//
// 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>
/// Acceleration_Bands Bands are plotted at standard deviation levels above and below a moving average. Since standard deviation is a measure of volatility, the bands are self-adjusting: widening during volatile markets and contracting during calmer periods.
/// http://www.ninjatrader-support2.com/...ands#post45609
/// 1/18/10 - zeller4 -
/// </summary>
[Description("Acceleration_Bands Bands are plotted at standard deviation levels above and below a moving average. Since standard deviation is a measure of volatility, the bands are self-adjusting: widening during volatile markets and contracting during calmer periods.")]
public class Acceleration_Bands : Indicator
{
#region Variables
private int period = 20;
private DataSeries candleDirection;
private DataSeries signal;
private DataSeries accelBandUpper1;
private DataSeries accelBandLower1;
#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(new Pen(Color.Maroon,2), PlotStyle.Line, "Upper band1"));
Add(new Plot(new Pen(Color.White,2), PlotStyle.Line, "Middle band1"));
Add(new Plot(new Pen(Color.Maroon,2), PlotStyle.Line, "Lower band1"));
// Plots[0].Pen.DashStyle = DashStyle.DashDotDot;
// Plots[2].Pen.DashStyle = DashStyle.DashDotDot;
CalculateOnBarClose = false;
AutoScale = false;
DrawOnPricePanel = true;
Overlay = true;
DisplayInDataBox = false;
PriceTypeSupported = true;
signal = new DataSeries(this);
accelBandUpper1 = new DataSeries(this);
accelBandLower1 = new DataSeries(this);
// accelBandUpper2 = new DataSeries(this);
// accelBandLower2 = new DataSeries(this);
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar < period) return;
accelBandUpper1.Set(High[0] * (1 + 4 * (High[0] - Low[0]) / (High[0] + Low[0])));
accelBandLower1.Set(Low[0] * (1 - 4 * (High[0] - Low[0]) / (High[0] + Low[0])));
// accelBandUpper2.Set(High[0] * (1 + 2 * (((High[0] - Low[0]) / ((High[0] + Low[0])/2))*1000)*.001 ));
// accelBandLower2.Set(Low[0] * (1 - 2 * (((High[0] - Low[0]) / ((High[0] + Low[0])/2))*1000)*.001 ));
Upper1.Set(SMA(accelBandUpper1,period)[0]);
Middle1.Set(SMA(period)[0]);
Lower1.Set(SMA(accelBandLower1,period)[0]);
}
#region Properties
[Browsable(false)] [XmlIgnore()] public DataSeries Upper1 { get { return Values[0]; } }
[Browsable(false)] [XmlIgnore()] public DataSeries Middle1 { get { return Values[1]; } }
[Browsable(false)] [XmlIgnore()] public DataSeries Lower1 { get { return Values[2]; } }
[Description("Numbers of bars used for calculations")]
[Category("Parameters")]
public int Period
{
get { return period; }
set { period = Math.Max(1, value); }
}
[Browsable(false)] [XmlIgnore()] public DataSeries Signal { get { return signal; } }
#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 Acceleration_Bands[] cacheAcceleration_Bands = null;
private static Acceleration_Bands checkAcceleration_Bands = new Acceleration_Bands();
/// <summary>
/// Acceleration_Bands Bands are plotted at standard deviation levels above and below a moving average. Since standard deviation is a measure of volatility, the bands are self-adjusting: widening during volatile markets and contracting during calmer periods.
/// </summary>
/// <returns></returns>
public Acceleration_Bands Acceleration_Bands(int period)
{
return Acceleration_Bands(Input, period);
}
/// <summary>
/// Acceleration_Bands Bands are plotted at standard deviation levels above and below a moving average. Since standard deviation is a measure of volatility, the bands are self-adjusting: widening during volatile markets and contracting during calmer periods.
/// </summary>
/// <returns></returns>
public Acceleration_Bands Acceleration_Bands(Data.IDataSeries input, int period)
{
checkAcceleration_Bands.Period = period;
period = checkAcceleration_Bands.Period;
if (cacheAcceleration_Bands != null)
for (int idx = 0; idx < cacheAcceleration_Bands.Length; idx++)
if (cacheAcceleration_Bands[idx].Period == period && cacheAcceleration_Bands[idx].EqualsInput(input))
return cacheAcceleration_Bands[idx];
Acceleration_Bands indicator = new Acceleration_Bands();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
indicator.Input = input;
indicator.Period = period;
indicator.SetUp();
Acceleration_Bands[] tmp = new Acceleration_Bands[cacheAcceleration_Bands == null ? 1 : cacheAcceleration_Bands.Length + 1];
if (cacheAcceleration_Bands != null)
cacheAcceleration_Bands.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cacheAcceleration_Bands = 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>
/// Acceleration_Bands Bands are plotted at standard deviation levels above and below a moving average. Since standard deviation is a measure of volatility, the bands are self-adjusting: widening during volatile markets and contracting during calmer periods.
/// </summary>
/// <returns></returns>
[Gui.Design.WizardCondition("Indicator")]
public Indicator.Acceleration_Bands Acceleration_Bands(int period)
{
return _indicator.Acceleration_Bands(Input, period);
}
/// <summary>
/// Acceleration_Bands Bands are plotted at standard deviation levels above and below a moving average. Since standard deviation is a measure of volatility, the bands are self-adjusting: widening during volatile markets and contracting during calmer periods.
/// </summary>
/// <returns></returns>
public Indicator.Acceleration_Bands Acceleration_Bands(Data.IDataSeries input, int period)
{
return _indicator.Acceleration_Bands(input, period);
}
}
}
// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
public partial class Strategy : StrategyBase
{
/// <summary>
/// Acceleration_Bands Bands are plotted at standard deviation levels above and below a moving average. Since standard deviation is a measure of volatility, the bands are self-adjusting: widening during volatile markets and contracting during calmer periods.
/// </summary>
/// <returns></returns>
[Gui.Design.WizardCondition("Indicator")]
public Indicator.Acceleration_Bands Acceleration_Bands(int period)
{
return _indicator.Acceleration_Bands(Input, period);
}
/// <summary>
/// Acceleration_Bands Bands are plotted at standard deviation levels above and below a moving average. Since standard deviation is a measure of volatility, the bands are self-adjusting: widening during volatile markets and contracting during calmer periods.
/// </summary>
/// <returns></returns>
public Indicator.Acceleration_Bands Acceleration_Bands(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.Acceleration_Bands(input, period);
}
}
}
#endregion
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