354 lines
15 KiB
C#
354 lines
15 KiB
C#
#region Using declarations
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using NinjaTrader.Gui;
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using NinjaTrader.Gui.Chart;
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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.Globalization;
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using System.Xml.Serialization;
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using System.Windows.Media;
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#endregion
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namespace NinjaTrader.NinjaScript.Indicators
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{
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[CategoryOrder("RSI Histogram", 1)]
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[CategoryOrder("Appearance", 2)]
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public class RSIHistogram : Indicator
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{
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public static RSIHistogramColorScheme DefaultColorScheme = RSIHistogramColorScheme.PreviousBar;
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public static Brush DefaultPositiveBarColor = Brushes.LimeGreen;
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public static Brush DefaultNegativeBarColor = Brushes.Red;
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public static double DefaultUpperLevel = 20.0;
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public static double DefaultLowerLevel = -20.0;
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public static bool DefaultShowLevels = true;
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public static Stroke DefaultLevelStroke = new Stroke(Brushes.Yellow, DashStyleHelper.Solid, 2);
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private RSI RSIValue;
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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 @BestForexMethod on Twitter";
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Name = "RSI Histogram";
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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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ArePlotsConfigurable = false;
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AreLinesConfigurable = false;
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RSIPeriod = 8;
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RSISmoothing = 3;
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RSIModifier = 1.5;
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ColorScheme = DefaultColorScheme;
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PositiveBarColor = DefaultPositiveBarColor;
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NegativeBarColor = DefaultNegativeBarColor;
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ShowLevels = DefaultShowLevels;
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UpperLevel = DefaultUpperLevel;
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LowerLevel = DefaultLowerLevel;
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UpperLevelStroke = DefaultLevelStroke;
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LowerLevelStroke = DefaultLevelStroke;
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AddPlot(new Stroke(Brushes.Transparent, 0), PlotStyle.Bar, "Histogram");
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}
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else if (State == State.Configure)
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{
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if (ShowLevels)
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{
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AddLine(UpperLevelStroke, UpperLevel, "Upper Level");
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AddLine(LowerLevelStroke, LowerLevel, "Lower Level");
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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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RSIValue = RSI(RSIPeriod, RSISmoothing);
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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 < 2)
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return;
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double rsiHistogramValue = (RSIValue[0] - 50) * RSIModifier;
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// If no change in value, use previous bar color, regardless of color scheme.
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if (rsiHistogramValue == Histogram[1])
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PlotBrushes[0][0] = PlotBrushes[0][1];
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else
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{
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if ((ColorScheme == RSIHistogramColorScheme.PositiveNegative && rsiHistogramValue > 0.0) ||
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(ColorScheme == RSIHistogramColorScheme.PreviousBar && rsiHistogramValue > Histogram[1]))
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PlotBrushes[0][0] = PositiveBarColor;
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else
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PlotBrushes[0][0] = NegativeBarColor;
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}
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Histogram[0] = rsiHistogramValue;
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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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foreach (Plot plot in Plots)
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{
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plot.Width = (float)chartControl.GetBarPaintWidth(ChartBars);
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}
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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", Description = "Period used in RSI calculation", Order = 1, GroupName = "RSI Histogram")]
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public int RSIPeriod
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{ get; set; }
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[NinjaScriptProperty]
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[Range(1, int.MaxValue)]
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[Display(Name = "RSI Smoothing", Description = "Smoothing used in RSI calculation", Order = 2, GroupName = "RSI Histogram")]
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public int RSISmoothing
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{ get; set; }
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[NinjaScriptProperty]
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[Range(0.1, double.MaxValue)]
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[Display(Name = "RSI Modifier", Description = "Modifier used to scale RSI calculation", Order = 3, GroupName = "RSI Histogram")]
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public double RSIModifier
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{ get; set; }
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[NinjaScriptProperty]
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[PropertyEditor("NinjaTrader.Gui.Tools.StringStandardValuesEditorKey")]
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[TypeConverter(typeof(RSIHistogramColorSchemeConverter))]
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[Display(Name = "Color Scheme", Description = "RSI histogram coloring scheme", Order = 4, GroupName = "RSI Histogram")]
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public RSIHistogramColorScheme ColorScheme
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{ get; set; }
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[NinjaScriptProperty]
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[XmlIgnore]
