Thanks in advance for any suggestions.
#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
{
/// <summary>
/// Volume Price Confirmation.
/// </summary>
public class VolumePriceConfirmation : Indicator
{
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Volume Price Confirmation Indicator from the July 2007 issue of Stocks & Commodities";
Name = "VolumePriceConfirmation";
Calculate = Calculate.OnBarClose;
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 = true;
longPeriod = 50;
shortPeriod = 10;
AddPlot(Brushes.Navy, "VPCI");
AddPlot(Brushes.Red, "VPCIS");
AddLine(Brushes.Black, 1, "ZeroLine");
}
else if (State == State.Configure)
{
}
}
protected override void OnBarUpdate()
{
//Add your custom indicator logic here.
double vpc = VWMA(longPeriod)[0] - SMA(longPeriod)[0];
double vpr = (VWMA(shortPeriod)[0] / SMA(shortPeriod)[0]);
double vm = SMA(Volume, shortPeriod)[0] / SMA(Volume, longPeriod)[0];
VPCI[0] = (vpc * vpr * vm);
double VPCIS = EMA(VPCI, longPeriod)[0];
}
#region Properties
[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name="longPeriod", Description="Default value of the long term period", Order=1, GroupName="Parameters")]
public int longPeriod
{ get; set; }
[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name="shortPeriod", Description="Default value of the short term period", Order=2, GroupName="Parameters")]
public int shortPeriod
{ get; set; }
[Browsable(false)]
[XmlIgnore]
public Series<double> VPCI
{
get { return Values[0]; }
}
[Browsable(false)]
[XmlIgnore]
public Series<double> VPCIS
{
get { return Values[1]; }
}
#endregion
}
}
#region NinjaScript generated code. Neither change nor remove.
namespace NinjaTrader.NinjaScript.Indicators
{
public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
{
private VolumePriceConfirmation[] cacheVolumePriceConfirmation;
public VolumePriceConfirmation VolumePriceConfirmation(int longPeriod, int shortPeriod)
{
return VolumePriceConfirmation(Input, longPeriod, shortPeriod);
}
public VolumePriceConfirmation VolumePriceConfirmation(ISeries<double> input, int longPeriod, int shortPeriod)
{
if (cacheVolumePriceConfirmation != null)
for (int idx = 0; idx < cacheVolumePriceConfirmation.Length; idx++)
if (cacheVolumePriceConfirmation[idx] != null && cacheVolumePriceConfirmation[idx].longPeriod == longPeriod && cacheVolumePriceConfirmation[idx].shortPeriod == shortPeriod && cacheVolumePriceConfirmation[idx].EqualsInput(input))
return cacheVolumePriceConfirmation[idx];
return CacheIndicator<VolumePriceConfirmation>(new VolumePriceConfirmation(){ longPeriod = longPeriod, shortPeriod = shortPeriod }, input, ref cacheVolumePriceConfirmation);
}
}
}
namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
{
public Indicators.VolumePriceConfirmation VolumePriceConfirmation(int longPeriod, int shortPeriod)
{
return indicator.VolumePriceConfirmation(Input, longPeriod, shortPeriod);
}
public Indicators.VolumePriceConfirmation VolumePriceConfirmation(ISeries<double> input , int longPeriod, int shortPeriod)
{
return indicator.VolumePriceConfirmation(input, longPeriod, shortPeriod);
}
}
}
namespace NinjaTrader.NinjaScript.Strategies
{
public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
{
public Indicators.VolumePriceConfirmation VolumePriceConfirmation(int longPeriod, int shortPeriod)
{
return indicator.VolumePriceConfirmation(Input, longPeriod, shortPeriod);
}
public Indicators.VolumePriceConfirmation VolumePriceConfirmation(ISeries<double> input , int longPeriod, int shortPeriod)
{
return indicator.VolumePriceConfirmation(input, longPeriod, shortPeriod);
}
}
}
#endregion
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