Example codes for scripts using OnRender() & SharpDX

[Don22Trader1]

Hello,

Recently I created an indicator that draws lines to connect highs and lows. When enabled, the indicator will use Draw.Line() to draw on all historical data loaded as well as on new updating data, so there will be many drawings on screen. Thanks to NinjaTrader_Emily I was informed that placing many drawings on the chart can cause performance issues which I noticed when my chart began to lag a bit when my indicator was enabled.

I would like to introduce using SharpDX tools for rendering purposes to improve my script performance. The logic in my indicator has many calculations and dynamic variables that are used for coordinates when drawing these lines. Some of the lines are also updated throughout the life of the script. All calculations are under the OnBarUpdate() method. I have read the Better Practices section but would like to see some sample scripts that may be similar to what I am trying to achieve with passing variables to OnRender(), or OnRenderTargetChanged() as well as working with updating draw objects.

Can you reference me to any sample scripts that may give me some good insight?​

[NinjaTrader_ChrisL]

Hello, thanks for writing in. The "Priceline" indicator is a good example to look at for rendering lines from price data. There is also the "SampleCustomRender" indicator that showcases much of the functionality of SharpDX in the chart.

[PaulMohn]

//
// Copyright (C) 2022, 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.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Data;
#endregion

//This namespace holds Indicators in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Indicators
{
/// <summary>
/// Displays ask, bid, and/or last lines on the chart.
/// </summary>
public class PriceLine : Indicator
{
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = Custom.Resource.NinjaScriptIndicatorDescriptionPriceLine;
Name = Custom.Resource.NinjaScriptIndicatorNamePriceLine;
Calculate = Calculate.OnPriceChange;
IsOverlay = true;
ShowTransparentPlotsInDataBox = false;
DrawOnPricePanel = true;
IsSuspendedWhileInactive = true;
ShowAskLine = false;
ShowBidLine = false;
ShowLastLine = true;
AskLineLength = 100;
BidLineLength = 100;
LastLineLength = 100;
AskStroke = new Stroke(Brushes.DarkGreen, DashStyleHelper.Dash, 1);
BidStroke = new Stroke(Brushes.Blue, DashStyleHelper.Dash, 1);
LastStroke = new Stroke(Brushes.Yellow, DashStyleHelper.Dash, 1);
}
else if (State == State.Configure)
{
AddPlot(ShowAskLine ? AskStroke.Brush : Brushes.Transparent, Custom.Resource.PriceLinePlotAsk);
AddPlot(ShowBidLine ? BidStroke.Brush : Brushes.Transparent, Custom.Resource.PriceLinePlotBid);
AddPlot(ShowLastLine ? LastStroke.Brush : Brushes.Transparent, Custom.Resource.PriceLinePlotLast);
}
}

protected override void OnBarUpdate() { }

public override void OnCalculateMinMax()
{
double tmpMin = double.MaxValue;
double tmpMax = double.MinValue;

if (Values[0].Count > 0 && ShowAskLine && Values[0].IsValidDataPointAt(Values[0].Count - 1))
{
double askTmp = Values[0].GetValueAt(Values[0].Count - 1);
tmpMin = Math.Min(tmpMin, askTmp);
tmpMax = Math.Max(tmpMax, askTmp);
}

if (Values[1].Count > 0 && ShowBidLine && Values[1].IsValidDataPointAt(Values[1].Count - 1))
{
double bidTmp = Values[1].GetValueAt(Values[1].Count - 1);
tmpMin = Math.Min(tmpMin, bidTmp);
tmpMax = Math.Max(tmpMax, bidTmp);
}

if (Values[2].Count > 0 && ShowLastLine && Values[2].IsValidDataPointAt(Values[2].Count - 1))
{
double lastTmp = Values[2].GetValueAt(Values[2].Count - 1);
tmpMin = Math.Min(tmpMin, lastTmp);
tmpMax = Math.Max(tmpMax, lastTmp);
}

