134 lines
4.2 KiB
C#
134 lines
4.2 KiB
C#
#region Using declarations
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using System;
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using System.ComponentModel.DataAnnotations;
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using System.Windows.Media;
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using NinjaTrader.Gui;
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using NinjaTrader.Gui.Chart;
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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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[CategoryOrder("SuperSmoother", 1)]
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[CategoryOrder("Plots", 2)]
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public class SuperSmoother : Indicator
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{
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private double a;
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private double b;
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private double c1;
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private double c2;
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private double c3;
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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 = @"Credit to John F. Ehlers";
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Name = "SuperSmoother";
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Calculate = Calculate.OnPriceChange;
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IsOverlay = true;
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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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Period = 10;
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AddPlot(new Stroke(Brushes.Yellow, DashStyleHelper.Solid, 2), PlotStyle.Line, "SuperSmoother");
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}
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else if (State == State.Configure)
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{
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a = Math.Exp(-1.414 * Math.PI / Period);
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b = 2 * a * Math.Cos(1.414 * 180 / Period);
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c2 = b;
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c3 = -a * a;
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c1 = 1 - c2 - c3;
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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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protected override void OnBarUpdate()
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{
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if (CurrentBar < 3) // Need at least 3 bars.
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{
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Value[0] = Input[0];
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return;
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}
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Value[0] = c1 * (Input[0] + Input[1]) / 2 + c2 * Value[1] + c3 * Value[2];
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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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[Range(1, int.MaxValue), NinjaScriptProperty]
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[Display(Name = "Period", Order = 1, GroupName = "SuperSmoother")]
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public int Period { 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 SuperSmoother[] cacheSuperSmoother;
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public SuperSmoother SuperSmoother(int period)
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{
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return SuperSmoother(Input, period);
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}
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public SuperSmoother SuperSmoother(ISeries<double> input, int period)
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{
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if (cacheSuperSmoother != null)
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for (int idx = 0; idx < cacheSuperSmoother.Length; idx++)
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if (cacheSuperSmoother[idx] != null && cacheSuperSmoother[idx].Period == period && cacheSuperSmoother[idx].EqualsInput(input))
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return cacheSuperSmoother[idx];
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return CacheIndicator<SuperSmoother>(new SuperSmoother(){ Period = period }, input, ref cacheSuperSmoother);
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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.SuperSmoother SuperSmoother(int period)
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{
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return indicator.SuperSmoother(Input, period);
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}
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public Indicators.SuperSmoother SuperSmoother(ISeries<double> input , int period)
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{
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return indicator.SuperSmoother(input, period);
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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.SuperSmoother SuperSmoother(int period)
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{
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return indicator.SuperSmoother(Input, period);
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}
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public Indicators.SuperSmoother SuperSmoother(ISeries<double> input , int period)
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{
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return indicator.SuperSmoother(input, period);
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}
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}
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}
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#endregion
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