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@NBarsDown.cs
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@NBarsDown.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>
/// This indicator returns 1 when we have n of consecutive bars down, otherwise returns 0. A down bar is defined as a bar where the close is below the open and the bars makes a lower high and a lower low. You can adjust the specific requirements with the indicator options.
/// </summary>
[Description("This indicator returns 1 when we have n of consecutive bars down, otherwise returns 0. A down bar is defined as a bar where the close is below the open and the bars makes a lower high and a lower low. You can adjust the specific requirements with the indicator options.")]
public class NBarsDown : Indicator
{
#region Variables
private int barCount = 3;
private bool barDown = true;
private bool lowerHigh = true;
private bool lowerLow = 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.Crimson, 2), PlotStyle.Bar, "Trigger"));
}
/// <summary>
/// Calculates the indicator value(s) at the current index.
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar < BarCount)
{
Value.Set(0);
}
else
{
bool gotBars = false;
for (int i = 0; i < BarCount + 1; i++)
{
if (i == BarCount)
{
gotBars = true;
break;
}
if (!(Close[i] < Close[i + 1]))
break;
if (BarDown && !(Close[i] < Open[i]))
break;
if (LowerHigh && !(High[i] < High[i + 1]))
break;
if (LowerLow && !(Low[i] < Low[i + 1]))
break;
}
Value.Set(gotBars == true ? 1 : 0);
}
}
#region Properties
/// <summary>
/// </summary>
[Description("Numbers of bars back to check.")]
[GridCategory("Parameters")]
[Gui.Design.DisplayNameAttribute("Bar count")]
public int BarCount
{
get { return barCount; }
set { barCount = Math.Max(2, value); }
}
[Description("Require the close to be lower than the open for all bars.")]
[GridCategory("Parameters")]
[Gui.Design.DisplayNameAttribute("Bar down")]
public bool BarDown
{
get { return barDown; }
set { barDown = value; }
}
[Description("Require the high of consecutive bars to be lower than the high of the previous bar.")]
[GridCategory("Parameters")]
[Gui.Design.DisplayNameAttribute("Lower high")]
public bool LowerHigh
{
get { return lowerHigh; }
set { lowerHigh = value; }
}
[Description("Require the low of consecutive bars to be lower than the low of the previous bar.")]
[GridCategory("Parameters")]
[Gui.Design.DisplayNameAttribute("Lower low")]
public bool LowerLow
{
get { return lowerLow; }
set { lowerLow = 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 NBarsDown[] cacheNBarsDown = null;
private static NBarsDown checkNBarsDown = new NBarsDown();
/// <summary>
/// This indicator returns 1 when we have n of consecutive bars down, otherwise returns 0. A down bar is defined as a bar where the close is below the open and the bars makes a lower high and a lower low. You can adjust the specific requirements with the indicator options.
/// </summary>
/// <returns></returns>
public NBarsDown NBarsDown(int barCount, bool barDown, bool lowerHigh, bool lowerLow)
{
return NBarsDown(Input, barCount, barDown, lowerHigh, lowerLow);
}
/// <summary>
/// This indicator returns 1 when we have n of consecutive bars down, otherwise returns 0. A down bar is defined as a bar where the close is below the open and the bars makes a lower high and a lower low. You can adjust the specific requirements with the indicator options.
/// </summary>
/// <returns></returns>
public NBarsDown NBarsDown(Data.IDataSeries input, int barCount, bool barDown, bool lowerHigh, bool lowerLow)
{
if (cacheNBarsDown != null)
for (int idx = 0; idx < cacheNBarsDown.Length; idx++)
if (cacheNBarsDown[idx].BarCount == barCount && cacheNBarsDown[idx].BarDown == barDown && cacheNBarsDown[idx].LowerHigh == lowerHigh && cacheNBarsDown[idx].LowerLow == lowerLow && cacheNBarsDown[idx].EqualsInput(input))
return cacheNBarsDown[idx];
lock (checkNBarsDown)
{
checkNBarsDown.BarCount = barCount;
barCount = checkNBarsDown.BarCount;
checkNBarsDown.BarDown = barDown;
barDown = checkNBarsDown.BarDown;
checkNBarsDown.LowerHigh = lowerHigh;
lowerHigh = checkNBarsDown.LowerHigh;
checkNBarsDown.LowerLow = lowerLow;
lowerLow = checkNBarsDown.LowerLow;
if (cacheNBarsDown != null)
for (int idx = 0; idx < cacheNBarsDown.Length; idx++)
if (cacheNBarsDown[idx].BarCount == barCount && cacheNBarsDown[idx].BarDown == barDown && cacheNBarsDown[idx].LowerHigh == lowerHigh && cacheNBarsDown[idx].LowerLow == lowerLow && cacheNBarsDown[idx].EqualsInput(input))
return cacheNBarsDown[idx];
NBarsDown indicator = new NBarsDown();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.BarCount = barCount;
indicator.BarDown = barDown;
indicator.LowerHigh = lowerHigh;
indicator.LowerLow = lowerLow;
Indicators.Add(indicator);
indicator.SetUp();
NBarsDown[] tmp = new NBarsDown[cacheNBarsDown == null ? 1 : cacheNBarsDown.Length + 1];
if (cacheNBarsDown != null)
cacheNBarsDown.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cacheNBarsDown = 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>
/// This indicator returns 1 when we have n of consecutive bars down, otherwise returns 0. A down bar is defined as a bar where the close is below the open and the bars makes a lower high and a lower low. You can adjust the specific requirements with the indicator options.
/// </summary>
/// <returns></returns>
[Gui.Design.WizardCondition("Indicator")]
public Indicator.NBarsDown NBarsDown(int barCount, bool barDown, bool lowerHigh, bool lowerLow)
{
return _indicator.NBarsDown(Input, barCount, barDown, lowerHigh, lowerLow);
}
/// <summary>
/// This indicator returns 1 when we have n of consecutive bars down, otherwise returns 0. A down bar is defined as a bar where the close is below the open and the bars makes a lower high and a lower low. You can adjust the specific requirements with the indicator options.
/// </summary>
/// <returns></returns>
public Indicator.NBarsDown NBarsDown(Data.IDataSeries input, int barCount, bool barDown, bool lowerHigh, bool lowerLow)
{
return _indicator.NBarsDown(input, barCount, barDown, lowerHigh, lowerLow);
}
}
}
// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
public partial class Strategy : StrategyBase
{
/// <summary>
/// This indicator returns 1 when we have n of consecutive bars down, otherwise returns 0. A down bar is defined as a bar where the close is below the open and the bars makes a lower high and a lower low. You can adjust the specific requirements with the indicator options.
/// </summary>
/// <returns></returns>
[Gui.Design.WizardCondition("Indicator")]
public Indicator.NBarsDown NBarsDown(int barCount, bool barDown, bool lowerHigh, bool lowerLow)
{
return _indicator.NBarsDown(Input, barCount, barDown, lowerHigh, lowerLow);
}
/// <summary>
/// This indicator returns 1 when we have n of consecutive bars down, otherwise returns 0. A down bar is defined as a bar where the close is below the open and the bars makes a lower high and a lower low. You can adjust the specific requirements with the indicator options.
/// </summary>
/// <returns></returns>
public Indicator.NBarsDown NBarsDown(Data.IDataSeries input, int barCount, bool barDown, bool lowerHigh, bool lowerLow)
{
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.NBarsDown(input, barCount, barDown, lowerHigh, lowerLow);
}
}
}
#endregion