There is one loop in the code but i think it is correct, still the values plotted are always zero.. i cannot see what i am doing wrong
Thanks!
#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.Customs
{
public class LaguerrePPORank : Indicator
{
#region Variables
private Series<double> Ls0;
private Series<double> Ls1;
private Series<double> Ls2;
private Series<double> Ls3;
private Series<double> Ll0;
private Series<double> Ll1;
private Series<double> Ll2;
private Series<double> Ll3;
private Series<double> ppoT;
private Series<double> ppoB;
#endregion
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Indicator here.";
Name = "LaguerrePPORank";
Calculate = Calculate.OnBarClose;
IsOverlay = false;
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;
Bears = 0.4;
Bulls = 0.8;
Lkb = 200;
Pctile = 90;
Midpctile = 70;
AddPlot(new Stroke(Brushes.Gray, 2), PlotStyle.Bar, "PctRankT");
AddPlot(new Stroke(Brushes.Gray, 2), PlotStyle.Bar, "PctRankB");
AddLine(Brushes.SeaShell, 0, "Zero line");
AddLine(Brushes.Red, Pctile/100, "Top Percentile Threshold");
AddLine(Brushes.Green, (Pctile * -1)/100, "Bottom Percentile Threshold");
AddLine(Brushes.DarkOrange, Midpctile/100, "Warning Top Percentile Threshold");
AddLine(Brushes.Lime, (Midpctile*-1)/100, "Warning Bottom Percentile Threshold");
}
else if (State == State.Configure)
{
Ls0 = new Series<double>(this);
Ls1 = new Series<double>(this);
Ls2 = new Series<double>(this);
Ls3 = new Series<double>(this);
Ll0 = new Series<double>(this);
Ll1 = new Series<double>(this);
Ll2 = new Series<double>(this);
Ll3 = new Series<double>(this);
ppoT = new Series<double>(this);
ppoB = new Series<double>(this);
}
}
protected override void OnBarUpdate()
{
double hl2;
double lmas, lmal ;
int topvalueMinus,topvaluePlus,bottomvalueMinus,bottom valuePlus;
int TopColor, BottomColor;
double pctileB,midpctileB;
if(CurrentBar < Lkb)
return;
hl2 = (High[0] + Low[0])/2;
//laguerre short
Ls0[0] = (1 - Bears)*hl2+Bears*(Ls0[1]);
Ls1[0] = -Bears*Ls0[0]+(Ls0[1])+Bears*(Ls1[1]);
Ls2[0] = -Bears*Ls1[0]+(Ls1[1])+Bears*(Ls2[1]);
Ls3[0] = -Bears*Ls2[0]+(Ls2[1])+Bears*(Ls3[1]);
lmas = (Ls0[0] + 2*Ls1[0]+ 2*Ls2[0] + Ls3[0])/6;
//laguerre long
Ll0[0] = (1 - Bulls)*hl2+Bulls*(Ll0[1]);
Ll1[0] = -Bulls*Ll0[0]+(Ll0[1])+Bulls*(Ll1[1]);
Ll2[0] = -Bulls*Ll1[0]+(Ll1[1])+Bulls*(Ll2[1]);
Ll3[0] = -Bulls*Ll2[0]+(Ll2[1])+Bulls*(Ll3[1]);
lmal = (Ll0[0] + 2*Ll1[0]+ 2*Ll2[0] + Ll3[0])/6;
pctileB = Pctile * -1;
midpctileB = Midpctile * -1;
//PPO Plot
ppoT[0] = (lmas-lmal)/lmal*100;
ppoB[0] = (lmal-lmas)/lmal*100;
//PercentRank of PPO
// percent rank = nb of value less than our value / (nb of values less than our value + nb of values greater than our value)
topvalueMinus = 0;
topvaluePlus = 0;
bottomvalueMinus = 0;
bottomvaluePlus = 0;
for (int i = 0; i <= Lkb; i++)
{
if (ppoT[i] < ppoT[0]) topvalueMinus = topvalueMinus + 1; else topvaluePlus = topvaluePlus+1;
if (ppoB[i] < ppoB[0]) bottomvalueMinus = bottomvalueMinus + 1; else bottomvaluePlus = bottomvaluePlus+1;
}
PctRankT[0] = topvalueMinus / (topvalueMinus+topvaluePlus);
PctRankB[0] = (bottomvalueMinus / (bottomvalueMinus+bottomvaluePlus)) *-1;
// Print("PctRankT[0]= " +PctRankT[0]);
//coloring histogram TOP RED
if (PctRankT[0] >= Pctile/100) TopColor = 1; else TopColor = -1;
//coloring histogram MID TOP ORANGE
if (PctRankT[0] >= Midpctile/100 && PctRankT[0] < Pctile/100) TopColor = 2;
if (TopColor ==1) PlotBrushes[0][0] = Brushes.Red; else if (TopColor < 0) PlotBrushes[0][0] = Brushes.Gray;
if (TopColor ==2) PlotBrushes[0][0] = Brushes.DarkOrange; else if (TopColor < 0) PlotBrushes[0][0] = Brushes.Gray;
//coloring histogram BOTTOM LIME
if(PctRankB[0] <= pctileB/100) BottomColor = 1; else BottomColor = -1;
