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// // Copyright (C) 2006, NinjaTrader LLC <www.ninjatrader.com>. // NinjaTrader reserves the right to modify or overwrite this NinjaScript component with each release. // #region Using declarations using System; using System.Diagnostics; using System.Drawing; using System.Drawing.Drawing2D; using System.ComponentModel; using System.Xml.Serialization; using NinjaTrader.Data; using NinjaTrader.Gui.Chart; #endregion // This namespace holds all indicators and is required. Do not change it. namespace NinjaTrader.Indicator { /// <summary> /// The Commodity Channel Index (bdtCCI) measures the variation of a security's price from its statistical mean. High values show that prices are unusually high compared to average prices whereas low values indicate that prices are unusually low. /// </summary> [Description("The Commodity Channel Index (bdtCCI) measures the variation of a security's price from its statistical mean. High values show that prices are unusually high compared to average prices whereas low values indicate that prices are unusually low.")] public class bdtCCI : Indicator { #region Variables private int period = 14; private Color upColor = Color.Green; private Color downColor = Color.Red; private Color stallColor = Color.Black; private double prevValue = 0; #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.Orange, PlotStyle.Line, "CCI")); Add(new Line(Color.DarkGray, 200, "Level 2")); Add(new Line(Color.DarkGray, 100, "Level 1")); Add(new Line(Color.DarkGray, 0, "Zero line")); Add(new Line(Color.DarkGray, -100, "Level -1")); Add(new Line(Color.DarkGray, -200, "Level -2")); DrawOnPricePanel = false; } /// <summary> /// Calculates the indicator value(s) at the current index. /// </summary> protected override void OnBarUpdate() { if (CurrentBar == 0) Value.Set(0); else { double mean = 0; for (int idx = Math.Min(CurrentBar, Period - 1); idx >= 0; idx--) mean += Math.Abs(Typical[idx] - SMA(Typical, Period)[0]); double plotValue = (Typical[0] - SMA(Typical, Period)[0]) / (mean == 0 ? 1 : (0.015 * (mean / Math.Min(Period, CurrentBar + 1)))); if (plotValue >= 0) { PlotColors[0][0] = (plotValue >= prevValue ? (plotValue == prevValue ? stallColor: upColor) : downColor); } else { PlotColors[0][0] = plotValue <= prevValue ? (plotValue == prevValue ? stallColor: downColor) : upColor; } Value.Set(plotValue); if (plotValue >= Lines[1].Value) //100 DrawRegion("Overbought1-" + CurrentBar, 1, 0, Values[0], Lines[1].Value, upColor, upColor, 2); if (plotValue >= Lines[0].Value) //200 DrawRegion("Overbought2-" + CurrentBar, 1, 0, Values[0], Lines[0].Value, upColor, upColor, 5); if (plotValue <= Lines[3].Value) //-100 DrawRegion("Oversold1-" + CurrentBar, 1, 0, Values[0], Lines[3].Value, downColor, downColor, 2); if (plotValue <= Lines[4].Value) //-200 DrawRegion("Oversold2-" + CurrentBar, 1, 0, Values[0], Lines[4].Value, downColor, downColor, 5); prevValue = plotValue; } } #region Properties /// <summary> /// </summary> [Description("Numbers of bars used for calculations")] [GridCategory("Parameters")] public int Period { get { return period; } set { period = Math.Max(1, value); } } #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 bdtCCI[] cachebdtCCI = null; private static bdtCCI checkbdtCCI = new bdtCCI(); /// <summary> /// The Commodity Channel Index (bdtCCI) measures the variation of a security's price from its statistical mean. High values show that prices are unusually high compared to average prices whereas low values indicate that prices are unusually low. /// </summary> /// <returns></returns> public bdtCCI bdtCCI(int period) { return bdtCCI(Input, period); } /// <summary> /// The Commodity Channel Index (bdtCCI) measures the variation of a security's price from its statistical mean. High values show that prices are unusually high compared to average prices whereas low values indicate that prices are unusually low. /// </summary> /// <returns></returns> public bdtCCI bdtCCI(Data.IDataSeries input, int period) { if (cachebdtCCI != null) for (int idx = 0; idx < cachebdtCCI.Length; idx++) if (cachebdtCCI[idx].Period == period && cachebdtCCI[idx].EqualsInput(input)) return cachebdtCCI[idx]; lock (checkbdtCCI) { checkbdtCCI.Period = period; period = checkbdtCCI.Period; if (cachebdtCCI != null) for (int idx = 0; idx < cachebdtCCI.Length; idx++) if (cachebdtCCI[idx].Period == period && cachebdtCCI[idx].EqualsInput(input)) return cachebdtCCI[idx]; bdtCCI indicator = new bdtCCI(); indicator.BarsRequired = BarsRequired; indicator.CalculateOnBarClose = CalculateOnBarClose; #if NT7 indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256; indicator.MaximumBarsLookBack = MaximumBarsLookBack; #endif indicator.Input = input; indicator.Period = period; Indicators.Add(indicator); indicator.SetUp(); bdtCCI[] tmp = new bdtCCI[cachebdtCCI == null ? 1 : cachebdtCCI.Length + 1]; if (cachebdtCCI != null) cachebdtCCI.CopyTo(tmp, 0); tmp[tmp.Length - 1] = indicator; cachebdtCCI = tmp; 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> /// The Commodity Channel Index (bdtCCI) measures the variation of a security's price from its statistical mean. High values show that prices are unusually high compared to average prices whereas low values indicate that prices are unusually low. /// </summary> /// <returns></returns> [Gui.Design.WizardCondition("Indicator")] public Indicator.bdtCCI bdtCCI(int period) { return _indicator.bdtCCI(Input, period); } /// <summary> /// The Commodity Channel Index (bdtCCI) measures the variation of a security's price from its statistical mean. High values show that prices are unusually high compared to average prices whereas low values indicate that prices are unusually low. /// </summary> /// <returns></returns> public Indicator.bdtCCI bdtCCI(Data.IDataSeries input, int period) { return _indicator.bdtCCI(input, period); } } } // This namespace holds all strategies and is required. Do not change it. namespace NinjaTrader.Strategy { public partial class Strategy : StrategyBase { /// <summary> /// The Commodity Channel Index (bdtCCI) measures the variation of a security's price from its statistical mean. High values show that prices are unusually high compared to average prices whereas low values indicate that prices are unusually low. /// </summary> /// <returns></returns> [Gui.Design.WizardCondition("Indicator")] public Indicator.bdtCCI bdtCCI(int period) { return _indicator.bdtCCI(Input, period); } /// <summary> /// The Commodity Channel Index (bdtCCI) measures the variation of a security's price from its statistical mean. High values show that prices are unusually high compared to average prices whereas low values indicate that prices are unusually low. /// </summary> /// <returns></returns> public Indicator.bdtCCI bdtCCI(Data.IDataSeries input, int period) { 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.bdtCCI(input, period); } } } #endregion
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