287 lines
13 KiB
C#
287 lines
13 KiB
C#
#region Using declarations
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using System;
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using System.Collections.Generic;
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using System.ComponentModel;
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using System.ComponentModel.DataAnnotations;
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using System.Linq;
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using System.Windows.Media;
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using NinjaTrader.Cbi;
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using NinjaTrader.Gui;
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using NinjaTrader.Gui.Chart;
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using NinjaTrader.NinjaScript;
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using NinjaTrader.Data;
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using NinjaTrader.Gui.Tools;
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using SharpDX;
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using SharpDX.DirectWrite;
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using System.Xml.Serialization;
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#endregion
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namespace NinjaTrader.NinjaScript.Indicators
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{
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public class RSIDashboard : Indicator
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{
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private const int MTFBarsStartIndex = 1;
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private Dictionary<string, RSI> RSIIndicators = new Dictionary<string, RSI>();
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private string[] TimeFrames = new[] { "1 Minute", "5 Minutes", "30 Minutes", "1 Hour", "4 Hours", "Daily", "Weekly" };
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private double[] RSIValues = new double[7];
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protected override void OnStateChange()
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{
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if (State == State.SetDefaults)
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{
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Description = @"Displays the RSI values of multiple time frames.";
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Name = "RSI Dashboard";
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Calculate = Calculate.OnBarClose;
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IsOverlay = true;
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RSIPeriod = 14;
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RSISmoothing = 3;
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UpperThreshold = 65;
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LowerThreshold = 35;
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AboveThresholdColor = Brushes.LimeGreen;
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BelowThresholdColor = Brushes.Red;
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BetweenThresholdsColor = Brushes.Transparent;
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HeaderColor = Brushes.Yellow;
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}
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else if (State == State.Configure)
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{
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for (int i = 0; i < TimeFrames.Length; i++)
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{
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if (TimeFrames[i].Contains("Daily"))
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AddDataSeries(Instrument.FullName, new BarsPeriod { BarsPeriodType = BarsPeriodType.Day, Value = 1 },
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365, Instrument.MasterInstrument.TradingHours.Name, Bars.IsResetOnNewTradingDay);
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else if (TimeFrames[i].Contains("Weekly"))
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AddDataSeries(Instrument.FullName, new BarsPeriod { BarsPeriodType = BarsPeriodType.Week, Value = 1 },
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52, Instrument.MasterInstrument.TradingHours.Name, Bars.IsResetOnNewTradingDay);
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else
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AddDataSeries(Instrument.FullName, BarsPeriodType.Minute, ConvertTimeFrameToMinutes(TimeFrames[i]));
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}
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}
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else if (State == State.DataLoaded)
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{
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int i = MTFBarsStartIndex;
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foreach (string timeFrame in TimeFrames)
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{
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// BarsArray[0] is the chart bar series, BarsArray[1] is the 1 minute bar series, etc.
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RSI rsi = RSI(BarsArray[i], RSIPeriod, RSISmoothing);
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RSIIndicators[timeFrame] = rsi;
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i++;
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}
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}
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else if (State == State.Historical)
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{
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SetZOrder(-1); // Display behind bars on chart.
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}
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}
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private int ConvertTimeFrameToMinutes(string timeFrame)
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{
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var numberPart = timeFrame.Split(' ')[0];
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int timeFrameValue;
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if (int.TryParse(numberPart, out timeFrameValue))
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{
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if (timeFrame.Contains("Minute"))
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return timeFrameValue;
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else if (timeFrame.Contains("Hour"))
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return timeFrameValue * 60;
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}
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throw new ArgumentException("Invalid time frame format: " + timeFrame);
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}
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protected override void OnBarUpdate()
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{
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RSI rsiValue;
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for (int i = MTFBarsStartIndex; i < TimeFrames.Length + 1; i++)
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{
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if (CurrentBars[i] < 1)
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return;
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if (RSIIndicators.TryGetValue(TimeFrames[i - 1], out rsiValue))
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RSIValues[i - 1] = rsiValue.Value[0];
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else
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RSIValues[i - 1] = 0; // Default value.
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}
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}
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protected override void OnRender(ChartControl chartControl, ChartScale chartScale)
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{
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base.OnRender(chartControl, chartScale);
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// Calculate maximum column width based on time frame text.
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int maxColWidth = 0;
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foreach (var timeFrame in TimeFrames)
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{
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var size = MeasureString(timeFrame, new TextFormat(Core.Globals.DirectWriteFactory, "Arial", 12));
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maxColWidth = Math.Max(maxColWidth, size.Width);
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}
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maxColWidth += 40; // Adding padding of 40 pixels (20 on each side).
