I wrote an SMA class, by basically moving the built in SMA Indicator code that comes with Ninjatrader into an object that uses no Indicator.
I am having an issue though as the output is not correct. I was able to successfully do the EMA, but the SMA is not working... here is the code, any help is appreciated...
#region Khaos_Virtual_Indicator_SMAz public class Khaos_Virtual_Indicator_SMAz { private NinjaScriptBase NinjaScriptBase; private int Period; private double priorSum; private double sum; public Series<double> Value { get; private set; } public Khaos_Virtual_Indicator_SMAz(NinjaScriptBase NinjaScriptBase, int Period) { this.NinjaScriptBase = NinjaScriptBase; this.Period = Period; Value = new Series<double>(NinjaScriptBase); priorSum = 0; sum = 0; } public Series<double> TickTock(ISeries <double> Input) { try { if (NinjaScriptBase.BarsArray[0].BarsType.IsRemoveLastBarSupported) { if (NinjaScriptBase.CurrentBar == 0) Value[0] = Input[0]; else { double last = Value[1] * Math.Min(NinjaScriptBase.CurrentBar, Period); if (NinjaScriptBase.CurrentBar >= Period) Value[0] = (last + Input[0] - Input[Period]) / Math.Min(NinjaScriptBase.CurrentBar, Period); else Value[0] = ((last + Input[0]) / (Math.Min(NinjaScriptBase.CurrentBar, Period) + 1)); } } else { if (NinjaScriptBase.IsFirstTickOfBar) priorSum = sum; sum = priorSum + Input[0] - (NinjaScriptBase.CurrentBar >= Period ? Input[Period] : 0); Value[0] = sum / (NinjaScriptBase.CurrentBar < Period ? NinjaScriptBase.CurrentBar + 1 : Period); } return Value; } catch (Exception e) { NinjaScriptBase.Log ("Cought Error Khaos Moving Average = " + e.ToString(), NinjaTrader.Cbi.LogLevel.Warning); NinjaScriptBase.Print(NinjaScriptBase.Time[0] + " " + e.ToString()); return Value; } } } #endregion
Here is a project that invokes the class
#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; using Khaos_Elements; #endregion //This namespace holds Indicators in this folder and is required. Do not change it. namespace NinjaTrader.NinjaScript.Indicators.KhaosIndicators { public class Test : Indicator { // private Khaos_Virtual_Indicator_QQE_v1 Khaos_Virtual_Indicator_QQE; private Khaos_Virtual_Indicator_SMAz Khaos_Virtual_Indicator_SMAz; protected override void OnStateChange() { if (State == State.SetDefaults) { Description = @"test"; Name = "Test"; Calculate = Calculate.OnEachTick; 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 = false; AddPlot(Brushes.Orange, "Signal"); } else if (State == State.Configure) { Khaos_Virtual_Indicator_SMAz = new Khaos_Virtual_Indicator_SMAz((NinjaScriptBase)this,20); } } protected override void OnBarUpdate() { if (CurrentBar < 15) {return;} Khaos_Virtual_Indicator_SMAz.TickTock(Close); Signal[0] = Khaos_Virtual_Indicator_SMAz.Value[0]; } #region Properties [Browsable(false)] [XmlIgnore] public Series<double> Signal { get { return Values[0]; } } #endregion } } #region NinjaScript generated code. Neither change nor remove. namespace NinjaTrader.NinjaScript.Indicators { public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase { private KhaosIndicators.Test[] cacheTest; public KhaosIndicators.Test Test() { return Test(Input); } public KhaosIndicators.Test Test(ISeries<double> input) { if (cacheTest != null) for (int idx = 0; idx < cacheTest.Length; idx++) if (cacheTest[idx] != null && cacheTest[idx].EqualsInput(input)) return cacheTest[idx]; return CacheIndicator<KhaosIndicators.Test>(new KhaosIndicators.Test(), input, ref cacheTest); } } } namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns { public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase { public Indicators.KhaosIndicators.Test Test() { return indicator.Test(Input); } public Indicators.KhaosIndicators.Test Test(ISeries<double> input ) { return indicator.Test(input); } } } namespace NinjaTrader.NinjaScript.Strategies { public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase { public Indicators.KhaosIndicators.Test Test() { return indicator.Test(Input); } public Indicators.KhaosIndicators.Test Test(ISeries<double> input ) { return indicator.Test(input); } } } #endregion
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