trasformare un indicatore Ninja in codice per PRT

• 05/28/2018 at 10:50 AM #71504
  Gianco

  Buongiorno , volevo chiedere se è possibile , mi sembra di si , trasformare un indicatore Ninja in  codice per PRT  , ho il testo scritto di quell’indicatore che se mi vievne dato consenso io lo presenterò

   

  Grazie

  

  Gianco

  Participant

  Topics: 13

  Replies: 106

  Been thanked: 3 times
  05/28/2018 at 12:04 PM #71508
  Nicolas

  Sì, è possibile, per favore aggiungi screenshot e codice (se non protetto da copyright) nel tuo prossimo post e darò un’occhiata.

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20866

  Been thanked: 4782 times
  05/29/2018 at 12:53 PM #71576
  Gianco

  DeltaV3

  #region Using declarations using System; using System.ComponentModel; using System.ComponentModel.DataAnnotations; using System.Windows.Media; using System.Xml.Serialization; using NinjaTrader.Gui; using NinjaTrader.Gui.Chart; using NinjaTrader.Data; #endregion //This namespace holds Indicators in this folder and is required. Do not change it. namespace NinjaTrader.NinjaScript.Indicators.Sim22 { /// <summary> /// Based on Gomi's GOM delta. /// Zondor 'unGom' Bid-Ask conversion to NT8 with Tick Replay. /// Sim22 addition of various other GOM formulae, commitment of traders calculations, heiken ashi, Ema, code tidying and extra features. NT8b12 Aug 2016. /// </summary> public class Sim22_DeltaV3 : Indicator { private Sim22.Gapless.Sim22_EmaGaplessV2 emaGapless; private Series<int> deltaColorSeries; private NinjaTrader.NinjaScript.AddOns.Sim22_DeltaUtilities deltaUtilities = new NinjaTrader.NinjaScript.AddOns.Sim22_DeltaUtilities(); private Series<double> deltaOpenSeries; private Series<double> deltaCloseSeries; private Series<double> deltaHighSeries; private Series<double> deltaLowSeries; private double currentDeltaD = 0d; private double barDeltaD = 0d; private double highCotD = 0d; private double lowCotD = 0d; private string filterStr = string.Empty; private string cotStr = string.Empty; private string haStr = string.Empty; private double deltaOpen; private double deltaHigh; private double deltaLow; private double deltaClose; //Experimental HA private NinjaTrader.NinjaScript.AddOns.Sim22_HaUtilities heikenAshiUtilities = new NinjaTrader.NinjaScript.AddOns.Sim22_HaUtilities(); private NinjaTrader.NinjaScript.AddOns.Sim22_HaUtilities.HeikenAshiValues heikenAshiValues; private NinjaTrader.NinjaScript.AddOns.Sim22_HaUtilities.OhlcValues ohlcValues; private Series<NinjaTrader.NinjaScript.AddOns.Sim22_HaUtilities.HeikenAshiValues> heikenAshiSeries; private Series<NinjaTrader.NinjaScript.AddOns.Sim22_HaUtilities.OhlcValues> ohlcSeries; protected override void OnStateChange() { if (State == State.SetDefaults) { Description = @"Delta. Gomi, Zondor, Sim22"; Name = "Sim22_DeltaV3"; Calculate = Calculate.OnEachTick; MaximumBarsLookBack = MaximumBarsLookBack.Infinite; IsOverlay = false; DisplayInDataBox = true; DrawOnPricePanel = true; DrawHorizontalGridLines = false; DrawVerticalGridLines = false; PaintPriceMarkers = true; ScaleJustification = ScaleJustification.Right; IsSuspendedWhileInactive = false; BarUpBrush = new System.Windows.Media.SolidColorBrush(Color.FromArgb(255, 42, 147, 42)); OutlineUpBrush = new System.Windows.Media.SolidColorBrush(Color.FromArgb(255, 90, 231, 90)); BarDnBrush = new System.Windows.Media.SolidColorBrush(Color.FromArgb(255, 167, 81, 80)); OutlineDnBrush = new System.Windows.Media.SolidColorBrush(Color.FromArgb(255, 184, 124, 124)); PlotCumulativeDelta = true; ResetDelta = false; FilterSize = 1; InvertDelta = false; ShowPaintBars = true; ShowPaintBarsOutline = true; ShowAboveBelowEmaColors = true; PeriodEma = 20; //PeriodSmooth = 10; DeltaType = NinjaTrader.NinjaScript.AddOns.Sim22_DeltaUtilities.DeltaCalculationTypeEnum.BidAsk; FilterType = NinjaTrader.NinjaScript.AddOns.Sim22_DeltaUtilities.DeltaTradeSizeFilterTypeEnum.None; DeltaCotType = NinjaTrader.NinjaScript.AddOns.Sim22_DeltaUtilities.DeltaCotType.None; HeikenAshiCalculationType = NinjaTrader.NinjaScript.AddOns.Sim22_HaUtilities.HeikenAshiCalculationType.None; // Nov 2016 DeltaGaplessEmaType = GaplessEmaTypeEnum.Normal; AddPlot(new Stroke(Brushes.Orange, DashStyleHelper.Solid, 2), PlotStyle.Line, "Ema"); //Placed first to keep price marker below Delta price marker AddPlot(Brushes.RoyalBlue, "Delta"); AddLine(new Stroke(Brushes.Gray, DashStyleHelper.Dot, 1), 0, "ZeroLine"); } else if (State == State.Configure) { emaGapless = Sim22_EmaGaplessV2(Values[1], PeriodEma, DeltaGaplessEmaType); Calculate = Calculate.OnEachTick; BarUpBrush.Freeze(); BarDnBrush.Freeze(); OutlineUpBrush.Freeze(); OutlineDnBrush.Freeze(); deltaColorSeries = new Series<int>(this, MaximumBarsLookBack.Infinite); deltaOpenSeries = new Series<double>(this, MaximumBarsLookBack.Infinite); deltaCloseSeries = new Series<double>(this, MaximumBarsLookBack.Infinite); deltaHighSeries = new Series<double>(this, MaximumBarsLookBack.Infinite); deltaLowSeries = new Series<double>(this, MaximumBarsLookBack.Infinite); //Experimental HA heikenAshiSeries = new Series<NinjaTrader.NinjaScript.AddOns.Sim22_HaUtilities.HeikenAshiValues>(this, MaximumBarsLookBack.Infinite); ohlcSeries = new Series<NinjaTrader.NinjaScript.AddOns.Sim22_HaUtilities.OhlcValues>(this, MaximumBarsLookBack.Infinite); switch (FilterType) { case AddOns.Sim22_DeltaUtilities.DeltaTradeSizeFilterTypeEnum.GreaterOrEqualTo: filterStr = "Filter >= " + FilterSize; break; case AddOns.Sim22_DeltaUtilities.DeltaTradeSizeFilterTypeEnum.LessThanOrEqualTo: filterStr = "Filter <= " + FilterSize; break; } switch (DeltaCotType) { case NinjaTrader.NinjaScript.AddOns.Sim22_DeltaUtilities.DeltaCotType.HighCot: cotStr = " (High COT)"; break; case NinjaTrader.NinjaScript.AddOns.Sim22_DeltaUtilities.DeltaCotType.LowCot: cotStr = " (Low COT)"; break; case NinjaTrader.NinjaScript.AddOns.Sim22_DeltaUtilities.DeltaCotType.CombinedCot: cotStr = " (Total COT)"; break; } switch (HeikenAshiCalculationType) { case NinjaTrader.NinjaScript.AddOns.Sim22_HaUtilities.HeikenAshiCalculationType.None: haStr = ""; break; case NinjaTrader.NinjaScript.AddOns.Sim22_HaUtilities.HeikenAshiCalculationType.DanValcu: haStr = " (HA)"; break; case NinjaTrader.NinjaScript.AddOns.Sim22_HaUtilities.HeikenAshiCalculationType.SylvainVervoort: haStr = " (HAsv)"; break; } //For future development: //switch (HeikenAshiSmoothingType) //{ // case Sim22_HAUtilities.HeikenAshiSmoothingType.None: // break; // case Sim22_HAUtilities.HeikenAshiSmoothingType.EMA: // OpenMA = EMA(Open, PeriodSmooth); // break; // case Sim22_HAUtilities.HeikenAshiSmoothingType.HMA: // break; // case Sim22_HAUtilities.HeikenAshiSmoothingType.SMA: // break; //} } else if (State == State.Historical) { } } public override string FormatPriceMarker(double price) { return price.ToString("N0"); } public override string DisplayName { get { return "DeltaV3 " + DeltaType + cotStr + haStr + (InvertDelta ? " (Inverted)" : "") + (ResetDelta ? Environment.NewLine + "EOD reset " : "") + (!string.IsNullOrEmpty(filterStr) ? Environment.NewLine + filterStr : ""); } } protected override void OnMarketData(MarketDataEventArgs e) { try { if (CurrentBar <= -1) return; if (e.MarketDataType != MarketDataType.Last) return; if (CurrentBars[0] <= -1) return; if (BarsInProgress == 0) { if (IsFirstTickOfBar) { if (CurrentBar == 0) barDeltaD = 0.0; if (CurrentBar > 0) barDeltaD = deltaCloseSeries[1]; if (!PlotCumulativeDelta || (Bars.IsResetOnNewTradingDay && Bars.IsFirstBarOfSession && ResetDelta)) { barDeltaD = 0.0; } deltaLow = deltaHigh = deltaOpen = barDeltaD; highCotD = 0d; lowCotD = 0d; } // Calculate delta via Delta Utilities AddOn currentDeltaD = deltaUtilities.GetCurrentDelta(DeltaType, FilterType, e.Ask, e.Bid, e.Price, e.Volume, InvertDelta, FilterSize); deltaClose = 0d; // If a COT is selected if (DeltaCotType != NinjaTrader.NinjaScript.AddOns.Sim22_DeltaUtilities.DeltaCotType.None) { if (IsFirstTickOfBar) { highCotD = 0d; lowCotD = 0d; } if (e.Price >= High[0]) { highCotD = 0d; } else { highCotD += currentDeltaD; } if (e.Price <= Low[0]) { lowCotD = 0d; } else { lowCotD += currentDeltaD; } switch (DeltaCotType) { case NinjaTrader.NinjaScript.AddOns.Sim22_DeltaUtilities.DeltaCotType.HighCot: deltaClose = highCotD + barDeltaD; break; case NinjaTrader.NinjaScript.AddOns.Sim22_DeltaUtilities.DeltaCotType.LowCot: deltaClose = lowCotD + barDeltaD; break; case NinjaTrader.NinjaScript.AddOns.Sim22_DeltaUtilities.DeltaCotType.CombinedCot: deltaClose = (highCotD + lowCotD) + barDeltaD; break; } } else deltaClose = (barDeltaD += currentDeltaD); deltaHigh = Math.Max(deltaHigh, deltaClose); deltaLow = Math.Min(deltaLow, deltaClose); } } catch (Exception ex) { Print("DeltaV3 exception at line 405:" + ex); } } protected override void OnBarUpdate() { deltaCloseSeries[0] = deltaClose; if (HeikenAshiCalculationType != NinjaTrader.NinjaScript.AddOns.Sim22_HaUtilities.HeikenAshiCalculationType.None && PlotCumulativeDelta) { ohlcValues.Open = deltaOpen; ohlcValues.High = deltaHigh; ohlcValues.Low = deltaLow; ohlcValues.Close = deltaClose; ohlcSeries[0] = ohlcValues; /*********Original HA code // Please Note to avoid confusion: deltaCloseSeries[0] is the real delta value, Values[1][0] (the plot) is the HA close value. // Values[1][0] = (deltaClose + deltaOpen + deltaHigh + deltaLow) * 0.25; // Calculate the HA close // deltaOpenSeries[0] = (deltaOpenSeries[1] + Values[1][1]) * 0.5; // Calculate the HA open // deltaHighSeries[0] = Math.Max(deltaHigh, deltaOpenSeries[0]); // Calculate the HA high // deltaLowSeries[0] = Math.Min(deltaLow, deltaOpenSeries[0]); // Calculate the HA low **********/ if (CurrentBar <= 0 || (Bars.IsFirstBarOfSession && ResetDelta)) { heikenAshiValues.HaOpen = deltaOpen; heikenAshiValues.HaHigh = deltaHigh; heikenAshiValues.HaLow = deltaLow; heikenAshiValues.HaClose = deltaClose; heikenAshiSeries[0] = heikenAshiValues; } else { heikenAshiSeries[0] = heikenAshiUtilities.GetHeikenAshi(HeikenAshiCalculationType, heikenAshiSeries, ohlcSeries); } deltaOpenSeries[0] = heikenAshiSeries[0].HaOpen; deltaHighSeries[0] = heikenAshiSeries[0].HaHigh; deltaLowSeries[0] = heikenAshiSeries[0].HaLow; // Note: deltaCloseSeries[0] is the real delta value, Values[1][0] (the plot) is the HA close value Values[1][0] = heikenAshiSeries[0].HaClose; } else { Values[1][0] = deltaClose; deltaOpenSeries[0] = deltaOpen; deltaHighSeries[0] = deltaHigh; deltaLowSeries[0] = deltaLow; deltaCloseSeries[0] = deltaClose; } try { // for ema values if (DeltaGaplessEmaType != GaplessEmaTypeEnum.None) { if (CurrentBar < 0) return; Values[0][0] = emaGapless[0]; } // Determine colors if (ShowAboveBelowEmaColors) { if (Values[1][0] > Values[0][0]) deltaColorSeries[0] = 1; if (Values[1][0] < Values[0][0]) deltaColorSeries[0] = -1; } else { if (Values[1][0] > deltaOpenSeries[0]) deltaColorSeries[0] = 1; if (Values[1][0] < deltaOpenSeries[0]) deltaColorSeries[0] = -1; } // Set colors for plots if (deltaColorSeries[0] == 1) { PlotBrushes[1][0] = BarUpBrush; if (ShowPaintBars) BarBrush = BarUpBrush; if (ShowPaintBarsOutline) CandleOutlineBrush = OutlineUpBrush; } else if (deltaColorSeries[0] == -1) { PlotBrushes[1][0] = BarDnBrush; if (ShowPaintBars) BarBrush = BarDnBrush; if (ShowPaintBarsOutline) CandleOutlineBrush = OutlineDnBrush; } else if (CurrentBar != 0) { // Show colors of prior bar PlotBrushes[1][0] = PlotBrushes[0][1]; if (ShowPaintBars) BarBrush = BarBrushes[1]; if (ShowPaintBarsOutline) CandleOutlineBrush = CandleOutlineBrushes[1]; } else { // Just in case PlotBrushes[1][0] = Brushes.Gray; if (ShowPaintBars) BarBrush = Brushes.Gray; if (ShowPaintBarsOutline) CandleOutlineBrush = Brushes.Gray; } } catch (Exception ex) { Print("DeltaV3 exception at line 399, EMA calculation:" + ex); } } public override void OnCalculateMinMax() { try { if (Bars == null) return; int lastBar = ChartBars.ToIndex; int firstBar = ChartBars.FromIndex; double min = double.MaxValue; double max = double.MinValue; for (int index = firstBar; index <= lastBar; index++) { min = Math.Min(min, deltaLowSeries.GetValueAt(index)); max = Math.Max(max, deltaHighSeries.GetValueAt(index)); } if ((max - min) < 1) { min -= 1; max += 1; } MinValue = min; MaxValue = max; } catch (Exception ex) { Print("DeltaV3 exception at OnCalculateMinMax() at line 460:" + ex); } } protected override void OnRender(ChartControl chartControl, ChartScale chartScale) { if (Bars == null || ChartControl == null || Bars.Instrument == null || !IsVisible) { return; } try { int cbti = ChartBars.ToIndex; int cbfi = ChartBars.FromIndex; SharpDX.Direct2D1.Brush brushBarDX = Brushes.Gray.ToDxBrush(RenderTarget); SharpDX.Direct2D1.Brush brushOutlineDX = Brushes.Black.ToDxBrush(RenderTarget); SharpDX.Direct2D1.Brush brushZeroDX = Lines[0].BrushDX; SharpDX.Direct2D1.StrokeStyle lzSS = Lines[0].StrokeStyle; float zeroLineY = chartScale.GetYByValue(0); RenderTarget.DrawLine(new SharpDX.Vector2(ChartPanel.X, zeroLineY), new SharpDX.Vector2(ChartPanel.W, zeroLineY), brushZeroDX, 1f, lzSS); float width = (float) Math.Max(2, ChartBars.Properties.ChartStyle.BarWidth*2); for (int idx = cbfi; idx <= cbti; idx++) { double opValue = deltaOpenSeries.GetValueAt(idx); double hiValue = deltaHighSeries.GetValueAt(idx); double loValue = deltaLowSeries.GetValueAt(idx); double clValue = Values[1].GetValueAt(idx); double clValue1 = idx > 0 ? Values[1].GetValueAt(idx - 1) : clValue; double opValue1 = idx > 0 ? deltaOpenSeries.GetValueAt(idx - 1) : opValue; float yOpen = chartScale.GetYByValue(opValue); float yHi = chartScale.GetYByValue(hiValue); float yLo = chartScale.GetYByValue(loValue); float yClose = chartScale.GetYByValue(clValue); var height = (int) Math.Abs(yOpen - yClose); var top = (opValue > clValue ? yOpen : yClose); var bottom = (opValue < clValue ? yOpen : yClose); float xCenter = chartControl.GetXByBarIndex(ChartBars, idx); float xPosition = xCenter - (float) (width/2); SharpDX.RectangleF rect = new SharpDX.RectangleF(xPosition, top, width, height); if (deltaColorSeries.GetValueAt(idx) == 1) { brushBarDX = BarUpBrush.ToDxBrush(RenderTarget); brushOutlineDX = OutlineUpBrush.ToDxBrush(RenderTarget); } else if (deltaColorSeries.GetValueAt(idx) == -1) { brushBarDX = BarDnBrush.ToDxBrush(RenderTarget); brushOutlineDX = OutlineDnBrush.ToDxBrush(RenderTarget); } else { brushBarDX = Brushes.Gray.ToDxBrush(RenderTarget); brushOutlineDX = Brushes.Gray.ToDxBrush(RenderTarget); } RenderTarget.FillRectangle(rect, brushBarDX); RenderTarget.DrawRectangle(rect, brushOutlineDX); RenderTarget.DrawLine(new SharpDX.Vector2(xCenter, yHi), new SharpDX.Vector2(xCenter, top), brushOutlineDX, 1f); RenderTarget.DrawLine(new SharpDX.Vector2(xCenter, yLo), new SharpDX.Vector2(xCenter, bottom), brushOutlineDX, 1f); } brushBarDX.Dispose(); brushOutlineDX.Dispose(); brushZeroDX.Dispose(); lzSS.Dispose(); if (DeltaGaplessEmaType != GaplessEmaTypeEnum.None) { //Avg path SharpDX.Direct2D1.PathGeometry lineGeometryAvg = new SharpDX.Direct2D1.PathGeometry(Core.Globals.D2DFactory); SharpDX.Direct2D1.GeometrySink sinkAvg = lineGeometryAvg.Open(); sinkAvg.BeginFigure(new SharpDX.Vector2(chartControl.GetXByBarIndex(ChartBars, cbfi), chartScale.GetYByValue(Values[0].GetValueAt(cbfi))), SharpDX.Direct2D1.FigureBegin.Filled); for (int idx = cbfi; idx <= cbti; idx++) { double indyValue = Values[0].GetValueAt(idx); float avgY = chartScale.GetYByValue(indyValue); float x = chartControl.GetXByBarIndex(ChartBars, idx); sinkAvg.AddLine(new SharpDX.Vector2(x, avgY)); } SharpDX.Direct2D1.Brush avgBrush = Plots[0].BrushDX; SharpDX.Direct2D1.StrokeStyle avgStrokeStyle = Plots[0].StrokeStyle; float strokeWidthAvg = Plots[0].Width; //Avg path plot sinkAvg.EndFigure(SharpDX.Direct2D1.FigureEnd.Open); sinkAvg.Close(); RenderTarget.AntialiasMode = SharpDX.Direct2D1.AntialiasMode.PerPrimitive; RenderTarget.DrawGeometry(lineGeometryAvg, avgBrush, strokeWidthAvg, avgStrokeStyle); RenderTarget.AntialiasMode = SharpDX.Direct2D1.AntialiasMode.Aliased; // lineGeometryAvg.Dispose(); avgBrush.Dispose(); avgStrokeStyle.Dispose(); } } catch (Exception ex) { Print("DeltaV3 exception at OnRender() at line 586:" + ex); } } #region Properties [Browsable(false)] [XmlIgnore()] public Series<double> DeltaEma { get { return Values[0]; } } [Browsable(false)] [XmlIgnore()] public Series<double> DeltaClose { get { return Values[1]; } } [Browsable(false)] [XmlIgnore()] public Series<double> DeltaOpen { get { return deltaOpenSeries; } } [Browsable(false)] [XmlIgnore()] public Series<double> DeltaHigh { get { return deltaHighSeries; } } [Browsable(false)] [XmlIgnore()] public Series<double> DeltaLow { get { return deltaLowSeries; } } [NinjaScriptProperty] [Display(Name = "Show EMA above/below colors?", Order = 1, GroupName = "4. Colors")] public bool ShowAboveBelowEmaColors { get; set; } [XmlIgnore] [Display(ResourceType = typeof(Custom.Resource), Name = "Up color", Order = 6, GroupName = "4. Colors")] public Brush BarUpBrush { get; set; } [Browsable(false)] public string BarUpBrushSerialize { get { return Serialize.BrushToString(BarUpBrush); } set { BarUpBrush = Serialize.StringToBrush(value); } } [XmlIgnore] [Display(ResourceType = typeof(Custom.Resource), Name = "Down color", Order = 8, GroupName = "4. Colors")] public Brush BarDnBrush { get; set; } [Browsable(false)] public string BarDnBrushSerialize { get { return Serialize.BrushToString(BarDnBrush); } set { BarDnBrush = Serialize.StringToBrush(value); } } [XmlIgnore] [Display(ResourceType = typeof(Custom.Resource), Name = "Up color outline", Order = 7, GroupName = "4. Colors")] public Brush OutlineUpBrush { get; set; } [Browsable(false)] public string OutlineUpBrushSerialize { get { return Serialize.BrushToString(OutlineUpBrush); } set { OutlineUpBrush = Serialize.StringToBrush(value); } } [XmlIgnore] [Display(ResourceType = typeof(Custom.Resource), Name = "Dn color outline", Order = 9, GroupName = "4. Colors")] public Brush OutlineDnBrush { get; set; } [Browsable(false)] public string OutlineDnBrushSerialize { get { return Serialize.BrushToString(OutlineDnBrush); } set { OutlineDnBrush = Serialize.StringToBrush(value); } } [NinjaScriptProperty] [Display(Name = "Show paint bars?", Order = 1, GroupName = "5. Paint bars")] public bool ShowPaintBars { get; set; } [NinjaScriptProperty] [Display(Name = "Show paint bars outline?", Order = 2, GroupName = "5. Paint bars")] public bool ShowPaintBarsOutline { get; set; } [NinjaScriptProperty] [Display(Name = "Delta type", Description = "", Order = 0, GroupName = "1. Delta")] public AddOns.Sim22_DeltaUtilities.DeltaCalculationTypeEnum DeltaType { get; set; } [NinjaScriptProperty] [Display(Name = "COT type", Description = "Set to plot commitment of traders or not.", GroupName = "1. Delta", Order = 1)] public AddOns.Sim22_DeltaUtilities.DeltaCotType DeltaCotType { get; set; } [NinjaScriptProperty] [Display(Name = "Cumulative delta?", GroupName = "1. Delta", Order = 2)] public bool PlotCumulativeDelta { get; set; } [NinjaScriptProperty] [Display(Name = "EOD reset?", GroupName = "1. Delta", Order = 3)] public bool ResetDelta { get; set; } [NinjaScriptProperty] [Display(Name = "Invert delta?", GroupName = "1. Delta", Order = 4)] public bool InvertDelta { get; set; } [NinjaScriptProperty] [Display(Name = "EMA plot type", Description = "Plot EMA as normal, reset the EMA at the session start or ignore the session delta gap.", Order = 5, GroupName = "1. Delta")] public GaplessEmaTypeEnum DeltaGaplessEmaType { get; set; } [Range(1, 300), NinjaScriptProperty] [Display(Name = "EMA period", GroupName = "1. Delta", Order = 6)] public int PeriodEma { get; set; } //HeikenAshiCalculationType [NinjaScriptProperty] [Display(Name = "HA type", Description = "Use Dan Valcu's for normal HA or Sylvain Vervoort's model", Order = 0, GroupName = "3. Heiken Ashi")] public AddOns.Sim22_HaUtilities.HeikenAshiCalculationType HeikenAshiCalculationType { get; set; } //[NinjaScriptProperty] //[Display(Name = "HA smoothing type", Description = "Use various smoothing calculations.", Order = 1, GroupName = "3. Heiken Ashi")] //public AddOns.Sim22_HAUtilities.HeikenAshiSmoothingType HeikenAshiSmoothingType { get; set; } // [Range(1, 300), NinjaScriptProperty] // [Display(Name = "HA smoothing period", GroupName = "3. Heiken Ashi", Order = 2)] // public int PeriodSmooth { get; set; } [NinjaScriptProperty] [Display(Name = "Filter type", Description = "", Order = 0, GroupName = "2. Filter")] public AddOns.Sim22_DeltaUtilities.DeltaTradeSizeFilterTypeEnum FilterType { get; set; } [Range(1, int.MaxValue), NinjaScriptProperty] [Display(Name = "Filter size", GroupName = "2. Filter", Order = 1)] public int FilterSize { get; set; } #endregion } } #region NinjaScript generated code. Neither change nor remove. namespace NinjaTrader.NinjaScript.Indicators { public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase { private Sim22.Sim22_DeltaV3[] cacheSim22_DeltaV3; public Sim22.Sim22_DeltaV3 Sim22_DeltaV3(bool showAboveBelowEmaColors, bool showPaintBars, bool showPaintBarsOutline, AddOns.Sim22_DeltaUtilities.DeltaCalculationTypeEnum deltaType, AddOns.Sim22_DeltaUtilities.DeltaCotType deltaCotType, bool plotCumulativeDelta, bool resetDelta, bool invertDelta, GaplessEmaTypeEnum deltaGaplessEmaType, int periodEma, AddOns.Sim22_HaUtilities.HeikenAshiCalculationType heikenAshiCalculationType, AddOns.Sim22_DeltaUtilities.DeltaTradeSizeFilterTypeEnum filterType, int filterSize) { return Sim22_DeltaV3(Input, showAboveBelowEmaColors, showPaintBars, showPaintBarsOutline, deltaType, deltaCotType, plotCumulativeDelta, resetDelta, invertDelta, deltaGaplessEmaType, periodEma, heikenAshiCalculationType, filterType, filterSize); } public Sim22.Sim22_DeltaV3 Sim22_DeltaV3(ISeries<double> input, bool showAboveBelowEmaColors, bool showPaintBars, bool showPaintBarsOutline, AddOns.Sim22_DeltaUtilities.DeltaCalculationTypeEnum deltaType, AddOns.Sim22_DeltaUtilities.DeltaCotType deltaCotType, bool plotCumulativeDelta, bool resetDelta, bool invertDelta, GaplessEmaTypeEnum deltaGaplessEmaType, int periodEma, AddOns.Sim22_HaUtilities.HeikenAshiCalculationType heikenAshiCalculationType, AddOns.Sim22_DeltaUtilities.DeltaTradeSizeFilterTypeEnum filterType, int filterSize) { if (cacheSim22_DeltaV3 != null) for (int idx = 0; idx < cacheSim22_DeltaV3.Length; idx++) if (cacheSim22_DeltaV3[idx] != null && cacheSim22_DeltaV3[idx].ShowAboveBelowEmaColors == showAboveBelowEmaColors && cacheSim22_DeltaV3[idx].ShowPaintBars == showPaintBars && cacheSim22_DeltaV3[idx].ShowPaintBarsOutline == showPaintBarsOutline && cacheSim22_DeltaV3[idx].DeltaType == deltaType && cacheSim22_DeltaV3[idx].DeltaCotType == deltaCotType && cacheSim22_DeltaV3[idx].PlotCumulativeDelta == plotCumulativeDelta && cacheSim22_DeltaV3[idx].ResetDelta == resetDelta && cacheSim22_DeltaV3[idx].InvertDelta == invertDelta && cacheSim22_DeltaV3[idx].DeltaGaplessEmaType == deltaGaplessEmaType && cacheSim22_DeltaV3[idx].PeriodEma == periodEma && cacheSim22_DeltaV3[idx].HeikenAshiCalculationType == heikenAshiCalculationType && cacheSim22_DeltaV3[idx].FilterType == filterType && cacheSim22_DeltaV3[idx].FilterSize == filterSize && cacheSim22_DeltaV3[idx].EqualsInput(input)) return cacheSim22_DeltaV3[idx]; return CacheIndicator<Sim22.Sim22_DeltaV3>(new Sim22.Sim22_DeltaV3(){ ShowAboveBelowEmaColors = showAboveBelowEmaColors, ShowPaintBars = showPaintBars, ShowPaintBarsOutline = showPaintBarsOutline, DeltaType = deltaType, DeltaCotType = deltaCotType, PlotCumulativeDelta = plotCumulativeDelta, ResetDelta = resetDelta, InvertDelta = invertDelta, DeltaGaplessEmaType = deltaGaplessEmaType, PeriodEma = periodEma, HeikenAshiCalculationType = heikenAshiCalculationType, FilterType = filterType, FilterSize = filterSize }, input, ref cacheSim22_DeltaV3); } } } namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns { public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase { public Indicators.Sim22.Sim22_DeltaV3 Sim22_DeltaV3(bool showAboveBelowEmaColors, bool showPaintBars, bool showPaintBarsOutline, AddOns.Sim22_DeltaUtilities.DeltaCalculationTypeEnum deltaType, AddOns.Sim22_DeltaUtilities.DeltaCotType deltaCotType, bool plotCumulativeDelta, bool resetDelta, bool invertDelta, GaplessEmaTypeEnum deltaGaplessEmaType, int periodEma, AddOns.Sim22_HaUtilities.HeikenAshiCalculationType heikenAshiCalculationType, AddOns.Sim22_DeltaUtilities.DeltaTradeSizeFilterTypeEnum filterType, int filterSize) { return indicator.Sim22_DeltaV3(Input, showAboveBelowEmaColors, showPaintBars, showPaintBarsOutline, deltaType, deltaCotType, plotCumulativeDelta, resetDelta, invertDelta, deltaGaplessEmaType, periodEma, heikenAshiCalculationType, filterType, filterSize); } public Indicators.Sim22.Sim22_DeltaV3 Sim22_DeltaV3(ISeries<double> input , bool showAboveBelowEmaColors, bool showPaintBars, bool showPaintBarsOutline, AddOns.Sim22_DeltaUtilities.DeltaCalculationTypeEnum deltaType, AddOns.Sim22_DeltaUtilities.DeltaCotType deltaCotType, bool plotCumulativeDelta, bool resetDelta, bool invertDelta, GaplessEmaTypeEnum deltaGaplessEmaType, int periodEma, AddOns.Sim22_HaUtilities.HeikenAshiCalculationType heikenAshiCalculationType, AddOns.Sim22_DeltaUtilities.DeltaTradeSizeFilterTypeEnum filterType, int filterSize) { return indicator.Sim22_DeltaV3(input, showAboveBelowEmaColors, showPaintBars, showPaintBarsOutline, deltaType, deltaCotType, plotCumulativeDelta, resetDelta, invertDelta, deltaGaplessEmaType, periodEma, heikenAshiCalculationType, filterType, filterSize); } } } namespace NinjaTrader.NinjaScript.Strategies { public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase { public Indicators.Sim22.Sim22_DeltaV3 Sim22_DeltaV3(bool showAboveBelowEmaColors, bool showPaintBars, bool showPaintBarsOutline, AddOns.Sim22_DeltaUtilities.DeltaCalculationTypeEnum deltaType, AddOns.Sim22_DeltaUtilities.DeltaCotType deltaCotType, bool plotCumulativeDelta, bool resetDelta, bool invertDelta, GaplessEmaTypeEnum deltaGaplessEmaType, int periodEma, AddOns.Sim22_HaUtilities.HeikenAshiCalculationType heikenAshiCalculationType, AddOns.Sim22_DeltaUtilities.DeltaTradeSizeFilterTypeEnum filterType, int filterSize) { return indicator.Sim22_DeltaV3(Input, showAboveBelowEmaColors, showPaintBars, showPaintBarsOutline, deltaType, deltaCotType, plotCumulativeDelta, resetDelta, invertDelta, deltaGaplessEmaType, periodEma, heikenAshiCalculationType, filterType, filterSize); } public Indicators.Sim22.Sim22_DeltaV3 Sim22_DeltaV3(ISeries<double> input , bool showAboveBelowEmaColors, bool showPaintBars, bool showPaintBarsOutline, AddOns.Sim22_DeltaUtilities.DeltaCalculationTypeEnum deltaType, AddOns.Sim22_DeltaUtilities.DeltaCotType deltaCotType, bool plotCumulativeDelta, bool resetDelta, bool invertDelta, GaplessEmaTypeEnum deltaGaplessEmaType, int periodEma, AddOns.Sim22_HaUtilities.HeikenAshiCalculationType heikenAshiCalculationType, AddOns.Sim22_DeltaUtilities.DeltaTradeSizeFilterTypeEnum filterType, int filterSize) { return indicator.Sim22_DeltaV3(input, showAboveBelowEmaColors, showPaintBars, showPaintBarsOutline, deltaType, deltaCotType, plotCumulativeDelta, resetDelta, invertDelta, deltaGaplessEmaType, periodEma, heikenAshiCalculationType, filterType, filterSize); } } } #endregion