MinValue = tmpMin;
MaxValue = tmpMax;
}

protected override void OnMarketData(MarketDataEventArgs e)
{
if (e.MarketDataType != MarketDataType.Last)
return;

Values[0][0] = e.Ask;
Values[1][0] = e.Bid;
Values[2][0] = e.Price;
}

protected override void OnRender(ChartControl chartControl, ChartScale chartScale)
{
if (BarsArray[0] == null || ChartBars == null)
return;

ChartPanel panel = chartControl.ChartPanels[chartScale.PanelIndex];
float endX = panel.X + panel.W;

if (Values[0].Count > 0 && ShowAskLine && Values[0].IsValidDataPointAt(Values[0].Count - 1))
{
float startX = Convert.ToSingle(panel.X + panel.W * (1 - AskLineLength / 100.0));
float y = chartScale.GetYByValue(Values[0].GetValueAt(Values[0].Count - 1));

RenderTarget.DrawLine(new SharpDX.Vector2(startX, y), new SharpDX.Vector2(endX, y), AskStroke.BrushDX, AskStroke.Width, AskStroke.StrokeStyle);
}

if (Values[1].Count > 0 && ShowBidLine && Values[1].IsValidDataPointAt(Values[1].Count - 1))
{
float startX = Convert.ToSingle(panel.X + panel.W * (1 - BidLineLength / 100.0));
float y = chartScale.GetYByValue(Values[1].GetValueAt(Values[1].Count - 1));

RenderTarget.DrawLine(new SharpDX.Vector2(startX, y), new SharpDX.Vector2(endX, y), BidStroke.BrushDX, BidStroke.Width, BidStroke.StrokeStyle);
}

if (Values[2].Count > 0 && ShowLastLine && Values[2].IsValidDataPointAt(Values[2].Count - 1))
{
float startX = Convert.ToSingle(panel.X + panel.W * (1 - LastLineLength / 100.0));
float y = chartScale.GetYByValue(Values[2].GetValueAt(Values[2].Count - 1));

RenderTarget.DrawLine(new SharpDX.Vector2(startX, y), new SharpDX.Vector2(endX, y), LastStroke.BrushDX, LastStroke.Width, LastStroke.StrokeStyle);
}
}

public override void OnRenderTargetChanged()
{
AskStroke .RenderTarget = RenderTarget;
BidStroke .RenderTarget = RenderTarget;
LastStroke .RenderTarget = RenderTarget;
}

#region Properties
[XmlIgnore]
[Browsable(false)]
public double AskLine { get { return Values[0].GetValueAt(Values[0].Count - 1); } }

[XmlIgnore]
[Browsable(false)]
public double BidLine { get { return Values[1].GetValueAt(Values[1].Count - 1); } }

[XmlIgnore]
[Browsable(false)]
public double LastLine { get { return Values[2].GetValueAt(Values[2].Count - 1); } }

[NinjaScriptProperty]
[Display(ResourceType = typeof(Custom.Resource), Name = "ShowAskLine", GroupName = "NinjaScriptParameters", Order = 0)]
public bool ShowAskLine { get; set; }

[NinjaScriptProperty]
[Display(ResourceType = typeof(Custom.Resource), Name = "ShowBidLine", GroupName = "NinjaScriptParameters", Order = 1)]
public bool ShowBidLine { get; set; }

[NinjaScriptProperty]
[Display(ResourceType = typeof(Custom.Resource), Name = "ShowLastLine", GroupName = "NinjaScriptParameters", Order = 2)]
public bool ShowLastLine { get; set; }

[Range(1, 100)]
[NinjaScriptProperty]
[Display(ResourceType = typeof(Custom.Resource), Name = "AskLineLength", GroupName = "NinjaScriptParameters", Order = 3)]
public int AskLineLength { get; set; }

[Range(1, 100)]
[NinjaScriptProperty]
[Display(ResourceType = typeof(Custom.Resource), Name = "BidLineLength", GroupName = "NinjaScriptParameters", Order = 4)]
public int BidLineLength { get; set; }

