THE 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 DsClose : Indicator
{
private int[] fb;
private int[] lb;
private List<Tuple<double,long,int>> gblData;
int latestfb=0;
private Series<double> mydataseries;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Indicator here.";
Name = "DsClose";
Calculate = Calculate.OnEachTick;
IsOverlay = true;
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;
AddPlot(Brushes.Lime, "Clo1");
}
else if (State == State.Configure)
{
}
else if(State == State.DataLoaded)
{
#region First Last bar arrays
Array.Resize<int>(ref fb,Count);
Array.Resize<int>(ref lb,Count);
for(int i=0;i<=Count-1;i++)
{
if(Bars.IsFirstBarOfSessionByIndex(i))
{
if(i==0)
{
fb[i]=i;lb[i]=i;
}
if(i>0)
{
fb[i]=i;
lb[i]=lb[i-1];
}
}
if(!Bars.IsFirstBarOfSessionByIndex(i))
{
fb[i]=fb[i-1];
lb[i]=i;
}
}
#endregion
#region Creating a Data holder
var Mydata = new List<Tuple<double,long,int>>();
for(int i=0;i<=Count-1;i++)
{
Mydata.Add(Tuple.Create(Bars.GetClose(i), Bars.GetVolume(i), i));
}
gblData=Mydata;
#endregion
mydataseries=new Series<double>(this,MaximumBarsLookBack.TwoHundred FiftySix);
/* #region Plot Area
var Sorteddata=new List<Tuple<double,long,int>>();;
for(int i=0;i<=Count-1;i++)
{
var templis=gblData.GetRange(fb[i],i-fb[i]+1);
var tlis=new List<Tuple<double,long,int>>();
tlis.AddRange(templis.OrderBy(t => t.Item1));
var sortlist=new List<Tuple<double,long,int>>();
long localvol=0; double localclo=0.00; int localidx=0;
//int compare=tlis.Count();
for(int k=0;k<tlis.Count();k++)
{
if(k==0)
{
if(tlis.Count()>1)
{
localclo=tlis.ElementAt(k).Item1;
localvol=tlis.ElementAt(k).Item2;
localidx=tlis.ElementAt(k).Item3;
}
else
{
sortlist.Add(Tuple.Create(tlis.ElementAt(k).Item1, tlis.ElementAt(k).Item2,tlis.ElementAt(k).Item3));
}
}
if(k>0 && k!=tlis.Count()-1)
{
if(tlis.ElementAt(k).Item1==tlis.ElementAt(k-1).Item1)
{
localclo=tlis.ElementAt(k).Item1;
localvol=localvol+ tlis.ElementAt(k).Item2;
localidx=tlis.ElementAt(k).Item3;
}
else
{
sortlist.Add(Tuple.Create(localclo,localvol,locali dx));
localclo=tlis.ElementAt(k).Item1;
localvol=tlis.ElementAt(k).Item2;
localidx=tlis.ElementAt(k).Item3;
}
}
if(k>0 && k==tlis.Count()-1)
{
if(tlis.ElementAt(k).Item1==tlis.ElementAt(k-1).Item1)
{
localclo=tlis.ElementAt(k).Item1;
localvol=localvol+ tlis.ElementAt(k).Item2;
localidx=tlis.ElementAt(k).Item3;
}
else
{
sortlist.Add(Tuple.Create(localclo,localvol,locali dx));
localclo=tlis.ElementAt(k).Item1;
localvol=tlis.ElementAt(k).Item2;
localidx=tlis.ElementAt(k).Item3;
sortlist.Add(Tuple.Create(localclo,localvol,locali dx));
}
}
Sorteddata.AddRange(sortlist.OrderByDescending(t => t.Item2));
Clo1[0]=Sorteddata.ElementAt(0).Item1;
// var x = gblData.Count;
}
}
#endregion */
}
}
protected override void OnBarUpdate()
{
//Add your custom indicator logic here.