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  #region Using declarations using System; using System.ComponentModel; using System.ComponentModel.DataAnnotations; using System.Windows.Media; using System.Xml.Serialization; using NinjaTrader.Gui; using NinjaTrader.Gui.Chart; using NinjaTrader.Data;   #endregion   //This namespace holds Indicators in this folder and is required. Do not change it. namespace NinjaTrader.NinjaScript.Indicators.Sim22 {     /// <summary>     /// Based on Gomi's GOM delta.     /// Zondor 'unGom' Bid-Ask conversion to NT8 with Tick Replay.     /// Sim22 addition of various other GOM formulae, commitment of traders calculations, heiken ashi, Ema, code tidying and extra features. NT8b12 Aug 2016.     /// </summary>     public class Sim22_DeltaV3 : Indicator     {         private Sim22.Gapless.Sim22_EmaGaplessV2 emaGapless;           private Series<int> deltaColorSeries;           private NinjaTrader.NinjaScript.AddOns.Sim22_DeltaUtilities deltaUtilities = new NinjaTrader.NinjaScript.AddOns.Sim22_DeltaUtilities(); private Series<double> deltaOpenSeries; private Series<double> deltaCloseSeries; private Series<double> deltaHighSeries; private Series<double> deltaLowSeries;                  private double      currentDeltaD = 0d; private double barDeltaD       = 0d;         private double      highCotD        = 0d;         private double      lowCotD         = 0d;           private string filterStr = string.Empty;         private string cotStr = string.Empty;         private string haStr = string.Empty;           private double deltaOpen;         private double deltaHigh;         private double deltaLow;         private double deltaClose;           //Experimental HA         private NinjaTrader.NinjaScript.AddOns.Sim22_HaUtilities heikenAshiUtilities = new NinjaTrader.NinjaScript.AddOns.Sim22_HaUtilities();       private NinjaTrader.NinjaScript.AddOns.Sim22_HaUtilities.HeikenAshiValues heikenAshiValues;     private NinjaTrader.NinjaScript.AddOns.Sim22_HaUtilities.OhlcValues ohlcValues;         private Series<NinjaTrader.NinjaScript.AddOns.Sim22_HaUtilities.HeikenAshiValues> heikenAshiSeries;         private Series<NinjaTrader.NinjaScript.AddOns.Sim22_HaUtilities.OhlcValues> ohlcSeries;           protected override void OnStateChange() {   if (State == State.SetDefaults) { Description = @"Delta. Gomi, Zondor, Sim22"; Name = "Sim22_DeltaV3"; Calculate = Calculate.OnEachTick; MaximumBarsLookBack = MaximumBarsLookBack.Infinite; IsOverlay = false; DisplayInDataBox = true; DrawOnPricePanel = true; DrawHorizontalGridLines = false; DrawVerticalGridLines = false; PaintPriceMarkers = true; ScaleJustification = ScaleJustification.Right; IsSuspendedWhileInactive = false;                   BarUpBrush                  = new System.Windows.Media.SolidColorBrush(Color.FromArgb(255, 42, 147, 42));                 OutlineUpBrush              = new System.Windows.Media.SolidColorBrush(Color.FromArgb(255, 90, 231, 90));                   BarDnBrush                  = new System.Windows.Media.SolidColorBrush(Color.FromArgb(255, 167, 81, 80));                 OutlineDnBrush              = new System.Windows.Media.SolidColorBrush(Color.FromArgb(255, 184, 124, 124));                   PlotCumulativeDelta = true; ResetDelta         = false; FilterSize         = 1; InvertDelta         = false;     ShowPaintBars               = true;     ShowPaintBarsOutline        = true;     ShowAboveBelowEmaColors     = true;                 PeriodEma                   = 20;     //PeriodSmooth              = 10;                 DeltaType                   = NinjaTrader.NinjaScript.AddOns.Sim22_DeltaUtilities.DeltaCalculationTypeEnum.BidAsk;                 FilterType                  = NinjaTrader.NinjaScript.AddOns.Sim22_DeltaUtilities.DeltaTradeSizeFilterTypeEnum.None;     DeltaCotType                = NinjaTrader.NinjaScript.AddOns.Sim22_DeltaUtilities.DeltaCotType.None;     HeikenAshiCalculationType   = NinjaTrader.NinjaScript.AddOns.Sim22_HaUtilities.HeikenAshiCalculationType.None;                 // Nov 2016                 DeltaGaplessEmaType         = GaplessEmaTypeEnum.Normal;                   AddPlot(new Stroke(Brushes.Orange, DashStyleHelper.Solid, 2), PlotStyle.Line, "Ema"); //Placed first to keep price marker below Delta price marker                 AddPlot(Brushes.RoyalBlue, "Delta");                 AddLine(new Stroke(Brushes.Gray, DashStyleHelper.Dot, 1), 0, "ZeroLine");               }             else if (State == State.Configure)             {                 emaGapless = Sim22_EmaGaplessV2(Values[1], PeriodEma, DeltaGaplessEmaType);                                  Calculate = Calculate.OnEachTick;                   BarUpBrush.Freeze(); BarDnBrush.Freeze(); OutlineUpBrush.Freeze(); OutlineDnBrush.Freeze();                   deltaColorSeries = new Series<int>(this, MaximumBarsLookBack.Infinite);                   deltaOpenSeries = new Series<double>(this, MaximumBarsLookBack.Infinite); deltaCloseSeries = new Series<double>(this, MaximumBarsLookBack.Infinite); deltaHighSeries = new Series<double>(this, MaximumBarsLookBack.Infinite); deltaLowSeries = new Series<double>(this, MaximumBarsLookBack.Infinite);                   //Experimental HA                 heikenAshiSeries = new Series<NinjaTrader.NinjaScript.AddOns.Sim22_HaUtilities.HeikenAshiValues>(this, MaximumBarsLookBack.Infinite);                 ohlcSeries = new Series<NinjaTrader.NinjaScript.AddOns.Sim22_HaUtilities.OhlcValues>(this, MaximumBarsLookBack.Infinite);                   switch (FilterType) {     case AddOns.Sim22_DeltaUtilities.DeltaTradeSizeFilterTypeEnum.GreaterOrEqualTo:         filterStr = "Filter >= " + FilterSize;         break;     case AddOns.Sim22_DeltaUtilities.DeltaTradeSizeFilterTypeEnum.LessThanOrEqualTo:         filterStr = "Filter <= " + FilterSize;         break; }       switch (DeltaCotType)     {                case NinjaTrader.NinjaScript.AddOns.Sim22_DeltaUtilities.DeltaCotType.HighCot:             cotStr = " (High COT)";             break;         case NinjaTrader.NinjaScript.AddOns.Sim22_DeltaUtilities.DeltaCotType.LowCot:                         cotStr = " (Low COT)";                         break;         case NinjaTrader.NinjaScript.AddOns.Sim22_DeltaUtilities.DeltaCotType.CombinedCot:                         cotStr = " (Total COT)";                         break;              }     switch (HeikenAshiCalculationType)     {         case NinjaTrader.NinjaScript.AddOns.Sim22_HaUtilities.HeikenAshiCalculationType.None:             haStr = "";             break;         case NinjaTrader.NinjaScript.AddOns.Sim22_HaUtilities.HeikenAshiCalculationType.DanValcu:             haStr = " (HA)";             break;         case NinjaTrader.NinjaScript.AddOns.Sim22_HaUtilities.HeikenAshiCalculationType.SylvainVervoort:                         haStr = " (HAsv)";                         break;     }                 //For future development:     //switch (HeikenAshiSmoothingType)     //{     //    case Sim22_HAUtilities.HeikenAshiSmoothingType.None:     //        break;     //    case Sim22_HAUtilities.HeikenAshiSmoothingType.EMA:        //                 OpenMA = EMA(Open, PeriodSmooth);        //                 break;     //    case Sim22_HAUtilities.HeikenAshiSmoothingType.HMA:     //        break;     //    case Sim22_HAUtilities.HeikenAshiSmoothingType.SMA:     //        break;     //} }             else if (State == State.Historical)             {             } }       public override string FormatPriceMarker(double price)     {         return price.ToString("N0");     }       public override string DisplayName     {         get { return "DeltaV3 " + DeltaType + cotStr + haStr + (InvertDelta ? " (Inverted)" : "") + (ResetDelta ? Environment.NewLine + "EOD reset " : "") + (!string.IsNullOrEmpty(filterStr) ? Environment.NewLine + filterStr : ""); }     }       protected override void OnMarketData(MarketDataEventArgs e)     {         try         {             if (CurrentBar <= -1)                 return;             if (e.MarketDataType != MarketDataType.Last)                 return;             if (CurrentBars[0] <= -1)                 return;               if (BarsInProgress == 0)             {                 if (IsFirstTickOfBar)                 {                     if (CurrentBar == 0)                         barDeltaD = 0.0;                       if (CurrentBar > 0)                         barDeltaD = deltaCloseSeries[1];                       