MACD CODE:
Code:
//
// Copyright (C) 2021, 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.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
{
/// <summary>
/// The MACD (Moving Average Convergence/Divergence) is a trend following momentum indicator
/// that shows the relationship between two moving averages of prices.
/// </summary>
public class MACD : Indicator
{
private Series<double> fastEma;
private Series<double> slowEma;
private double constant1;
private double constant2;
private double constant3;
private double constant4;
private double constant5;
private double constant6;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = NinjaTrader.Custom.Resource.NinjaScriptIndicatorDe scriptionMACD;
Name = NinjaTrader.Custom.Resource.NinjaScriptIndicatorNa meMACD;
Fast = 12;
IsSuspendedWhileInactive = true;
Slow = 26;
Smooth = 9;
AddPlot(Brushes.DarkCyan, NinjaTrader.Custom.Resource.NinjaScriptIndicatorNa meMACD);
AddPlot(Brushes.Crimson, NinjaTrader.Custom.Resource.NinjaScriptIndicatorAv g);
AddPlot(new Stroke(Brushes.DodgerBlue, 2), PlotStyle.Bar, NinjaTrader.Custom.Resource.NinjaScriptIndicatorDi ff);
AddLine(Brushes.DarkGray, 0, NinjaTrader.Custom.Resource.NinjaScriptIndicatorZe roLine);
}
else if (State == State.Configure)
{
constant1 = 2.0 / (1 + Fast);
constant2 = (1 - (2.0 / (1 + Fast)));
constant3 = 2.0 / (1 + Slow);
constant4 = (1 - (2.0 / (1 + Slow)));
constant5 = 2.0 / (1 + Smooth);
constant6 = (1 - (2.0 / (1 + Smooth)));
}
else if (State == State.DataLoaded)
{
fastEma = new Series<double>(this);
slowEma = new Series<double>(this);
}
}
protected override void OnBarUpdate()
{
double input0 = Input[0];
if (CurrentBar == 0)
{
fastEma[0] = input0;
slowEma[0] = input0;
Value[0] = 0;
Avg[0] = 0;
Diff[0] = 0;
}
else
{
double fastEma0 = constant1 * input0 + constant2 * fastEma[1];
double slowEma0 = constant3 * input0 + constant4 * slowEma[1];
double macd = fastEma0 - slowEma0;
double macdAvg = constant5 * macd + constant6 * Avg[1];
fastEma[0] = fastEma0;
slowEma[0] = slowEma0;
Value[0] = macd;
Avg[0] = macdAvg;
Diff[0] = macd - macdAvg;
}
}
#region Properties
[Browsable(false)]
[XmlIgnore]
public Series<double> Avg
{
get { return Values[1]; }
}
[Browsable(false)]
[XmlIgnore]
public Series<double> Default
{
get { return Values[0]; }
}
[Browsable(false)]
[XmlIgnore]
public Series<double> Diff
{
get { return Values[2]; }
}
[Range(1, int.MaxValue), NinjaScriptProperty]
[Display(ResourceType = typeof(Custom.Resource), Name = "Fast", GroupName = "NinjaScriptParameters", Order = 0)]
public int Fast
{ get; set; }
[Range(1, int.MaxValue), NinjaScriptProperty]
[Display(ResourceType = typeof(Custom.Resource), Name = "Slow", GroupName = "NinjaScriptParameters", Order = 1)]
public int Slow
{ get; set; }
[Range(1, int.MaxValue), NinjaScriptProperty]
[Display(ResourceType = typeof(Custom.Resource), Name = "Smooth", GroupName = "NinjaScriptParameters", Order = 2)]
public int Smooth
{ get; set; }
#endregion
}
}
#region NinjaScript generated code. Neither change nor remove.
namespace NinjaTrader.NinjaScript.Indicators
{
public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
{
private MACD[] cacheMACD;
public MACD MACD(int fast, int slow, int smooth)
{
return MACD(Input, fast, slow, smooth);
}
public MACD MACD(ISeries<double> input, int fast, int slow, int smooth)
{
if (cacheMACD != null)
for (int idx = 0; idx < cacheMACD.Length; idx++)
if (cacheMACD[idx] != null && cacheMACD[idx].Fast == fast && cacheMACD[idx].Slow == slow && cacheMACD[idx].Smooth == smooth && cacheMACD[idx].EqualsInput(input))
return cacheMACD[idx];
return CacheIndicator<MACD>(new MACD(){ Fast = fast, Slow = slow, Smooth = smooth }, input, ref cacheMACD);
}
}
}
namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
{
public Indicators.MACD MACD(int fast, int slow, int smooth)
{
return indicator.MACD(Input, fast, slow, smooth);
}
public Indicators.MACD MACD(ISeries<double> input , int fast, int slow, int smooth)
{
return indicator.MACD(input, fast, slow, smooth);
}
}
}
namespace NinjaTrader.NinjaScript.Strategies
{
public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
{
public Indicators.MACD MACD(int fast, int slow, int smooth)
{
return indicator.MACD(Input, fast, slow, smooth);
}
public Indicators.MACD MACD(ISeries<double> input , int fast, int slow, int smooth)
{
return indicator.MACD(input, fast, slow, smooth);
}
}
}
#endregion
What in this MACD code allows the strategy builder to be able to work with these MACD value plots?
I cant figure it out?
I've tried:
protected override void OnStateChange()
{
MyValuePlot[0] = true;
Tried adding this to my public class:
private Series<bool> ValuePlot;
private double exposedValuePlot;
Do I need to add it to properties?
Its so easy to do in ToS! I'm not getting it. Thanks
Comment