#region Using declarations
using System;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Data;
#endregion
//This namespace holds Indicators in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Indicators.Sim22
{
/// <summary>
/// Based on Gomi's GOM delta.
/// Zondor 'unGom' Bid-Ask conversion to NT8 with Tick Replay.
/// Sim22 addition of various other GOM formulae, commitment of traders calculations, heiken ashi, Ema, code tidying and extra features. NT8b12 Aug 2016.
/// </summary>
public class Sim22_DeltaV3 : Indicator
{
private Sim22.Gapless.Sim22_EmaGaplessV2 emaGapless;
private Series<int> deltaColorSeries;
private NinjaTrader.NinjaScript.AddOns.Sim22_DeltaUtilities deltaUtilities = new NinjaTrader.NinjaScript.AddOns.Sim22_DeltaUtilities();
private Series<double> deltaOpenSeries;
private Series<double> deltaCloseSeries;
private Series<double> deltaHighSeries;
private Series<double> deltaLowSeries;
private double currentDeltaD = 0d;
private double barDeltaD = 0d;
private double highCotD = 0d;
private double lowCotD = 0d;
private string filterStr = string.Empty;
private string cotStr = string.Empty;
private string haStr = string.Empty;
private double deltaOpen;
private double deltaHigh;
private double deltaLow;
private double deltaClose;
//Experimental HA
private NinjaTrader.NinjaScript.AddOns.Sim22_HaUtilities heikenAshiUtilities = new NinjaTrader.NinjaScript.AddOns.Sim22_HaUtilities();
private NinjaTrader.NinjaScript.AddOns.Sim22_HaUtilities.HeikenAshiValues heikenAshiValues;
private NinjaTrader.NinjaScript.AddOns.Sim22_HaUtilities.OhlcValues ohlcValues;
private Series<NinjaTrader.NinjaScript.AddOns.Sim22_HaUtilities.HeikenAshiValues> heikenAshiSeries;
private Series<NinjaTrader.NinjaScript.AddOns.Sim22_HaUtilities.OhlcValues> ohlcSeries;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Delta. Gomi, Zondor, Sim22";
Name = "Sim22_DeltaV3";
Calculate = Calculate.OnEachTick;
MaximumBarsLookBack = MaximumBarsLookBack.Infinite;
IsOverlay = false;
DisplayInDataBox = true;
DrawOnPricePanel = true;
DrawHorizontalGridLines = false;
DrawVerticalGridLines = false;
PaintPriceMarkers = true;
ScaleJustification = ScaleJustification.Right;
IsSuspendedWhileInactive = false;
BarUpBrush = new System.Windows.Media.SolidColorBrush(Color.FromArgb(255, 42, 147, 42));
OutlineUpBrush = new System.Windows.Media.SolidColorBrush(Color.FromArgb(255, 90, 231, 90));
BarDnBrush = new System.Windows.Media.SolidColorBrush(Color.FromArgb(255, 167, 81, 80));
OutlineDnBrush = new System.Windows.Media.SolidColorBrush(Color.FromArgb(255, 184, 124, 124));
PlotCumulativeDelta = true;
ResetDelta = false;
FilterSize = 1;
InvertDelta = false;
ShowPaintBars = true;
ShowPaintBarsOutline = true;
ShowAboveBelowEmaColors = true;
PeriodEma = 20;
//PeriodSmooth = 10;
DeltaType = NinjaTrader.NinjaScript.AddOns.Sim22_DeltaUtilities.DeltaCalculationTypeEnum.BidAsk;
FilterType = NinjaTrader.NinjaScript.AddOns.Sim22_DeltaUtilities.DeltaTradeSizeFilterTypeEnum.None;
DeltaCotType = NinjaTrader.NinjaScript.AddOns.Sim22_DeltaUtilities.DeltaCotType.None;
HeikenAshiCalculationType = NinjaTrader.NinjaScript.AddOns.Sim22_HaUtilities.HeikenAshiCalculationType.None;
// Nov 2016
DeltaGaplessEmaType = GaplessEmaTypeEnum.Normal;