if (!PlotCumulativeDelta || (Bars.IsResetOnNewTradingDay && Bars.IsFirstBarOfSession && ResetDelta))                     {                         barDeltaD = 0.0;                     }                       deltaLow = deltaHigh = deltaOpen = barDeltaD;                       highCotD = 0d;                     lowCotD = 0d;                 }                     // Calculate delta via Delta Utilities AddOn                 currentDeltaD = deltaUtilities.GetCurrentDelta(DeltaType, FilterType, e.Ask, e.Bid, e.Price, e.Volume, InvertDelta, FilterSize);                   deltaClose = 0d;                     // If a COT is selected                 if (DeltaCotType != NinjaTrader.NinjaScript.AddOns.Sim22_DeltaUtilities.DeltaCotType.None)                 {                     if (IsFirstTickOfBar)                     {                         highCotD = 0d;                         lowCotD = 0d;                     }                       if (e.Price >= High[0])                     {                         highCotD = 0d;                     }                     else                     {                         highCotD += currentDeltaD;                     }                       if (e.Price <= Low[0])                     {                         lowCotD = 0d;                     }                     else                     {                         lowCotD += currentDeltaD;                     }                       switch (DeltaCotType)                     {                         case NinjaTrader.NinjaScript.AddOns.Sim22_DeltaUtilities.DeltaCotType.HighCot:                             deltaClose = highCotD + barDeltaD;                             break;                         case NinjaTrader.NinjaScript.AddOns.Sim22_DeltaUtilities.DeltaCotType.LowCot:                             deltaClose = lowCotD + barDeltaD;                             break;                           case NinjaTrader.NinjaScript.AddOns.Sim22_DeltaUtilities.DeltaCotType.CombinedCot:                             deltaClose = (highCotD + lowCotD) + barDeltaD;                             break;                     }                 }                 else                     deltaClose = (barDeltaD += currentDeltaD);                   deltaHigh = Math.Max(deltaHigh, deltaClose);                 deltaLow = Math.Min(deltaLow, deltaClose);                 }         }             catch (Exception ex)             {                 Print("DeltaV3 exception at line 405:" + ex);             }         }       protected override void OnBarUpdate()     {             deltaCloseSeries[0] = deltaClose;               if (HeikenAshiCalculationType != NinjaTrader.NinjaScript.AddOns.Sim22_HaUtilities.HeikenAshiCalculationType.None && PlotCumulativeDelta)             {                 ohlcValues.Open = deltaOpen;                 ohlcValues.High = deltaHigh;                 ohlcValues.Low = deltaLow;                 ohlcValues.Close = deltaClose;                   ohlcSeries[0] = ohlcValues;                   /*********Original HA code                 // Please Note to avoid confusion: deltaCloseSeries[0] is the real delta value, Values[1][0] (the plot) is the HA close value.                   //                    Values[1][0] = (deltaClose + deltaOpen + deltaHigh + deltaLow) * 0.25; // Calculate the HA close                 //                    deltaOpenSeries[0] = (deltaOpenSeries[1] + Values[1][1]) * 0.5; // Calculate the HA open                 //                    deltaHighSeries[0] = Math.Max(deltaHigh, deltaOpenSeries[0]); // Calculate the HA high                 //                    deltaLowSeries[0] = Math.Min(deltaLow, deltaOpenSeries[0]); // Calculate the HA low                 **********/                   if (CurrentBar <= 0 || (Bars.IsFirstBarOfSession && ResetDelta))                 {                     heikenAshiValues.HaOpen = deltaOpen;                     heikenAshiValues.HaHigh = deltaHigh;                     heikenAshiValues.HaLow = deltaLow;                     heikenAshiValues.HaClose = deltaClose;                       heikenAshiSeries[0] = heikenAshiValues;                 }                 else                 {                     heikenAshiSeries[0] = heikenAshiUtilities.GetHeikenAshi(HeikenAshiCalculationType, heikenAshiSeries, ohlcSeries);                 }                   deltaOpenSeries[0] = heikenAshiSeries[0].HaOpen;                 deltaHighSeries[0] = heikenAshiSeries[0].HaHigh;                 deltaLowSeries[0] = heikenAshiSeries[0].HaLow;                 // Note: deltaCloseSeries[0] is the real delta value, Values[1][0] (the plot) is the HA close value                 Values[1][0] = heikenAshiSeries[0].HaClose;             }             else             {                 Values[1][0] = deltaClose;                 deltaOpenSeries[0] = deltaOpen;                 deltaHighSeries[0] = deltaHigh;                 deltaLowSeries[0] = deltaLow;                 deltaCloseSeries[0] = deltaClose;             }               try             {                 // for ema values                 if (DeltaGaplessEmaType != GaplessEmaTypeEnum.None)                 {                     if (CurrentBar < 0)                         return;                       Values[0][0] = emaGapless[0];                 }                 // Determine colors                 if (ShowAboveBelowEmaColors)                 {                     if (Values[1][0] > Values[0][0])                         deltaColorSeries[0] = 1;                     if (Values[1][0] < Values[0][0])                         deltaColorSeries[0] = -1;                 }                 else                 {                     if (Values[1][0] > deltaOpenSeries[0])                         deltaColorSeries[0] = 1;                     if (Values[1][0] < deltaOpenSeries[0])                         deltaColorSeries[0] = -1;                 }                 // Set colors for plots                 if (deltaColorSeries[0] == 1)                 {                     PlotBrushes[1][0] = BarUpBrush;                     if (ShowPaintBars)                         BarBrush = BarUpBrush;                     if (ShowPaintBarsOutline)                         CandleOutlineBrush = OutlineUpBrush;                 }                     else if (deltaColorSeries[0] == -1)                 {                     PlotBrushes[1][0] = BarDnBrush;                     if (ShowPaintBars)                         BarBrush = BarDnBrush;                     if (ShowPaintBarsOutline)                         CandleOutlineBrush = OutlineDnBrush;                 }                 else if (CurrentBar != 0)                 {                     // Show colors of prior bar                     PlotBrushes[1][0] = PlotBrushes[0][1];                     if (ShowPaintBars)                         BarBrush = BarBrushes[1];                     if (ShowPaintBarsOutline)                         CandleOutlineBrush = CandleOutlineBrushes[1];                 }                             else                 {                     // Just in case                     PlotBrushes[1][0] = Brushes.Gray;                     if (ShowPaintBars)                         BarBrush = Brushes.Gray;                     if (ShowPaintBarsOutline)                         CandleOutlineBrush = Brushes.Gray;                 }               }             catch (Exception ex)             {                 Print("DeltaV3 exception at line 399, EMA calculation:" + ex);             }           }           public override void OnCalculateMinMax()     {             try             {                   if (Bars == null)                     return;                   int lastBar = ChartBars.ToIndex;                 int firstBar = ChartBars.FromIndex;                        double min = double.MaxValue;                 double max = double.MinValue;                   for (int index = firstBar; index <= lastBar; index++)                 {                     min = Math.Min(min, deltaLowSeries.GetValueAt(index));                     max = Math.Max(max, deltaHighSeries.GetValueAt(index));                 }                   if ((max - min) < 1)                 {                     min -= 1;                     max += 1;                 }                   MinValue = min;                 MaxValue = max;               }             catch (Exception ex)             {                 Print("DeltaV3 exception at OnCalculateMinMax() at line 460:" + ex);             }         }       