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int x = ChartPanel.W - (maxColWidth * TimeFrames.Length) - 20; // Adjust starting position due to padding.
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int y = 10;
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int rowHeight = 20;
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int headerHeight = 20;
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// Draw header row.
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foreach (var timeFrame in TimeFrames)
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{
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RectangleF headerRect = new RectangleF(x, y, maxColWidth, headerHeight);
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RenderTarget.FillRectangle(headerRect, HeaderColor.ToDxBrush(RenderTarget));
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var textFormat = new TextFormat(Core.Globals.DirectWriteFactory, "Arial", FontWeight.Normal, FontStyle.Normal, 12);
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var size = MeasureString(timeFrame, textFormat);
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int textX = x + (maxColWidth - size.Width) / 2; // Center the text horizontally.
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int textY = y + (headerHeight - size.Height) / 2; // Center the text vertically.
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DrawText(timeFrame, textX, textY, Brushes.Black, textFormat, headerHeight);
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x += maxColWidth;
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}
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// Reset x coordinate for RSI values.
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x = ChartPanel.W - (maxColWidth * TimeFrames.Length) - 20;
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y += headerHeight;
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// Draw RSI value row.
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for (int i = 0; i < RSIValues.Length; i++)
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{
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var rsiText = RSIValues[i].ToString("F2"); // Format RSI value to two decimal places.
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var size = MeasureString(rsiText, new TextFormat(Core.Globals.DirectWriteFactory, "Arial", 12));
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int textX = x + (maxColWidth - size.Width) / 2; // Center the text horizontally.
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int textY = y + (rowHeight - size.Height) / 2; // Center the text vertically.
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Brush bgColor = BetweenThresholdsColor;
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if (RSIValues[i] > UpperThreshold) bgColor = AboveThresholdColor;
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else if (RSIValues[i] < LowerThreshold) bgColor = BelowThresholdColor;
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RectangleF rect = new RectangleF(x, y, maxColWidth, rowHeight);
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RenderTarget.FillRectangle(rect, bgColor.ToDxBrush(RenderTarget));
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DrawText(rsiText, textX, textY, Brushes.White, new TextFormat(Core.Globals.DirectWriteFactory, "Arial", 12), rowHeight);
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x += maxColWidth;
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}
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}
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private Size2 MeasureString(string text, TextFormat textFormat)
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{
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using (var textLayout = new TextLayout(Core.Globals.DirectWriteFactory, text, textFormat, float.PositiveInfinity, float.PositiveInfinity))
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{
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return new Size2((int)Math.Ceiling(textLayout.Metrics.Width), (int)Math.Ceiling(textLayout.Metrics.Height));
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}
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}
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private void DrawText(string text, int x, int y, Brush brush, TextFormat textFormat, int height)
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{
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TextLayout textLayout = new TextLayout(Core.Globals.DirectWriteFactory, text, textFormat, 500, height);
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Vector2 textOrigin = new Vector2(x, y);
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RenderTarget.DrawTextLayout(textOrigin, textLayout, brush.ToDxBrush(RenderTarget));
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textLayout.Dispose();
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}
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public override string DisplayName
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{
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get { return Name; }
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}
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#region Properties
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[NinjaScriptProperty]
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[Range(1, int.MaxValue)]
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[Display(Name = "RSI Period", GroupName = "RSI Dashboard", Order = 1)]
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public int RSIPeriod { get; set; }
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[NinjaScriptProperty]
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[Range(1, int.MaxValue)]
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[Display(Name = "RSI Smoothing", GroupName = "RSI Dashboard", Order = 2)]
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public int RSISmoothing { get; set; }
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[NinjaScriptProperty]
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[Range(0, 100)]
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[Display(Name = "Upper Threshold", GroupName = "RSI Dashboard", Order = 3)]
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public double UpperThreshold { get; set; }
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[NinjaScriptProperty]
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[Range(0, 100)]
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[Display(Name = "Lower Threshold", GroupName = "RSI Dashboard", Order = 4)]
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public double LowerThreshold { get; set; }
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[NinjaScriptProperty]
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[XmlIgnore]
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[Display(Name = "Above Threshold Color", Order = 5, GroupName = "RSI Dashboard")]
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public Brush AboveThresholdColor { get; set; }
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[NinjaScriptProperty]
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[XmlIgnore]
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[Display(Name = "Below Threshold Color", Order = 6, GroupName = "RSI Dashboard")]
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public Brush BelowThresholdColor { get; set; }
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[NinjaScriptProperty]
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[XmlIgnore]
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[Display(Name = "Between Thresholds Color", Order = 7, GroupName = "RSI Dashboard")]
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public Brush BetweenThresholdsColor { get; set; }
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[NinjaScriptProperty]
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[XmlIgnore]
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[Display(Name = "Header Color", Order = 8, GroupName = "RSI Dashboard")]
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public Brush HeaderColor { get; set; }
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#endregion
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}
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}
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#region NinjaScript generated code. Neither change nor remove.
