|
S/Europe
Experience: Advanced
Platform: NT, MT4
Broker: Admiral Markets
Trading: Forex, CFD´s
Posts: 41 since Apr 2010
Thanks Given: 89
Thanks Received: 4
|
//
// 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 MACD (Moving Average Convergence/Divergence) is a trend following momentum indicator that shows the relationship between two moving averages of prices.
/// </summary>
[Description("The MACD (Moving Average Convergence/Divergence) is a trend following momentum indicator that shows the relationship between two moving averages of prices.")]
public class Zi7MacdVolColor02 : Indicator
{
#region Variables
private int fast = 12;
private int slow = 26;
private int smooth = 9;
private DataSeries fastEma;
private DataSeries slowEma;
#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.Black, 3), "Macd"));
Add(new Plot(Color.DarkViolet, "Avg"));
Add(new Plot(new Pen(Color.Navy, 3), PlotStyle.Bar, "Diff"));
Add(new Line(Color.DarkGray, 0, "Zero line"));
fastEma = new DataSeries(this);
slowEma = new DataSeries(this);
}
/// <summary>
/// Calculates the indicator value(s) at the current index.
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar == 0)
{
fastEma.Set(Input[0]);
slowEma.Set(Input[0]);
Value.Set(0);
Avg.Set(0);
Diff.Set(0);
}
else
{
fastEma.Set((2.0 / (1 + Fast)) * Volume[0] + (1 - (2.0 / (1 + Fast))) * fastEma[1]);
slowEma.Set((2.0 / (1 + Slow)) * Volume[0] + (1 - (2.0 / (1 + Slow))) * slowEma[1]);
double macd = fastEma[0] - slowEma[0];
double macdAvg = (2.0 / (1 + Smooth)) * macd + (1 - (2.0 / (1 + Smooth))) * Avg[1];
Value.Set(macd);
Avg.Set(macdAvg);
Diff.Set(macd);
{
if ( Diff[0] > 0 )
PlotColors[2][0] = Color.Green;
else
PlotColors[2][0] = Color.Red;
}
{
if ( Macd[0] > 0 )
PlotColors[2][0] = Color.Green;
else
PlotColors[2][0] = Color.Red;
}
}
}
#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>
[Browsable(false)]
[XmlIgnore()]
public DataSeries Diff
{
get { return Values[2]; }
}
/// <summary>
/// </summary>
[Browsable(false)]
[XmlIgnore()]
public DataSeries Macd
{
get { return Values[2]; }
}
/// <summary>
/// </summary>
[Description("Number of bars for fast EMA")]
[GridCategory("Parameters")]
public int Fast
{
get { return fast; }
set { fast = Math.Max(1, value); }
}
/// <summary>
/// </summary>
[Description("Number of bars for slow EMA")]
[GridCategory("Parameters")]
public int Slow
{
get { return slow; }
set { slow = Math.Max(1, value); }
}
/// <summary>
/// </summary>
[Description("Number of bars for smoothing")]
[GridCategory("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 Zi7MacdVolColor02[] cacheZi7MacdVolColor02 = null;
private static Zi7MacdVolColor02 checkZi7MacdVolColor02 = new Zi7MacdVolColor02();
/// <summary>
/// The MACD (Moving Average Convergence/Divergence) is a trend following momentum indicator that shows the relationship between two moving averages of prices.
/// </summary>
/// <returns></returns>
public Zi7MacdVolColor02 Zi7MacdVolColor02(int fast, int slow, int smooth)
{
return Zi7MacdVolColor02(Input, fast, slow, smooth);
}
/// <summary>
/// The MACD (Moving Average Convergence/Divergence) is a trend following momentum indicator that shows the relationship between two moving averages of prices.
/// </summary>
/// <returns></returns>
public Zi7MacdVolColor02 Zi7MacdVolColor02(Data.IDataSeries input, int fast, int slow, int smooth)
{
if (cacheZi7MacdVolColor02 != null)
for (int idx = 0; idx < cacheZi7MacdVolColor02.Length; idx++)
if (cacheZi7MacdVolColor02[idx].Fast == fast && cacheZi7MacdVolColor02[idx].Slow == slow && cacheZi7MacdVolColor02[idx].Smooth == smooth && cacheZi7MacdVolColor02[idx].EqualsInput(input))
return cacheZi7MacdVolColor02[idx];
lock (checkZi7MacdVolColor02)
{
checkZi7MacdVolColor02.Fast = fast;
fast = checkZi7MacdVolColor02.Fast;
checkZi7MacdVolColor02.Slow = slow;
slow = checkZi7MacdVolColor02.Slow;
checkZi7MacdVolColor02.Smooth = smooth;
smooth = checkZi7MacdVolColor02.Smooth;
if (cacheZi7MacdVolColor02 != null)
for (int idx = 0; idx < cacheZi7MacdVolColor02.Length; idx++)
if (cacheZi7MacdVolColor02[idx].Fast == fast && cacheZi7MacdVolColor02[idx].Slow == slow && cacheZi7MacdVolColor02[idx].Smooth == smooth && cacheZi7MacdVolColor02[idx].EqualsInput(input))
return cacheZi7MacdVolColor02[idx];
Zi7MacdVolColor02 indicator = new Zi7MacdVolColor02();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.Fast = fast;
indicator.Slow = slow;
indicator.Smooth = smooth;
Indicators.Add(indicator);
indicator.SetUp();
Zi7MacdVolColor02[] tmp = new Zi7MacdVolColor02[cacheZi7MacdVolColor02 == null ? 1 : cacheZi7MacdVolColor02.Length + 1];
if (cacheZi7MacdVolColor02 != null)
cacheZi7MacdVolColor02.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cacheZi7MacdVolColor02 = 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 MACD (Moving Average Convergence/Divergence) is a trend following momentum indicator that shows the relationship between two moving averages of prices.
/// </summary>
/// <returns></returns>
[Gui.Design.WizardCondition("Indicator")]
public Indicator.Zi7MacdVolColor02 Zi7MacdVolColor02(int fast, int slow, int smooth)
{
return _indicator.Zi7MacdVolColor02(Input, fast, slow, smooth);
}
/// <summary>
/// The MACD (Moving Average Convergence/Divergence) is a trend following momentum indicator that shows the relationship between two moving averages of prices.
/// </summary>
/// <returns></returns>
public Indicator.Zi7MacdVolColor02 Zi7MacdVolColor02(Data.IDataSeries input, int fast, int slow, int smooth)
{
return _indicator.Zi7MacdVolColor02(input, fast, slow, smooth);
}
}
}
// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
public partial class Strategy : StrategyBase
{
/// <summary>
/// The MACD (Moving Average Convergence/Divergence) is a trend following momentum indicator that shows the relationship between two moving averages of prices.
/// </summary>
/// <returns></returns>
[Gui.Design.WizardCondition("Indicator")]
public Indicator.Zi7MacdVolColor02 Zi7MacdVolColor02(int fast, int slow, int smooth)
{
return _indicator.Zi7MacdVolColor02(Input, fast, slow, smooth);
}
/// <summary>
/// The MACD (Moving Average Convergence/Divergence) is a trend following momentum indicator that shows the relationship between two moving averages of prices.
/// </summary>
/// <returns></returns>
public Indicator.Zi7MacdVolColor02 Zi7MacdVolColor02(Data.IDataSeries input, int fast, int slow, 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.Zi7MacdVolColor02(input, fast, slow, smooth);
}
}
}
#endregion
|
