#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 DailyCOL : 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 -> Date protected override void OnStateChange() { if (State == State.SetDefaults) { Description = @"Plots the open of daily candles."; Name = "Daily COL"; Calculate = Calculate.OnPriceChange; 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; NumberOfDays = 3; DailyOpenStroke = new Stroke(Brushes.Yellow, DashStyleHelper.Solid, 3); DrawLabels = true; LabelText = DATE + " Daily COL @ " + LEVEL; DailyOpenFont = new SimpleFont("Arial", 13); DailyOpenFontColor = Brushes.LightGray; } else if (State == State.Configure) { // TODO: Force ETH? AddDataSeries(Instrument.FullName, new BarsPeriod { BarsPeriodType = BarsPeriodType.Minute, Value = 1440 }, NumberOfDays, Bars.TradingHours.Name, Bars.IsResetOnNewTradingDay); } } protected override void OnBarUpdate() { if (BarsInProgress == DAILY_BARS && IsFirstTickOfBar) { double dailyOpen = Open[0]; string day = Time[0].ToString("MM/dd"); DailyOpens[dailyOpen] = day; } } protected override void OnRender(ChartControl chartControl, ChartScale chartScale) { base.OnRender(chartControl, chartScale); SharpDX.Direct2D1.Brush dailyOpenBrush = DailyOpenStroke.Brush.ToDxBrush(RenderTarget); TextFormat textFormat = DailyOpenFont.ToDirectWriteTextFormat(); SharpDX.Direct2D1.Brush textBrush = DailyOpenFontColor.ToDxBrush(RenderTarget); foreach (double dailyOpen in DailyOpens.Keys) { // TODO: Only need to render daily opens visible on the chart. int dailyOpenY = chartScale.GetYByValue(dailyOpen); RenderTarget.DrawLine(new SharpDX.Vector2(ChartPanel.X, dailyOpenY), new SharpDX.Vector2(ChartPanel.X + ChartPanel.W, dailyOpenY), dailyOpenBrush, DailyOpenStroke.Width, DailyOpenStroke.StrokeStyle); if (DrawLabels) { string dailyOpenText = LabelText.Replace(DATE, DailyOpens[dailyOpen]).Replace(LEVEL, dailyOpen.ToString(dailyOpen % 1 == 0 ? "F0" : "F2")); // TODO: Extract text rendering into a separate utility. 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(); textFormat.Dispose(); textBrush.Dispose(); } public override string DisplayName { get { return Name; } } [NinjaScriptProperty] [Range(1, int.MaxValue)] [Display(Name = "Number of Days", Description = "Number of daily opens to consider", Order = 1, GroupName = "Daily COL")] public int NumberOfDays { get; set; } [NinjaScriptProperty] [Display(Name = "Daily Open", Description = "Daily open level drawn on the chart", Order = 2, GroupName = "Daily COL")] public Stroke DailyOpenStroke { get; set; } [NinjaScriptProperty] [Display(Name = "Draw Labels", Order = 1, GroupName = "Labels")] public bool DrawLabels { get; set; } [NinjaScriptProperty] [Display(Name = "Label Text", Order = 2, GroupName = "Labels")] public string LabelText { get; set; } [NinjaScriptProperty] [Display(Name = "Font", Description = "Font used to display daily COLs", Order = 3, GroupName = "Labels")] public SimpleFont DailyOpenFont { get; set; } [XmlIgnore] [NinjaScriptProperty] [Display(Name = "Font Color", Description = "Color of the text used to label the daily COLs", Order = 4, GroupName = "Labels")] public Brush DailyOpenFontColor { get; set; } [Browsable(false)] public string DailyOpenFontColorSerialization { get { return Serialize.BrushToString(DailyOpenFontColor); } set { DailyOpenFontColor = Serialize.StringToBrush(value); } } } } #region NinjaScript generated code. Neither change nor remove. namespace NinjaTrader.NinjaScript.Indicators { public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase { private DailyCOL[] cacheDailyCOL; public DailyCOL DailyCOL(int numberOfDays, Stroke dailyOpenStroke, bool drawLabels, string labelText, SimpleFont dailyOpenFont, Brush dailyOpenFontColor) { return DailyCOL(Input, numberOfDays, dailyOpenStroke, drawLabels, labelText, dailyOpenFont, dailyOpenFontColor); } public DailyCOL DailyCOL(ISeries input, int numberOfDays, Stroke dailyOpenStroke, bool drawLabels, string labelText, SimpleFont dailyOpenFont, Brush dailyOpenFontColor) { if (cacheDailyCOL != null) for (int idx = 0; idx < cacheDailyCOL.Length; idx++) if (cacheDailyCOL[idx] != null && cacheDailyCOL[idx].NumberOfDays == numberOfDays && cacheDailyCOL[idx].DailyOpenStroke == dailyOpenStroke && cacheDailyCOL[idx].DrawLabels == drawLabels && cacheDailyCOL[idx].LabelText == labelText && cacheDailyCOL[idx].DailyOpenFont == dailyOpenFont && cacheDailyCOL[idx].DailyOpenFontColor == dailyOpenFontColor && cacheDailyCOL[idx].EqualsInput(input)) return cacheDailyCOL[idx]; return CacheIndicator(new DailyCOL(){ NumberOfDays = numberOfDays, DailyOpenStroke = dailyOpenStroke, DrawLabels = drawLabels, LabelText = labelText, DailyOpenFont = dailyOpenFont, DailyOpenFontColor = dailyOpenFontColor }, input, ref cacheDailyCOL); } } } namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns { public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase { public Indicators.DailyCOL DailyCOL(int numberOfDays, Stroke dailyOpenStroke, bool drawLabels, string labelText, SimpleFont dailyOpenFont, Brush dailyOpenFontColor) { return indicator.DailyCOL(Input, numberOfDays, dailyOpenStroke, drawLabels, labelText, dailyOpenFont, dailyOpenFontColor); } public Indicators.DailyCOL DailyCOL(ISeries input , int numberOfDays, Stroke dailyOpenStroke, bool drawLabels, string labelText, SimpleFont dailyOpenFont, Brush dailyOpenFontColor) { return indicator.DailyCOL(input, numberOfDays, dailyOpenStroke, drawLabels, labelText, dailyOpenFont, dailyOpenFontColor); } } } namespace NinjaTrader.NinjaScript.Strategies { public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase { public Indicators.DailyCOL DailyCOL(int numberOfDays, Stroke dailyOpenStroke, bool drawLabels, string labelText, SimpleFont dailyOpenFont, Brush dailyOpenFontColor) { return indicator.DailyCOL(Input, numberOfDays, dailyOpenStroke, drawLabels, labelText, dailyOpenFont, dailyOpenFontColor); } public Indicators.DailyCOL DailyCOL(ISeries input , int numberOfDays, Stroke dailyOpenStroke, bool drawLabels, string labelText, SimpleFont dailyOpenFont, Brush dailyOpenFontColor) { return indicator.DailyCOL(input, numberOfDays, dailyOpenStroke, drawLabels, labelText, dailyOpenFont, dailyOpenFontColor); } } } #endregion