ATR and StdDev upper and lower
Hello. Please look at script for indicator. Errors said that "+" and "-" can't be used in bold red area.
Code:
......
// This namespace holds all indicators and is required. Do not change it.
namespace NinjaTrader.Indicator
{
/// <summary>
/// LWMPind is plotted at standard deviation levels and average true range levels above and below a open (close) price.
/// </summary>
[Description("LWMPind is plotted at standard deviation levels and average true range levels above and below a open (close) price.")]
public class LWMPind : Indicator
{
#region Variables
private double numStdDev = 1;
private int period = 360;
#endregion
/// <summary>
/// This method is used to configure the indicator and is called once before any bar data is loaded.
/// </summary>
protected override void Initialize()
{
Add(new Plot(Color.Green, "Upper ATR"));
Add(new Plot(Color.Orange, "Upper band"));
Add(new Plot(Color.Orange, "Lower band"));
Add(new Plot(Color.Red, "Lower ATR"));
Overlay = true;
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
double stdDevValue = StdDev(Period)[0];
UpperStdDev.Set(Open[0] + NumStdDev * stdDevValue);
LowerStdDev.Set(Open[0] - NumStdDev * stdDevValue);
if (CurrentBar == 0)
Value.Set(High[0] - Low[0]);
else
{
double trueRange = High[0] - Low[0];
trueRange = Math.Max(Math.Abs(Low[0] - Close[1]), Math.Max(trueRange, Math.Abs(High[0] - Close[1])));
Value.Set(((Math.Min(CurrentBar + 1, Period) - 1 ) * Value[1] + trueRange) / Math.Min(CurrentBar + 1, Period));
}
[COLOR="Red"][B] UpperATR.Set(Open[0]+Value.Set);
LowerATR.Set(Open[0]-Value.Set);[/B][/COLOR]
}
#region Properties
/// <summary>
/// Gets the upperStdDev value.
/// </summary>
[Browsable(false)]
[XmlIgnore()]
public DataSeries UpperStdDev
{
get { return Values[0]; }
}
/// <summary>
/// Get the lowerStdDev value.
/// </summary>
[Browsable(false)]
[XmlIgnore()]
public DataSeries LowerStdDev
{
get { return Values[1]; }
}
/// <summary>
/// </summary>
[Description("Number of standard deviations")]
[GridCategory("Parameters")]
[Gui.Design.DisplayNameAttribute("# of std. dev.")]
public double NumStdDev
{
get { return numStdDev; }
set { numStdDev = Math.Max(0, value); }
}
/// <summary>
/// </summary>
[Description("Numbers of bars used for calculations")]
[GridCategory("Parameters")]
public int Period
{
get { return period; }
set { period = Math.Max(1, value); }
}
/// <summary>
/// Get the upperATR value.
/// </summary>
[Browsable(false)]
[XmlIgnore()]
public DataSeries UpperATR
{
get { return Values[3]; }
}
/// <summary>
/// Get the lowerATR value.
/// </summary>
[Browsable(false)]
[XmlIgnore()]
public DataSeries LowerATR
{
get { return Values[4]; }
}
#endregion
}
}
Comment