#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 RGArrow345 : Indicator
{
private double priorValueLow3;
private double priorValueHigh3;
private double priorValueLow4;
private double priorValueHigh4;
private double priorValueLow5;
private double priorValueHigh5;
private Stochastics Stochastics1;
private Bollinger Bollinger1;
private Bollinger Bollinger2;
private Bollinger Bollinger3;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Indicator here.";
Name = "RGArrow345";
Calculate = Calculate.OnEachTick;
IsOverlay = false;
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 = false;
PeriodD = 8;
PeriodK = 14;
Smooth = 3;
PeriodBB = 20;
StdDev4 = 4;
StdDev3 = 3;
StdDev5 = 5;
NumberLow = 20;
NumberHigh = 80;
}
else if (State == State.Configure)
{
}
else if (State == State.DataLoaded)
{
Stochastics1 = Stochastics(Close, Convert.ToInt32(PeriodD), Convert.ToInt32(PeriodK), Convert.ToInt32(Smooth));
Bollinger1 = Bollinger(Close, StdDev3, Convert.ToInt32(PeriodBB));
Bollinger2 = Bollinger(Close, StdDev4, Convert.ToInt32(PeriodBB));
Bollinger3 = Bollinger(Close, StdDev5, Convert.ToInt32(PeriodBB));
}
}
protected override void OnBarUpdate()
{
//Add your custom indicator logic here.
if (BarsInProgress != 0)
return;
if (CurrentBars[0] < 1)
return;
Print(Times[0][0].ToString() + @" PriceLow[1]: {1} " + Low[1].ToString() + @" > BollingerLower3[1]: {2} " + Bollinger1.Lower[1].ToString() + @" & PriceLow[0]: {3} " + Low[0].ToString() + @" < BollingerLower3[0]: {4} " + Bollinger1.Lower[0].ToString() + @" & StochasticK[0]: {5} " + Stochastics1.K[0].ToString() + @" < 20 ");
Print(Times[0][0].ToString() + @" PriceHigh[1]: {1} " + High[1].ToString() + @" < BollingerUpper3[1]: {2} " + Bollinger1.Upper[1].ToString() + @" & PriceHigh[0]: {3} " + High[0].ToString() + @" > BollingerUpper3[0]: {4} " + Bollinger1.Upper[0].ToString() + @" & StochasticK[0]: {5} " + Stochastics1.K[0].ToString() + @" > 80 ");
// Set 1
if (IsFirstTickOfBar)
priorValueLow3 = Bollinger1.Lower[0];
if ((Stochastics1.K[0] < NumberLow)
&& (Bollinger1.Lower[0] <= priorValueLow3 && (CrossBelow(Low, Bollinger1.Lower, 1))))
{
Draw.ArrowUp(this, @"GreenArrowUp"+CurrentBar, false, 0, (Low[0] + (-2 * TickSize)) , Brushes.Lime);
}
if (Bollinger1.Lower[0] <= priorValueLow3)
{
priorValueLow3 = Bollinger1.Lower[0];
}
// Set 2
if (IsFirstTickOfBar)
priorValueHigh3 = Bollinger1.Upper[0];
if ((Stochastics1.K[0] > NumberHigh)
&& (Bollinger1.Upper[0] >= priorValueHigh3 && (CrossAbove(High, Bollinger1.Upper, 1))))
{
Draw.ArrowDown(this, @"RedArrowDown"+CurrentBar, false, 0, (High[0] + (2 * TickSize)) , Brushes.Red);
}
if (Bollinger1.Upper[0] >= priorValueHigh3)
{
priorValueHigh3 = Bollinger1.Upper[0];
}
// Set 3
if (IsFirstTickOfBar)
priorValueLow4 = Bollinger2.Lower[0];
if ((Stochastics1.K[0] < NumberLow)
&& (Bollinger2.Lower[0] <= priorValueLow4 && (Low[0] < Bollinger2.Lower[0])))
{
Draw.ArrowUp(this, @"GreenArrowUp"+CurrentBar, false, 0, (Low[0] + (-2 * TickSize)) , Brushes.Lime);
}
if (Bollinger2.Lower[0] <= priorValueLow4)
{
priorValueLow4 = Bollinger2.Lower[0];
}
// Set 4
if (IsFirstTickOfBar)
priorValueHigh4 = Bollinger2.Upper[0];
if ((Stochastics1.K[0] > NumberHigh)
&& (Bollinger2.Upper[0] >= priorValueHigh4 && (High[0] > Bollinger2.Upper[0])))
{
Draw.ArrowDown(this, @"RedArrowDown"+CurrentBar, false, 0, (High[0] + (2 * TickSize)) , Brushes.Red);
}
if (Bollinger2.Upper[0] >= priorValueHigh4)
{
priorValueHigh4 = Bollinger2.Upper[0];
}
// Set 5
if (IsFirstTickOfBar)
priorValueLow5 = Bollinger3.Lower[0];
if ((Stochastics1.K[0] < NumberLow)
&& (Bollinger3.Lower[0] <= priorValueLow5 && (Low[0] < Bollinger3.Lower[0])))
{
Draw.ArrowUp(this, @"GreenArrowUp"+CurrentBar, false, 0, (Low[0] + (-2 * TickSize)) , Brushes.Lime);
}
if (Bollinger3.Lower[0] <= priorValueLow5)
{
priorValueLow5 = Bollinger3.Lower[0];
}
// Set 6
if (IsFirstTickOfBar)
priorValueHigh5 = Bollinger3.Upper[0];
if ((Stochastics1.K[0] > NumberHigh)
&& (Bollinger3.Upper[0] >= priorValueHigh5 && (High[0] > Bollinger3.Upper[0])))
{
Draw.ArrowDown(this, @"RedArrowDown"+CurrentBar, false, 0, (High[0] + (2 * TickSize)) , Brushes.Red);
}
if (Bollinger3.Upper[0] >= priorValueHigh5)
{
priorValueHigh5 = Bollinger3.Upper[0];
