Hello, I am trying to understand the swing indicator better so I can make some minor adjustment to it. I have the AI bot run it and trying to understand it multiple times but AI seems to be having trouble figuring out when the indicator decides to print the first cyan (dot/line) on the screen for swing high.
scenario: After the swing high is broken, I understand a lot of values been stored and updated in preparation to confirm the next swing high. But even before the next swing high has been confirmed, NT at some point decides to print the first Cyan dot/line at certain timestamp. We went over the code multiple times and we can’t figure out where the logic is at. I know it has something to do with Strength setting, since changing it will change the place where cyan dot is printed. Below is the code of the default swing indicator. The logic should be inside but not clearly identified or if it’s in somewhere else.
//
// Copyright (C) 2022, NinjaTrader LLC <www.ninjatrader.com>.
// NinjaTrader reserves the right to modify or overwrite this NinjaScript component with each release.
//
#region Using declarations
using System;
using System.Collections;
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.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
{
///
/// The Swing indicator plots lines that represents the swing high and low points.
///
public class Swing : Indicator
{
private int constant;
private double currentSwingHigh;
private double currentSwingLow;
private ArrayList lastHighCache;
private double lastSwingHighValue;
private ArrayList lastLowCache;
private double lastSwingLowValue;
private int saveCurrentBar;
private Series<double> swingHighSeries;
private Series<double> swingHighSwings;
private Series<double> swingLowSeries;
private Series<double> swingLowSwings;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = NinjaTrader.Custom.Resource.NinjaScriptIndicatorDescriptionSwing;
Name = NinjaTrader.Custom.Resource.NinjaScriptIndicatorNameSwing;
DisplayInDataBox = false;
PaintPriceMarkers = false;
IsSuspendedWhileInactive = true;
IsOverlay = true;
Strength = 5;
AddPlot(new Stroke(Brushes.DarkCyan, 2), PlotStyle.Dot, NinjaTrader.Custom.Resource.SwingHigh);
AddPlot(new Stroke(Brushes.Goldenrod, 2), PlotStyle.Dot, NinjaTrader.Custom.Resource.SwingLow);
}
else if (State == State.Configure)
{
currentSwingHigh = 0;
currentSwingLow = 0;
lastSwingHighValue = 0;
lastSwingLowValue = 0;
saveCurrentBar = -1;
constant = (2 * Strength) + 1;
}
else if (State == State.DataLoaded)
{
lastHighCache = new ArrayList();
lastLowCache = new ArrayList();
swingHighSeries = new Series<double>(this);
swingHighSwings = new Series<double>(this);
swingLowSeries = new Series<double>(this);
swingLowSwings = new Series<double>(this);
}
}
protected override void OnBarUpdate()
{
double high0 = !(Input is PriceSeries || Input is Bars) ? Input[0] : High[0];
double low0 = !(Input is PriceSeries || Input is Bars) ? Input[0] : Low[0];
double close0 = !(Input is PriceSeries || Input is Bars) ? Input[0] : Close[0];
if (BarsArray[0].BarsType.IsRemoveLastBarSupported && CurrentBar < saveCurrentBar)
{
currentSwingHigh = SwingHighPlot.IsValidDataPoint(0) ? SwingHighPlot[0] : 0;
currentSwingLow = SwingLowPlot.IsValidDataPoint(0) ? SwingLowPlot[0] : 0;
lastSwingHighValue = swingHighSeries[0];
lastSwingLowValue = swingLowSeries[0];
swingHighSeries[Strength] = 0;
swingLowSeries[Strength] = 0;
lastHighCache.Clear();
lastLowCache.Clear();
for (int barsBack = Math.Min(CurrentBar, constant) - 1; barsBack >= 0; barsBack--)
{
lastHighCache.Add(!(Input is PriceSeries || Input is Bars) ? Input[barsBack] : High[barsBack]);
lastLowCache.Add(!(Input is PriceSeries || Input is Bars) ? Input[barsBack] : Low[barsBack]);
}
saveCurrentBar = CurrentBar;
return;
}
if (saveCurrentBar != CurrentBar)
{
swingHighSwings[0] = 0; // initializing important internal