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namespace NinjaTrader.NinjaScript.Indicators
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{
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public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
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{
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private RSIDashboard[] cacheRSIDashboard;
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public RSIDashboard RSIDashboard(int rSIPeriod, int rSISmoothing, double upperThreshold, double lowerThreshold, Brush aboveThresholdColor, Brush belowThresholdColor, Brush betweenThresholdsColor, Brush headerColor)
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{
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return RSIDashboard(Input, rSIPeriod, rSISmoothing, upperThreshold, lowerThreshold, aboveThresholdColor, belowThresholdColor, betweenThresholdsColor, headerColor);
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}
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public RSIDashboard RSIDashboard(ISeries<double> input, int rSIPeriod, int rSISmoothing, double upperThreshold, double lowerThreshold, Brush aboveThresholdColor, Brush belowThresholdColor, Brush betweenThresholdsColor, Brush headerColor)
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{
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if (cacheRSIDashboard != null)
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for (int idx = 0; idx < cacheRSIDashboard.Length; idx++)
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if (cacheRSIDashboard[idx] != null && cacheRSIDashboard[idx].RSIPeriod == rSIPeriod && cacheRSIDashboard[idx].RSISmoothing == rSISmoothing && cacheRSIDashboard[idx].UpperThreshold == upperThreshold && cacheRSIDashboard[idx].LowerThreshold == lowerThreshold && cacheRSIDashboard[idx].AboveThresholdColor == aboveThresholdColor && cacheRSIDashboard[idx].BelowThresholdColor == belowThresholdColor && cacheRSIDashboard[idx].BetweenThresholdsColor == betweenThresholdsColor && cacheRSIDashboard[idx].HeaderColor == headerColor && cacheRSIDashboard[idx].EqualsInput(input))
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return cacheRSIDashboard[idx];
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return CacheIndicator<RSIDashboard>(new RSIDashboard(){ RSIPeriod = rSIPeriod, RSISmoothing = rSISmoothing, UpperThreshold = upperThreshold, LowerThreshold = lowerThreshold, AboveThresholdColor = aboveThresholdColor, BelowThresholdColor = belowThresholdColor, BetweenThresholdsColor = betweenThresholdsColor, HeaderColor = headerColor }, input, ref cacheRSIDashboard);
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}
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}
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}
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namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
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{
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public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
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{
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public Indicators.RSIDashboard RSIDashboard(int rSIPeriod, int rSISmoothing, double upperThreshold, double lowerThreshold, Brush aboveThresholdColor, Brush belowThresholdColor, Brush betweenThresholdsColor, Brush headerColor)
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{
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return indicator.RSIDashboard(Input, rSIPeriod, rSISmoothing, upperThreshold, lowerThreshold, aboveThresholdColor, belowThresholdColor, betweenThresholdsColor, headerColor);
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}
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public Indicators.RSIDashboard RSIDashboard(ISeries<double> input , int rSIPeriod, int rSISmoothing, double upperThreshold, double lowerThreshold, Brush aboveThresholdColor, Brush belowThresholdColor, Brush betweenThresholdsColor, Brush headerColor)
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{
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return indicator.RSIDashboard(input, rSIPeriod, rSISmoothing, upperThreshold, lowerThreshold, aboveThresholdColor, belowThresholdColor, betweenThresholdsColor, headerColor);
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}
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}
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}
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namespace NinjaTrader.NinjaScript.Strategies
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{
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public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
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{
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public Indicators.RSIDashboard RSIDashboard(int rSIPeriod, int rSISmoothing, double upperThreshold, double lowerThreshold, Brush aboveThresholdColor, Brush belowThresholdColor, Brush betweenThresholdsColor, Brush headerColor)
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{
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return indicator.RSIDashboard(Input, rSIPeriod, rSISmoothing, upperThreshold, lowerThreshold, aboveThresholdColor, belowThresholdColor, betweenThresholdsColor, headerColor);
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}
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public Indicators.RSIDashboard RSIDashboard(ISeries<double> input , int rSIPeriod, int rSISmoothing, double upperThreshold, double lowerThreshold, Brush aboveThresholdColor, Brush belowThresholdColor, Brush betweenThresholdsColor, Brush headerColor)
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{
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return indicator.RSIDashboard(input, rSIPeriod, rSISmoothing, upperThreshold, lowerThreshold, aboveThresholdColor, belowThresholdColor, betweenThresholdsColor, headerColor);
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}
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}
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}
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#endregion
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