ClickLimitOrderIndicatorExpanded.
unknown
csharp
3 years ago
7.8 kB
18
Indexable
#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 ClickLimitOrderIndicatorExpanded : Indicator
{
private Account myAccount;
private ChartScale MyChartScale;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Indicator here.";
Name = "ClickLimitOrderIndicatorExpanded";
Calculate = Calculate.OnPriceChange;
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;
AccountName = "Sim101";
}
else if (State == State.DataLoaded)
{
if (ChartControl != null)
ChartControl.MouseLeftButtonDown += LeftMouseDown;
if (ChartControl != null)
ChartPanel.MouseMove += ChartControl_MouseMove;
// Find our account
lock (Account.All)
myAccount = Account.All.FirstOrDefault(a => a.Name == AccountName);
// Subscribe to account item and order updates
if (myAccount != null)
{
myAccount.OrderUpdate += OnOrderUpdate;
myAccount.ExecutionUpdate += OnExecutionUpdate;
myAccount.PositionUpdate += OnPositionUpdate;
}
}
else if (State == State.Terminated)
{
if (ChartControl != null)
ChartControl.MouseLeftButtonDown -= LeftMouseDown;
if (ChartControl != null)
ChartPanel.MouseMove -= ChartControl_MouseMove;
if (myAccount != null)
{
myAccount.OrderUpdate -= OnOrderUpdate;
myAccount.ExecutionUpdate -= OnExecutionUpdate;
myAccount.PositionUpdate -= OnPositionUpdate;
}
}
}
protected override void OnBarUpdate()
{
}
private void OnOrderUpdate(object sender, OrderEventArgs e)
{
NinjaTrader.Code.Output.Process("", PrintTo.OutputTab1);
NinjaTrader.Code.Output.Process("OrderUpdate", PrintTo.OutputTab1);
// Output the order
NinjaTrader.Code.Output.Process(e.Order.ToString(), PrintTo.OutputTab1);
}
private void OnExecutionUpdate(object sender, ExecutionEventArgs e)
{
NinjaTrader.Code.Output.Process("", PrintTo.OutputTab1);
NinjaTrader.Code.Output.Process("ExecutionUpdate", PrintTo.OutputTab1);
// Output the execution
NinjaTrader.Code.Output.Process(string.Format("Instrument: {0} Quantity: {1} Price: {2}",
e.Execution.Instrument.FullName, e.Quantity, e.Price), PrintTo.OutputTab1);
}
private void OnPositionUpdate(object sender, PositionEventArgs e)
{
NinjaTrader.Code.Output.Process("", PrintTo.OutputTab1);
NinjaTrader.Code.Output.Process("PositionUpdate", PrintTo.OutputTab1);
// Output the order
NinjaTrader.Code.Output.Process(e.Position.ToString(), PrintTo.OutputTab1);
}
protected void LeftMouseDown(object sender, MouseButtonEventArgs e)
{
TriggerCustomEvent(o =>
{
int Y = ChartingExtensions.ConvertToVerticalPixels(e.GetPosition(ChartControl as IInputElement).Y, ChartControl.PresentationSource);
double priceClicked = MyChartScale.GetValueByY(Y);
Order limitOrder = null;
Order stopOrder = null;
if (priceClicked > Close[0])
{
limitOrder = myAccount.CreateOrder(Instrument, OrderAction.Sell, OrderType.Limit, OrderEntry.Manual, TimeInForce.Day, 1, priceClicked, 0, "", "limitOrder"+DateTime.Now.ToString(), DateTime.MaxValue, null);
stopOrder = myAccount.CreateOrder(Instrument, OrderAction.Buy, OrderType.StopMarket, OrderEntry.Manual, TimeInForce.Day, 1, 0, priceClicked, "", "stopOrder"+DateTime.Now.ToString(), DateTime.MaxValue, null);
}
else
{
limitOrder = myAccount.CreateOrder(Instrument, OrderAction.Buy, OrderType.Limit, OrderEntry.Manual, TimeInForce.Day, 1, priceClicked, 0, "", "limitOrder"+DateTime.Now.ToString(), DateTime.MaxValue, null);
stopOrder = myAccount.CreateOrder(Instrument, OrderAction.Sell, OrderType.StopMarket, OrderEntry.Manual, TimeInForce.Day, 1, 0, priceClicked, "", "stopOrder"+DateTime.Now.ToString(), DateTime.MaxValue, null);
}
myAccount.Submit(new[] { limitOrder, stopOrder });
}, null);
e.Handled = true;
}
void ChartControl_MouseMove (object sender, System.Windows.Input.MouseEventArgs e)
{
}
protected override void OnRender(ChartControl chartControl, ChartScale chartScale)
{
base.OnRender(chartControl, chartScale);
MyChartScale = chartScale;
}
[TypeConverter(typeof(NinjaTrader.NinjaScript.AccountNameConverter))]
public string AccountName { get; set; }
}
}
#region NinjaScript generated code. Neither change nor remove.
namespace NinjaTrader.NinjaScript.Indicators
{
public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
{
private ClickLimitOrderIndicatorExpanded[] cacheClickLimitOrderIndicatorExpanded;
public ClickLimitOrderIndicatorExpanded ClickLimitOrderIndicatorExpanded()
{
return ClickLimitOrderIndicatorExpanded(Input);
}
public ClickLimitOrderIndicatorExpanded ClickLimitOrderIndicatorExpanded(ISeries<double> input)
{
if (cacheClickLimitOrderIndicatorExpanded != null)
for (int idx = 0; idx < cacheClickLimitOrderIndicatorExpanded.Length; idx++)
if (cacheClickLimitOrderIndicatorExpanded[idx] != null && cacheClickLimitOrderIndicatorExpanded[idx].EqualsInput(input))
return cacheClickLimitOrderIndicatorExpanded[idx];
return CacheIndicator<ClickLimitOrderIndicatorExpanded>(new ClickLimitOrderIndicatorExpanded(), input, ref cacheClickLimitOrderIndicatorExpanded);
}
}
}
namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
{
public Indicators.ClickLimitOrderIndicatorExpanded ClickLimitOrderIndicatorExpanded()
{
return indicator.ClickLimitOrderIndicatorExpanded(Input);
}
public Indicators.ClickLimitOrderIndicatorExpanded ClickLimitOrderIndicatorExpanded(ISeries<double> input )
{
return indicator.ClickLimitOrderIndicatorExpanded(input);
}
}
}
namespace NinjaTrader.NinjaScript.Strategies
{
public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
{
public Indicators.ClickLimitOrderIndicatorExpanded ClickLimitOrderIndicatorExpanded()
{
return indicator.ClickLimitOrderIndicatorExpanded(Input);
}
public Indicators.ClickLimitOrderIndicatorExpanded ClickLimitOrderIndicatorExpanded(ISeries<double> input )
{
return indicator.ClickLimitOrderIndicatorExpanded(input);
}
}
}
#endregion
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