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OpenAutoTrendSupportResistance.cs
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using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Windows.Media;
using System.Xml.Serialization;
namespace NinjaTrader.NinjaScript.Indicators
{
public class PivotPoint
{
public int BarNumber { get; set; }
public double Price { get; set; }
public double Close { get; set; }
public bool IsHigh { get; set; }
public bool DisplayLevel { get; set; }
public bool IsLevelTested { get; set; }
public bool IsLevelBroken { get; set; }
public PivotPoint(int barNumber, double price, double close, bool isHigh)
{
BarNumber = barNumber;
Price = price;
Close = close;
IsHigh = isHigh;
DisplayLevel = true;
IsLevelTested = false;
IsLevelBroken = false;
}
}
public class OpenAutoTrendSupportResistance : Indicator
{
public const string GROUP_NAME_GENERAL = "General";
public const string GROUP_NAME = "Open Auto Trend Support Resistance";
private Brush _trendLineColor;
private Brush _levelLineColor;
private Brush _testLineColor;
private Brush _brokenLineColor;
private List<PivotPoint> _pivots = new List<PivotPoint>();
private PivotPoint _currentPivot = null;
private bool _isLookingForHigh = true;
private bool _hasFirstPivot = false;
private double _requiredTicksForBroken = 0;
#region General Properties
[NinjaScriptProperty]
[Display(Name = "Version", Description = "Open Auto Trend Support Resistance version.", Order = 0, GroupName = GROUP_NAME_GENERAL)]
[ReadOnly(true)]
public string Version
{
get { return "1.1.0"; }
set { }
}
#endregion
[NinjaScriptProperty]
[Display(Name = "Right Offset", Description = "The offset for the lines from the right.", Order = 0, GroupName = GROUP_NAME)]
public float RightOffset { get; set; }
[NinjaScriptProperty]
[Display(Name = "Required Ticks for Broken", Description = "The required ticks to consider a level broken.", Order = 1, GroupName = GROUP_NAME)]
public float RequiredTicksForBroken { get; set; }
[NinjaScriptProperty]
[Display(Name = "Display Trend Line", Description = "Enable to display the trend line.", Order = 2, GroupName = GROUP_NAME)]
public bool DisplayTrendLine { get; set; }
[NinjaScriptProperty]
[Display(Name = "Display Levels", Description = "Enable to display the levels.", Order = 3, GroupName = GROUP_NAME)]
public bool DisplayLevels { get; set; }
[NinjaScriptProperty]
[XmlIgnore]
[Display(Name = "Trend Line Color", Description = "The trend line color.", Order = 4, GroupName = GROUP_NAME)]
public Brush TrendLineColor
{
get { return _trendLineColor; }
set { _trendLineColor = value; }
}
[Browsable(false)]
public string TrendLineColorSerialize
{
get { return Serialize.BrushToString(_trendLineColor); }
set { _trendLineColor = Serialize.StringToBrush(value); }
}
[NinjaScriptProperty]
[XmlIgnore]
[Display(Name = "Level Line Color", Description = "The level line color.", Order = 5, GroupName = GROUP_NAME)]
public Brush LevelLineColor
{
get { return _levelLineColor; }
set { _levelLineColor = value; }
}
[Browsable(false)]
public string LevelLineColorSerialize
{
get { return Serialize.BrushToString(_levelLineColor); }
set { _levelLineColor = Serialize.StringToBrush(value); }
}
[NinjaScriptProperty]
[XmlIgnore]
[Display(Name = "Test Level Line Color", Description = "The test level line color.", Order = 6, GroupName = GROUP_NAME)]
public Brush TestLevelLineColor
{
get { return _testLineColor; }
set { _testLineColor = value; }
}
[Browsable(false)]
public string TestLevelLineColorSerialize
{
get { return Serialize.BrushToString(_testLineColor); }
set { _testLineColor = Serialize.StringToBrush(value); }
}
[NinjaScriptProperty]
[XmlIgnore]
[Display(Name = "Broken Level Line Color", Description = "The broken level line color.", Order = 7, GroupName = GROUP_NAME)]