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[Display(Name = "Positive Bar Color", Description = "Color of bars with a positive value", Order = 5, GroupName = "RSI Histogram")]
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public Brush PositiveBarColor
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{ get; set; }
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[NinjaScriptProperty]
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[XmlIgnore]
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[Display(Name = "Negative Bar Color", Description = "Color of bars with a negative value", Order = 6, GroupName = "RSI Histogram")]
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public Brush NegativeBarColor
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{ get; set; }
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[NinjaScriptProperty]
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[Display(Name = "Show Levels", Order = 1, GroupName = "Levels")]
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public bool ShowLevels
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{ get; set; }
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[NinjaScriptProperty]
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[Range(double.MinValue, double.MaxValue)]
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[Display(Name = "Upper Level", Description = "Upper level in histogram", Order = 2, GroupName = "Levels")]
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public double UpperLevel
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{ get; set; }
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[NinjaScriptProperty]
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[Display(Name = "Upper Level Style", Description = "Upper level displayed in histogram", Order = 3, GroupName = "Levels")]
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public Stroke UpperLevelStroke
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{ get; set; }
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[NinjaScriptProperty]
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[Range(double.MinValue, double.MaxValue)]
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[Display(Name = "Lower Level", Description = "Lower level in histogram", Order = 4, GroupName = "Levels")]
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public double LowerLevel
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{ get; set; }
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[NinjaScriptProperty]
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[Display(Name = "Lower Level Style", Description = "Lower level displayed in histogram", Order = 5, GroupName = "Levels")]
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public Stroke LowerLevelStroke
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{ get; set; }
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[Browsable(false)]
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[XmlIgnore]
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public Series<double> Histogram
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{
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get { return Values[0]; }
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}
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#endregion
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}
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}
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public enum RSIHistogramColorScheme
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{
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PositiveNegative,
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PreviousBar
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}
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public class RSIHistogramColorSchemeConverter : TypeConverter
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{
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private const string POSITIVE_NEGATIVE = "Above / Below 0";
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private const string PREVIOUS_BAR = "Based on Previous Bar";
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public override StandardValuesCollection GetStandardValues(ITypeDescriptorContext context)
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{
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List<string> values = new List<string>() { POSITIVE_NEGATIVE, PREVIOUS_BAR };
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return new StandardValuesCollection(values);
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}
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public override object ConvertFrom(ITypeDescriptorContext context, CultureInfo culture, object value)
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{
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switch (value.ToString())
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{
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case POSITIVE_NEGATIVE:
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return RSIHistogramColorScheme.PositiveNegative;
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case PREVIOUS_BAR:
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return RSIHistogramColorScheme.PreviousBar;
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}
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return RSIHistogramColorScheme.PreviousBar;
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}
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public override object ConvertTo(ITypeDescriptorContext context, CultureInfo culture, object value, Type destinationType)
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{
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RSIHistogramColorScheme enumValue = (RSIHistogramColorScheme)Enum.Parse(typeof(RSIHistogramColorScheme), value.ToString());
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switch (enumValue)
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{
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case RSIHistogramColorScheme.PositiveNegative:
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return POSITIVE_NEGATIVE;
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case RSIHistogramColorScheme.PreviousBar:
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return PREVIOUS_BAR;
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}
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return PREVIOUS_BAR;
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}
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public override bool CanConvertFrom(ITypeDescriptorContext context, Type sourceType)
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{ return true; }
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public override bool CanConvertTo(ITypeDescriptorContext context, Type destinationType)
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{ return true; }
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public override bool GetStandardValuesExclusive(ITypeDescriptorContext context)
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{ return true; }
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public override bool GetStandardValuesSupported(ITypeDescriptorContext context)
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{ return true; }
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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.RSIHistogram RSIHistogram(int rsiPeriod, int rsiSmoothing, double rsiModifier)
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{
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return indicator.RSIHistogram(
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Input,
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rsiPeriod,
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rsiSmoothing,
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rsiModifier,
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Indicators.RSIHistogram.DefaultColorScheme,
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Indicators.RSIHistogram.DefaultPositiveBarColor,