AddPlot(new Stroke(Brushes.Orange, DashStyleHelper.Solid, 2), PlotStyle.Line, "Ema"); //Placed first to keep price marker below Delta price marker
AddPlot(Brushes.RoyalBlue, "Delta");
AddLine(new Stroke(Brushes.Gray, DashStyleHelper.Dot, 1), 0, "ZeroLine");
}
else if (State == State.Configure)
{
emaGapless = Sim22_EmaGaplessV2(Values[1], PeriodEma, DeltaGaplessEmaType);
Calculate = Calculate.OnEachTick;
BarUpBrush.Freeze();
BarDnBrush.Freeze();
OutlineUpBrush.Freeze();
OutlineDnBrush.Freeze();
deltaColorSeries = new Series<int>(this, MaximumBarsLookBack.Infinite);
deltaOpenSeries = new Series<double>(this, MaximumBarsLookBack.Infinite);
deltaCloseSeries = new Series<double>(this, MaximumBarsLookBack.Infinite);
deltaHighSeries = new Series<double>(this, MaximumBarsLookBack.Infinite);
deltaLowSeries = new Series<double>(this, MaximumBarsLookBack.Infinite);
//Experimental HA
heikenAshiSeries = new Series<NinjaTrader.NinjaScript.AddOns.Sim22_HaUtilities.HeikenAshiValues>(this, MaximumBarsLookBack.Infinite);
ohlcSeries = new Series<NinjaTrader.NinjaScript.AddOns.Sim22_HaUtilities.OhlcValues>(this, MaximumBarsLookBack.Infinite);
switch (FilterType)
{
case AddOns.Sim22_DeltaUtilities.DeltaTradeSizeFilterTypeEnum.GreaterOrEqualTo:
filterStr = "Filter >= " + FilterSize;
break;
case AddOns.Sim22_DeltaUtilities.DeltaTradeSizeFilterTypeEnum.LessThanOrEqualTo:
filterStr = "Filter <= " + FilterSize;
break;
}
switch (DeltaCotType)
{
case NinjaTrader.NinjaScript.AddOns.Sim22_DeltaUtilities.DeltaCotType.HighCot:
cotStr = " (High COT)";
break;
case NinjaTrader.NinjaScript.AddOns.Sim22_DeltaUtilities.DeltaCotType.LowCot:
cotStr = " (Low COT)";
break;
case NinjaTrader.NinjaScript.AddOns.Sim22_DeltaUtilities.DeltaCotType.CombinedCot:
cotStr = " (Total COT)";
break;
}
switch (HeikenAshiCalculationType)
{
case NinjaTrader.NinjaScript.AddOns.Sim22_HaUtilities.HeikenAshiCalculationType.None:
haStr = "";
break;
case NinjaTrader.NinjaScript.AddOns.Sim22_HaUtilities.HeikenAshiCalculationType.DanValcu:
haStr = " (HA)";
break;
case NinjaTrader.NinjaScript.AddOns.Sim22_HaUtilities.HeikenAshiCalculationType.SylvainVervoort:
haStr = " (HAsv)";
break;
}
//For future development:
//switch (HeikenAshiSmoothingType)
//{
// case Sim22_HAUtilities.HeikenAshiSmoothingType.None:
// break;
// case Sim22_HAUtilities.HeikenAshiSmoothingType.EMA:
// OpenMA = EMA(Open, PeriodSmooth);
// break;
// case Sim22_HAUtilities.HeikenAshiSmoothingType.HMA:
// break;
// case Sim22_HAUtilities.HeikenAshiSmoothingType.SMA:
// break;
//}
}
else if (State == State.Historical)
{
}
}
public override string FormatPriceMarker(double price)
{
return price.ToString("N0");
}
public override string DisplayName
{
get { return "DeltaV3 " + DeltaType + cotStr + haStr + (InvertDelta ? " (Inverted)" : "") + (ResetDelta ? Environment.NewLine + "EOD reset " : "") + (!string.IsNullOrEmpty(filterStr) ? Environment.NewLine + filterStr : ""); }
}
protected override void OnMarketData(MarketDataEventArgs e)
{
try
{
if (CurrentBar <= -1)
return;
if (e.MarketDataType != MarketDataType.Last)
return;
if (CurrentBars[0] <= -1)
return;
if (BarsInProgress == 0)
{
if (IsFirstTickOfBar)
{
if (CurrentBar == 0)
barDeltaD = 0.0;
if (CurrentBar > 0)
barDeltaD = deltaCloseSeries[1];
if (!PlotCumulativeDelta || (Bars.IsResetOnNewTradingDay && Bars.IsFirstBarOfSession && ResetDelta))
{
barDeltaD = 0.0;
}