}
}
#region Properties
[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name="PeriodD", Order=1, GroupName="Parameters")]
public int PeriodD
{ get; set; }
[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name="PeriodK", Order=2, GroupName="Parameters")]
public int PeriodK
{ get; set; }
[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name="Smooth", Order=3, GroupName="Parameters")]
public int Smooth
{ get; set; }
[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name="PeriodBB", Order=4, GroupName="Parameters")]
public int PeriodBB
{ get; set; }
[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name="StdDev4", Order=5, GroupName="Parameters")]
public int StdDev4
{ get; set; }
[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name="StdDev3", Order=6, GroupName="Parameters")]
public int StdDev3
{ get; set; }
[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name="StdDev5", Order=7, GroupName="Parameters")]
public int StdDev5
{ get; set; }
[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name="NumberLow", Order=8, GroupName="Parameters")]
public int NumberLow
{ get; set; }
[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name="NumberHigh", Order=9, GroupName="Parameters")]
public int NumberHigh
{ get; set; }
#endregion
}
}
#region NinjaScript generated code. Neither change nor remove.
namespace NinjaTrader.NinjaScript.Indicators
{
public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
{
private RGArrow345[] cacheRGArrow345;
public RGArrow345 RGArrow345(int periodD, int periodK, int smooth, int periodBB, int stdDev4, int stdDev3, int stdDev5, int numberLow, int numberHigh)
{
return RGArrow345(Input, periodD, periodK, smooth, periodBB, stdDev4, stdDev3, stdDev5, numberLow, numberHigh);
}
public RGArrow345 RGArrow345(ISeries<double> input, int periodD, int periodK, int smooth, int periodBB, int stdDev4, int stdDev3, int stdDev5, int numberLow, int numberHigh)
{
if (cacheRGArrow345 != null)
for (int idx = 0; idx < cacheRGArrow345.Length; idx++)
if (cacheRGArrow345[idx] != null && cacheRGArrow345[idx].PeriodD == periodD && cacheRGArrow345[idx].PeriodK == periodK && cacheRGArrow345[idx].Smooth == smooth && cacheRGArrow345[idx].PeriodBB == periodBB && cacheRGArrow345[idx].StdDev4 == stdDev4 && cacheRGArrow345[idx].StdDev3 == stdDev3 && cacheRGArrow345[idx].StdDev5 == stdDev5 && cacheRGArrow345[idx].NumberLow == numberLow && cacheRGArrow345[idx].NumberHigh == numberHigh && cacheRGArrow345[idx].EqualsInput(input))
return cacheRGArrow345[idx];
return CacheIndicator<RGArrow345>(new RGArrow345(){ PeriodD = periodD, PeriodK = periodK, Smooth = smooth, PeriodBB = periodBB, StdDev4 = stdDev4, StdDev3 = stdDev3, StdDev5 = stdDev5, NumberLow = numberLow, NumberHigh = numberHigh }, input, ref cacheRGArrow345);
}
}
}
namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
{
public Indicators.RGArrow345 RGArrow345(int periodD, int periodK, int smooth, int periodBB, int stdDev4, int stdDev3, int stdDev5, int numberLow, int numberHigh)
{
return indicator.RGArrow345(Input, periodD, periodK, smooth, periodBB, stdDev4, stdDev3, stdDev5, numberLow, numberHigh);
}
public Indicators.RGArrow345 RGArrow345(ISeries<double> input , int periodD, int periodK, int smooth, int periodBB, int stdDev4, int stdDev3, int stdDev5, int numberLow, int numberHigh)
{
return indicator.RGArrow345(input, periodD, periodK, smooth, periodBB, stdDev4, stdDev3, stdDev5, numberLow, numberHigh);
}
}
}
namespace NinjaTrader.NinjaScript.Strategies
{
public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
{
public Indicators.RGArrow345 RGArrow345(int periodD, int periodK, int smooth, int periodBB, int stdDev4, int stdDev3, int stdDev5, int numberLow, int numberHigh)
{
return indicator.RGArrow345(Input, periodD, periodK, smooth, periodBB, stdDev4, stdDev3, stdDev5, numberLow, numberHigh);
}
public Indicators.RGArrow345 RGArrow345(ISeries<double> input , int periodD, int periodK, int smooth, int periodBB, int stdDev4, int stdDev3, int stdDev5, int numberLow, int numberHigh)
{
return indicator.RGArrow345(input, periodD, periodK, smooth, periodBB, stdDev4, stdDev3, stdDev5, numberLow, numberHigh);
}
}
}
#endregion
