOpen]].AddDays(-1).AddMinutes(1)); int dailyOpenX = chartControl.GetXByBarIndex(ChartBars, dailyOpenBarIndex); int dailyOpenY = chartScale.GetYByValue(dailyOpen); RenderTarget.DrawLine(new SharpDX.Vector2(dailyOpenX, dailyOpenY), new SharpDX.Vector2(ChartPanel.X + ChartPanel.W, dailyOpenY), dailyOpenBrush, DailyOpenStroke.Width, DailyOpenStroke.StrokeStyle); if (DrawLabels && (dailyOpenX < ChartPanel.X + ChartPanel.W)) { string dailyOpenText = DailyOpenLabelText.Replace(DATE, DailyOpens[dailyOpen]) .Replace(LEVEL, dailyOpen.ToString(dailyOpen % 1 == 0 ? "F0" : "F2")); TextLayout textLayout = new TextLayout(Core.Globals.DirectWriteFactory, dailyOpenText, textFormat, 500, textFormat.FontSize); SharpDX.Vector2 textOrigin = new SharpDX.Vector2(ChartPanel.W - textLayout.Metrics.Width - TEXT_PADDING, ChartPanel.Y + (float)chartScale.GetYByValue(dailyOpen) - (float)textLayout.Metrics.Height - TEXT_PADDING); RenderTarget.DrawTextLayout(textOrigin, textLayout, textBrush, SharpDX.Direct2D1.DrawTextOptions.NoSnap); textLayout.Dispose(); } } dailyOpenBrush.Dispose(); } if (ShowDailyCloses) { SharpDX.Direct2D1.Brush dailyCloseBrush = DailyCloseStroke.Brush.ToDxBrush(RenderTarget); foreach (double dailyClose in DailyCloses.Keys) { int dailyCloseBarIndex = ChartBars.GetBarIdxByTime(ChartControl, DailyCloseTimes[DailyCloses[dailyClose]]); int dailyCloseX = chartControl.GetXByBarIndex(ChartBars, dailyCloseBarIndex); int dailyCloseY = chartScale.GetYByValue(dailyClose); RenderTarget.DrawLine(new SharpDX.Vector2(dailyCloseX, dailyCloseY), new SharpDX.Vector2(ChartPanel.X + ChartPanel.W, dailyCloseY), dailyCloseBrush, DailyCloseStroke.Width, DailyCloseStroke.StrokeStyle); if (DrawLabels && (dailyCloseX < ChartPanel.X + ChartPanel.W)) { string dailyCloseText = DailyCloseLabelText.Replace(DATE, DailyCloses[dailyClose]) .Replace(LEVEL, dailyClose.ToString(dailyClose % 1 == 0 ? "F0" : "F2")); TextLayout textLayout = new TextLayout(Core.Globals.DirectWriteFactory, dailyCloseText, textFormat, 500, textFormat.FontSize); SharpDX.Vector2 textOrigin = new SharpDX.Vector2(ChartPanel.W - textLayout.Metrics.Width - TEXT_PADDING, ChartPanel.Y + (float)chartScale.GetYByValue(dailyClose) - (float)textLayout.Metrics.Height - TEXT_PADDING); RenderTarget.DrawTextLayout(textOrigin, textLayout, textBrush, SharpDX.Direct2D1.DrawTextOptions.NoSnap); textLayout.Dispose(); } } dailyCloseBrush.Dispose(); } textFormat.Dispose(); textBrush.Dispose(); } public override string DisplayName { get { return Name; } } [NinjaScriptProperty] [Range(1, int.MaxValue)] [Display(Name = "Number of Days", Description = "Number of days to consider", Order = 1, GroupName = "Daily Levels")] public int NumberOfDays { get; set; } [NinjaScriptProperty] [Display(Name = "Show Daily Opens", Description = "Show daily opens on the chart", Order = 2, GroupName = "Daily Levels")] public bool ShowDailyOpens { get; set; } [NinjaScriptProperty] [Display(Name = "Daily Open", Description = "Daily open level drawn on the chart", Order = 3, GroupName = "Daily Levels")] public Stroke DailyOpenStroke { get; set; } [NinjaScriptProperty] [Display(Name = "Show Daily Closes", Description = "Show daily closes on the chart", Order = 4, GroupName = "Daily Levels")] public bool ShowDailyCloses { get; set; } [NinjaScriptProperty] [Display(Name = "Daily Close", Description = "Daily close level drawn on the chart", Order = 5, GroupName = "Daily Levels")] public Stroke DailyCloseStroke { get; set; } [NinjaScriptProperty] [Display(Name = "Draw Labels", Description = "Show labels on the chart", Order = 1, GroupName = "Labels")] public bool DrawLabels { get; set; } [NinjaScriptProperty] [Display(Name = "Daily Open Label Text", Description = "Text displayed for daily opens", Order = 2, GroupName = "Labels")] public string DailyOpenLabelText { get; set; } [NinjaScriptProperty] [Display(Name = "Daily Close Label Text", Description = "Text displayed for daily closes", Order = 3, GroupName = "Labels")] public string DailyCloseLabelText { get; set; } [NinjaScriptProperty] [Display(Name = "Font", Description = "Font used to display daily levels", Order = 4, GroupName = "Labels")] public SimpleFont DailyLevelFont { get; set; } [XmlIgnore] [NinjaScriptProperty] [Display(Name = "Font Color", Description = "Color of the text used to label the daily levels", Order = 5, GroupName = "Labels")] public Brush DailyLevelFontColor { get; set; } [Browsable(false)] public string DailyOpenFontColorSerialization { get { return Serialize.BrushToString(DailyLevelFontColor); } set { DailyLevelFontColor = Serialize.StringToBrush(value); } } } } #region NinjaScript generated code. Neither change nor remove. namespace NinjaTrader.NinjaScript.Indicators { public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase { private DailyLevels[] cacheDailyLevels; public DailyLevels DailyLevels(int numberOfDays, bool showDailyOpens, Stroke dailyOpenStroke, bool showDailyCloses, Stroke dailyCloseStroke, bool drawLabels, string dailyOpenLabelText, string dailyCloseLabelText, SimpleFont dailyLevelFont, Brush dailyLevelFontColor) { return DailyLevels(Input, numberOfDays, showDailyOpens, dailyOpenStroke, showDailyCloses, dailyCloseStroke, drawLabels, dailyOpenLabelText, dailyCloseLabelText, dailyLevelFont, dailyLevelFontColor); } public DailyLevels DailyLevels(ISeries input, int numberOfDays, bool showDailyOpens, Stroke dailyOpenStroke, bool showDailyCloses, Stroke dailyCloseStroke, bool drawLabels, string dailyOpenLabelText, string dailyCloseLabelText, SimpleFont dailyLevelFont, Brush dailyLevelFontColor) { if (cacheDailyLevels != null) for (int idx = 0; idx < cacheDailyLevels.Length; idx++) if (cacheDailyLevels[idx] != null && cacheDailyLevels[idx].NumberOfDays == numberOfDays && cacheDailyLevels[idx].ShowDailyOpens == showDailyOpens && cacheDailyLevels[idx].DailyOpenStroke == dailyOpenStroke && cacheDailyLevels[idx].ShowDailyCloses == showDailyCloses && cacheDailyLevels[idx].DailyCloseStroke == dailyCloseStroke && cacheDailyLevels[idx].DrawLabels == drawLabels && cacheDailyLevels[idx].DailyOpenLabelText == dailyOpenLabelText && cacheDailyLevels[idx].DailyCloseLabelText == dailyCloseLabelText && cacheDailyLevels[idx].DailyLevelFont == dailyLevelFont && cacheDailyLevels[idx].DailyLevelFontColor == dailyLevelFontColor && cacheDailyLevels[idx].EqualsInput(input)) return cacheDailyLevels[idx]; return CacheIndicator(new DailyLevels(){ NumberOfDays = numberOfDays, ShowDailyOpens = showDailyOpens, DailyOpenStroke = dailyOpenStroke, ShowDailyCloses = showDailyCloses, DailyCloseStroke = dailyCloseStroke, DrawLabels = drawLabels, DailyOpenLabelText = dailyOpenLabelText, DailyCloseLabelText = dailyCloseLabelText, DailyLevelFont = dailyLevelFont, DailyLevelFontColor = dailyLevelFontColor }, input, ref cacheDailyLevels); } } } namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns { public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase { public Indicators.DailyLevels DailyLevels(int numberOfDays, bool showDailyOpens, Stroke dailyOpenStroke, bool showDailyCloses, Stroke dailyCloseStroke, bool drawLabels, string dailyOpenLabelText, string dailyCloseLabelText, SimpleFont dailyLevelFont, Brush dailyLevelFontColor) { return indicator.DailyLevels(Input, numberOfDays, showDailyOpens, dailyOpenStroke, showDailyCloses, dailyCloseStroke, drawLabels, dailyOpenLabelText, dailyCloseLabelText, dailyLevelFont, dailyLevelFontColor); } public Indicators.DailyLevels DailyLevels(ISeries input , int numberOfDays, bool showDailyOpens, Stroke dailyOpenStroke, bool showDailyCloses, Stroke dailyCloseStroke, bool drawLabels, string dailyOpenLabelText, string dailyCloseLabelText, SimpleFont dailyLevelFont, Brush dailyLevelFontColor) { return indicator.DailyLevels(input, numberOfDays, showDailyOpens, dailyOpenStroke, showDailyCloses, dailyCloseStroke, drawLabels, dailyOpenLabelText, dailyCloseLabelText, dailyLevelFont, dailyLevelFontColor); } } } namespace NinjaTrader.NinjaScript.Strategies { public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase { public Indicators.DailyLevels DailyLevels(int numberOfDays, bool showDailyOpens, Stroke dailyOpenStroke, bool showDailyCloses, Stroke dailyCloseStroke, bool drawLabels, string dailyOpenLabelText, string dailyCloseLabelText, SimpleFont dailyLevelFont, Brush dailyLevelFontColor) { return indicator.DailyLevels(Input, numberOfDays, showDailyOpens, dailyOpenStroke, showDailyCloses, dailyCloseStroke, drawLabels, dailyOpenLabelText, dailyCloseLabelText, dailyLevelFont, dailyLevelFontColor); } public Indicators.DailyLevels DailyLevels(ISeries input , int numberOfDays, bool showDailyOpens, Stroke dailyOpenStroke, bool showDailyCloses, Stroke dailyCloseStroke, bool drawLabels, string dailyOpenLabelText, string dailyCloseLabelText, SimpleFont dailyLevelFont, Brush dailyLevelFontColor) { return indicator.DailyLevels(input, numberOfDays, showDailyOpens, dailyOpenStroke, showDailyCloses, dailyCloseStroke, drawLabels, dailyOpenLabelText, dailyCloseLabelText, dailyLevelFont, dailyLevelFontColor); } } } #endregion