deltaLow = deltaHigh = deltaOpen = barDeltaD;
highCotD = 0d;
lowCotD = 0d;
}
// Calculate delta via Delta Utilities AddOn
currentDeltaD = deltaUtilities.GetCurrentDelta(DeltaType, FilterType, e.Ask, e.Bid, e.Price, e.Volume, InvertDelta, FilterSize);
deltaClose = 0d;
// If a COT is selected
if (DeltaCotType != NinjaTrader.NinjaScript.AddOns.Sim22_DeltaUtilities.DeltaCotType.None)
{
if (IsFirstTickOfBar)
{
highCotD = 0d;
lowCotD = 0d;
}
if (e.Price >= High[0])
{
highCotD = 0d;
}
else
{
highCotD += currentDeltaD;
}
if (e.Price <= Low[0])
{
lowCotD = 0d;
}
else
{
lowCotD += currentDeltaD;
}
switch (DeltaCotType)
{
case NinjaTrader.NinjaScript.AddOns.Sim22_DeltaUtilities.DeltaCotType.HighCot:
deltaClose = highCotD + barDeltaD;
break;
case NinjaTrader.NinjaScript.AddOns.Sim22_DeltaUtilities.DeltaCotType.LowCot:
deltaClose = lowCotD + barDeltaD;
break;
case NinjaTrader.NinjaScript.AddOns.Sim22_DeltaUtilities.DeltaCotType.CombinedCot:
deltaClose = (highCotD + lowCotD) + barDeltaD;
break;
}
}
else
deltaClose = (barDeltaD += currentDeltaD);
deltaHigh = Math.Max(deltaHigh, deltaClose);
deltaLow = Math.Min(deltaLow, deltaClose);
}
}
catch (Exception ex)
{
Print("DeltaV3 exception at line 405:" + ex);
}
}
protected override void OnBarUpdate()
{
deltaCloseSeries[0] = deltaClose;
if (HeikenAshiCalculationType != NinjaTrader.NinjaScript.AddOns.Sim22_HaUtilities.HeikenAshiCalculationType.None && PlotCumulativeDelta)
{
ohlcValues.Open = deltaOpen;
ohlcValues.High = deltaHigh;
ohlcValues.Low = deltaLow;
ohlcValues.Close = deltaClose;
ohlcSeries[0] = ohlcValues;
/*********Original HA code
// Please Note to avoid confusion: deltaCloseSeries[0] is the real delta value, Values[1][0] (the plot) is the HA close value.
// Values[1][0] = (deltaClose + deltaOpen + deltaHigh + deltaLow) * 0.25; // Calculate the HA close
// deltaOpenSeries[0] = (deltaOpenSeries[1] + Values[1][1]) * 0.5; // Calculate the HA open
// deltaHighSeries[0] = Math.Max(deltaHigh, deltaOpenSeries[0]); // Calculate the HA high
// deltaLowSeries[0] = Math.Min(deltaLow, deltaOpenSeries[0]); // Calculate the HA low
**********/
if (CurrentBar <= 0 || (Bars.IsFirstBarOfSession && ResetDelta))
{
heikenAshiValues.HaOpen = deltaOpen;
heikenAshiValues.HaHigh = deltaHigh;
heikenAshiValues.HaLow = deltaLow;
heikenAshiValues.HaClose = deltaClose;
heikenAshiSeries[0] = heikenAshiValues;
}
else
{
heikenAshiSeries[0] = heikenAshiUtilities.GetHeikenAshi(HeikenAshiCalculationType, heikenAshiSeries, ohlcSeries);
}
deltaOpenSeries[0] = heikenAshiSeries[0].HaOpen;
deltaHighSeries[0] = heikenAshiSeries[0].HaHigh;
deltaLowSeries[0] = heikenAshiSeries[0].HaLow;
// Note: deltaCloseSeries[0] is the real delta value, Values[1][0] (the plot) is the HA close value
Values[1][0] = heikenAshiSeries[0].HaClose;
}
else
{
Values[1][0] = deltaClose;
deltaOpenSeries[0] = deltaOpen;
deltaHighSeries[0] = deltaHigh;
deltaLowSeries[0] = deltaLow;
deltaCloseSeries[0] = deltaClose;
}
try
{
// for ema values
if (DeltaGaplessEmaType != GaplessEmaTypeEnum.None)
{
if (CurrentBar < 0)
return;
Values[0][0] = emaGapless[0];
}
// Determine colors
if (ShowAboveBelowEmaColors)
{
if (Values[1][0] > Values[0][0])
deltaColorSeries[0] = 1;
if (Values[1][0] < Values[0][0])
deltaColorSeries[0] = -1;
}
else
{
if (Values[1][0] > deltaOpenSeries[0])
