140 lines
4.6 KiB
C#
140 lines
4.6 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.Text;
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using System.Threading.Tasks;
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using System.Windows;
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using System.Windows.Input;
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using System.Windows.Media;
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using System.Xml.Serialization;
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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.Gui.SuperDom;
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using NinjaTrader.Gui.Tools;
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using NinjaTrader.Data;
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using NinjaTrader.NinjaScript;
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using NinjaTrader.Core.FloatingPoint;
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using NinjaTrader.NinjaScript.DrawingTools;
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#endregion
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//This namespace holds Indicators in this folder and is required. Do not change it.
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namespace NinjaTrader.NinjaScript.Indicators
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{
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public class RSIDetrended : Indicator
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{
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private RSI rsi;
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private SMA sma;
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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 = @"Detrended RSI indicator";
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Name = "RSI Detrended";
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Calculate = Calculate.OnPriceChange;
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IsOverlay = false;
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DisplayInDataBox = true;
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DrawOnPricePanel = true;
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DrawHorizontalGridLines = true;
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DrawVerticalGridLines = true;
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PaintPriceMarkers = true;
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ScaleJustification = ScaleJustification.Right;
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IsSuspendedWhileInactive = true;
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RSIPeriod = 2;
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MAPeriod = 20;
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AddPlot(new Stroke(Brushes.Yellow, DashStyleHelper.Solid, 3), PlotStyle.Line, "RSI Detrended");
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}
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else if (State == State.DataLoaded)
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{
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rsi = RSI(Close, RSIPeriod, 3);
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sma = SMA(rsi, MAPeriod);
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}
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}
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protected override void OnBarUpdate()
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{
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if (CurrentBar < RSIPeriod || CurrentBar < MAPeriod)
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return;
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double detrendedRsi = rsi[0] - sma[0];
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Value[0] = detrendedRsi;
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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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[Range(1, int.MaxValue), NinjaScriptProperty]
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[Display(Name = "RSI Period", Description = "Period for the RSI calculation", Order = 1, GroupName = "RSI Detrended")]
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public int RSIPeriod { get; set; }
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[Range(1, int.MaxValue), NinjaScriptProperty]
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[Display(Name = "MA Period", Description = "Period for the moving average calculation", Order = 2, GroupName = "RSI Detrended")]
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public int MAPeriod { get; set; }
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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 RSIDetrended[] cacheRSIDetrended;
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public RSIDetrended RSIDetrended(int rSIPeriod, int mAPeriod)
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{
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return RSIDetrended(Input, rSIPeriod, mAPeriod);
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}
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public RSIDetrended RSIDetrended(ISeries<double> input, int rSIPeriod, int mAPeriod)
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{
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if (cacheRSIDetrended != null)
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for (int idx = 0; idx < cacheRSIDetrended.Length; idx++)
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if (cacheRSIDetrended[idx] != null && cacheRSIDetrended[idx].RSIPeriod == rSIPeriod && cacheRSIDetrended[idx].MAPeriod == mAPeriod && cacheRSIDetrended[idx].EqualsInput(input))
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return cacheRSIDetrended[idx];
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return CacheIndicator<RSIDetrended>(new RSIDetrended(){ RSIPeriod = rSIPeriod, MAPeriod = mAPeriod }, input, ref cacheRSIDetrended);
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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.RSIDetrended RSIDetrended(int rSIPeriod, int mAPeriod)
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{
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return indicator.RSIDetrended(Input, rSIPeriod, mAPeriod);
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}
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public Indicators.RSIDetrended RSIDetrended(ISeries<double> input , int rSIPeriod, int mAPeriod)
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{
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return indicator.RSIDetrended(input, rSIPeriod, mAPeriod);
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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.RSIDetrended RSIDetrended(int rSIPeriod, int mAPeriod)
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{
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return indicator.RSIDetrended(Input, rSIPeriod, mAPeriod);
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}
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public Indicators.RSIDetrended RSIDetrended(ISeries<double> input , int rSIPeriod, int mAPeriod)
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{
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return indicator.RSIDetrended(input, rSIPeriod, mAPeriod);
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}
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}
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}
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#endregion
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