-
Notifications
You must be signed in to change notification settings - Fork 11
/
@KeyReversalDown.cs
178 lines (159 loc) · 6.6 KB
/
@KeyReversalDown.cs
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
//
// 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>
/// Returns a value of 1 when the current close is less than the prior close after penetrating the highest high of the last n bars.
/// </summary>
[Description("Returns a value of 1 when the current close is less than the prior close after penetrating the highest high of the last n bars.")]
public class KeyReversalDown : Indicator
{
#region Variable
private int period = 1;
#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.Blue, PlotStyle.Bar, "Plot0"));
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar < Period + 1)
return;
Value.Set(High[0] > MAX(High, Period)[1] && Close[0] < Close[1] ? 1: 0);
}
#region Properties
[Description("Look back period.")]
[GridCategory("Parameters")]
public int Period
{
get { return period; }
set { period = 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 KeyReversalDown[] cacheKeyReversalDown = null;
private static KeyReversalDown checkKeyReversalDown = new KeyReversalDown();
/// <summary>
/// Returns a value of 1 when the current close is less than the prior close after penetrating the highest high of the last n bars.
/// </summary>
/// <returns></returns>
public KeyReversalDown KeyReversalDown(int period)
{
return KeyReversalDown(Input, period);
}
/// <summary>
/// Returns a value of 1 when the current close is less than the prior close after penetrating the highest high of the last n bars.
/// </summary>
/// <returns></returns>
public KeyReversalDown KeyReversalDown(Data.IDataSeries input, int period)
{
if (cacheKeyReversalDown != null)
for (int idx = 0; idx < cacheKeyReversalDown.Length; idx++)
if (cacheKeyReversalDown[idx].Period == period && cacheKeyReversalDown[idx].EqualsInput(input))
return cacheKeyReversalDown[idx];
lock (checkKeyReversalDown)
{
checkKeyReversalDown.Period = period;
period = checkKeyReversalDown.Period;
if (cacheKeyReversalDown != null)
for (int idx = 0; idx < cacheKeyReversalDown.Length; idx++)
if (cacheKeyReversalDown[idx].Period == period && cacheKeyReversalDown[idx].EqualsInput(input))
return cacheKeyReversalDown[idx];
KeyReversalDown indicator = new KeyReversalDown();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.Period = period;
Indicators.Add(indicator);
indicator.SetUp();
KeyReversalDown[] tmp = new KeyReversalDown[cacheKeyReversalDown == null ? 1 : cacheKeyReversalDown.Length + 1];
if (cacheKeyReversalDown != null)
cacheKeyReversalDown.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cacheKeyReversalDown = 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>
/// Returns a value of 1 when the current close is less than the prior close after penetrating the highest high of the last n bars.
/// </summary>
/// <returns></returns>
[Gui.Design.WizardCondition("Indicator")]
public Indicator.KeyReversalDown KeyReversalDown(int period)
{
return _indicator.KeyReversalDown(Input, period);
}
/// <summary>
/// Returns a value of 1 when the current close is less than the prior close after penetrating the highest high of the last n bars.
/// </summary>
/// <returns></returns>
public Indicator.KeyReversalDown KeyReversalDown(Data.IDataSeries input, int period)
{
return _indicator.KeyReversalDown(input, period);
}
}
}
// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
public partial class Strategy : StrategyBase
{
/// <summary>
/// Returns a value of 1 when the current close is less than the prior close after penetrating the highest high of the last n bars.
/// </summary>
/// <returns></returns>
[Gui.Design.WizardCondition("Indicator")]
public Indicator.KeyReversalDown KeyReversalDown(int period)
{
return _indicator.KeyReversalDown(Input, period);
}
/// <summary>
/// Returns a value of 1 when the current close is less than the prior close after penetrating the highest high of the last n bars.
/// </summary>
/// <returns></returns>
public Indicator.KeyReversalDown KeyReversalDown(Data.IDataSeries input, 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.KeyReversalDown(input, period);
}
}
}
#endregion