it's simple : work on historical data with dataseries and plot difference between up and down volume reference to close candle it's similar to cumulative delta volume
here code:
#region Using declarations using System; using System.ComponentModel; using System.Diagnostics; using System.Drawing; using System.Drawing.Drawing2D; using System.Xml.Serialization; using NinjaTrader.Cbi; using NinjaTrader.Data; using NinjaTrader.Gui.Chart; #endregion // This namespace holds all indicators and is required. Do not change it. namespace NinjaTrader.Indicator { /// <summary> /// Enter the description of your new custom indicator here /// </summary> [Description("Enter the description of your new custom indicator here")] public class DVOL1 : Indicator { #region Variables // Wizard generated variables // User defined variables (add any user defined variables below) private DataSeries xvol; #endregion /// <summary> /// This method is used to configure the indicator and is called once before any bar data is loaded. /// </summary> protected override void Initialize() { Add(new Plot(Color.Green, "DVOL1")); Add(new Line(Color.Black, 0, "Zero line")); xvol = new DataSeries(this); // CalculateOnBarClose = true; Overlay = false; PriceTypeSupported = false; } /// <summary> /// Called on each bar update event (incoming tick) /// </summary> protected override void OnBarUpdate() { if (Close[0] > Close[1]){ xvol.Set(1);} else { xvol.Set(0);} } } #region Properties #endregion } #region NinjaScript generated code. Neither change nor remove. // This namespace holds all indicators and is required. Do not change it. namespace NinjaTrader.Indicator { public partial class Indicator : IndicatorBase { private DVOL1[] cacheDVOL1 = null; private static DVOL1 checkDVOL1 = new DVOL1(); /// <summary> /// Enter the description of your new custom indicator here /// </summary> /// <returns></returns> public DVOL1 DVOL1() { return DVOL1(Input); } /// <summary> /// Enter the description of your new custom indicator here /// </summary> /// <returns></returns> public DVOL1 DVOL1(Data.IDataSeries input) { if (cacheDVOL1 != null) for (int idx = 0; idx < cacheDVOL1.Length; idx++) if (cacheDVOL1[idx].EqualsInput(input)) return cacheDVOL1[idx]; DVOL1 indicator = new DVOL1(); indicator.BarsRequired = BarsRequired; indicator.CalculateOnBarClose = CalculateOnBarClose; indicator.Input = input; indicator.SetUp(); DVOL1[] tmp = new DVOL1[cacheDVOL1 == null ? 1 : cacheDVOL1.Length + 1]; if (cacheDVOL1 != null) cacheDVOL1.CopyTo(tmp, 0); tmp[tmp.Length - 1] = indicator; cacheDVOL1 = tmp; Indicators.Add(indicator); return indicator; } } } // This namespace holds all market analyzer column definitions and is required. Do not change it. namespace NinjaTrader.MarketAnalyzer { public partial class Column : ColumnBase { /// <summary> /// Enter the description of your new custom indicator here /// </summary> /// <returns></returns> [Gui.Design.WizardCondition("Indicator")] public Indicator.DVOL1 DVOL1() { return _indicator.DVOL1(Input); } /// <summary> /// Enter the description of your new custom indicator here /// </summary> /// <returns></returns> public Indicator.DVOL1 DVOL1(Data.IDataSeries input) { return _indicator.DVOL1(input); } } } // This namespace holds all strategies and is required. Do not change it. namespace NinjaTrader.Strategy { public partial class Strategy : StrategyBase { /// <summary> /// Enter the description of your new custom indicator here /// </summary> /// <returns></returns> [Gui.Design.WizardCondition("Indicator")] public Indicator.DVOL1 DVOL1() { return _indicator.DVOL1(Input); } /// <summary> /// Enter the description of your new custom indicator here /// </summary> /// <returns></returns> public Indicator.DVOL1 DVOL1(Data.IDataSeries input) { if (InInitialize && input == null) throw new ArgumentException("You only can access an indicator with the default input/bar series from within the 'Initialize()' method"); return _indicator.DVOL1(input); } } } #endregion
i think something is wrong it's no work and no plot hope i must add a for cycle or other things
many thanks for someone helps...
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