protected override void OnRender(ChartControl chartControl, ChartScale chartScale)     {         if (Bars == null || ChartControl == null || Bars.Instrument == null || !IsVisible)         {             return;         }           try         {             int cbti = ChartBars.ToIndex;             int cbfi = ChartBars.FromIndex;                 SharpDX.Direct2D1.Brush brushBarDX = Brushes.Gray.ToDxBrush(RenderTarget);             SharpDX.Direct2D1.Brush brushOutlineDX = Brushes.Black.ToDxBrush(RenderTarget);               SharpDX.Direct2D1.Brush brushZeroDX = Lines[0].BrushDX;             SharpDX.Direct2D1.StrokeStyle lzSS = Lines[0].StrokeStyle;             float zeroLineY = chartScale.GetYByValue(0);             RenderTarget.DrawLine(new SharpDX.Vector2(ChartPanel.X, zeroLineY), new SharpDX.Vector2(ChartPanel.W, zeroLineY), brushZeroDX, 1f, lzSS);               float width = (float) Math.Max(2, ChartBars.Properties.ChartStyle.BarWidth*2);               for (int idx = cbfi; idx <= cbti; idx++)             {                 double opValue = deltaOpenSeries.GetValueAt(idx);                 double hiValue = deltaHighSeries.GetValueAt(idx);                 double loValue = deltaLowSeries.GetValueAt(idx);                 double clValue = Values[1].GetValueAt(idx);                   double clValue1 = idx > 0 ? Values[1].GetValueAt(idx - 1) : clValue;                 double opValue1 = idx > 0 ? deltaOpenSeries.GetValueAt(idx - 1) : opValue;                   float yOpen = chartScale.GetYByValue(opValue);                 float yHi = chartScale.GetYByValue(hiValue);                 float yLo = chartScale.GetYByValue(loValue);                 float yClose = chartScale.GetYByValue(clValue);                   var height = (int) Math.Abs(yOpen - yClose);                 var top = (opValue > clValue ? yOpen : yClose);                 var bottom = (opValue < clValue ? yOpen : yClose);                 float xCenter = chartControl.GetXByBarIndex(ChartBars, idx);                 float xPosition = xCenter - (float) (width/2);                     SharpDX.RectangleF rect = new SharpDX.RectangleF(xPosition, top, width, height);                       if (deltaColorSeries.GetValueAt(idx) == 1)                 {                     brushBarDX = BarUpBrush.ToDxBrush(RenderTarget);                     brushOutlineDX = OutlineUpBrush.ToDxBrush(RenderTarget);                 }                 else if (deltaColorSeries.GetValueAt(idx) == -1)                     {                     brushBarDX = BarDnBrush.ToDxBrush(RenderTarget);                     brushOutlineDX = OutlineDnBrush.ToDxBrush(RenderTarget);                 }                 else                 {                         brushBarDX = Brushes.Gray.ToDxBrush(RenderTarget);                         brushOutlineDX = Brushes.Gray.ToDxBrush(RenderTarget);                     }                                RenderTarget.FillRectangle(rect, brushBarDX);                 RenderTarget.DrawRectangle(rect, brushOutlineDX);                 RenderTarget.DrawLine(new SharpDX.Vector2(xCenter, yHi), new SharpDX.Vector2(xCenter, top), brushOutlineDX, 1f);                 RenderTarget.DrawLine(new SharpDX.Vector2(xCenter, yLo), new SharpDX.Vector2(xCenter, bottom), brushOutlineDX, 1f);             }               brushBarDX.Dispose();             brushOutlineDX.Dispose();             brushZeroDX.Dispose();             lzSS.Dispose();               if (DeltaGaplessEmaType != GaplessEmaTypeEnum.None)             {                 //Avg path                 SharpDX.Direct2D1.PathGeometry lineGeometryAvg = new SharpDX.Direct2D1.PathGeometry(Core.Globals.D2DFactory);                   SharpDX.Direct2D1.GeometrySink sinkAvg = lineGeometryAvg.Open();                   sinkAvg.BeginFigure(new SharpDX.Vector2(chartControl.GetXByBarIndex(ChartBars, cbfi), chartScale.GetYByValue(Values[0].GetValueAt(cbfi))), SharpDX.Direct2D1.FigureBegin.Filled);                   for (int idx = cbfi; idx <= cbti; idx++)                 {                     double indyValue = Values[0].GetValueAt(idx);                       float avgY = chartScale.GetYByValue(indyValue);                     float x = chartControl.GetXByBarIndex(ChartBars, idx);                       sinkAvg.AddLine(new SharpDX.Vector2(x, avgY));                 }                   SharpDX.Direct2D1.Brush avgBrush = Plots[0].BrushDX;                 SharpDX.Direct2D1.StrokeStyle avgStrokeStyle = Plots[0].StrokeStyle;                 float strokeWidthAvg = Plots[0].Width;                   //Avg path plot                 sinkAvg.EndFigure(SharpDX.Direct2D1.FigureEnd.Open);                 sinkAvg.Close();                 RenderTarget.AntialiasMode = SharpDX.Direct2D1.AntialiasMode.PerPrimitive;                 RenderTarget.DrawGeometry(lineGeometryAvg, avgBrush, strokeWidthAvg, avgStrokeStyle);                 RenderTarget.AntialiasMode = SharpDX.Direct2D1.AntialiasMode.Aliased; //                 lineGeometryAvg.Dispose();                 avgBrush.Dispose();                   avgStrokeStyle.Dispose();             }         }             catch (Exception ex)             {                 Print("DeltaV3 exception at OnRender() at line 586:" + ex);             }         }       #region Properties       [Browsable(false)]     [XmlIgnore()]     public Series<double> DeltaEma     {         get { return Values[0]; }     }       [Browsable(false)]     [XmlIgnore()]     public Series<double> DeltaClose     {         get { return Values[1]; }     }       [Browsable(false)]     [XmlIgnore()]     public Series<double> DeltaOpen     {         get { return deltaOpenSeries; }     }       [Browsable(false)]     [XmlIgnore()]     public Series<double> DeltaHigh     {         get { return deltaHighSeries; }     }       [Browsable(false)]     [XmlIgnore()]     public Series<double> DeltaLow     {         get { return deltaLowSeries; }     }           [NinjaScriptProperty]         [Display(Name = "Show EMA above/below colors?", Order = 1, GroupName = "4. Colors")]         public bool ShowAboveBelowEmaColors { get; set; }             [XmlIgnore]     [Display(ResourceType = typeof(Custom.Resource), Name = "Up color", Order = 6, GroupName = "4. Colors")]     public Brush BarUpBrush { get; set; }       [Browsable(false)]     public string BarUpBrushSerialize     {         get { return Serialize.BrushToString(BarUpBrush); }         set { BarUpBrush = Serialize.StringToBrush(value); }     }       [XmlIgnore]     [Display(ResourceType = typeof(Custom.Resource), Name = "Down color", Order = 8, GroupName = "4. Colors")]     public Brush BarDnBrush { get; set; }       [Browsable(false)]     public string BarDnBrushSerialize     {         get { return Serialize.BrushToString(BarDnBrush); }         set { BarDnBrush = Serialize.StringToBrush(value); }     }       [XmlIgnore]     [Display(ResourceType = typeof(Custom.Resource), Name = "Up color outline", Order = 7, GroupName = "4. Colors")]     public Brush OutlineUpBrush { get; set; }       [Browsable(false)]     public string OutlineUpBrushSerialize     {         get { return Serialize.BrushToString(OutlineUpBrush); }         set { OutlineUpBrush = Serialize.StringToBrush(value); }     }       [XmlIgnore]     [Display(ResourceType = typeof(Custom.Resource), Name = "Dn color outline", Order = 9, GroupName = "4. Colors")]     public Brush OutlineDnBrush { get; set; }           [Browsable(false)]     public string OutlineDnBrushSerialize     {         get { return Serialize.BrushToString(OutlineDnBrush); }         set { OutlineDnBrush = Serialize.StringToBrush(value); }     }           [NinjaScriptProperty]         [Display(Name = "Show paint bars?", Order = 1, GroupName = "5. Paint bars")]         public bool ShowPaintBars { get; set; }           [NinjaScriptProperty]         [Display(Name = "Show paint bars outline?", Order = 2, GroupName = "5. Paint bars")]         public bool ShowPaintBarsOutline { get; set; }           [NinjaScriptProperty]     [Display(Name = "Delta type", Description = "", Order = 0, GroupName = "1. Delta")]     public AddOns.Sim22_DeltaUtilities.DeltaCalculationTypeEnum DeltaType { get; set; }       [NinjaScriptProperty]     [Display(Name = "COT type", Description = "Set to plot commitment of traders or not.", GroupName = "1. Delta", Order = 1)]     public AddOns.Sim22_DeltaUtilities.DeltaCotType DeltaCotType { get; set; }       [NinjaScriptProperty]     [Display(Name = "Cumulative delta?", GroupName = "1. Delta", Order = 2)]     