Converting NT7 VPCI code to NT*

[NinjaTrader_ChelseaB]

Hello dmking,

Below is a link to a forum post with helpful information about getting started with NinjaScript.

http://ninjatrader.com/support/forum/showthread.php?p=503609#post503609

[dmking]

Thanks Chelsea,

That did the trick. Learning C#, NinjaScript and converting from 7-->8 caused some confusion which you cleared up.

Kind regards,

D

[NinjaTrader_ChelseaB]

Hello dmking,

The VPCIS series (plot) is never set. You are only setting a local double variable and then never using this local variable.

Maybe you don't want to be declaring VPCIS locally as a double and set it the same way you set VPCI[0]??

Also to export a NinjaTrader 8 NinjaScript so that this can be shared do the following:

1. Click Tools -> Export -> NinjaScript...
2. Click the 'add' link -> check the box(es) for the script(s) you want to include
3. Click the 'Export' button
4. Enter a unique name for the file in the value for 'File name:'
5. Choose a save location -> click Save
6. Click OK to clear the export location message

By default your exported file will be in the following location:

• (My) Documents/NinjaTrader 8/bin/Custom/ExportNinjaScript/<export_file_name.zip>

Below is a link to the help guide on Exporting NinjaScripts.

http://ninjatrader.com/support/helpGuides/nt8/en-us/export.htm

[dmking]

Thanks for the reply Chelsea.

No errors. The code compiles, but there should be 2 plots: The VPCI -Blue, and the VPCIS (EMA of VPCI) - Red.The VPCI plots in blue but "not the VPCIS". If I comment out the plotting of the VPCI, the VPCIS plots in red which implies to me that the VPCI overlaps the VPCIS and they are identical - The VPCI plot is the same as the VPCIS.

[NinjaTrader_ChelseaB]

Hello dmking,

Are you getting an error?
If so, what is the error?

One thing I'm noticing is that you've got a Series<double> called VPCIS declared in the scope of the class, and you are also trying to create a local double with the same name as the last line in OnBarUpdate.

[dmking]

I'm using NT 8 more and thought that I would give converting some indicators from 7 to 8 a try. Can someone take a look at the following NT8 conversion of the Volume Price Confirmation Indicator code and tell me where I'm making a mistake? The VPCI and VPCIS(the EMA of the VPCI) seem to be identical.

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