public Brush BrokenLevelLineColor
{
get { return _brokenLineColor; }
set { _brokenLineColor = value; }
}
[Browsable(false)]
public string BrokenLevelLineColorSerialize
{
get { return Serialize.BrushToString(_brokenLineColor); }
set { _brokenLineColor = Serialize.StringToBrush(value); }
}
[NinjaScriptProperty]
[Display(Name = "Trend Line Opacity", Description = "The opacity for the trend line. (0 to 255)", Order = 8, GroupName = GROUP_NAME)]
public byte TrendLineOpacity { get; set; }
[NinjaScriptProperty]
[Display(Name = "Level Line Opacity", Description = "The opacity for the level line and test level line. (0 to 255)", Order = 9, GroupName = GROUP_NAME)]
public byte LevelLineOpacity { get; set; }
[NinjaScriptProperty]
[Display(Name = "Lookback Period SR Levels", Description = "Untested, tested and broken pivot points will display back to this value. If zero, only untested and tested will display.", Order = 10, GroupName = GROUP_NAME)]
public int LookbackPeriodSRLevels { get; set; }
[NinjaScriptProperty]
[Display(Name = "Lookback Period Broken SR Levels", Description = "Broken pivot points will display back to this value. If zero, no broken levels will display.", Order = 11, GroupName = GROUP_NAME)]
public int LookbackPeriodBrokenSRLevels { get; set; }
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Automatically draws the trend, support and resistance based on high and low.";
Name = "OpenAutoTrendSupportResistance";
Calculate = Calculate.OnEachTick;
IsOverlay = true;
DisplayInDataBox = true;
DrawOnPricePanel = true;
DrawHorizontalGridLines = true;
DrawVerticalGridLines = true;
PaintPriceMarkers = true;
ScaleJustification = NinjaTrader.Gui.Chart.ScaleJustification.Right;
IsSuspendedWhileInactive = true;
BarsRequiredToPlot = 20;
RightOffset = 15;
RequiredTicksForBroken = 4;
DisplayTrendLine = true;
DisplayLevels = true;
TrendLineOpacity = 200;
LevelLineOpacity = 200;
TrendLineColor = Brushes.DarkGoldenrod;
LevelLineColor = Brushes.DarkCyan;
TestLevelLineColor = Brushes.Gold;
BrokenLevelLineColor = Brushes.Crimson;
LookbackPeriodSRLevels = 0;
LookbackPeriodBrokenSRLevels = 50;
}
else if (State == State.DataLoaded)
{
_currentPivot = new PivotPoint(CurrentBar, 0, 0, false);
_requiredTicksForBroken = RequiredTicksForBroken * TickSize;
}
}
protected override void OnBarUpdate()
{
if (CurrentBar < BarsRequiredToPlot) return;
if (!IsFirstTickOfBar) return;
int previousBarNumber = CurrentBar - 1;
double previousOpen = Open[1];
double previousClose = Close[1];
double previousHigh = High[1];
double previousLow = Low[1];
if (!_hasFirstPivot)
{
if (previousOpen <= previousClose)
{
// Set first pivot as low
_currentPivot = new PivotPoint(previousBarNumber, previousLow, previousClose, false);
_pivots.Add(_currentPivot);
}
else
{
// Set first pivot as high
_currentPivot = new PivotPoint(previousBarNumber, previousHigh, previousClose, true);
_pivots.Add(_currentPivot);
_isLookingForHigh = false;
}
_hasFirstPivot = true;
return;
}
// Check level tested
foreach (var pivot in _pivots)
{
if (!pivot.DisplayLevel)
{
continue;
}
// The price is within the threshold and considered as tested
// Check for resistance
if (pivot.IsHigh && previousHigh >= pivot.Price && previousHigh <= pivot.Price + _requiredTicksForBroken)
{
pivot.IsLevelTested = true;
}
// Check for support
else if (!pivot.IsHigh && previousLow <= pivot.Price && previousLow >= pivot.Price - _requiredTicksForBroken)
{
pivot.IsLevelTested = true;
}
// The price is outside of the threshold and considered as broken
// Check for resistance
else if (pivot.IsHigh && previousHigh > pivot.Price + _requiredTicksForBroken)
{
pivot.IsLevelBroken = true;
pivot.DisplayLevel = false;
}
// Check for support