public bool PlotCumulativeDelta { get; set; }       [NinjaScriptProperty]     [Display(Name = "EOD reset?", GroupName = "1. Delta", Order = 3)]     public bool ResetDelta { get; set; }       [NinjaScriptProperty]     [Display(Name = "Invert delta?", GroupName = "1. Delta", Order = 4)]     public bool InvertDelta { get; set; }           [NinjaScriptProperty]         [Display(Name = "EMA plot type", Description = "Plot EMA as normal, reset the EMA at the session start or ignore the session delta gap.", Order = 5, GroupName = "1. Delta")]         public GaplessEmaTypeEnum DeltaGaplessEmaType { get; set; }           [Range(1, 300), NinjaScriptProperty]     [Display(Name = "EMA period", GroupName = "1. Delta", Order = 6)]     public int PeriodEma { get; set; }       //HeikenAshiCalculationType     [NinjaScriptProperty]     [Display(Name = "HA type", Description = "Use Dan Valcu's for normal HA or Sylvain Vervoort's model", Order = 0, GroupName = "3. Heiken Ashi")]     public AddOns.Sim22_HaUtilities.HeikenAshiCalculationType HeikenAshiCalculationType { get; set; }       //[NinjaScriptProperty]     //[Display(Name = "HA smoothing type", Description = "Use various smoothing calculations.", Order = 1, GroupName = "3. Heiken Ashi")]     //public AddOns.Sim22_HAUtilities.HeikenAshiSmoothingType HeikenAshiSmoothingType { get; set; }        //   [Range(1, 300), NinjaScriptProperty]      //   [Display(Name = "HA smoothing period", GroupName = "3. Heiken Ashi", Order = 2)]      //   public int PeriodSmooth { get; set; }           [NinjaScriptProperty]     [Display(Name = "Filter type", Description = "", Order = 0, GroupName = "2. Filter")]     public AddOns.Sim22_DeltaUtilities.DeltaTradeSizeFilterTypeEnum FilterType { get; set; }       [Range(1, int.MaxValue), NinjaScriptProperty]     [Display(Name = "Filter size", GroupName = "2. Filter", Order = 1)]     public int FilterSize { get; set; }       #endregion } }   #region NinjaScript generated code. Neither change nor remove.   namespace NinjaTrader.NinjaScript.Indicators { public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase { private Sim22.Sim22_DeltaV3[] cacheSim22_DeltaV3; public Sim22.Sim22_DeltaV3 Sim22_DeltaV3(bool showAboveBelowEmaColors, bool showPaintBars, bool showPaintBarsOutline, AddOns.Sim22_DeltaUtilities.DeltaCalculationTypeEnum deltaType, AddOns.Sim22_DeltaUtilities.DeltaCotType deltaCotType, bool plotCumulativeDelta, bool resetDelta, bool invertDelta, GaplessEmaTypeEnum deltaGaplessEmaType, int periodEma, AddOns.Sim22_HaUtilities.HeikenAshiCalculationType heikenAshiCalculationType, AddOns.Sim22_DeltaUtilities.DeltaTradeSizeFilterTypeEnum filterType, int filterSize) { return Sim22_DeltaV3(Input, showAboveBelowEmaColors, showPaintBars, showPaintBarsOutline, deltaType, deltaCotType, plotCumulativeDelta, resetDelta, invertDelta, deltaGaplessEmaType, periodEma, heikenAshiCalculationType, filterType, filterSize); }   public Sim22.Sim22_DeltaV3 Sim22_DeltaV3(ISeries<double> input, bool showAboveBelowEmaColors, bool showPaintBars, bool showPaintBarsOutline, AddOns.Sim22_DeltaUtilities.DeltaCalculationTypeEnum deltaType, AddOns.Sim22_DeltaUtilities.DeltaCotType deltaCotType, bool plotCumulativeDelta, bool resetDelta, bool invertDelta, GaplessEmaTypeEnum deltaGaplessEmaType, int periodEma, AddOns.Sim22_HaUtilities.HeikenAshiCalculationType heikenAshiCalculationType, AddOns.Sim22_DeltaUtilities.DeltaTradeSizeFilterTypeEnum filterType, int filterSize) { if (cacheSim22_DeltaV3 != null) for (int idx = 0; idx < cacheSim22_DeltaV3.Length; idx++) if (cacheSim22_DeltaV3[idx] != null && cacheSim22_DeltaV3[idx].ShowAboveBelowEmaColors == showAboveBelowEmaColors && cacheSim22_DeltaV3[idx].ShowPaintBars == showPaintBars && cacheSim22_DeltaV3[idx].ShowPaintBarsOutline == showPaintBarsOutline && cacheSim22_DeltaV3[idx].DeltaType == deltaType && cacheSim22_DeltaV3[idx].DeltaCotType == deltaCotType && cacheSim22_DeltaV3[idx].PlotCumulativeDelta == plotCumulativeDelta && cacheSim22_DeltaV3[idx].ResetDelta == resetDelta && cacheSim22_DeltaV3[idx].InvertDelta == invertDelta && cacheSim22_DeltaV3[idx].DeltaGaplessEmaType == deltaGaplessEmaType && cacheSim22_DeltaV3[idx].PeriodEma == periodEma && cacheSim22_DeltaV3[idx].HeikenAshiCalculationType == heikenAshiCalculationType && cacheSim22_DeltaV3[idx].FilterType == filterType && cacheSim22_DeltaV3[idx].FilterSize == filterSize && cacheSim22_DeltaV3[idx].EqualsInput(input)) return cacheSim22_DeltaV3[idx]; return CacheIndicator<Sim22.Sim22_DeltaV3>(new Sim22.Sim22_DeltaV3(){ ShowAboveBelowEmaColors = showAboveBelowEmaColors, ShowPaintBars = showPaintBars, ShowPaintBarsOutline = showPaintBarsOutline, DeltaType = deltaType, DeltaCotType = deltaCotType, PlotCumulativeDelta = plotCumulativeDelta, ResetDelta = resetDelta, InvertDelta = invertDelta, DeltaGaplessEmaType = deltaGaplessEmaType, PeriodEma = periodEma, HeikenAshiCalculationType = heikenAshiCalculationType, FilterType = filterType, FilterSize = filterSize }, input, ref cacheSim22_DeltaV3); } } }   namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns { public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase { public Indicators.Sim22.Sim22_DeltaV3 Sim22_DeltaV3(bool showAboveBelowEmaColors, bool showPaintBars, bool showPaintBarsOutline, AddOns.Sim22_DeltaUtilities.DeltaCalculationTypeEnum deltaType, AddOns.Sim22_DeltaUtilities.DeltaCotType deltaCotType, bool plotCumulativeDelta, bool resetDelta, bool invertDelta, GaplessEmaTypeEnum deltaGaplessEmaType, int periodEma, AddOns.Sim22_HaUtilities.HeikenAshiCalculationType heikenAshiCalculationType, AddOns.Sim22_DeltaUtilities.DeltaTradeSizeFilterTypeEnum filterType, int filterSize) { return indicator.Sim22_DeltaV3(Input, showAboveBelowEmaColors, showPaintBars, showPaintBarsOutline, deltaType, deltaCotType, plotCumulativeDelta, resetDelta, invertDelta, deltaGaplessEmaType, periodEma, heikenAshiCalculationType, filterType, filterSize); }   public Indicators.Sim22.Sim22_DeltaV3 Sim22_DeltaV3(ISeries<double> input , bool showAboveBelowEmaColors, bool showPaintBars, bool showPaintBarsOutline, AddOns.Sim22_DeltaUtilities.DeltaCalculationTypeEnum deltaType, AddOns.Sim22_DeltaUtilities.DeltaCotType deltaCotType, bool plotCumulativeDelta, bool resetDelta, bool invertDelta, GaplessEmaTypeEnum deltaGaplessEmaType, int periodEma, AddOns.Sim22_HaUtilities.HeikenAshiCalculationType heikenAshiCalculationType, AddOns.Sim22_DeltaUtilities.DeltaTradeSizeFilterTypeEnum filterType, int filterSize) { return indicator.Sim22_DeltaV3(input, showAboveBelowEmaColors, showPaintBars, showPaintBarsOutline, deltaType, deltaCotType, plotCumulativeDelta, resetDelta, invertDelta, deltaGaplessEmaType, periodEma, heikenAshiCalculationType, filterType, filterSize); } } }   namespace NinjaTrader.NinjaScript.Strategies { public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase { public Indicators.Sim22.Sim22_DeltaV3 Sim22_DeltaV3(bool showAboveBelowEmaColors, bool showPaintBars, bool showPaintBarsOutline, AddOns.Sim22_DeltaUtilities.DeltaCalculationTypeEnum deltaType, AddOns.Sim22_DeltaUtilities.DeltaCotType deltaCotType, bool plotCumulativeDelta, bool resetDelta, bool invertDelta, GaplessEmaTypeEnum deltaGaplessEmaType, int periodEma, AddOns.Sim22_HaUtilities.HeikenAshiCalculationType heikenAshiCalculationType, AddOns.Sim22_DeltaUtilities.DeltaTradeSizeFilterTypeEnum filterType, int filterSize) { return indicator.Sim22_DeltaV3(Input, showAboveBelowEmaColors, showPaintBars, showPaintBarsOutline, deltaType, deltaCotType, plotCumulativeDelta, resetDelta, invertDelta, deltaGaplessEmaType, periodEma, heikenAshiCalculationType, filterType, filterSize); }   public Indicators.Sim22.Sim22_DeltaV3 Sim22_DeltaV3(ISeries<double> input , bool showAboveBelowEmaColors, bool showPaintBars, bool showPaintBarsOutline, AddOns.Sim22_DeltaUtilities.DeltaCalculationTypeEnum deltaType, AddOns.Sim22_DeltaUtilities.DeltaCotType deltaCotType, bool plotCumulativeDelta, bool resetDelta, bool invertDelta, GaplessEmaTypeEnum deltaGaplessEmaType, int periodEma, AddOns.Sim22_HaUtilities.HeikenAshiCalculationType heikenAshiCalculationType, AddOns.Sim22_DeltaUtilities.DeltaTradeSizeFilterTypeEnum filterType, int filterSize) { return indicator.Sim22_DeltaV3(input, showAboveBelowEmaColors, showPaintBars, showPaintBarsOutline, deltaType, deltaCotType, plotCumulativeDelta, resetDelta, invertDelta, deltaGaplessEmaType, periodEma, heikenAshiCalculationType, filterType, filterSize); } } }   #endregion