deltaColorSeries[0] = 1;
if (Values[1][0] < deltaOpenSeries[0])
deltaColorSeries[0] = -1;
}
// Set colors for plots
if (deltaColorSeries[0] == 1)
{
PlotBrushes[1][0] = BarUpBrush;
if (ShowPaintBars)
BarBrush = BarUpBrush;
if (ShowPaintBarsOutline)
CandleOutlineBrush = OutlineUpBrush;
}
else if (deltaColorSeries[0] == -1)
{
PlotBrushes[1][0] = BarDnBrush;
if (ShowPaintBars)
BarBrush = BarDnBrush;
if (ShowPaintBarsOutline)
CandleOutlineBrush = OutlineDnBrush;
}
else if (CurrentBar != 0)
{
// Show colors of prior bar
PlotBrushes[1][0] = PlotBrushes[0][1];
if (ShowPaintBars)
BarBrush = BarBrushes[1];
if (ShowPaintBarsOutline)
CandleOutlineBrush = CandleOutlineBrushes[1];
}
else
{
// Just in case
PlotBrushes[1][0] = Brushes.Gray;
if (ShowPaintBars)
BarBrush = Brushes.Gray;
if (ShowPaintBarsOutline)
CandleOutlineBrush = Brushes.Gray;
}
}
catch (Exception ex)
{
Print("DeltaV3 exception at line 399, EMA calculation:" + ex);
}
}
public override void OnCalculateMinMax()
{
try
{
if (Bars == null)
return;
int lastBar = ChartBars.ToIndex;
int firstBar = ChartBars.FromIndex;
double min = double.MaxValue;
double max = double.MinValue;
for (int index = firstBar; index <= lastBar; index++)
{
min = Math.Min(min, deltaLowSeries.GetValueAt(index));
max = Math.Max(max, deltaHighSeries.GetValueAt(index));
}
if ((max - min) < 1)
{
min -= 1;
max += 1;
}
MinValue = min;
MaxValue = max;
}
catch (Exception ex)
{
Print("DeltaV3 exception at OnCalculateMinMax() at line 460:" + ex);
}
}
protected override void OnRender(ChartControl chartControl, ChartScale chartScale)
{
if (Bars == null || ChartControl == null || Bars.Instrument == null || !IsVisible)
{
return;
}
try
{
int cbti = ChartBars.ToIndex;
int cbfi = ChartBars.FromIndex;
SharpDX.Direct2D1.Brush brushBarDX = Brushes.Gray.ToDxBrush(RenderTarget);
SharpDX.Direct2D1.Brush brushOutlineDX = Brushes.Black.ToDxBrush(RenderTarget);
SharpDX.Direct2D1.Brush brushZeroDX = Lines[0].BrushDX;
SharpDX.Direct2D1.StrokeStyle lzSS = Lines[0].StrokeStyle;
float zeroLineY = chartScale.GetYByValue(0);
RenderTarget.DrawLine(new SharpDX.Vector2(ChartPanel.X, zeroLineY), new SharpDX.Vector2(ChartPanel.W, zeroLineY), brushZeroDX, 1f, lzSS);
float width = (float) Math.Max(2, ChartBars.Properties.ChartStyle.BarWidth*2);
for (int idx = cbfi; idx <= cbti; idx++)
{
double opValue = deltaOpenSeries.GetValueAt(idx);
double hiValue = deltaHighSeries.GetValueAt(idx);
double loValue = deltaLowSeries.GetValueAt(idx);
double clValue = Values[1].GetValueAt(idx);
double clValue1 = idx > 0 ? Values[1].GetValueAt(idx - 1) : clValue;
double opValue1 = idx > 0 ? deltaOpenSeries.GetValueAt(idx - 1) : opValue;
float yOpen = chartScale.GetYByValue(opValue);
float yHi = chartScale.GetYByValue(hiValue);
float yLo = chartScale.GetYByValue(loValue);
float yClose = chartScale.GetYByValue(clValue);
var height = (int) Math.Abs(yOpen - yClose);
var top = (opValue > clValue ? yOpen : yClose);
var bottom = (opValue < clValue ? yOpen : yClose);
float xCenter = chartControl.GetXByBarIndex(ChartBars, idx);
float xPosition = xCenter - (float) (width/2);
SharpDX.RectangleF rect = new SharpDX.RectangleF(xPosition, top, width, height);
if (deltaColorSeries.GetValueAt(idx) == 1)
{
brushBarDX = BarUpBrush.ToDxBrush(RenderTarget);
brushOutlineDX = OutlineUpBrush.ToDxBrush(RenderTarget);