else if (!pivot.IsHigh && previousLow < pivot.Price - _requiredTicksForBroken)
{
pivot.IsLevelBroken = true;
pivot.DisplayLevel = false;
}
}
if (_isLookingForHigh)
{
// Update the high pivot until a lower high is found
if (previousHigh > _currentPivot.Price)
{
_currentPivot.BarNumber = previousBarNumber;
_currentPivot.Price = previousHigh;
_currentPivot.Close = previousClose;
}
else if (previousHigh < _currentPivot.Price)
{
// High pivot found and switch to looking for a low pivot
_pivots.Add(new PivotPoint(_currentPivot.BarNumber, _currentPivot.Price, _currentPivot.Close, true));
_currentPivot = new PivotPoint(previousBarNumber, previousLow, previousClose, false);
_isLookingForHigh = false;
}
}
else
{
// Update the low pivot until a higher low is found
if (previousLow < _currentPivot.Price)
{
_currentPivot.BarNumber = previousBarNumber;
_currentPivot.Price = previousLow;
_currentPivot.Close = previousClose;
}
else if (previousLow > _currentPivot.Price)
{
// Low pivot found and switch to looking for a high pivot
_pivots.Add(new PivotPoint(_currentPivot.BarNumber, _currentPivot.Price, _currentPivot.Close, false));
_currentPivot = new PivotPoint(previousBarNumber, previousHigh, previousClose, true);
_isLookingForHigh = true;
}
}
}
protected override void OnRender(ChartControl chartControl, ChartScale chartScale)
{
// Need at least two pivots to draw a line between them
if (_pivots.Count < 2)
{
return;
}
var trendLineColor = ConvertToDxColor(TrendLineColor, TrendLineOpacity);
var levelLineColor = ConvertToDxColor(LevelLineColor, LevelLineOpacity);
var testLineColor = ConvertToDxColor(TestLevelLineColor, LevelLineOpacity);
var brokenLineColor = ConvertToDxColor(BrokenLevelLineColor, LevelLineOpacity);
using (var levelLineBrush = new SharpDX.Direct2D1.SolidColorBrush(RenderTarget, levelLineColor))
using (var testLineBrush = new SharpDX.Direct2D1.SolidColorBrush(RenderTarget, testLineColor))
using (var brokenLineBrush = new SharpDX.Direct2D1.SolidColorBrush(RenderTarget, brokenLineColor))
using (SharpDX.Direct2D1.SolidColorBrush dxBrush = new SharpDX.Direct2D1.SolidColorBrush(RenderTarget, trendLineColor))
{
if (DisplayTrendLine)
{
for (int i = 1; i < _pivots.Count; i++)
{
SharpDX.Vector2 startPoint = new SharpDX.Vector2(
chartControl.GetXByBarIndex(ChartBars, _pivots[i - 1].BarNumber),
chartScale.GetYByValue(_pivots[i - 1].Price)
);
SharpDX.Vector2 endPoint = new SharpDX.Vector2(
chartControl.GetXByBarIndex(ChartBars, _pivots[i].BarNumber),
chartScale.GetYByValue(_pivots[i].Price)
);
RenderTarget.DrawLine(startPoint, endPoint, dxBrush, 2);
}
// Draw line from last pivot to current pivot
if (_currentPivot != null)
{
PivotPoint lastPivot = _pivots[_pivots.Count - 1];
SharpDX.Vector2 startPoint = new SharpDX.Vector2(
chartControl.GetXByBarIndex(ChartBars, lastPivot.BarNumber),
chartScale.GetYByValue(lastPivot.Price)
);
SharpDX.Vector2 endPoint = new SharpDX.Vector2(
chartControl.GetXByBarIndex(ChartBars, _currentPivot.BarNumber),
chartScale.GetYByValue(_currentPivot.Price)
);
RenderTarget.DrawLine(startPoint, endPoint, dxBrush, 2);
}
}
if (DisplayLevels)
{
// Display all pivots up to LookbackPeriodSRLevels
if (LookbackPeriodSRLevels != 0)
{
foreach (var pivot in _pivots)
{
if (pivot.BarNumber >= CurrentBar - LookbackPeriodSRLevels && pivot.BarNumber <= CurrentBar)
{
if (pivot.IsLevelBroken)
{
DrawHorizontalLine(chartControl, chartScale, pivot, brokenLineBrush);
}
else
{
DrawHorizontalLine(chartControl, chartScale, pivot, pivot.IsLevelTested ? testLineBrush : levelLineBrush);
}
}
}
}
// Display only untested and tested pivots
else
{
foreach (var pivot in _pivots)
{
if (pivot.BarNumber >= CurrentBar - LookbackPeriodBrokenSRLevels && pivot.BarNumber <= CurrentBar || pivot.DisplayLevel)
{
if (pivot.IsLevelBroken)
{
