//Código
#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.DrawingTools;
using System.Net;
using System.IO;
using System.Data.SqlClient;
using System.Collections.ObjectModel;
#endregion
//This namespace holds Indicators in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Indicators
{
#region Clases
public class SignalsDivergencia
{
public DateTime time;
public string direccion;
public string instrumento;
}
public static class DivergenciasSignals
{
private static ObservableCollection _coleccionSignalsDivergencias = new ObservableCollection();
public static ObservableCollection ColeccionSignalsDivergencias
{
get
{
return _coleccionSignalsDivergencias;
}
}
}
#endregion
public class DivergenceSpotterV2 : Indicator
{
private DivergenceSpotter_IndicatorType indicatorType; // Default setting for IndicatorType
private int fastPeriod; // Default setting for FastPeriod
private int slowPeriod; // Default setting for SlowPeriod
private int signalPeriod; // Default setting for SignalPeriod
private int lookbackPeriod; //If “0”, then lookback to first instance of indicator crossing 0 line
//if “>0”, then lookback only that amount of bars
private int barSensitivity; //small values increase divergences, large values decrease
//ideal value is 50% of lookbackPeriod
private bool alerta;
private int bkgopacity;
private int LastSignal;
private int BarOfLastSignal;
// User defined variables (add any user defined variables below)
private int bardiff, i;
private bool DoneSearching, RunInit;
private Brush StripeBackgroundColor;
private Series TheIndicator;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @”Enter the description for your new custom Indicator here.”;
Name = “DivergenceSpotterV2”;
Calculate = Calculate.OnBarClose;
IsOverlay = true;
DisplayInDataBox = true;
DrawOnPricePanel = true;
DrawHorizontalGridLines = true;
DrawVerticalGridLines = true;
PaintPriceMarkers = true;
ScaleJustification = NinjaTrader.Gui.Chart.ScaleJustification.Right;
//Disable this property if your indicator requires custom values that cumulate with each new market data event.
//See Help Guide for additional information.
IsSuspendedWhileInactive = false;
indicatorType = DivergenceSpotter_IndicatorType.CCI; // Default setting for IndicatorType
fastPeriod = 20; // Default setting for FastPeriod
slowPeriod = 26; // Default setting for SlowPeriod
signalPeriod = 9; // Default setting for SignalPeriod
lookbackPeriod = 0; //If “0”, then lookback to first instance of indicator crossing 0 line
//if “>0”, then lookback only that amount of bars
barSensitivity=7; //small values increase divergences, large values decrease
//ideal value is 50% of lookbackPeriod
alerta = false;
bkgopacity = 25;
LastSignal = 0;
BarOfLastSignal=-10;
// User defined variables (add any user defined variables below)
bardiff=0;
DoneSearching = true;
RunInit=true;
AddPlot(new Stroke(Brushes.Blue, 2), PlotStyle.Dot, “BuySignal”);
AddPlot(new Stroke(Brushes.DeepPink, 2), PlotStyle.Dot, “SellSignal”);
}
else if (State == State.Configure)
{
if (RunInit && ChartControl != null)
{
RunInit = false;
IsAutoScale = false;
}
}
else if (State == State.DataLoaded)
{
TheIndicator = new Series(this, MaximumBarsLookBack.Infinite);
}
}
protected override void OnBarUpdate()
{
if(RunInit) return;
int LowestBarIndexPossible = Math.Max(fastPeriod,Math.Max(slowPeriod,lookbackPeriod));
if(CurrentBar < 1+LowestBarIndexPossible) return; if(indicatorType == DivergenceSpotter_IndicatorType.MACD) TheIndicator[0] = MACD(fastPeriod,slowPeriod,signalPeriod)[0]; else if(indicatorType == DivergenceSpotter_IndicatorType.TRIX) TheIndicator[0] = TRIX(slowPeriod,signalPeriod)[0]; else if(indicatorType == DivergenceSpotter_IndicatorType.StochFastK) TheIndicator[0] = StochasticsFast(slowPeriod, fastPeriod).K[0]-50.0; else if(indicatorType == DivergenceSpotter_IndicatorType.StochRSI) TheIndicator[0] = StochRSI(fastPeriod)[0]-0.5; else if(indicatorType == DivergenceSpotter_IndicatorType.CCI) TheIndicator[0] = CCI(fastPeriod)[0]; else if(indicatorType == DivergenceSpotter_IndicatorType.BOP) TheIndicator[0] = BOP(fastPeriod)[0]; else if(indicatorType == DivergenceSpotter_IndicatorType.CMO) TheIndicator[0] = CMO(fastPeriod)[0]; else if(indicatorType == DivergenceSpotter_IndicatorType.ChaikinMoneyFlow) TheIndicator[0] = ChaikinMoneyFlow(fastPeriod)[0]; else if(indicatorType == DivergenceSpotter_IndicatorType.Momentum) TheIndicator[0] = Momentum(fastPeriod)[0]; else if(indicatorType == DivergenceSpotter_IndicatorType.MFI) TheIndicator[0] = MFI(fastPeriod)[0]; else if(indicatorType == DivergenceSpotter_IndicatorType.RSI) TheIndicator[0] = RSI(fastPeriod,signalPeriod)[0]-50; //signalPeriod is here, but is ignored in the divergence calc else if(indicatorType == DivergenceSpotter_IndicatorType.ROC) TheIndicator[0] = ROC(fastPeriod)[0]; else if (indicatorType == DivergenceSpotter_IndicatorType.StochSlowD) TheIndicator[0] = Stochastics(slowPeriod, fastPeriod, signalPeriod).D[0] - 50; else if (indicatorType == DivergenceSpotter_IndicatorType.StochFastD) TheIndicator[0] = StochasticsFast(slowPeriod, fastPeriod).D[0] - 50; else return; double Hprice = double.MinValue; double Lprice = High[0]; double Hindicator = TheIndicator[0]; double Lindicator = TheIndicator[0]; int HPriceBar = -1; int LPriceBar = -1; int LIndicatorBar = -1; int HIndicatorBar = -1; i=1; DoneSearching=false; while(!DoneSearching) { if (High[i]>Hprice) //a new high in price was found, record it
{ Hprice = High[i];
HPriceBar = i; //this is the bar number of the highest price in the lookbackPeriod
}
if(Low[i]Hindicator) //a new high in the indicator was found, record it
{ Hindicator = TheIndicator[i];
HIndicatorBar = i;//this is the bar number of the highest indicator value in the lookbackPeriod
}
if(TheIndicator[i]CurrentBar-LowestBarIndexPossible-1)
DoneSearching =true; //limit of search reached
if(lookbackPeriod==0)//then find the last time the indicator crossed the “0” line
{
if (TheIndicator[i] * TheIndicator[i+1] < 0.0) DoneSearching =true; } else //terminate the search when i has exceeded the lookbackPeriod { if (i > lookbackPeriod)
DoneSearching =true;
}
}
SellSignal[0] = 0;
BuySignal[0] = 0;
BackBrush = null;
if(CurrentBar – BarOfLastSignal > 10) LastSignal=0;
if(TheIndicator[0]>0) //look for sell divergence since Indicator is above ZERO
{
bardiff = HIndicatorBar-HPriceBar; //How many bars separated the highs?
if(bardiff>barSensitivity) {
SellSignal[0] = Low[0]-Math.Max((High[0]-Low[0])/2,5*TickSize);
if (State == State.Realtime && alerta)
{
Print(Time[0] + “–> Sell Signal en –>” + Instrument.MasterInstrument.Name + “–>TimeFrame: ” + BarsPeriod.Value + “–> Precio” + SellSignal[0]);
InsertarSignals(Instrument.MasterInstrument.Name, “DIVERGENCIA”, 0, (decimal)SellSignal[0], “SELL”);
}
if (LastSignal != -1 && bkgopacity > 0)
{
BackBrush = new SolidColorBrush(Color.FromArgb((byte)Math.Round(255.0 * bkgopacity / 10, 0), 255, 51, 153));
//Añadimos la señal a la colección
DivergenciasSignals.ColeccionSignalsDivergencias.Add(new SignalsDivergencia() { time = Time[0], instrumento = Instrument.MasterInstrument.Name, direccion = “SELL” });
if (State == State.Realtime && alerta)
{
Print(“Divergencia detectada<-->Sell>–>” + Instrument.MasterInstrument.Name);
InsertarSignals(Instrument.MasterInstrument.Name, “DIVERGENCIA”, 0, 0, “SELL”);
}
}
LastSignal = -1;
BarOfLastSignal = CurrentBar;
}
}
else //look for Buy divergence since Indicator is below ZERO
{
bardiff = LIndicatorBar-LPriceBar; //How many bars separated the lows?
if(bardiff>barSensitivity) {
BuySignal[0] = High[0]+Math.Max((High[0]-Low[0])/2,5*TickSize);
if (State == State.Realtime && alerta)
{
Print(Time[0] + “–> Buy Signal en –>” + Instrument.MasterInstrument.Name + “–>TimeFrame: ” + BarsPeriod.Value + “–> Precio” + BuySignal[0]);
InsertarSignals(Instrument.MasterInstrument.Name, “DIVERGENCIA”, 0, (decimal)BuySignal[0], “BUY”);
}
if (LastSignal != 1 && bkgopacity > 0)
{
BackBrush = new SolidColorBrush(Color.FromArgb((byte)Math.Round(255.0 * bkgopacity / 10, 0), 0, 0, 255));
DivergenciasSignals.ColeccionSignalsDivergencias.Add(new SignalsDivergencia() { time = Time[0], instrumento = Instrument.MasterInstrument.Name, direccion = “BUY” });
if (State == State.Realtime && alerta)
{
Print(“Divergencia detectada<-->Buy>–>” + Instrument.MasterInstrument.Name);
InsertarSignals(Instrument.MasterInstrument.Name, “DIVERGENCIA”, 0, 0, “BUY”);
}
}
LastSignal = 1;
BarOfLastSignal = CurrentBar;
}
}
}
.