//coloring histogram MID BOTTOM GREEN
if (PctRankB[0] <= midpctileB/100 && PctRankB[0] > pctileB/100) BottomColor = 3;
if (BottomColor == 1) PlotBrushes[1][0] = Brushes.Magenta; else if (BottomColor < 0) PlotBrushes[1][0] = Brushes.Silver;
if (BottomColor == 3) PlotBrushes[1][0] = Brushes.Green; else if (BottomColor > 0) PlotBrushes[1][0] = Brushes.Lime;
}
#region Properties
[NinjaScriptProperty]
[Range(0.1, double.MaxValue)]
[Display(Name="Bears", Order=1, GroupName="Parameters")]
public double Bears
{ get; set; }
[NinjaScriptProperty]
[Range(0.1, double.MaxValue)]
[Display(Name="Bulls", Order=2, GroupName="Parameters")]
public double Bulls
{ get; set; }
[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name="Lkb", Description="Look back period", Order=3, GroupName="Parameters")]
public int Lkb
{ get; set; }
[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name="Pctile", Description="Extreme threshold lines", Order=4, GroupName="Parameters")]
public int Pctile
{ get; set; }
[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name="Midpctile", Description="Warning threshold lines", Order=5, GroupName="Parameters")]
public int Midpctile
{ get; set; }
[Browsable(false)]
[XmlIgnore]
public Series<double> PctRankT
{
get { return Values[0]; }
}
[Browsable(false)]
[XmlIgnore]
public Series<double> PctRankB
{
get { return Values[1]; }
}
#endregion
}
}
#region NinjaScript generated code. Neither change nor remove.
namespace NinjaTrader.NinjaScript.Indicators
{
public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
{
private Customs.LaguerrePPORank[] cacheLaguerrePPORank;
public Customs.LaguerrePPORank LaguerrePPORank(double bears, double bulls, int lkb, int pctile, int midpctile)
{
return LaguerrePPORank(Input, bears, bulls, lkb, pctile, midpctile);
}
public Customs.LaguerrePPORank LaguerrePPORank(ISeries<double> input, double bears, double bulls, int lkb, int pctile, int midpctile)
{
if (cacheLaguerrePPORank != null)
for (int idx = 0; idx < cacheLaguerrePPORank.Length; idx++)
if (cacheLaguerrePPORank[idx] != null && cacheLaguerrePPORank[idx].Bears == bears && cacheLaguerrePPORank[idx].Bulls == bulls && cacheLaguerrePPORank[idx].Lkb == lkb && cacheLaguerrePPORank[idx].Pctile == pctile && cacheLaguerrePPORank[idx].Midpctile == midpctile && cacheLaguerrePPORank[idx].EqualsInput(input))
return cacheLaguerrePPORank[idx];
return CacheIndicator<Customs.LaguerrePPORank>(new Customs.LaguerrePPORank(){ Bears = bears, Bulls = bulls, Lkb = lkb, Pctile = pctile, Midpctile = midpctile }, input, ref cacheLaguerrePPORank);
}
}
}
namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
{
public Indicators.Customs.LaguerrePPORank LaguerrePPORank(double bears, double bulls, int lkb, int pctile, int midpctile)
{
return indicator.LaguerrePPORank(Input, bears, bulls, lkb, pctile, midpctile);
}
public Indicators.Customs.LaguerrePPORank LaguerrePPORank(ISeries<double> input , double bears, double bulls, int lkb, int pctile, int midpctile)
{
return indicator.LaguerrePPORank(input, bears, bulls, lkb, pctile, midpctile);
}
}
}
namespace NinjaTrader.NinjaScript.Strategies
{
public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
{
public Indicators.Customs.LaguerrePPORank LaguerrePPORank(double bears, double bulls, int lkb, int pctile, int midpctile)
{
return indicator.LaguerrePPORank(Input, bears, bulls, lkb, pctile, midpctile);
}
public Indicators.Customs.LaguerrePPORank LaguerrePPORank(ISeries<double> input , double bears, double bulls, int lkb, int pctile, int midpctile)
{
return indicator.LaguerrePPORank(input, bears, bulls, lkb, pctile, midpctile);
}
}
}
#endregion

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