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@CurrentDayOHL.cs
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@CurrentDayOHL.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>
/// Plots the open, high, and low values from the session starting on the current day.
/// </summary>
[Description("Plots the open, high, and low values from the session starting on the current day.")]
public class CurrentDayOHL : Indicator
{
#region Variables
private DateTime currentDate = Cbi.Globals.MinDate;
private double currentOpen = double.MinValue;
private double currentHigh = double.MinValue;
private double currentLow = double.MaxValue;
private bool plotCurrentValue = false;
private bool showOpen = true;
private bool showHigh = true;
private bool showLow = true;
#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.Orange, 2), PlotStyle.Square, "Current Open"));
Add(new Plot(new Pen(Color.Green, 2), PlotStyle.Square, "Current High"));
Add(new Plot(new Pen(Color.Red, 2), PlotStyle.Square, "Current Low"));
Plots[0].Pen.DashStyle = DashStyle.Dash;
Plots[1].Pen.DashStyle = DashStyle.Dash;
Plots[2].Pen.DashStyle = DashStyle.Dash;
AutoScale = false;
Overlay = true;
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (!Bars.BarsType.IsIntraday)
{
DrawTextFixed("error msg", "CurrentDayOHL only works on intraday intervals", TextPosition.BottomRight);
return;
}
bool sameDay = true;
if (currentDate != Bars.GetTradingDayFromLocal(Time[0]) || currentOpen == double.MinValue)
{
currentOpen = Open[0];
currentHigh = High[0];
currentLow = Low[0];
sameDay = false;
}
currentHigh = Math.Max(currentHigh, High[0]);
currentLow = Math.Min(currentLow, Low[0]);
if (ShowOpen)
{
if (!PlotCurrentValue || !sameDay)
CurrentOpen.Set(currentOpen);
else
for (int idx = 0; idx < CurrentOpen.Count; idx++)
CurrentOpen.Set(idx, currentOpen);
}
if (ShowHigh)
{
if (!PlotCurrentValue || currentHigh != High[0])
CurrentHigh.Set(currentHigh);
else
for (int idx = 0; idx < CurrentHigh.Count; idx++)
CurrentHigh.Set(idx, currentHigh);
}
if (ShowLow)
{
if (!PlotCurrentValue || currentLow != Low[0])
CurrentLow.Set(currentLow);
else
for (int idx = 0; idx < CurrentLow.Count; idx++)
CurrentLow.Set(idx, currentLow);
}
currentDate = Bars.GetTradingDayFromLocal(Time[0]);
}
#region Properties
[Browsable(false)] // this line prevents the data series from being displayed in the indicator properties dialog, do not remove
[XmlIgnore()] // this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
public DataSeries CurrentOpen
{
get { return Values[0]; }
}
[Browsable(false)] // this line prevents the data series from being displayed in the indicator properties dialog, do not remove
[XmlIgnore()] // this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
public DataSeries CurrentHigh
{
get { return Values[1]; }
}
[Browsable(false)] // this line prevents the data series from being displayed in the indicator properties dialog, do not remove
[XmlIgnore()] // this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
public DataSeries CurrentLow
{
get { return Values[2]; }
}
[Browsable(true)]
[Gui.Design.DisplayNameAttribute("Show open")]
public bool ShowOpen
{
get { return showOpen; }
set { showOpen = value; }
}
[Browsable(true)]
[Gui.Design.DisplayNameAttribute("Show high")]
public bool ShowHigh
{
get { return showHigh; }
set { showHigh = value; }
}
[Browsable(true)]
[Gui.Design.DisplayNameAttribute("Plot current value only")]
public bool PlotCurrentValue
{
get { return plotCurrentValue; }
set { plotCurrentValue = value; }
}
[Browsable(true)]
[Gui.Design.DisplayNameAttribute("Show low")]
public bool ShowLow
{
get { return showLow; }
set { showLow = 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 CurrentDayOHL[] cacheCurrentDayOHL = null;
private static CurrentDayOHL checkCurrentDayOHL = new CurrentDayOHL();
/// <summary>
/// Plots the open, high, and low values from the session starting on the current day.
/// </summary>
/// <returns></returns>
public CurrentDayOHL CurrentDayOHL()
{
return CurrentDayOHL(Input);
}
/// <summary>
/// Plots the open, high, and low values from the session starting on the current day.
/// </summary>
/// <returns></returns>
public CurrentDayOHL CurrentDayOHL(Data.IDataSeries input)
{
if (cacheCurrentDayOHL != null)
for (int idx = 0; idx < cacheCurrentDayOHL.Length; idx++)
if (cacheCurrentDayOHL[idx].EqualsInput(input))
return cacheCurrentDayOHL[idx];
lock (checkCurrentDayOHL)
{
if (cacheCurrentDayOHL != null)
for (int idx = 0; idx < cacheCurrentDayOHL.Length; idx++)
if (cacheCurrentDayOHL[idx].EqualsInput(input))
return cacheCurrentDayOHL[idx];
CurrentDayOHL indicator = new CurrentDayOHL();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
Indicators.Add(indicator);
indicator.SetUp();
CurrentDayOHL[] tmp = new CurrentDayOHL[cacheCurrentDayOHL == null ? 1 : cacheCurrentDayOHL.Length + 1];
if (cacheCurrentDayOHL != null)
cacheCurrentDayOHL.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cacheCurrentDayOHL = 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>
/// Plots the open, high, and low values from the session starting on the current day.
/// </summary>
/// <returns></returns>
[Gui.Design.WizardCondition("Indicator")]
public Indicator.CurrentDayOHL CurrentDayOHL()
{
return _indicator.CurrentDayOHL(Input);
}
/// <summary>
/// Plots the open, high, and low values from the session starting on the current day.
/// </summary>
/// <returns></returns>
public Indicator.CurrentDayOHL CurrentDayOHL(Data.IDataSeries input)
{
return _indicator.CurrentDayOHL(input);
}
}
}
// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
public partial class Strategy : StrategyBase
{
/// <summary>
/// Plots the open, high, and low values from the session starting on the current day.
/// </summary>
/// <returns></returns>
[Gui.Design.WizardCondition("Indicator")]
public Indicator.CurrentDayOHL CurrentDayOHL()
{
return _indicator.CurrentDayOHL(Input);
}
/// <summary>
/// Plots the open, high, and low values from the session starting on the current day.
/// </summary>
/// <returns></returns>
public Indicator.CurrentDayOHL CurrentDayOHL(Data.IDataSeries input)
{
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.CurrentDayOHL(input);
}
}
}
#endregion