}
else if (deltaColorSeries.GetValueAt(idx) == -1)
{
brushBarDX = BarDnBrush.ToDxBrush(RenderTarget);
brushOutlineDX = OutlineDnBrush.ToDxBrush(RenderTarget);
}
else
{
brushBarDX = Brushes.Gray.ToDxBrush(RenderTarget);
brushOutlineDX = Brushes.Gray.ToDxBrush(RenderTarget);
}
RenderTarget.FillRectangle(rect, brushBarDX);
RenderTarget.DrawRectangle(rect, brushOutlineDX);
RenderTarget.DrawLine(new SharpDX.Vector2(xCenter, yHi), new SharpDX.Vector2(xCenter, top), brushOutlineDX, 1f);
RenderTarget.DrawLine(new SharpDX.Vector2(xCenter, yLo), new SharpDX.Vector2(xCenter, bottom), brushOutlineDX, 1f);
}
brushBarDX.Dispose();
brushOutlineDX.Dispose();
brushZeroDX.Dispose();
lzSS.Dispose();
if (DeltaGaplessEmaType != GaplessEmaTypeEnum.None)
{
//Avg path
SharpDX.Direct2D1.PathGeometry lineGeometryAvg = new SharpDX.Direct2D1.PathGeometry(Core.Globals.D2DFactory);
SharpDX.Direct2D1.GeometrySink sinkAvg = lineGeometryAvg.Open();
sinkAvg.BeginFigure(new SharpDX.Vector2(chartControl.GetXByBarIndex(ChartBars, cbfi), chartScale.GetYByValue(Values[0].GetValueAt(cbfi))), SharpDX.Direct2D1.FigureBegin.Filled);
for (int idx = cbfi; idx <= cbti; idx++)
{
double indyValue = Values[0].GetValueAt(idx);
float avgY = chartScale.GetYByValue(indyValue);
float x = chartControl.GetXByBarIndex(ChartBars, idx);
sinkAvg.AddLine(new SharpDX.Vector2(x, avgY));
}
SharpDX.Direct2D1.Brush avgBrush = Plots[0].BrushDX;
SharpDX.Direct2D1.StrokeStyle avgStrokeStyle = Plots[0].StrokeStyle;
float strokeWidthAvg = Plots[0].Width;
//Avg path plot
sinkAvg.EndFigure(SharpDX.Direct2D1.FigureEnd.Open);
sinkAvg.Close();
RenderTarget.AntialiasMode = SharpDX.Direct2D1.AntialiasMode.PerPrimitive;
RenderTarget.DrawGeometry(lineGeometryAvg, avgBrush, strokeWidthAvg, avgStrokeStyle);
RenderTarget.AntialiasMode = SharpDX.Direct2D1.AntialiasMode.Aliased; //
lineGeometryAvg.Dispose();
avgBrush.Dispose();
avgStrokeStyle.Dispose();
}
}
catch (Exception ex)
{
Print("DeltaV3 exception at OnRender() at line 586:" + ex);
}
}
#region Properties
[Browsable(false)]
[XmlIgnore()]
public Series<double> DeltaEma
{
get { return Values[0]; }
}
[Browsable(false)]
[XmlIgnore()]
public Series<double> DeltaClose
{
get { return Values[1]; }
}
[Browsable(false)]
[XmlIgnore()]
public Series<double> DeltaOpen
{
get { return deltaOpenSeries; }
}
[Browsable(false)]
[XmlIgnore()]
public Series<double> DeltaHigh
{
get { return deltaHighSeries; }
}
[Browsable(false)]
[XmlIgnore()]
public Series<double> DeltaLow
{
get { return deltaLowSeries; }
}
[NinjaScriptProperty]
[Display(Name = "Show EMA above/below colors?", Order = 1, GroupName = "4. Colors")]
public bool ShowAboveBelowEmaColors { get; set; }
[XmlIgnore]
[Display(ResourceType = typeof(Custom.Resource), Name = "Up color", Order = 6, GroupName = "4. Colors")]
public Brush BarUpBrush { get; set; }
[Browsable(false)]
public string BarUpBrushSerialize
{
get { return Serialize.BrushToString(BarUpBrush); }
set { BarUpBrush = Serialize.StringToBrush(value); }
}
[XmlIgnore]
[Display(ResourceType = typeof(Custom.Resource), Name = "Down color", Order = 8, GroupName = "4. Colors")]
public Brush BarDnBrush { get; set; }
[Browsable(false)]
public string BarDnBrushSerialize
{
get { return Serialize.BrushToString(BarDnBrush); }
set { BarDnBrush = Serialize.StringToBrush(value); }
}
[XmlIgnore]
