I've spent some time staring at the script, but I can't seem to figure it out?
Thanks,
Forrest
// // 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 RSI (Relative Strength Index) is a price-following oscillator that ranges between 0 and 100. /// </summary> [Description("The RSI (Relative Strength Index) is a price-following oscillator that ranges between 0 and 100.")] public class RSI : Indicator { #region Variables private DataSeries avgUp; private DataSeries avgDown; private DataSeries down; private int period = 14; private int smooth = 3; private DataSeries up; #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, "RSI")); Add(new Plot(Color.Orange, "Avg")); Add(new Line(System.Drawing.Color.DarkViolet, 30, "Lower")); Add(new Line(System.Drawing.Color.YellowGreen, 70, "Upper")); avgUp = new DataSeries(this); avgDown = new DataSeries(this); down = new DataSeries(this); up = new DataSeries(this); PriceTypeSupported = true; } /// <summary> /// Calculates the indicator value(s) at the current index. /// </summary> protected override void OnBarUpdate() { if (CurrentBar == 0) { down.Set(0); up.Set(0); return; } down.Set(Math.Max(Input[1] - Input[0], 0)); up.Set(Math.Max(Input[0] - Input[1], 0)); if ((CurrentBar + 1) < Period) { if ((CurrentBar + 1) == (Period - 1)) Avg.Set(50); return; } if ((CurrentBar + 1) == Period) { // First averages avgDown.Set(SMA(down, Period)[0]); avgUp.Set(SMA(up, Period)[0]); } else { // Rest of averages are smoothed avgDown.Set((avgDown[1] * (Period - 1) + down[0]) / Period); avgUp.Set((avgUp[1] * (Period - 1) + up[0]) / Period); } double rs = avgUp[0] / (avgDown[0] == 0 ? 1 : avgDown[0]); double rsi = 100 - (100 / (1 + rs)); double rsiAvg = (2.0 / (1 + Smooth)) * rsi + (1 - (2.0 / (1 + Smooth))) * Avg[1]; Avg.Set(rsiAvg); Value.Set(rsi); } #region Properties /// <summary> /// </summary> [Browsable(false)] [XmlIgnore()] public DataSeries Avg { get { return Values[1]; } } /// <summary> /// </summary> [Browsable(false)] [XmlIgnore()] public DataSeries Default { get { return Values[0]; } } /// <summary> /// </summary> [Description("Numbers of bars used for calculations")] [Category("Parameters")] public int Period { get { return period; } set { period = Math.Max(2, value); } } /// <summary> /// </summary> [Description("Number of bars for smoothing")] [Category("Parameters")] public int Smooth { get { return smooth; } set { smooth = 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 RSI[] cacheRSI = null; private static RSI checkRSI = new RSI(); /// <summary> /// The RSI (Relative Strength Index) is a price-following oscillator that ranges between 0 and 100. /// </summary> /// <returns></returns> public RSI RSI(int period, int smooth) { return RSI(Input, period, smooth); } /// <summary> /// The RSI (Relative Strength Index) is a price-following oscillator that ranges between 0 and 100. /// </summary> /// <returns></returns> public RSI RSI(Data.IDataSeries input, int period, int smooth) { checkRSI.Period = period; period = checkRSI.Period; checkRSI.Smooth = smooth; smooth = checkRSI.Smooth; if (cacheRSI != null) for (int idx = 0; idx < cacheRSI.Length; idx++) if (cacheRSI[idx].Period == period && cacheRSI[idx].Smooth == smooth && cacheRSI[idx].EqualsInput(input)) return cacheRSI[idx]; RSI indicator = new RSI(); indicator.BarsRequired = BarsRequired; indicator.CalculateOnBarClose = CalculateOnBarClose; indicator.Input = input; indicator.Period = period; indicator.Smooth = smooth; indicator.SetUp(); RSI[] tmp = new RSI[cacheRSI == null ? 1 : cacheRSI.Length + 1]; if (cacheRSI != null) cacheRSI.CopyTo(tmp, 0); tmp[tmp.Length - 1] = indicator; cacheRSI = 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> /// The RSI (Relative Strength Index) is a price-following oscillator that ranges between 0 and 100. /// </summary> /// <returns></returns> [Gui.Design.WizardCondition("Indicator")] public Indicator.RSI RSI(int period, int smooth) { return _indicator.RSI(Input, period, smooth); } /// <summary> /// The RSI (Relative Strength Index) is a price-following oscillator that ranges between 0 and 100. /// </summary> /// <returns></returns> public Indicator.RSI RSI(Data.IDataSeries input, int period, int smooth) { return _indicator.RSI(input, period, smooth); } } } // This namespace holds all strategies and is required. Do not change it. namespace NinjaTrader.Strategy { public partial class Strategy : StrategyBase { /// <summary> /// The RSI (Relative Strength Index) is a price-following oscillator that ranges between 0 and 100. /// </summary> /// <returns></returns> [Gui.Design.WizardCondition("Indicator")] public Indicator.RSI RSI(int period, int smooth) { return _indicator.RSI(Input, period, smooth); } /// <summary> /// The RSI (Relative Strength Index) is a price-following oscillator that ranges between 0 and 100. /// </summary> /// <returns></returns> public Indicator.RSI RSI(Data.IDataSeries input, int period, int smooth) { 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.RSI(input, period, smooth); } } } #endregion
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