Hi,
I’ve downloaded the auADXVMA indicator from the UserApp Share site. This indicator does not show the Plot(Trend) when using with Strategy builder. The plot is useable in Strategy Builder for every other au* indicator, for example AuSuperTrendU11.
Would some please review the code below and recommend changes so that the Plot(Trend) can be used with Strategy Builder?
Thank you.
#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;
#endregion
//This namespace holds Indicators in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Indicators
{
public class AuADXVMA : Indicator
{
#region Variables
private int period = 6;
private double k = 0.0;
private double hhp = 0.0;
private double llp = 0.0;
private double hhv = 0.0;
private double llv = 0.0;
private double epsilon = 0.0;
private bool showPlot = true;
private bool showPaintBars = true;
private int opacity = 4;
private int alpha = 0;
private int plot0Width = 2;
private DashStyleHelper dash0Style = DashStyleHelper.Solid;
private PlotStyle plot0Style = PlotStyle.Line;
private Brush upColor = Brushes.Lime;
private Brush neutralColor = Brushes.Tan;
private Brush downColor = Brushes.Red;
private Series<double> up;
private Series<double> down;
private Series<double> ups;
private Series<double> downs;
private Series<double> index;
private Series<int> trend;
private ATR volatility;
#endregion
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Indicator here.";
Name = "AuADXVMA";
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 = true;
ArePlotsConfigurable = false; // Plots are not configurable in the indicator dialog
AddPlot(new Stroke(Brushes.Gray, 2), PlotStyle.Line, "ADXVMA");
}
else if (State == State.Configure)
{
up = new Series<double>(this);
down = new Series<double>(this);
ups = new Series<double>(this);
downs = new Series<double>(this);
index = new Series<double>(this);
trend = new Series<int>(this);
}
}
protected override void OnBarUpdate()
{
//OnStartup
if (CurrentBar < 1)
{
k = 1.0 / (double)period;
volatility = ATR(200);
Plots[0].PlotStyle = plot0Style;
Plots[0].Width = plot0Width;
Plots[0].DashStyleHelper = dash0Style;
if (showPlot)
Plots[0].Brush = Brushes.Gray;
else
Plots[0].Brush = Brushes.Transparent;
alpha = 25 * opacity;
up[0] = 0.0;
down[0] = 0.0;
ups[0] = 0.0;
downs[0] = 0.0;
index[0] = 0.0;
trend[0] = 0;
ADXVMA[0] = Input[0];
}
else
{
double currentUp = Math.Max(Input[0] - Input[1], 0);
double currentDown = Math.Max(Input[1] - Input[0], 0);
up[0] = (1 - k) * up[1] + k * currentUp;
down[0] = (1 - k) * down[1] + k * currentDown;
double sum = up[0] + down[0];
double fractionUp = 0.0;
double fractionDown = 0.0;
if (sum > double.Epsilon)
{
fractionUp = up[0] / sum;
fractionDown = down[0] / sum;
}
ups[0] = (1 - k) * ups[1] + k * fractionUp;
downs[0] = (1 - k) * downs[1] + k * fractionDown;
double normDiff = Math.Abs(ups[0] - downs[0]);
double normSum = ups[0] + downs[0];
double normFraction = 0.0;
if (normSum > double.Epsilon)
normFraction = normDiff / normSum;
index[0] = (1 - k) * index[1] + k * normFraction;
if (IsFirstTickOfBar)
{
epsilon = 0.1 * volatility[1];
hhp = MAX(index, period)[1];
llp = MIN(index, period)[1];
}
hhv = Math.Max(index[0], hhp);
llv = Math.Min(index[0], llp);
double vDiff = hhv - llv;
double vIndex = 0;
if (vDiff > double.Epsilon)
vIndex = (index[0] - llv) / vDiff;
ADXVMA[0] = (1 - k * vIndex) * ADXVMA[1] + k * vIndex * Input[0];
if (trend[1] > -1 && ADXVMA[0] > ADXVMA[1] + epsilon)
{
trend[0] = 1;
PlotBrushes[0][0] = upColor;
}
else if (trend[1] < 1 && ADXVMA[0] < ADXVMA[1] - epsilon)
{
trend[0] = -1;
PlotBrushes[0][0] = downColor;
}
else
{
trend[0] = 0;
PlotBrushes[0][0] = neutralColor;
}
if (showPaintBars)
{
if (trend[0] == 1)
{
BarBrushes[0] = upColor;
CandleOutlineBrushes[0] = upColor;
}
else if (trend[0] == -1)
{
BarBrushes[0] = downColor;
CandleOutlineBrushes[0] = downColor;
}
else
{
BarBrushes[0] = neutralColor;
CandleOutlineBrushes[0] = neutralColor;
}
if (Close[0] > Open[0])
{
byte g = ((Color)BarBrushes[0].GetValue(SolidColorBrush.ColorProperty)).G;
byte r = ((Color)BarBrushes[0].GetValue(SolidColorBrush.ColorProperty)).R;
byte b = ((Color)BarBrushes[0].GetValue(SolidColorBrush.ColorProperty)).B;