[Display(ResourceType = typeof(Custom.Resource), Name = "Up color outline", Order = 7, GroupName = "4. Colors")]
public Brush OutlineUpBrush { get; set; }
[Browsable(false)]
public string OutlineUpBrushSerialize
{
get { return Serialize.BrushToString(OutlineUpBrush); }
set { OutlineUpBrush = Serialize.StringToBrush(value); }
}
[XmlIgnore]
[Display(ResourceType = typeof(Custom.Resource), Name = "Dn color outline", Order = 9, GroupName = "4. Colors")]
public Brush OutlineDnBrush { get; set; }
[Browsable(false)]
public string OutlineDnBrushSerialize
{
get { return Serialize.BrushToString(OutlineDnBrush); }
set { OutlineDnBrush = Serialize.StringToBrush(value); }
}
[NinjaScriptProperty]
[Display(Name = "Show paint bars?", Order = 1, GroupName = "5. Paint bars")]
public bool ShowPaintBars { get; set; }
[NinjaScriptProperty]
[Display(Name = "Show paint bars outline?", Order = 2, GroupName = "5. Paint bars")]
public bool ShowPaintBarsOutline { get; set; }
[NinjaScriptProperty]
[Display(Name = "Delta type", Description = "", Order = 0, GroupName = "1. Delta")]
public AddOns.Sim22_DeltaUtilities.DeltaCalculationTypeEnum DeltaType { get; set; }
[NinjaScriptProperty]
[Display(Name = "COT type", Description = "Set to plot commitment of traders or not.", GroupName = "1. Delta", Order = 1)]
public AddOns.Sim22_DeltaUtilities.DeltaCotType DeltaCotType { get; set; }
[NinjaScriptProperty]
[Display(Name = "Cumulative delta?", GroupName = "1. Delta", Order = 2)]
public bool PlotCumulativeDelta { get; set; }
[NinjaScriptProperty]
[Display(Name = "EOD reset?", GroupName = "1. Delta", Order = 3)]
public bool ResetDelta { get; set; }
[NinjaScriptProperty]
[Display(Name = "Invert delta?", GroupName = "1. Delta", Order = 4)]
public bool InvertDelta { get; set; }
[NinjaScriptProperty]
[Display(Name = "EMA plot type", Description = "Plot EMA as normal, reset the EMA at the session start or ignore the session delta gap.", Order = 5, GroupName = "1. Delta")]
public GaplessEmaTypeEnum DeltaGaplessEmaType { get; set; }
[Range(1, 300), NinjaScriptProperty]
[Display(Name = "EMA period", GroupName = "1. Delta", Order = 6)]
public int PeriodEma { get; set; }
//HeikenAshiCalculationType
[NinjaScriptProperty]
[Display(Name = "HA type", Description = "Use Dan Valcu's for normal HA or Sylvain Vervoort's model", Order = 0, GroupName = "3. Heiken Ashi")]
public AddOns.Sim22_HaUtilities.HeikenAshiCalculationType HeikenAshiCalculationType { get; set; }
//[NinjaScriptProperty]
//[Display(Name = "HA smoothing type", Description = "Use various smoothing calculations.", Order = 1, GroupName = "3. Heiken Ashi")]
//public AddOns.Sim22_HAUtilities.HeikenAshiSmoothingType HeikenAshiSmoothingType { get; set; }
// [Range(1, 300), NinjaScriptProperty]
// [Display(Name = "HA smoothing period", GroupName = "3. Heiken Ashi", Order = 2)]
// public int PeriodSmooth { get; set; }
[NinjaScriptProperty]
[Display(Name = "Filter type", Description = "", Order = 0, GroupName = "2. Filter")]
public AddOns.Sim22_DeltaUtilities.DeltaTradeSizeFilterTypeEnum FilterType { get; set; }
[Range(1, int.MaxValue), NinjaScriptProperty]
[Display(Name = "Filter size", GroupName = "2. Filter", Order = 1)]
public int FilterSize { get; set; }
#endregion
}
}
#region NinjaScript generated code. Neither change nor remove.
