#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 NinjaTrader.NinjaScript.BarsTypes; #endregion //This namespace holds Indicators in this folder and is required. Do not change it. namespace NinjaTrader.NinjaScript.Indicators { public class VPOC : Indicator { private class POC { public double Level { get; set; } public int StartBarIndex { get; set; } public int EndBarIndex { get; set; } } private List DetectedPOCs = new List(); // Represents the current day's volume profile. private Dictionary VP = new Dictionary(); private const int PrimaryBars = 0; private const int TickBars = 1; protected override void OnStateChange() { if (State == State.SetDefaults) { Name = "VPOC"; Description = @"Virgin (Volume) Point of Control"; Calculate = Calculate.OnEachTick; IsOverlay = true; DrawOnPricePanel = true; ScaleJustification = ScaleJustification.Right; IsSuspendedWhileInactive = false; VPOCStroke = new Stroke(Brushes.Yellow, DashStyleHelper.Solid, 3); } else if (State == State.Configure) { AddDataSeries(Instrument.FullName, new BarsPeriod { BarsPeriodType = BarsPeriodType.Tick, Value = 1 }, Bars.TradingHours.Name); } else if (State == State.Historical) { SetZOrder(-1); // Display behind bars on chart. } } protected override void OnBarUpdate() { // Assuming primary bars are processed first each session. if (PrimaryBars == BarsInProgress && IsFirstTickOfBar) { if (Bars.IsFirstBarOfSession && CurrentBar > 1) { double pointOfControl = VP.OrderByDescending(p => p.Value).First().Key; DetectedPOCs.Add(new POC { Level = pointOfControl, StartBarIndex = CurrentBar }); VP.Clear(); // Reset the volume profile for the new session. } foreach (POC poc in DetectedPOCs) { if (poc.EndBarIndex == 0 && (CrossAbove(Close, poc.Level, 1) || CrossBelow(Close, poc.Level, 1))) { poc.EndBarIndex = CurrentBar; } } } if (TickBars == BarsInProgress) { double lastPrice = Closes[TickBars][0]; if (!VP.ContainsKey(lastPrice)) VP[lastPrice] = 0; VP[lastPrice] += (long)Volumes[TickBars][0]; } } protected override void OnRender(ChartControl chartControl, ChartScale chartScale) { base.OnRender(chartControl, chartScale); foreach (POC poc in DetectedPOCs) { int startX = chartControl.GetXByBarIndex(ChartBars, poc.StartBarIndex); int endX = poc.EndBarIndex == 0 ? ChartPanel.X + ChartPanel.W : chartControl.GetXByBarIndex(ChartBars, poc.EndBarIndex); DrawHorizontalLine(startX, endX, chartScale.GetYByValue(poc.Level), VPOCStroke); } } 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] [Display(Name = "VPOC", Description = "VPOC line drawn on chart", Order = 1, GroupName = "VPOC")] public Stroke VPOCStroke { get; set; } } } #region NinjaScript generated code. Neither change nor remove. namespace NinjaTrader.NinjaScript.Indicators { public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase { private VPOC[] cacheVPOC; public VPOC VPOC(Stroke vPOCStroke) { return VPOC(Input, vPOCStroke); } public VPOC VPOC(ISeries input, Stroke vPOCStroke) { if (cacheVPOC != null) for (int idx = 0; idx < cacheVPOC.Length; idx++) if (cacheVPOC[idx] != null && cacheVPOC[idx].VPOCStroke == vPOCStroke && cacheVPOC[idx].EqualsInput(input)) return cacheVPOC[idx]; return CacheIndicator(new VPOC(){ VPOCStroke = vPOCStroke }, input, ref cacheVPOC); } } } namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns { public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase { public Indicators.VPOC VPOC(Stroke vPOCStroke) { return indicator.VPOC(Input, vPOCStroke); } public Indicators.VPOC VPOC(ISeries input , Stroke vPOCStroke) { return indicator.VPOC(input, vPOCStroke); } } } namespace NinjaTrader.NinjaScript.Strategies { public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase { public Indicators.VPOC VPOC(Stroke vPOCStroke) { return indicator.VPOC(Input, vPOCStroke); } public Indicators.VPOC VPOC(ISeries input , Stroke vPOCStroke) { return indicator.VPOC(input, vPOCStroke); } } } #endregion