Hey! so I coded the RSI Laguerre FE indicator for NT 8 but it is not displaying on the chart. Any help is appreciated.
HTML Code:
#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 LaguerreRSIFE : Indicator
{
private double[] L0 = new double[2];
private double[] L1 = new double[2];
private double[] L2 = new double[2];
private double[] L3 = new double[2];
private Series<double> gammaVar;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"RSI laguerre with FE";
Name = "LaguerreRSIFE";
Calculate = Calculate.OnPriceChange;
IsOverlay = false;
DisplayInDataBox = true;
DrawOnPricePanel = false;
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;
NFE = 8;
AddPlot(Brushes.Aqua, "LRSI");
AddPlot(Brushes.Orange, "Gamma");
AddLine(Brushes.Gray, 1, "FEH");
AddLine(Brushes.Gray, 1, "FEL");
AddLine(Brushes.Snow, 1, "OB");
AddLine(Brushes.Snow, 1, "OS");
}
else if (State == State.Configure){}
if (State == State.DataLoaded){
gammaVar = new Series<double>(this, MaximumBarsLookBack.Infinite);
}
}
protected override void OnBarUpdate()
{
if (IsFirstTickOfBar)
{
L0[1] = L0[0];
L1[1] = L1[0];
L2[1] = L2[0];
L3[1] = L3[0];
}
double o = (Open[0] + Close[1])/2;
double h = Math.Max(High[0], Close[1]);
double l = Math.Min(Low[0], Close[1]);
double c = (Close[0] + h + l + o)/4;
double z = Math.Max(High[0], Close[0])-Math.Min(Low[0], Close[0]);
gammaVar[0] = Math.Max(High[0], Close[0])-Math.Min(Low[0], Close[0]);
double a = SUM(gammaVar,8)[0];
double b = Math.Max(High[0], NFE)- Math.Min(Low[0], NFE);
double alpha = Math.Log10(a/b)/Math.Log10(NFE);
Gamma[0] = alpha;
L0[0] = (1-alpha) * c + alpha * L0[1];
L1[0] = - (1 - alpha) * L0[0] + L0[1] +(1 - alpha) * L1[1];
L2[0] = - (1 - alpha) * L1[0] + L1[1] +(1 - alpha) * L2[1];
L3[0] = - (1 - alpha) * L2[0] + L2[1] +(1 - alpha) * L3[1];
double cu = 0;
double cd = 0;
if (L0[0] >= L1[0])
cu = L0[0] - L1[0];
else
cd = L1[0] - L0[0];
if (L1[0] >= L2[0])
cu += L1[0] - L2[0];
else
cd += L2[0] - L1[0];
if (L2[0] >= L3[0])
cu += L2[0] - L3[0];
else
cd += L3[0] - L2[0];
if (cu + cd != 0){
LRSI[0] = (cu / (cu + cd));
}
else{
LRSI[0] = 0;
}
}
#region Properties
[NinjaScriptProperty]
[Range(1, double.MaxValue)]
[Display(Name="NFE", Description="Value for gamma calculation", Order=1, GroupName="Parameters")]
public double NFE
{ get; set; }
[Browsable(false)]
[XmlIgnore]
public Series<double> LRSI
{
get { return Values[0]; }
}
[Browsable(false)]
[XmlIgnore]
public Series<double> Gamma
{
get { return Values[1]; }
}
#endregion
}
}
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