namespace NinjaTrader.NinjaScript.Indicators
{
public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
{
private Sim22.Sim22_DeltaV3[] cacheSim22_DeltaV3;
public Sim22.Sim22_DeltaV3 Sim22_DeltaV3(bool showAboveBelowEmaColors, bool showPaintBars, bool showPaintBarsOutline, AddOns.Sim22_DeltaUtilities.DeltaCalculationTypeEnum deltaType, AddOns.Sim22_DeltaUtilities.DeltaCotType deltaCotType, bool plotCumulativeDelta, bool resetDelta, bool invertDelta, GaplessEmaTypeEnum deltaGaplessEmaType, int periodEma, AddOns.Sim22_HaUtilities.HeikenAshiCalculationType heikenAshiCalculationType, AddOns.Sim22_DeltaUtilities.DeltaTradeSizeFilterTypeEnum filterType, int filterSize)
{
return Sim22_DeltaV3(Input, showAboveBelowEmaColors, showPaintBars, showPaintBarsOutline, deltaType, deltaCotType, plotCumulativeDelta, resetDelta, invertDelta, deltaGaplessEmaType, periodEma, heikenAshiCalculationType, filterType, filterSize);
}
public Sim22.Sim22_DeltaV3 Sim22_DeltaV3(ISeries<double> input, bool showAboveBelowEmaColors, bool showPaintBars, bool showPaintBarsOutline, AddOns.Sim22_DeltaUtilities.DeltaCalculationTypeEnum deltaType, AddOns.Sim22_DeltaUtilities.DeltaCotType deltaCotType, bool plotCumulativeDelta, bool resetDelta, bool invertDelta, GaplessEmaTypeEnum deltaGaplessEmaType, int periodEma, AddOns.Sim22_HaUtilities.HeikenAshiCalculationType heikenAshiCalculationType, AddOns.Sim22_DeltaUtilities.DeltaTradeSizeFilterTypeEnum filterType, int filterSize)
{
if (cacheSim22_DeltaV3 != null)
for (int idx = 0; idx < cacheSim22_DeltaV3.Length; idx++)
if (cacheSim22_DeltaV3[idx] != null && cacheSim22_DeltaV3[idx].ShowAboveBelowEmaColors == showAboveBelowEmaColors && cacheSim22_DeltaV3[idx].ShowPaintBars == showPaintBars && cacheSim22_DeltaV3[idx].ShowPaintBarsOutline == showPaintBarsOutline && cacheSim22_DeltaV3[idx].DeltaType == deltaType && cacheSim22_DeltaV3[idx].DeltaCotType == deltaCotType && cacheSim22_DeltaV3[idx].PlotCumulativeDelta == plotCumulativeDelta && cacheSim22_DeltaV3[idx].ResetDelta == resetDelta && cacheSim22_DeltaV3[idx].InvertDelta == invertDelta && cacheSim22_DeltaV3[idx].DeltaGaplessEmaType == deltaGaplessEmaType && cacheSim22_DeltaV3[idx].PeriodEma == periodEma && cacheSim22_DeltaV3[idx].HeikenAshiCalculationType == heikenAshiCalculationType && cacheSim22_DeltaV3[idx].FilterType == filterType && cacheSim22_DeltaV3[idx].FilterSize == filterSize && cacheSim22_DeltaV3[idx].EqualsInput(input))
return cacheSim22_DeltaV3[idx];
return CacheIndicator<Sim22.Sim22_DeltaV3>(new Sim22.Sim22_DeltaV3(){ ShowAboveBelowEmaColors = showAboveBelowEmaColors, ShowPaintBars = showPaintBars, ShowPaintBarsOutline = showPaintBarsOutline, DeltaType = deltaType, DeltaCotType = deltaCotType, PlotCumulativeDelta = plotCumulativeDelta, ResetDelta = resetDelta, InvertDelta = invertDelta, DeltaGaplessEmaType = deltaGaplessEmaType, PeriodEma = periodEma, HeikenAshiCalculationType = heikenAshiCalculationType, FilterType = filterType, FilterSize = filterSize }, input, ref cacheSim22_DeltaV3);
}
}
}
namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
{
public Indicators.Sim22.Sim22_DeltaV3 Sim22_DeltaV3(bool showAboveBelowEmaColors, bool showPaintBars, bool showPaintBarsOutline, AddOns.Sim22_DeltaUtilities.DeltaCalculationTypeEnum deltaType, AddOns.Sim22_DeltaUtilities.DeltaCotType deltaCotType, bool plotCumulativeDelta, bool resetDelta, bool invertDelta, GaplessEmaTypeEnum deltaGaplessEmaType, int periodEma, AddOns.Sim22_HaUtilities.HeikenAshiCalculationType heikenAshiCalculationType, AddOns.Sim22_DeltaUtilities.DeltaTradeSizeFilterTypeEnum filterType, int filterSize)