swingLowSwings[0] = 0; // initializing important internal
swingHighSeries[0] = 0; // initializing important internal
swingLowSeries[0] = 0; // initializing important internal
lastHighCache.Add(high0);
if (lastHighCache.Count > constant)
lastHighCache.RemoveAt(0);
lastLowCache.Add(low0);
if (lastLowCache.Count > constant)
lastLowCache.RemoveAt(0);
if (lastHighCache.Count == constant)
{
bool isSwingHigh = true;
double swingHighCandidateValue = (double) lastHighCache[Strength];
for (int i=0; i < Strength; i++)
if (((double) lastHighCache[i]).ApproxCompare(swingHighCandidateValue) >= 0)
isSwingHigh = false;
for (int i=Strength+1; i < lastHighCache.Count; i++)
if (((double) lastHighCache[i]).ApproxCompare(swingHighCandidateValue) > 0)
isSwingHigh = false;
swingHighSwings[Strength] = isSwingHigh ? swingHighCandidateValue : 0.0;
if (isSwingHigh)
lastSwingHighValue = swingHighCandidateValue;
if (isSwingHigh)
{
currentSwingHigh = swingHighCandidateValue;
for (int i=0; i <= Strength; i++)
SwingHighPlot[i] = currentSwingHigh;
}
else if (high0 > currentSwingHigh || currentSwingHigh.ApproxCompare(0.0) == 0)
{
currentSwingHigh = 0.0;
SwingHighPlot[0] = close0;
SwingHighPlot.Reset();
}
else
SwingHighPlot[0] = currentSwingHigh;
if (isSwingHigh)
{
for (int i=0; i<=Strength; i++)
swingHighSeries[i] = lastSwingHighValue;
}
else
{
swingHighSeries[0] = lastSwingHighValue;
}
}
if (lastLowCache.Count == constant)
{
bool isSwingLow = true;
double swingLowCandidateValue = (double) lastLowCache[Strength];
for (int i=0; i < Strength; i++)
if (((double) lastLowCache[i]).ApproxCompare(swingLowCandidateValue) <= 0)
isSwingLow = false;
for (int i=Strength+1; i < lastLowCache.Count; i++)
if (((double) lastLowCache[i]).ApproxCompare(swingLowCandidateValue) < 0)
isSwingLow = false;
swingLowSwings[Strength] = isSwingLow ? swingLowCandidateValue : 0.0;
if (isSwingLow)
lastSwingLowValue = swingLowCandidateValue;
if (isSwingLow)
{
currentSwingLow = swingLowCandidateValue;
for (int i=0; i <= Strength; i++)
SwingLowPlot[i] = currentSwingLow;
}
else if (low0 < currentSwingLow || currentSwingLow.ApproxCompare(0.0) == 0)
{
currentSwingLow = double.MaxValue;
SwingLowPlot[0] = close0;
SwingLowPlot.Reset();
}
else
SwingLowPlot[0] = currentSwingLow;
if (isSwingLow)
{
for (int i=0; i<=Strength; i++)
swingLowSeries[i] = lastSwingLowValue;
}
else
{
swingLowSeries[0] = lastSwingLowValue;
}
}
saveCurrentBar = CurrentBar;
}
else if (CurrentBar >= constant - 1)
{
if (lastHighCache.Count == constant && high0.ApproxCompare((double) lastHighCache[lastHighCache.Count - 1]) > 0)
lastHighCache[lastHighCache.Count - 1] = high0;
if (lastLowCache.Count == constant && low0.ApproxCompare((double) lastLowCache[lastLowCache.Count - 1]) < 0)
lastLowCache[lastLowCache.Count - 1] = low0;
if (high0 > currentSwingHigh && swingHighSwings[Strength] > 0.0)
{
swingHighSwings[Strength] = 0.0;
for (int i = 0; i <= Strength; i++)
{
SwingHighPlot[i] = close0;
SwingHighPlot.Reset(i);
currentSwingHigh = 0.0;
}
}
else if (high0 > currentSwingHigh && currentSwingHigh.ApproxCompare(0.0) != 0)
{
SwingHighPlot[0] = close0;
SwingHighPlot.Reset();
currentSwingHigh = 0.0;
}
else if (high0 <= currentSwingHigh)
SwingHighPlot[0] = currentSwingHigh;
if (low0 < currentSwingLow && swingLowSwings[Strength] > 0.0)
{
swingLowSwings[Strength] = 0.0;
for (int i = 0; i <= Strength; i++)
{
SwingLowPlot[i] = close0;
SwingLowPlot.Reset(i);
currentSwingLow = double.MaxValue;
}
}
else if (low0 < currentSwingLow && currentSwingLow.ApproxCompare(double.MaxValue) != 0)
{
SwingLowPlot.Reset();
currentSwingLow = double.MaxValue;
}
else if (low0 >= currentSwingLow)
SwingLowPlot[0] = currentSwingLow;
}
}
#region Functions
/// <summary>
/// Returns the number of bars ago a swing low occurred. Returns a value of -1 if a swing low is not found within the look back period.
