bcomasLargeTrades ninjatrader
https://ninjatraderecosystem.com/user-app-share-download/largetrades-strategy-nt8/
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csharp
2 years ago
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#region Using declarations
using System;
using System.Collections;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Diagnostics.CodeAnalysis;
using System.Windows;
using System.Reflection;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.Tools;
using NinjaTrader.NinjaScript.DrawingTools;
using NinjaTrader.NinjaScript.Indicators;
#endregion
// This namespace holds all indicators and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Indicators
{
/// <summary>
/// Coded by bcomas July 2020. Email: [email protected] for improvements
/// Displays the major transactions that have taken place during
/// short period of time and at the same price (Limit buyer / seller)
/// </summary>
public class bcomasLargeTrades : Indicator
{
#region Variables
private int vol = 50;
private int fix = 1;
Brush color = Brushes.Transparent;
Brush colorText = Brushes.White;
Brush shadowcolor = Brushes.Red;
int opacity = 1;
private bool useAlerts = false;
private bool useEllipse = true;
private bool ShowTime = false;
private string stringtoAlert = "Alert4.wav";
private int direction = 0;
#endregion
/// <summary>
/// This method is used to configure the indicator and is called once before any bar data is loaded.
/// </summary>
///
private void Initialize()
{
Calculate = Calculate.OnBarClose;
IsOverlay = true;
}
protected override void OnStateChange()
{
switch (State)
{
case State.SetDefaults:
Name = "bcomasLargeTrades";
Description = "Displays the major transactions that have taken place during short period of time and at the same price (Limit buyer / seller)";
Initialize();
break;
}
if (State == State.Configure)
{
AddDataSeries(BarsPeriodType.Second,1);
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar < 5)
{
return;
}
// session start
if (Bars.IsFirstBarOfSession)
{
direction = 0;
}
if (BarsInProgress == 1)
{
TimeSpan ts1 = Time[0] - new DateTime(1970,1,1,0,0,0);
TimeSpan ts2 = Time[1] - new DateTime(1970,1,1,0,0,0);
int timeGap=(int)ts1.TotalSeconds-(int)ts2.TotalSeconds;
if (Volume[0]>=vol && Math.Abs(timeGap)<=fix)
{
//if(useEllipse)
//Draw.Ellipse(this,"ellipse"+CurrentBar, true, 3, High[0], -3, Low[0], color, shadowcolor, opacity);
if(ShowTime == true)
{
Draw.Text(this,"TFx"+CurrentBar, true, Convert.ToString(Time[0]),5, Median[0], 0,colorText,
new SimpleFont("Small Fonts", 9), TextAlignment.Right, Brushes.Transparent,Brushes.Transparent, 0);
}
if (ShowTime == false)
{
Draw.Text(this,"TFx"+CurrentBar, true, Convert.ToString(Volume[0]), 0, Median[0], 0,colorText,
new SimpleFont("Small Fonts", 9), TextAlignment.Right, Brushes.Transparent,Brushes.Transparent, 0);
}
if ((Volume[0]>=vol && Math.Abs(timeGap)<=fix) && (Close[0] >= Open[0]))
{
direction = 1;
Draw.Ellipse(this,"ellipse"+CurrentBar, true, 3, High[0], -3, Low[0], Brushes.Lime, shadowcolor, opacity);
}
if ((Volume[0]>=vol && Math.Abs(timeGap)<=fix) && (Close[0] <= Open[0]))
{
direction = -1;
Draw.Ellipse(this,"ellipse"+CurrentBar, true, 3, High[0], -3, Low[0], Brushes.Crimson, shadowcolor, opacity);
}
}
}
}
#region Properties
[Browsable(false)]
[XmlIgnore]
public int Direction
{
get { Update(); return direction; }
}
[NinjaScriptProperty]
[Display(Name = "1.Transaction volume", Description = "Transaction volume", GroupName = "Parameters", Order = 1)]
public int Volume_
{
get { return vol; }
set { vol = Math.Max(1, value); }
}
[NinjaScriptProperty]
[Display(Name = "2.Time", Description = "The time during which the transaction occurred", GroupName = "Parameters", Order = 2)]
public int Time_
{
get { return fix; }
set { fix = Math.Max(1, value); }
}
[NinjaScriptProperty]
[Display(Name = "3.Ellipse color", Description = "Transaction Label Color", GroupName = "Parameters", Order = 3)]
[XmlIgnore]
public Brush colour
{
get{return color;}
set{color = value;}
}
[NinjaScriptProperty]
[Display(Name = "4.Text color", Description = "Text color", GroupName = "Parameters", Order = 4)]
[XmlIgnore]
public Brush Colour_Text
{
get{return colorText;}
set{colorText = value;}
}
[NinjaScriptProperty]
[Display(Name = "1.Deal display", Description = "Deal display", GroupName = "Parameters-Other", Order = 1)]
public bool Ellipse
{
get { return useEllipse; }
set {useEllipse = value; }
}
[NinjaScriptProperty]
[Display(Name = "2.Time or volume", Description = "Display time true, volume false", GroupName = "Parameters-Other", Order = 2)]
public bool Volume_values
{
get { return ShowTime; }
set {ShowTime = value; }
}
[NinjaScriptProperty]
[Display(Name = "3.Sound signal", Description = "Sound signal", GroupName = "Parameters-Other", Order = 3)]
public bool Sound_signal
{
get { return useAlerts; }
set {useAlerts = value; }
}
[NinjaScriptProperty]
[Display(Name = "4.Sound file name", Description = "Sound file name", GroupName = "Parameters-Other", Order = 4)]
public string StringtoAlert
{
get { return stringtoAlert; }
set {stringtoAlert = value; }
}
#endregion
}
}
#region NinjaScript generated code. Neither change nor remove.
