ninjatrader/indicators/DailyOpenLevels.cs

#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;
#endregion

//This namespace holds Indicators in this folder and is required. Do not change it. 
namespace NinjaTrader.NinjaScript.Indicators
{
    public class DailyOpenLevels : Indicator
    {
        private static int DAILY_BARS = 1;
        
        private HashSet<double> DailyOpens = new HashSet<double>();

        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;
                LookbackPeriod = 3;
                DailyOpenStroke = new Stroke(Brushes.Yellow, DashStyleHelper.Solid, 3);
            }
            else if (State == State.Configure)
            {
                AddDataSeries(Instrument.FullName, new BarsPeriod { BarsPeriodType = BarsPeriodType.Day, Value = 1 }, LookbackPeriod, Bars.TradingHours.Name, Bars.IsResetOnNewTradingDay);
            }
        }

        protected override void OnBarUpdate()
        {	
            if (BarsInProgress == DAILY_BARS)
            {
                DailyOpens.Add(Opens[DAILY_BARS][0]);
            }
            else
            {
                foreach (double dailyOpen in DailyOpens)
                {
                    if (DrawObjects["Open@" + dailyOpen] == null)
                        Draw.HorizontalLine(this, "Open@" + dailyOpen, dailyOpen, DailyOpenStroke.Brush, DailyOpenStroke.DashStyleHelper, (int)DailyOpenStroke.Width);
                }
            }
        }

        [NinjaScriptProperty]
        [Range(1, int.MaxValue)]
        [Display(Name = "Lookback Period", Description = "Number of daily opens to consider", Order = 1, GroupName = "Parameters")]
        public int LookbackPeriod
        { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Daily Open", Description = "Daily open level drawn on the chart", Order = 2, GroupName = "Parameters")]
        public Stroke DailyOpenStroke
        { get; set; }
    }
}

#region NinjaScript generated code. Neither change nor remove.

namespace NinjaTrader.NinjaScript.Indicators
{
    public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
    {
        private DailyOpenLevels[] cacheDailyOpenLevels;
        public DailyOpenLevels DailyOpenLevels(int lookbackPeriod, Stroke dailyOpenStroke)
        {
            return DailyOpenLevels(Input, lookbackPeriod, dailyOpenStroke);
        }

        public DailyOpenLevels DailyOpenLevels(ISeries<double> input, int lookbackPeriod, Stroke dailyOpenStroke)
        {
            if (cacheDailyOpenLevels != null)
                for (int idx = 0; idx < cacheDailyOpenLevels.Length; idx++)
                    if (cacheDailyOpenLevels[idx] != null && cacheDailyOpenLevels[idx].LookbackPeriod == lookbackPeriod && cacheDailyOpenLevels[idx].DailyOpenStroke == dailyOpenStroke && cacheDailyOpenLevels[idx].EqualsInput(input))
                        return cacheDailyOpenLevels[idx];
            return CacheIndicator<DailyOpenLevels>(new DailyOpenLevels(){ LookbackPeriod = lookbackPeriod, DailyOpenStroke = dailyOpenStroke }, input, ref cacheDailyOpenLevels);
        }
    }
}

namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
    public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
    {
        public Indicators.DailyOpenLevels DailyOpenLevels(int lookbackPeriod, Stroke dailyOpenStroke)
        {
            return indicator.DailyOpenLevels(Input, lookbackPeriod, dailyOpenStroke);
        }

        public Indicators.DailyOpenLevels DailyOpenLevels(ISeries<double> input , int lookbackPeriod, Stroke dailyOpenStroke)
        {
            return indicator.DailyOpenLevels(input, lookbackPeriod, dailyOpenStroke);
        }
    }
}

namespace NinjaTrader.NinjaScript.Strategies
{
    public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
    {
        public Indicators.DailyOpenLevels DailyOpenLevels(int lookbackPeriod, Stroke dailyOpenStroke)
        {
            return indicator.DailyOpenLevels(Input, lookbackPeriod, dailyOpenStroke);
        }

        public Indicators.DailyOpenLevels DailyOpenLevels(ISeries<double> input , int lookbackPeriod, Stroke dailyOpenStroke)
        {
            return indicator.DailyOpenLevels(input, lookbackPeriod, dailyOpenStroke);
        }
    }
}

#endregion