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Indicators.RSIHistogram.DefaultNegativeBarColor,
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Indicators.RSIHistogram.DefaultShowLevels,
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Indicators.RSIHistogram.DefaultUpperLevel,
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Indicators.RSIHistogram.DefaultLevelStroke,
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Indicators.RSIHistogram.DefaultLowerLevel,
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Indicators.RSIHistogram.DefaultLevelStroke
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);
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}
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}
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}
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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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public RSIHistogram RSIHistogram(int rsiPeriod, int rsiSmoothing, double rsiModifier)
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{
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return RSIHistogram(
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Input,
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rsiPeriod,
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rsiSmoothing,
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rsiModifier,
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Indicators.RSIHistogram.DefaultColorScheme,
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Indicators.RSIHistogram.DefaultPositiveBarColor,
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Indicators.RSIHistogram.DefaultNegativeBarColor,
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Indicators.RSIHistogram.DefaultShowLevels,
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Indicators.RSIHistogram.DefaultUpperLevel,
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Indicators.RSIHistogram.DefaultLevelStroke,
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Indicators.RSIHistogram.DefaultLowerLevel,
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Indicators.RSIHistogram.DefaultLevelStroke
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);
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}
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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 RSIHistogram[] cacheRSIHistogram;
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public RSIHistogram RSIHistogram(int rSIPeriod, int rSISmoothing, double rSIModifier, RSIHistogramColorScheme colorScheme, Brush positiveBarColor, Brush negativeBarColor, bool showLevels, double upperLevel, Stroke upperLevelStroke, double lowerLevel, Stroke lowerLevelStroke)
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{
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return RSIHistogram(Input, rSIPeriod, rSISmoothing, rSIModifier, colorScheme, positiveBarColor, negativeBarColor, showLevels, upperLevel, upperLevelStroke, lowerLevel, lowerLevelStroke);
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}
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public RSIHistogram RSIHistogram(ISeries<double> input, int rSIPeriod, int rSISmoothing, double rSIModifier, RSIHistogramColorScheme colorScheme, Brush positiveBarColor, Brush negativeBarColor, bool showLevels, double upperLevel, Stroke upperLevelStroke, double lowerLevel, Stroke lowerLevelStroke)
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{
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if (cacheRSIHistogram != null)
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for (int idx = 0; idx < cacheRSIHistogram.Length; idx++)
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if (cacheRSIHistogram[idx] != null && cacheRSIHistogram[idx].RSIPeriod == rSIPeriod && cacheRSIHistogram[idx].RSISmoothing == rSISmoothing && cacheRSIHistogram[idx].RSIModifier == rSIModifier && cacheRSIHistogram[idx].ColorScheme == colorScheme && cacheRSIHistogram[idx].PositiveBarColor == positiveBarColor && cacheRSIHistogram[idx].NegativeBarColor == negativeBarColor && cacheRSIHistogram[idx].ShowLevels == showLevels && cacheRSIHistogram[idx].UpperLevel == upperLevel && cacheRSIHistogram[idx].UpperLevelStroke == upperLevelStroke && cacheRSIHistogram[idx].LowerLevel == lowerLevel && cacheRSIHistogram[idx].LowerLevelStroke == lowerLevelStroke && cacheRSIHistogram[idx].EqualsInput(input))
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return cacheRSIHistogram[idx];
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return CacheIndicator<RSIHistogram>(new RSIHistogram(){ RSIPeriod = rSIPeriod, RSISmoothing = rSISmoothing, RSIModifier = rSIModifier, ColorScheme = colorScheme, PositiveBarColor = positiveBarColor, NegativeBarColor = negativeBarColor, ShowLevels = showLevels, UpperLevel = upperLevel, UpperLevelStroke = upperLevelStroke, LowerLevel = lowerLevel, LowerLevelStroke = lowerLevelStroke }, input, ref cacheRSIHistogram);
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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.RSIHistogram RSIHistogram(int rSIPeriod, int rSISmoothing, double rSIModifier, RSIHistogramColorScheme colorScheme, Brush positiveBarColor, Brush negativeBarColor, bool showLevels, double upperLevel, Stroke upperLevelStroke, double lowerLevel, Stroke lowerLevelStroke)
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{
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return indicator.RSIHistogram(Input, rSIPeriod, rSISmoothing, rSIModifier, colorScheme, positiveBarColor, negativeBarColor, showLevels, upperLevel, upperLevelStroke, lowerLevel, lowerLevelStroke);
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}
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public Indicators.RSIHistogram RSIHistogram(ISeries<double> input , int rSIPeriod, int rSISmoothing, double rSIModifier, RSIHistogramColorScheme colorScheme, Brush positiveBarColor, Brush negativeBarColor, bool showLevels, double upperLevel, Stroke upperLevelStroke, double lowerLevel, Stroke lowerLevelStroke)
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{
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return indicator.RSIHistogram(input, rSIPeriod, rSISmoothing, rSIModifier, colorScheme, positiveBarColor, negativeBarColor, showLevels, upperLevel, upperLevelStroke, lowerLevel, lowerLevelStroke);
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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.RSIHistogram RSIHistogram(int rSIPeriod, int rSISmoothing, double rSIModifier, RSIHistogramColorScheme colorScheme, Brush positiveBarColor, Brush negativeBarColor, bool showLevels, double upperLevel, Stroke upperLevelStroke, double lowerLevel, Stroke lowerLevelStroke)
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{
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return indicator.RSIHistogram(Input, rSIPeriod, rSISmoothing, rSIModifier, colorScheme, positiveBarColor, negativeBarColor, showLevels, upperLevel, upperLevelStroke, lowerLevel, lowerLevelStroke);
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}
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public Indicators.RSIHistogram RSIHistogram(ISeries<double> input , int rSIPeriod, int rSISmoothing, double rSIModifier, RSIHistogramColorScheme colorScheme, Brush positiveBarColor, Brush negativeBarColor, bool showLevels, double upperLevel, Stroke upperLevelStroke, double lowerLevel, Stroke lowerLevelStroke)
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{
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return indicator.RSIHistogram(input, rSIPeriod, rSISmoothing, rSIModifier, colorScheme, positiveBarColor, negativeBarColor, showLevels, upperLevel, upperLevelStroke, lowerLevel, lowerLevelStroke);
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}
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}
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}
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#endregion
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