for(int i=0;i<=Count-1;i++)
{
if(Bars.IsFirstBarOfSessionByIndex(i))
{
if(i==0)
{
//fb[i]=i;lb[i]=i;
}
if(i>0)
{
//fb[i]=i;
//lb[i]=lb[i-1];
latestfb=i;
}
}
}
var Sorteddata=new List<Tuple<double,long,int>>();
double val=0;
for(int i=0;i<=Count-1;i++)
{
if(i>=latestfb)
{
var templis=new List<Tuple<double,long,int>>();
templis=gblData.GetRange(latestfb,i-latestfb+1);
var tlis=new List<Tuple<double,long,int>>();
tlis.AddRange(templis.OrderBy(t => t.Item1));
var sortlist=new List<Tuple<double,long,int>>();
long localvol=0; double localclo=0.00; int localidx=0;
//int compare=tlis.Count();
for(int k=0;k<tlis.Count();k++)
{
if(k==0)
{
if(tlis.Count()>1)
{
localclo=tlis.ElementAt(k).Item1;
localvol=tlis.ElementAt(k).Item2;
localidx=tlis.ElementAt(k).Item3;
}
else
{
sortlist.Add(Tuple.Create(tlis.ElementAt(k).Item1, tlis.ElementAt(k).Item2,tlis.ElementAt(k).Item3));
}
}
if(k>0 && k!=tlis.Count()-1)
{
if(tlis.ElementAt(k).Item1==tlis.ElementAt(k-1).Item1)
{
localclo=tlis.ElementAt(k).Item1;
localvol=localvol+ tlis.ElementAt(k).Item2;
localidx=tlis.ElementAt(k).Item3;
}
else
{
sortlist.Add(Tuple.Create(localclo,localvol,locali dx));
localclo=tlis.ElementAt(k).Item1;
localvol=tlis.ElementAt(k).Item2;
localidx=tlis.ElementAt(k).Item3;
}
}
if(k>0 && k==tlis.Count()-1)
{
if(tlis.ElementAt(k).Item1==tlis.ElementAt(k-1).Item1)
{
localclo=tlis.ElementAt(k).Item1;
localvol=localvol+ tlis.ElementAt(k).Item2;
localidx=tlis.ElementAt(k).Item3;
sortlist.Add(Tuple.Create(localclo,localvol,locali dx));
}
else
{
sortlist.Add(Tuple.Create(localclo,localvol,locali dx));
localclo=tlis.ElementAt(k).Item1;
localvol=tlis.ElementAt(k).Item2;
localidx=tlis.ElementAt(k).Item3;
sortlist.Add(Tuple.Create(localclo,localvol,locali dx));
}
}
//Sorteddata.AddRange(sortlist.OrderByDescending(t => t.Item2));
//Clo1[0]=Sorteddata.ElementAt(0).Item1;
// var x = gblData.Count;
}
Sorteddata.Clear();
Sorteddata.AddRange(sortlist.OrderByDescending(t => t.Item2));
val=Sorteddata.ElementAt(0).Item1;
mydataseries[0]=val;
Clo1[0]=val;//Sorteddata.ElementAt(0).Item1;
//Print("Close At High Vol :" + Clo1[0]);
}
}
// Clo1[0]=val; //var x = gblData.Count;
}
#region Properties
[Browsable(false)]
[XmlIgnore]
public Series<double> Clo1
{
get { return Values[0]; }
}
#endregion
}
}
#region NinjaScript generated code. Neither change nor remove.
namespace NinjaTrader.NinjaScript.Indicators
{
public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
{
private DsClose[] cacheDsClose;
public DsClose DsClose()
{
return DsClose(Input);
}
public DsClose DsClose(ISeries<double> input)
{
if (cacheDsClose != null)
for (int idx = 0; idx < cacheDsClose.Length; idx++)
if (cacheDsClose[idx] != null && cacheDsClose[idx].EqualsInput(input))
return cacheDsClose[idx];
return CacheIndicator<DsClose>(new DsClose(), input, ref cacheDsClose);
}
}
}
namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
{
public Indicators.DsClose DsClose()
{
return indicator.DsClose(Input);
}
public Indicators.DsClose DsClose(ISeries<double> input )
{
return indicator.DsClose(input);
}
}
}
namespace NinjaTrader.NinjaScript.Strategies
{
public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
{
public Indicators.DsClose DsClose()
{
return indicator.DsClose(Input);
}
public Indicators.DsClose DsClose(ISeries<double> input )
{
return indicator.DsClose(input);
}
}
}
#endregion

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