[Range(1, 100)]
[NinjaScriptProperty]
[Display(ResourceType = typeof(Custom.Resource), Name = "LastLineLength", GroupName = "NinjaScriptParameters", Order = 5)]
public int LastLineLength { get; set; }

[Display(ResourceType = typeof(Custom.Resource), Name = "AskLineStroke", GroupName = "NinjaScriptIndicatorVisualGroup", Order = 1800)]
public Stroke AskStroke { get; set; }

[Display(ResourceType = typeof(Custom.Resource), Name = "BidLineStroke", GroupName = "NinjaScriptIndicatorVisualGroup", Order = 1810)]
public Stroke BidStroke { get; set; }

[Display(ResourceType = typeof(Custom.Resource), Name = "LastLineStroke", GroupName = "NinjaScriptIndicatorVisualGroup", Order = 1820)]
public Stroke LastStroke { get; set; }
#endregion
}
}

#region NinjaScript generated code. Neither change nor remove.

namespace NinjaTrader.NinjaScript.Indicators
{
public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
{
private PriceLine[] cachePriceLine;
public PriceLine PriceLine(bool showAskLine, bool showBidLine, bool showLastLine, int askLineLength, int bidLineLength, int lastLineLength)
{
return PriceLine(Input, showAskLine, showBidLine, showLastLine, askLineLength, bidLineLength, lastLineLength);
}

public PriceLine PriceLine(ISeries<double> input, bool showAskLine, bool showBidLine, bool showLastLine, int askLineLength, int bidLineLength, int lastLineLength)
{
if (cachePriceLine != null)
for (int idx = 0; idx < cachePriceLine.Length; idx++)
if (cachePriceLine[idx] != null && cachePriceLine[idx].ShowAskLine == showAskLine && cachePriceLine[idx].ShowBidLine == showBidLine && cachePriceLine[idx].ShowLastLine == showLastLine && cachePriceLine[idx].AskLineLength == askLineLength && cachePriceLine[idx].BidLineLength == bidLineLength && cachePriceLine[idx].LastLineLength == lastLineLength && cachePriceLine[idx].EqualsInput(input))
return cachePriceLine[idx];
return CacheIndicator<PriceLine>(new PriceLine(){ ShowAskLine = showAskLine, ShowBidLine = showBidLine, ShowLastLine = showLastLine, AskLineLength = askLineLength, BidLineLength = bidLineLength, LastLineLength = lastLineLength }, input, ref cachePriceLine);
}
}
}

namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
{
public Indicators.PriceLine PriceLine(bool showAskLine, bool showBidLine, bool showLastLine, int askLineLength, int bidLineLength, int lastLineLength)
{
return indicator.PriceLine(Input, showAskLine, showBidLine, showLastLine, askLineLength, bidLineLength, lastLineLength);
}

public Indicators.PriceLine PriceLine(ISeries<double> input , bool showAskLine, bool showBidLine, bool showLastLine, int askLineLength, int bidLineLength, int lastLineLength)
{
return indicator.PriceLine(input, showAskLine, showBidLine, showLastLine, askLineLength, bidLineLength, lastLineLength);
}
}
}

namespace NinjaTrader.NinjaScript.Strategies
{
public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
{
public Indicators.PriceLine PriceLine(bool showAskLine, bool showBidLine, bool showLastLine, int askLineLength, int bidLineLength, int lastLineLength)
{
return indicator.PriceLine(Input, showAskLine, showBidLine, showLastLine, askLineLength, bidLineLength, lastLineLength);
}

public Indicators.PriceLine PriceLine(ISeries<double> input , bool showAskLine, bool showBidLine, bool showLastLine, int askLineLength, int bidLineLength, int lastLineLength)
{
return indicator.PriceLine(input, showAskLine, showBidLine, showLastLine, askLineLength, bidLineLength, lastLineLength);
}
}
}

#endregion​