BarBrushes[0] = new SolidColorBrush(Color.FromArgb((byte)alpha, r, g, b));
}
}
}
}
#region Properties
[Browsable(false)]
[XmlIgnore]
public Series<double> ADXVMA
{
get { return Values[0]; }
}
[Browsable(false)]
[XmlIgnore]
public Series<int> Trend
{
get { return trend; }
}
[NinjaScriptProperty]
[Display(Name = "Period", Description = "ADXVMA Period", Order = 0, GroupName = "Gen. Parameters")]
public int Period
{
get { return period; }
set { period = Math.Max(1, value); }
}
[Display(Name = "Show PaintBars", Description = "Show paint bars on price panel", Order = 0, GroupName = "Options")]
public bool ShowPaintBars
{
get { return showPaintBars; }
set { showPaintBars = value; }
}
[Display(Name = "Show Plot", Description = "Show plot of the ADXVMA average", Order = 1, GroupName = "Options")]
public bool ShowPlot
{
get { return showPlot; }
set { showPlot = value; }
}
[Display(Name = "Dash Style", Description = "DashStyle for ADXVMA plot", Order = 0, GroupName = "Plot Parameters")]
public DashStyleHelper Dash0Style
{
get { return dash0Style; }
set { dash0Style = value; }
}
[Display(Name = "Line Width", Description = "Width for ADXVMA plot", Order = 1, GroupName = "Plot Parameters")]
public int Plot0Width
{
get { return plot0Width; }
set { plot0Width = Math.Max(1, value); }
}
[Display(Name = "Plot Style", Description = "PlotStyle for ADXVMA plot", Order = 2, GroupName = "Plot Parameters")]
public PlotStyle Plot0Style
{
get { return plot0Style; }
set { plot0Style = value; }
}
[XmlIgnore]
[Display(Name = "Average Chop Mode", Description = "Select color for neutral average", Order = 0, GroupName = "Plot Colors")]
public Brush NeutralColor
{
get { return neutralColor; }
set { neutralColor = value; }
}
[Browsable(false)]
public string NeutralColorSerialize
{
get { return Serialize.BrushToString(neutralColor); }
set { neutralColor = Serialize.StringToBrush(value); }
}
[XmlIgnore]
[Display(Name = "Average Falling", Description = "Select color for falling average", Order = 1, GroupName = "Plot Colors")]
public Brush DownColor
{
get { return downColor; }
set { downColor = value; }
}
[Browsable(false)]
public string DownColorSerialize
{
get { return Serialize.BrushToString(downColor); }
set { downColor = Serialize.StringToBrush(value); }
}
[XmlIgnore]
[Display(Name = "Average Rising", Description = "Select color for rising average", Order = 2, GroupName = "Plot Colors")]
public Brush UpColor
{
get { return upColor; }
set { upColor = value; }
}
[Browsable(false)]
public string UpColorSerialize
{
get { return Serialize.BrushToString(upColor); }
set { upColor = Serialize.StringToBrush(value); }
}
[Display(Name = "Upclose Opacity", Description = "When paint bars are activated, this parameter sets the opacity of the upclose bars", Order = 3, GroupName = "Plot Colors")]
public int Opacity
{
get { return opacity; }
set { opacity = value; }
}
#endregion
}
}
#region NinjaScript generated code. Neither change nor remove.
namespace NinjaTrader.NinjaScript.Indicators
{
public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
{
private AuADXVMA cacheAuADXVMA;
public AuADXVMA AuADXVMA(int period)
{
return AuADXVMA(Input, period);
}
public AuADXVMA AuADXVMA(ISeries<double> input, int period)
{
if (cacheAuADXVMA != null)
for (int idx = 0; idx < cacheAuADXVMA.Length; idx++)
if (cacheAuADXVMA[idx] != null && cacheAuADXVMA[idx].Period == period && cacheAuADXVMA[idx].EqualsInput(input))
return cacheAuADXVMA[idx];
return CacheIndicator<AuADXVMA>(new AuADXVMA(){ Period = period }, input, ref cacheAuADXVMA);
}
}
}
namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
{
public Indicators.AuADXVMA AuADXVMA(int period)
{
return indicator.AuADXVMA(Input, period);
}
public Indicators.AuADXVMA AuADXVMA(ISeries<double> input , int period)
{
return indicator.AuADXVMA(input, period);
}
}
}
namespace NinjaTrader.NinjaScript.Strategies
{
public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
{
public Indicators.AuADXVMA AuADXVMA(int period)
{
return indicator.AuADXVMA(Input, period);
}
public Indicators.AuADXVMA AuADXVMA(ISeries<double> input , int period)
{
return indicator.AuADXVMA(input, period);
}
}
}
#endregion