DrawHorizontalLine(chartControl, chartScale, pivot, brokenLineBrush);
}
else
{
DrawHorizontalLine(chartControl, chartScale, pivot, pivot.IsLevelTested ? testLineBrush : levelLineBrush);
}
}
}
}
}
}
}
private SharpDX.Color ConvertToDxColor(Brush brush, byte alpha)
{
var color = ((SolidColorBrush)brush).Color;
return new SharpDX.Color(color.R, color.G, color.B, alpha);
}
private void DrawHorizontalLine(ChartControl chartControl, ChartScale chartScale, PivotPoint pivot, SharpDX.Direct2D1.SolidColorBrush brush)
{
float yValue = chartScale.GetYByValue(pivot.Price);
float startX = chartControl.GetXByBarIndex(ChartBars, pivot.BarNumber) - RightOffset;
float endX = chartControl.GetXByBarIndex(ChartBars, ChartBars.Count - 1) - RightOffset;
var dashes = new float[] { 2.0f, 2.0f };
var strokeStyleProperties = new SharpDX.Direct2D1.StrokeStyleProperties()
{
DashStyle = SharpDX.Direct2D1.DashStyle.Custom,
DashOffset = 0
};
using (var strokeStyle = new SharpDX.Direct2D1.StrokeStyle(RenderTarget.Factory, strokeStyleProperties, dashes))
{
RenderTarget.DrawLine(new SharpDX.Vector2(startX, yValue), new SharpDX.Vector2(endX, yValue), brush, 2, strokeStyle);
}
}
}
}
#region NinjaScript generated code. Neither change nor remove.
namespace NinjaTrader.NinjaScript.Indicators
{
public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
{
private OpenAutoTrendSupportResistance[] cacheOpenAutoTrendSupportResistance;
public OpenAutoTrendSupportResistance OpenAutoTrendSupportResistance(string version, float rightOffset, float requiredTicksForBroken, bool displayTrendLine, bool displayLevels, Brush trendLineColor, Brush levelLineColor, Brush testLevelLineColor, Brush brokenLevelLineColor, byte trendLineOpacity, byte levelLineOpacity, int lookbackPeriodSRLevels, int lookbackPeriodBrokenSRLevels)
{
return OpenAutoTrendSupportResistance(Input, version, rightOffset, requiredTicksForBroken, displayTrendLine, displayLevels, trendLineColor, levelLineColor, testLevelLineColor, brokenLevelLineColor, trendLineOpacity, levelLineOpacity, lookbackPeriodSRLevels, lookbackPeriodBrokenSRLevels);
}
public OpenAutoTrendSupportResistance OpenAutoTrendSupportResistance(ISeries<double> input, string version, float rightOffset, float requiredTicksForBroken, bool displayTrendLine, bool displayLevels, Brush trendLineColor, Brush levelLineColor, Brush testLevelLineColor, Brush brokenLevelLineColor, byte trendLineOpacity, byte levelLineOpacity, int lookbackPeriodSRLevels, int lookbackPeriodBrokenSRLevels)
{
if (cacheOpenAutoTrendSupportResistance != null)
for (int idx = 0; idx < cacheOpenAutoTrendSupportResistance.Length; idx++)
if (cacheOpenAutoTrendSupportResistance[idx] != null && cacheOpenAutoTrendSupportResistance[idx].Version == version && cacheOpenAutoTrendSupportResistance[idx].RightOffset == rightOffset && cacheOpenAutoTrendSupportResistance[idx].RequiredTicksForBroken == requiredTicksForBroken && cacheOpenAutoTrendSupportResistance[idx].DisplayTrendLine == displayTrendLine && cacheOpenAutoTrendSupportResistance[idx].DisplayLevels == displayLevels && cacheOpenAutoTrendSupportResistance[idx].TrendLineColor == trendLineColor && cacheOpenAutoTrendSupportResistance[idx].LevelLineColor == levelLineColor && cacheOpenAutoTrendSupportResistance[idx].TestLevelLineColor == testLevelLineColor && cacheOpenAutoTrendSupportResistance[idx].BrokenLevelLineColor == brokenLevelLineColor && cacheOpenAutoTrendSupportResistance[idx].TrendLineOpacity == trendLineOpacity && cacheOpenAutoTrendSupportResistance[idx].LevelLineOpacity == levelLineOpacity && cacheOpenAutoTrendSupportResistance[idx].LookbackPeriodSRLevels == lookbackPeriodSRLevels && cacheOpenAutoTrendSupportResistance[idx].LookbackPeriodBrokenSRLevels == lookbackPeriodBrokenSRLevels && cacheOpenAutoTrendSupportResistance[idx].EqualsInput(input))