/// </summary>
/// <param name="barsAgo"></param>
/// <param name="instance"></param>
/// <param name="lookBackPeriod"></param>
/// <returns></returns>
public int SwingLowBar(int barsAgo, int instance, int lookBackPeriod)
{
if (instance < 1)
throw new Exception(string.Format(NinjaTrader.Custom.Resource.SwingSwingLowBarInstanceGreaterEqual, GetType().Name, instance));
if (barsAgo < 0)
throw new Exception(string.Format(NinjaTrader.Custom.Resource.SwingSwingLowBarBarsAgoGreaterEqual, GetType().Name, barsAgo));
if (barsAgo >= Count)
throw new Exception(string.Format(NinjaTrader.Custom.Resource.SwingSwingLowBarBarsAgoOutOfRange, GetType().Name, (Count - 1), barsAgo));
Update();
for (int idx=CurrentBar - barsAgo - Strength; idx >= CurrentBar - barsAgo - Strength - lookBackPeriod; idx--)
{
if (idx < 0)
return -1;
if (idx >= swingLowSwings.Count)
continue;
if (swingLowSwings.GetValueAt(idx).Equals(0.0))
continue;
if (instance == 1) // 1-based, < to be save
return CurrentBar - idx;
instance--;
}
return -1;
}
/// <summary>
/// Returns the number of bars ago a swing high occurred. Returns a value of -1 if a swing high is not found within the look back period.
/// </summary>
/// <param name="barsAgo"></param>
/// <param name="instance"></param>
/// <param name="lookBackPeriod"></param>
/// <returns></returns>
public int SwingHighBar(int barsAgo, int instance, int lookBackPeriod)
{
if (instance < 1)
throw new Exception(string.Format(NinjaTrader.Custom.Resource.SwingSwingHighBarInstanceGreaterEqual, GetType().Name, instance));
if (barsAgo < 0)
throw new Exception(string.Format(NinjaTrader.Custom.Resource.SwingSwingHighBarBarsAgoGreaterEqual, GetType().Name, barsAgo));
if (barsAgo >= Count)
throw new Exception(string.Format(NinjaTrader.Custom.Resource.SwingSwingHighBarBarsAgoOutOfRange, GetType().Name, (Count - 1), barsAgo));
Update();
for (int idx=CurrentBar - barsAgo - Strength; idx >= CurrentBar - barsAgo - Strength - lookBackPeriod; idx--)
{
if (idx < 0)
return -1;
if (idx >= swingHighSwings.Count)
continue;
if (swingHighSwings.GetValueAt(idx).Equals(0.0))
continue;
if (instance <= 1) // 1-based, < to be save
return CurrentBar - idx;
instance--;
}
return -1;
}
#endregion
#region Properties
[Range(1, int.MaxValue), NinjaScriptProperty]
[Display(ResourceType = typeof(Custom.Resource), Name = "Strength", GroupName = "NinjaScriptParameters", Order = 0)]
public int Strength
{ get; set; }
/// <summary>
/// Gets the high swings.
/// </summary>
[Browsable(false)]
[XmlIgnore()]
public Series<double> SwingHigh
{
get
{
Update();
return swingHighSeries;
}
}
private Series<double> SwingHighPlot
{
get
{
Update();
return Values[0];
}
}
/// <summary>
/// Gets the low swings.
/// </summary>
[Browsable(false)]
[XmlIgnore()]
public Series<double> SwingLow
{
get
{
Update();
return swingLowSeries;
}
}
private Series<double> SwingLowPlot
{
get
{
Update();
return Values[1];
}
}
#endregion
}
}
#region NinjaScript generated code. Neither change nor remove.
namespace NinjaTrader.NinjaScript.Indicators
{
public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
{
private Swing cacheSwing;
public Swing Swing(int strength)
{
return Swing(Input, strength);
}
public Swing Swing(ISeries<double> input, int strength)
{
if (cacheSwing != null)
for (int idx = 0; idx < cacheSwing.Length; idx++)
if (cacheSwing[idx] != null && cacheSwing[idx].Strength == strength && cacheSwing[idx].EqualsInput(input))
return cacheSwing[idx];
return CacheIndicator<Swing>(new Swing(){ Strength = strength }, input, ref cacheSwing);
}
}
}
namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
{
public Indicators.Swing Swing(int strength)
{
return indicator.Swing(Input, strength);
}
public Indicators.Swing Swing(ISeries<double> input , int strength)
{
return indicator.Swing(input, strength);
}
}
}
namespace NinjaTrader.NinjaScript.Strategies
{
public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
{
public Indicators.Swing Swing(int strength)
{
return indicator.Swing(Input, strength);
}
public Indicators.Swing Swing(ISeries<double> input , int strength)
{
return indicator.Swing(input, strength);
}
}
}
#endregion