#region Using declarations using NinjaTrader.Gui; using NinjaTrader.Gui.Chart; using System.Collections.Generic; using System.ComponentModel; using System.ComponentModel.DataAnnotations; using System.Windows.Media; using System.Xml.Serialization; #endregion namespace NinjaTrader.NinjaScript.Indicators { public class TwoBPattern { public double Level { get; set; } public bool Is2BUp { get; set; } public bool Is2BDown { get; set; } public int StartBarIndex { get; set; } public int EndBarIndex { get; set; } public double PivotLevel { get; set; } public int PivotBarIndex { get; set; } } public class TwoB : Indicator { [XmlIgnore] public Series CompletedPattern; private List twoBs; private PivotPoints pivots; private double pivotHigh; private double pivotLow; private int pivotHighBarIndex; private int pivotLowBarIndex; private double mostRecentPivotHigh; private double mostRecentPivotLow; private int mostRecentPivotHighBarIndex; private int mostRecentPivotLowBarIndex; private double twoBUpLevel; private int twoBUpStartBarIndex; private int twoBUpEndBarIndex; private double twoBDownLevel; private int twoBDownStartBarIndex; private int twoBDownEndBarIndex; protected override void OnStateChange() { if (State == State.SetDefaults) { Description = @"Based on the 2B reversal pattern, credit to Victor Sperandeo"; Name = "2B"; Calculate = Calculate.OnBarClose; IsOverlay = true; DisplayInDataBox = true; DrawOnPricePanel = true; DrawHorizontalGridLines = true; DrawVerticalGridLines = true; PaintPriceMarkers = true; ScaleJustification = ScaleJustification.Right; IsSuspendedWhileInactive = true; PivotPeriod = 10; TwoBUpStroke = new Stroke(Brushes.LimeGreen, 3); TwoBDownStroke = new Stroke(Brushes.Red, 3); PivotStroke = new Stroke(Brushes.Yellow, 3); // For use during backtesting in order to limit the number of patterns processed. MaxPatterns = 0; } else if (State == State.DataLoaded) { CompletedPattern = new Series(this, MaximumBarsLookBack.Infinite); twoBs = new List(); pivots = PivotPoints(PivotPeriod, false); } else if (State == State.Historical) { SetZOrder(-1); // Display behind bars on chart. } } protected override void OnBarUpdate() { if (CurrentBar < PivotPeriod) return; PivotPoint pivot = pivots.Pivot[0]; if (pivot != null) { if (pivot.IsPivotHigh) { pivotHigh = pivot.Level; pivotHighBarIndex = pivot.StartBarIndex; } else if (pivot.IsPivotLow) { pivotLow = pivot.Level; pivotLowBarIndex = pivot.StartBarIndex; } } if (Open[0] < pivotHigh && High[0] > pivotHigh && mostRecentPivotHigh != pivotHigh) { mostRecentPivotHigh = pivotHigh; mostRecentPivotHighBarIndex = pivotHighBarIndex; twoBDownLevel = Low[0]; twoBDownStartBarIndex = CurrentBar; } else if (Open[0] > pivotLow && Low[0] < pivotLow && mostRecentPivotLow != pivotLow) { mostRecentPivotLow = pivotLow; mostRecentPivotLowBarIndex = pivotLowBarIndex; twoBUpLevel = High[0]; twoBUpStartBarIndex = CurrentBar; } if (Close[0] > twoBUpLevel) { twoBUpEndBarIndex = CurrentBar; TwoBPattern twoBUp = new TwoBPattern { Level = twoBUpLevel, Is2BUp = true, StartBarIndex = twoBUpStartBarIndex, EndBarIndex = twoBUpEndBarIndex, PivotBarIndex = mostRecentPivotLowBarIndex, PivotLevel = mostRecentPivotLow, }; twoBs.Add(twoBUp); CompletedPattern[0] = twoBUp; twoBUpLevel = double.MaxValue; } else if (Close[0] < twoBDownLevel) { twoBDownEndBarIndex = CurrentBar; TwoBPattern twoBDown = new TwoBPattern { Level = twoBDownLevel, Is2BDown = true, StartBarIndex = twoBDownStartBarIndex, EndBarIndex = twoBDownEndBarIndex, PivotBarIndex = mostRecentPivotHighBarIndex, PivotLevel = mostRecentPivotHigh, }; twoBs.Add(twoBDown); CompletedPattern[0] = twoBDown; twoBDownLevel = double.MinValue; } if (MaxPatterns > 0 && twoBs.Count > MaxPatterns) twoBs.RemoveAt(0); } protected override void OnRender(ChartControl chartControl, ChartScale chartScale) { base.OnRender(chartControl, chartScale); foreach (var twoB in twoBs.ToArray()) { int startX = chartControl.GetXByBarIndex(ChartBars, twoB.StartBarIndex); int endX = twoB.EndBarIndex == 0 ? ChartPanel.X + ChartPanel.W : chartControl.GetXByBarIndex(ChartBars, twoB.EndBarIndex); var stroke = twoB.Is2BUp ? TwoBUpStroke : TwoBDownStroke; DrawHorizontalLine(startX, endX, chartScale.GetYByValue(twoB.Level), stroke); int pivotX = chartControl.GetXByBarIndex(ChartBars, twoB.PivotBarIndex); DrawHorizontalLine(pivotX, startX, chartScale.GetYByValue(twoB.PivotLevel), PivotStroke); } } private void DrawHorizontalLine(int startX, int endX, int y, Stroke stroke) { SharpDX.Direct2D1.Brush dxBrush = stroke.Brush.ToDxBrush(RenderTarget); RenderTarget.DrawLine( new SharpDX.Vector2(startX, y), new SharpDX.Vector2(endX, y), dxBrush, stroke.Width, stroke.StrokeStyle ); dxBrush.Dispose(); } public override string DisplayName { get { return Name; } } [NinjaScriptProperty] [Range(1, int .MaxValue)] [Display(Name = "Pivot Period", GroupName = "2B", Order = 1)] public int PivotPeriod { get; set; } [Display(Name = "2B Up Stroke", GroupName = "2B", Order = 2)] public Stroke TwoBUpStroke { get; set; } [Display(Name = "2B Down Stroke", GroupName = "2B", Order = 3)] public Stroke TwoBDownStroke { get; set; } [Display(Name = "Pivot Stroke", GroupName = "2B", Order = 4)] public Stroke PivotStroke { get; set; } [Browsable(false)] public int MaxPatterns { get; set; } } } #region NinjaScript generated code. Neither change nor remove. namespace NinjaTrader.NinjaScript.Indicators { public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase { private TwoB[] cacheTwoB; public TwoB TwoB(int pivotPeriod) { return TwoB(Input, pivotPeriod); } public TwoB TwoB(ISeries input, int pivotPeriod) { if (cacheTwoB != null) for (int idx = 0; idx < cacheTwoB.Length; idx++) if (cacheTwoB[idx] != null && cacheTwoB[idx].PivotPeriod == pivotPeriod && cacheTwoB[idx].EqualsInput(input)) return cacheTwoB[idx]; return CacheIndicator(new TwoB(){ PivotPeriod = pivotPeriod }, input, ref cacheTwoB); } } } namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns { public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase { public Indicators.TwoB TwoB(int pivotPeriod) { return indicator.TwoB(Input, pivotPeriod); } public Indicators.TwoB TwoB(ISeries input , int pivotPeriod) { return indicator.TwoB(input, pivotPeriod); } } } namespace NinjaTrader.NinjaScript.Strategies { public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase { public Indicators.TwoB TwoB(int pivotPeriod) { return indicator.TwoB(Input, pivotPeriod); } public Indicators.TwoB TwoB(ISeries input , int pivotPeriod) { return indicator.TwoB(input, pivotPeriod); } } } #endregion