return cacheOpenAutoTrendSupportResistance[idx];
return CacheIndicator<OpenAutoTrendSupportResistance>(new OpenAutoTrendSupportResistance(){ Version = version, RightOffset = rightOffset, RequiredTicksForBroken = requiredTicksForBroken, DisplayTrendLine = displayTrendLine, DisplayLevels = displayLevels, TrendLineColor = trendLineColor, LevelLineColor = levelLineColor, TestLevelLineColor = testLevelLineColor, BrokenLevelLineColor = brokenLevelLineColor, TrendLineOpacity = trendLineOpacity, LevelLineOpacity = levelLineOpacity, LookbackPeriodSRLevels = lookbackPeriodSRLevels, LookbackPeriodBrokenSRLevels = lookbackPeriodBrokenSRLevels }, input, ref cacheOpenAutoTrendSupportResistance);
}
}
}
namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
{
public Indicators.OpenAutoTrendSupportResistance OpenAutoTrendSupportResistance(string version, float rightOffset, float requiredTicksForBroken, bool displayTrendLine, bool displayLevels, Brush trendLineColor, Brush levelLineColor, Brush testLevelLineColor, Brush brokenLevelLineColor, byte trendLineOpacity, byte levelLineOpacity, int lookbackPeriodSRLevels, int lookbackPeriodBrokenSRLevels)
{
return indicator.OpenAutoTrendSupportResistance(Input, version, rightOffset, requiredTicksForBroken, displayTrendLine, displayLevels, trendLineColor, levelLineColor, testLevelLineColor, brokenLevelLineColor, trendLineOpacity, levelLineOpacity, lookbackPeriodSRLevels, lookbackPeriodBrokenSRLevels);
}
public Indicators.OpenAutoTrendSupportResistance OpenAutoTrendSupportResistance(ISeries<double> input , string version, float rightOffset, float requiredTicksForBroken, bool displayTrendLine, bool displayLevels, Brush trendLineColor, Brush levelLineColor, Brush testLevelLineColor, Brush brokenLevelLineColor, byte trendLineOpacity, byte levelLineOpacity, int lookbackPeriodSRLevels, int lookbackPeriodBrokenSRLevels)
{
return indicator.OpenAutoTrendSupportResistance(input, version, rightOffset, requiredTicksForBroken, displayTrendLine, displayLevels, trendLineColor, levelLineColor, testLevelLineColor, brokenLevelLineColor, trendLineOpacity, levelLineOpacity, lookbackPeriodSRLevels, lookbackPeriodBrokenSRLevels);
}
}
}
namespace NinjaTrader.NinjaScript.Strategies
{
public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
{
public Indicators.OpenAutoTrendSupportResistance OpenAutoTrendSupportResistance(string version, float rightOffset, float requiredTicksForBroken, bool displayTrendLine, bool displayLevels, Brush trendLineColor, Brush levelLineColor, Brush testLevelLineColor, Brush brokenLevelLineColor, byte trendLineOpacity, byte levelLineOpacity, int lookbackPeriodSRLevels, int lookbackPeriodBrokenSRLevels)
{
return indicator.OpenAutoTrendSupportResistance(Input, version, rightOffset, requiredTicksForBroken, displayTrendLine, displayLevels, trendLineColor, levelLineColor, testLevelLineColor, brokenLevelLineColor, trendLineOpacity, levelLineOpacity, lookbackPeriodSRLevels, lookbackPeriodBrokenSRLevels);
}
public Indicators.OpenAutoTrendSupportResistance OpenAutoTrendSupportResistance(ISeries<double> input , string version, float rightOffset, float requiredTicksForBroken, bool displayTrendLine, bool displayLevels, Brush trendLineColor, Brush levelLineColor, Brush testLevelLineColor, Brush brokenLevelLineColor, byte trendLineOpacity, byte levelLineOpacity, int lookbackPeriodSRLevels, int lookbackPeriodBrokenSRLevels)
{
return indicator.OpenAutoTrendSupportResistance(input, version, rightOffset, requiredTicksForBroken, displayTrendLine, displayLevels, trendLineColor, levelLineColor, testLevelLineColor, brokenLevelLineColor, trendLineOpacity, levelLineOpacity, lookbackPeriodSRLevels, lookbackPeriodBrokenSRLevels);
}
}
}
#endregion