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@Bollinger.cs
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@Bollinger.cs
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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>
/// Bollinger 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>
[Description("Bollinger 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 Bollinger : Indicator
{
#region Variables
private double numStdDev = 2;
private int period = 14;
#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, "Upper band"));
Add(new Plot(Color.Orange, "Middle band"));
Add(new Plot(Color.Orange, "Lower band"));
Overlay = true;
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
double smaValue = SMA(Period)[0];
double stdDevValue = StdDev(Period)[0];
Upper.Set(smaValue + NumStdDev * stdDevValue);
Middle.Set(smaValue);
Lower.Set(smaValue - NumStdDev * stdDevValue);
}
#region Properties
/// <summary>
/// Gets the lower value.
/// </summary>
[Browsable(false)]
[XmlIgnore()]
public DataSeries Lower
{
get { return Values[2]; }
}
/// <summary>
/// Get the middle value.
/// </summary>
[Browsable(false)]
[XmlIgnore()]
public DataSeries Middle
{
get { return Values[1]; }
}
/// <summary>
/// </summary>
[Description("Number of standard deviations")]
[GridCategory("Parameters")]
[Gui.Design.DisplayNameAttribute("# of std. dev.")]
public double NumStdDev
{
get { return numStdDev; }
set { numStdDev = Math.Max(0, value); }
}
/// <summary>
/// </summary>
[Description("Numbers of bars used for calculations")]
[GridCategory("Parameters")]
public int Period
{
get { return period; }
set { period = Math.Max(1, value); }
}
/// <summary>
/// Get the upper value.
/// </summary>
[Browsable(false)]
[XmlIgnore()]
public DataSeries Upper
{
get { return Values[0]; }
}
#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 Bollinger[] cacheBollinger = null;
private static Bollinger checkBollinger = new Bollinger();
/// <summary>
/// Bollinger 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 Bollinger Bollinger(double numStdDev, int period)
{
return Bollinger(Input, numStdDev, period);
}
/// <summary>
/// Bollinger 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 Bollinger Bollinger(Data.IDataSeries input, double numStdDev, int period)
{
if (cacheBollinger != null)
for (int idx = 0; idx < cacheBollinger.Length; idx++)
if (Math.Abs(cacheBollinger[idx].NumStdDev - numStdDev) <= double.Epsilon && cacheBollinger[idx].Period == period && cacheBollinger[idx].EqualsInput(input))
return cacheBollinger[idx];
lock (checkBollinger)
{
checkBollinger.NumStdDev = numStdDev;
numStdDev = checkBollinger.NumStdDev;
checkBollinger.Period = period;
period = checkBollinger.Period;
if (cacheBollinger != null)
for (int idx = 0; idx < cacheBollinger.Length; idx++)
if (Math.Abs(cacheBollinger[idx].NumStdDev - numStdDev) <= double.Epsilon && cacheBollinger[idx].Period == period && cacheBollinger[idx].EqualsInput(input))
return cacheBollinger[idx];
Bollinger indicator = new Bollinger();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.NumStdDev = numStdDev;
indicator.Period = period;
Indicators.Add(indicator);
indicator.SetUp();
Bollinger[] tmp = new Bollinger[cacheBollinger == null ? 1 : cacheBollinger.Length + 1];
if (cacheBollinger != null)
cacheBollinger.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cacheBollinger = 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>
/// Bollinger 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.Bollinger Bollinger(double numStdDev, int period)
{
return _indicator.Bollinger(Input, numStdDev, period);
}
/// <summary>
/// Bollinger 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.Bollinger Bollinger(Data.IDataSeries input, double numStdDev, int period)
{
return _indicator.Bollinger(input, numStdDev, period);
}
}
}
// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
public partial class Strategy : StrategyBase
{
/// <summary>
/// Bollinger 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.Bollinger Bollinger(double numStdDev, int period)
{
return _indicator.Bollinger(Input, numStdDev, period);
}
/// <summary>
/// Bollinger 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.Bollinger Bollinger(Data.IDataSeries input, double numStdDev, 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.Bollinger(input, numStdDev, period);
}
}
}
#endregion