{
return indicator.Sim22_DeltaV3(Input, showAboveBelowEmaColors, showPaintBars, showPaintBarsOutline, deltaType, deltaCotType, plotCumulativeDelta, resetDelta, invertDelta, deltaGaplessEmaType, periodEma, heikenAshiCalculationType, filterType, filterSize);
}
public Indicators.Sim22.Sim22_DeltaV3 Sim22_DeltaV3(ISeries<double> input , bool showAboveBelowEmaColors, bool showPaintBars, bool showPaintBarsOutline, AddOns.Sim22_DeltaUtilities.DeltaCalculationTypeEnum deltaType, AddOns.Sim22_DeltaUtilities.DeltaCotType deltaCotType, bool plotCumulativeDelta, bool resetDelta, bool invertDelta, GaplessEmaTypeEnum deltaGaplessEmaType, int periodEma, AddOns.Sim22_HaUtilities.HeikenAshiCalculationType heikenAshiCalculationType, AddOns.Sim22_DeltaUtilities.DeltaTradeSizeFilterTypeEnum filterType, int filterSize)
{
return indicator.Sim22_DeltaV3(input, showAboveBelowEmaColors, showPaintBars, showPaintBarsOutline, deltaType, deltaCotType, plotCumulativeDelta, resetDelta, invertDelta, deltaGaplessEmaType, periodEma, heikenAshiCalculationType, filterType, filterSize);
}
}
}
namespace NinjaTrader.NinjaScript.Strategies
{
public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
{
public Indicators.Sim22.Sim22_DeltaV3 Sim22_DeltaV3(bool showAboveBelowEmaColors, bool showPaintBars, bool showPaintBarsOutline, AddOns.Sim22_DeltaUtilities.DeltaCalculationTypeEnum deltaType, AddOns.Sim22_DeltaUtilities.DeltaCotType deltaCotType, bool plotCumulativeDelta, bool resetDelta, bool invertDelta, GaplessEmaTypeEnum deltaGaplessEmaType, int periodEma, AddOns.Sim22_HaUtilities.HeikenAshiCalculationType heikenAshiCalculationType, AddOns.Sim22_DeltaUtilities.DeltaTradeSizeFilterTypeEnum filterType, int filterSize)
{
return indicator.Sim22_DeltaV3(Input, showAboveBelowEmaColors, showPaintBars, showPaintBarsOutline, deltaType, deltaCotType, plotCumulativeDelta, resetDelta, invertDelta, deltaGaplessEmaType, periodEma, heikenAshiCalculationType, filterType, filterSize);
}
public Indicators.Sim22.Sim22_DeltaV3 Sim22_DeltaV3(ISeries<double> input , bool showAboveBelowEmaColors, bool showPaintBars, bool showPaintBarsOutline, AddOns.Sim22_DeltaUtilities.DeltaCalculationTypeEnum deltaType, AddOns.Sim22_DeltaUtilities.DeltaCotType deltaCotType, bool plotCumulativeDelta, bool resetDelta, bool invertDelta, GaplessEmaTypeEnum deltaGaplessEmaType, int periodEma, AddOns.Sim22_HaUtilities.HeikenAshiCalculationType heikenAshiCalculationType, AddOns.Sim22_DeltaUtilities.DeltaTradeSizeFilterTypeEnum filterType, int filterSize)
{
return indicator.Sim22_DeltaV3(input, showAboveBelowEmaColors, showPaintBars, showPaintBarsOutline, deltaType, deltaCotType, plotCumulativeDelta, resetDelta, invertDelta, deltaGaplessEmaType, periodEma, heikenAshiCalculationType, filterType, filterSize);
}
}
}
#endregion
ecco questo è lo script del codice , ma devo dire che insieme ce ne sono altri che servono come Utility , Test , e Gapless , di cui vi metto il nome (DeltaStrategyTest.cs Sim22_DeltaUtilities.cs Sim22_EmaGaplessV2.cs Sim22_HaUtilities.cs ) e non so se servona anche questi , che posso fornire , ma credo siano adibiti alla piattaforma . Ditemi voi Nicolas , Gazie
