#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 HighsAndLows : Indicator { private static string HIGHER_HIGH = "HH"; private static string HIGHER_LOW = "HL"; private static string LOWER_HIGH = "LH"; private static string LOWER_LOW = "LL"; private double PivotHigh = double.MinValue; private int PivotHighCandle = int.MinValue; private string PivotHighLabel = string.Empty; private double PivotLow = double.MaxValue; private int PivotLowCandle = int.MinValue; private string PivotLowLabel = string.Empty; protected override void OnStateChange() { if (State == State.SetDefaults) { Description = @"Plots higher highs, lower highs, higher lows, and lower lows"; Name = "Highs and Lows"; Calculate = Calculate.OnBarClose; IsOverlay = true; DisplayInDataBox = true; DrawOnPricePanel = true; DrawHorizontalGridLines = true; DrawVerticalGridLines = true; PaintPriceMarkers = true; ScaleJustification = NinjaTrader.Gui.Chart.ScaleJustification.Right; //Disable this property if your indicator requires custom values that cumulate with each new market data event. //See Help Guide for additional information. IsSuspendedWhileInactive = true; BarsToLookBack = 10; BarsToLookAhead = 10; TextColor = Brushes.Yellow; } } protected override void OnBarUpdate() { if (CurrentBar < (BarsToLookBack + BarsToLookAhead) + 1) return; double currentHigh = High[BarsToLookAhead]; bool isPivotHigh = true; for (int i = 0; i < BarsToLookAhead; i++) { if (High[i] > currentHigh) { isPivotHigh = false; break; } } if (isPivotHigh) { for (int i = 0; i < BarsToLookBack; i++) { if (High[BarsToLookAhead + (i + 1)] > currentHigh) { isPivotHigh = false; break; } } } if (isPivotHigh) { if ((CurrentBar - PivotHighCandle) < 5 && currentHigh == PivotHigh) { RemoveDrawObject(PivotHighLabel + "@" + PivotHighCandle); } if (currentHigh > PivotHigh) { PivotHighLabel = HIGHER_HIGH; } else if (currentHigh < PivotHigh) { PivotHighLabel = LOWER_HIGH; } PivotHigh = currentHigh; PivotHighCandle = CurrentBar; Draw.Text(this, PivotHighLabel + "@" + PivotHighCandle, PivotHighLabel, BarsToLookAhead, PivotHigh + TickSize, TextColor); } double currentLow = Low[BarsToLookAhead]; bool isPivotLow = true; for (int i = 0; i < BarsToLookAhead; i++) { if (Low[i] < currentLow) { isPivotLow = false; break; } } if (isPivotLow) { for (int i = 0; i < BarsToLookBack; i++) { if (Low[BarsToLookAhead + (i + 1)] < currentLow) { isPivotLow = false; break; } } } if (isPivotLow) { if ((CurrentBar - PivotLowCandle) < 5 && currentLow == PivotLow) { RemoveDrawObject(PivotLowLabel + "@" + PivotLowCandle); } if (currentLow < PivotLow) { PivotLowLabel = LOWER_LOW; } else if (currentLow > PivotLow) { PivotLowLabel = HIGHER_LOW; } PivotLow = currentLow; PivotLowCandle = CurrentBar; Draw.Text(this, PivotLowLabel + "@" + PivotLowCandle, PivotLowLabel, BarsToLookAhead, PivotLow - TickSize, TextColor); } } [NinjaScriptProperty] [Range(1, int.MaxValue)] [Display(Name = "Look Back Period", Description = "Number of bars to look backward when determining pivots", Order = 1, GroupName = "Parameters")] public int BarsToLookBack { get; set; } [NinjaScriptProperty] [Range(1, int.MaxValue)] [Display(Name = "Look Ahead Period", Description = "Number of bars to look forward when determining pivots", Order = 2, GroupName = "Parameters")] public int BarsToLookAhead { get; set; } [NinjaScriptProperty] [Display(Name = "Text Color", Description = "Color of the text used to label the pivots", Order = 3, GroupName = "Parameters")] public Brush TextColor { get; set; } } } #region NinjaScript generated code. Neither change nor remove. namespace NinjaTrader.NinjaScript.Indicators { public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase { private HighsAndLows[] cacheHighsAndLows; public HighsAndLows HighsAndLows(int barsToLookBack, int barsToLookAhead, Brush textColor) { return HighsAndLows(Input, barsToLookBack, barsToLookAhead, textColor); } public HighsAndLows HighsAndLows(ISeries input, int barsToLookBack, int barsToLookAhead, Brush textColor) { if (cacheHighsAndLows != null) for (int idx = 0; idx < cacheHighsAndLows.Length; idx++) if (cacheHighsAndLows[idx] != null && cacheHighsAndLows[idx].BarsToLookBack == barsToLookBack && cacheHighsAndLows[idx].BarsToLookAhead == barsToLookAhead && cacheHighsAndLows[idx].TextColor == textColor && cacheHighsAndLows[idx].EqualsInput(input)) return cacheHighsAndLows[idx]; return CacheIndicator(new HighsAndLows(){ BarsToLookBack = barsToLookBack, BarsToLookAhead = barsToLookAhead, TextColor = textColor }, input, ref cacheHighsAndLows); } } } namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns { public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase { public Indicators.HighsAndLows HighsAndLows(int barsToLookBack, int barsToLookAhead, Brush textColor) { return indicator.HighsAndLows(Input, barsToLookBack, barsToLookAhead, textColor); } public Indicators.HighsAndLows HighsAndLows(ISeries input , int barsToLookBack, int barsToLookAhead, Brush textColor) { return indicator.HighsAndLows(input, barsToLookBack, barsToLookAhead, textColor); } } } namespace NinjaTrader.NinjaScript.Strategies { public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase { public Indicators.HighsAndLows HighsAndLows(int barsToLookBack, int barsToLookAhead, Brush textColor) { return indicator.HighsAndLows(Input, barsToLookBack, barsToLookAhead, textColor); } public Indicators.HighsAndLows HighsAndLows(ISeries input , int barsToLookBack, int barsToLookAhead, Brush textColor) { return indicator.HighsAndLows(input, barsToLookBack, barsToLookAhead, textColor); } } } #endregion