ClickLimitOrderIndicatorExpanded.
unknown
csharp
2 years ago
7.8 kB
1
Indexable
Never
#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