   

  ecco questo è lo script del codice , ma devo dire che insieme ce ne sono altri che servono come Utility , Test , e Gapless , di cui vi metto il nome (DeltaStrategyTest.cs      Sim22_DeltaUtilities.cs       Sim22_EmaGaplessV2.cs         Sim22_HaUtilities.cs  )     e non so se servona anche questi , che posso fornire , ma credo siano adibiti alla piattaforma . Ditemi voi  Nicolas  ,   Gazie

  

  Gianco

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  05/29/2018 at 4:42 PM #71617
  Nicolas

  Come richiesto, hai screenshot per favore?

  

  Nicolas

  Keymaster

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  05/29/2018 at 5:22 PM #71622
  Gianco

  Si infatti , scusami del ritardo , sono rientrato adesso

  

  Gianco

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  05/29/2018 at 5:23 PM #71624
  Gianco

  il grafico in questione è quello sotto , e la linea gialla EMA non c’entra nulla

  

  Gianco

  Participant

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  05/29/2018 at 9:31 PM #71643
  Nicolas

  Ok, capisco meglio il codice del ninjatrader ora.
  Mi rifiuto ma non è possibile tradurre questo codice, ci sono molte funzioni interne del linguaggio di programmazione di Ninjatrader che non possono essere replicate come semplici ..
  Anche i prezzi Bid e Ask non sono disponibili in ProBuilder.
  Puoi provare a cercare nel sito altre discussioni “delta cumulative” e codice interessante, come questo:

  https://www.prorealcode.com/topic/cumulative-delta/

  

  Nicolas

  Keymaster

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  05/30/2018 at 9:14 AM #71673
  Gianco

  Grazie Nicolas , sono andato a vederlo , ma non è la stessa cosa , anzi è tutta un’altra cosa , però lo scarico e lo testo comunque anche per vederlo cosa indica

  Grazie   buona giornata

  

  Gianco

  Participant

  Topics: 13

  Replies: 106

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