namespace NinjaTrader.NinjaScript.Indicators
{
public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
{
private bcomasLargeTrades[] cachebcomasLargeTrades;
public bcomasLargeTrades bcomasLargeTrades(int volume_, int time_, Brush colour, Brush colour_Text, bool ellipse, bool volume_values, bool sound_signal, string stringtoAlert)
{
return bcomasLargeTrades(Input, volume_, time_, colour, colour_Text, ellipse, volume_values, sound_signal, stringtoAlert);
}
public bcomasLargeTrades bcomasLargeTrades(ISeries<double> input, int volume_, int time_, Brush colour, Brush colour_Text, bool ellipse, bool volume_values, bool sound_signal, string stringtoAlert)
{
if (cachebcomasLargeTrades != null)
for (int idx = 0; idx < cachebcomasLargeTrades.Length; idx++)
if (cachebcomasLargeTrades[idx] != null && cachebcomasLargeTrades[idx].Volume_ == volume_ && cachebcomasLargeTrades[idx].Time_ == time_ && cachebcomasLargeTrades[idx].colour == colour && cachebcomasLargeTrades[idx].Colour_Text == colour_Text && cachebcomasLargeTrades[idx].Ellipse == ellipse && cachebcomasLargeTrades[idx].Volume_values == volume_values && cachebcomasLargeTrades[idx].Sound_signal == sound_signal && cachebcomasLargeTrades[idx].StringtoAlert == stringtoAlert && cachebcomasLargeTrades[idx].EqualsInput(input))
return cachebcomasLargeTrades[idx];
return CacheIndicator<bcomasLargeTrades>(new bcomasLargeTrades(){ Volume_ = volume_, Time_ = time_, colour = colour, Colour_Text = colour_Text, Ellipse = ellipse, Volume_values = volume_values, Sound_signal = sound_signal, StringtoAlert = stringtoAlert }, input, ref cachebcomasLargeTrades);
}
}
}
namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
{
public Indicators.bcomasLargeTrades bcomasLargeTrades(int volume_, int time_, Brush colour, Brush colour_Text, bool ellipse, bool volume_values, bool sound_signal, string stringtoAlert)
{
return indicator.bcomasLargeTrades(Input, volume_, time_, colour, colour_Text, ellipse, volume_values, sound_signal, stringtoAlert);
}
public Indicators.bcomasLargeTrades bcomasLargeTrades(ISeries<double> input , int volume_, int time_, Brush colour, Brush colour_Text, bool ellipse, bool volume_values, bool sound_signal, string stringtoAlert)
{
return indicator.bcomasLargeTrades(input, volume_, time_, colour, colour_Text, ellipse, volume_values, sound_signal, stringtoAlert);
}
}
}
namespace NinjaTrader.NinjaScript.Strategies
{
public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
{
public Indicators.bcomasLargeTrades bcomasLargeTrades(int volume_, int time_, Brush colour, Brush colour_Text, bool ellipse, bool volume_values, bool sound_signal, string stringtoAlert)
{
return indicator.bcomasLargeTrades(Input, volume_, time_, colour, colour_Text, ellipse, volume_values, sound_signal, stringtoAlert);
}
public Indicators.bcomasLargeTrades bcomasLargeTrades(ISeries<double> input , int volume_, int time_, Brush colour, Brush colour_Text, bool ellipse, bool volume_values, bool sound_signal, string stringtoAlert)
{
return indicator.bcomasLargeTrades(input, volume_, time_, colour, colour_Text, ellipse, volume_values, sound_signal, stringtoAlert);
}
}
}
#endregion
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