#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.Gui.PropertiesTest; #endregion //This namespace holds Indicators in this folder and is required. Do not change it. namespace NinjaTrader.NinjaScript.Indicators { public class DailyRange { public DateTime Date { get; set; } public double UpperLevel { get; set; } public double LowerLevel { get; set; } } public class ADR : Indicator { private const int PrimaryBars = 0; private const int DailyBars = 1; private TimeSpan SessionOpen; private TimeSpan SessionClose; private List DailyRanges = new List(); protected override void OnStateChange() { if (State == State.SetDefaults) { Description = @"Average Daily Range (ADR)"; Name = "ADR"; Calculate = Calculate.OnBarClose; IsOverlay = true; DrawOnPricePanel = true; ScaleJustification = ScaleJustification.Right; IsSuspendedWhileInactive = false; RangePeriod = 5; ADRHighStroke = new Stroke(Brushes.Yellow, 3); ADRLowStroke = new Stroke(Brushes.Yellow, 3); } else if (State == State.Configure) { AddDataSeries(Instrument.FullName, new BarsPeriod { BarsPeriodType = BarsPeriodType.Day, Value = 1 }, RangePeriod + 5, Bars.TradingHours.Name, Bars.IsResetOnNewTradingDay); } else if (State == State.DataLoaded) { SessionIterator chartSession = new SessionIterator(BarsArray[PrimaryBars]); SessionOpen = chartSession.GetTradingDayBeginLocal(chartSession.ActualTradingDayExchange).TimeOfDay; SessionClose = chartSession.GetTradingDayEndLocal(chartSession.ActualTradingDayExchange).TimeOfDay; } else if (State == State.Historical) { SetZOrder(-1); // Display behind bars on chart. } } protected override void OnBarUpdate() { if (DailyBars != BarsInProgress || CurrentBar < RangePeriod) return; double totalRange = 0; for (int i = 0; i < RangePeriod; i++) { totalRange += Highs[DailyBars][i] - Lows[DailyBars][i]; } double averageRange = totalRange / RangePeriod; DailyRanges.Add(new DailyRange { Date = Time[0].Date.AddDays(1), UpperLevel = Closes[DailyBars][0] + (averageRange / 2), LowerLevel = Closes[DailyBars][0] - (averageRange / 2), }); } protected override void OnRender(ChartControl chartControl, ChartScale chartScale) { base.OnRender(chartControl, chartScale); foreach (var Range in DailyRanges) { int startX = ChartControl.GetXByTime(Range.Date.AddDays(-1).Add(SessionOpen)); int endX = ChartControl.GetXByTime(Range.Date.Add(SessionClose)); DrawHorizontalLine(startX, endX, chartScale.GetYByValue(Range.UpperLevel), ADRHighStroke); DrawHorizontalLine(startX, endX, chartScale.GetYByValue(Range.LowerLevel), ADRLowStroke); } } 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 = "Range Period", GroupName = "Average Daily Range", Order = 1)] public int RangePeriod { get; set; } [NinjaScriptProperty] [Display(Name = "ADR High", Order = 2, GroupName = "Average Daily Range")] public Stroke ADRHighStroke { get; set; } [NinjaScriptProperty] [Display(Name = "ADR Low", Order = 3, GroupName = "Average Daily Range")] public Stroke ADRLowStroke { get; set; } } } #region NinjaScript generated code. Neither change nor remove. namespace NinjaTrader.NinjaScript.Indicators { public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase { private ADR[] cacheADR; public ADR ADR(int rangePeriod, Stroke aDRHighStroke, Stroke aDRLowStroke) { return ADR(Input, rangePeriod, aDRHighStroke, aDRLowStroke); } public ADR ADR(ISeries input, int rangePeriod, Stroke aDRHighStroke, Stroke aDRLowStroke) { if (cacheADR != null) for (int idx = 0; idx < cacheADR.Length; idx++) if (cacheADR[idx] != null && cacheADR[idx].RangePeriod == rangePeriod && cacheADR[idx].ADRHighStroke == aDRHighStroke && cacheADR[idx].ADRLowStroke == aDRLowStroke && cacheADR[idx].EqualsInput(input)) return cacheADR[idx]; return CacheIndicator(new ADR(){ RangePeriod = rangePeriod, ADRHighStroke = aDRHighStroke, ADRLowStroke = aDRLowStroke }, input, ref cacheADR); } } } namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns { public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase { public Indicators.ADR ADR(int rangePeriod, Stroke aDRHighStroke, Stroke aDRLowStroke) { return indicator.ADR(Input, rangePeriod, aDRHighStroke, aDRLowStroke); } public Indicators.ADR ADR(ISeries input , int rangePeriod, Stroke aDRHighStroke, Stroke aDRLowStroke) { return indicator.ADR(input, rangePeriod, aDRHighStroke, aDRLowStroke); } } } namespace NinjaTrader.NinjaScript.Strategies { public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase { public Indicators.ADR ADR(int rangePeriod, Stroke aDRHighStroke, Stroke aDRLowStroke) { return indicator.ADR(Input, rangePeriod, aDRHighStroke, aDRLowStroke); } public Indicators.ADR ADR(ISeries input , int rangePeriod, Stroke aDRHighStroke, Stroke aDRLowStroke) { return indicator.ADR(input, rangePeriod, aDRHighStroke, aDRLowStroke); } } } #endregion