Basis are the following:
input name | input description |
VWAP period type | VWAP period type |
Multiplier | Std Dev multiplier |
Extend VWAP | Extend VWAP previous period |
Extend stddev #1 | Extend standard deviation number 1 |
Extend stddev #2 | Extend standard deviation number 2 |
Extend stddev #3 | Extend standard deviation number 3 |
Extend stddev #4 | Extend standard deviation number 4 |
Set all colors | Set colors automatically |
Based on input only | Computation based on input only (no volume) |
------------------------------------------------------
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;
using System;
using System.ComponentModel;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
#endregion
//This namespace holds Indicators in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Indicators
{
/// <summary>
/// VWAP-based indicator with customizable inputs.
/// </summary>
[Description("VWAP-based indicator with customizable inputs.")]
public class TSVWAP : Indicator
{
public class TSVWAP1 : Indicator
{
region Variables
private int vwapPeriodType = 0; // 0 = Standard VWAP, 1 = Volume Weighted VWAP
private double stdDevMultiplier = 2.0;
private bool extendVWAP = false;
private double extendStdDev1 = 0.0;
private double extendStdDev2 = 0.0;
private double extendStdDev3 = 0.0;
private double extendStdDev4 = 0.0;
private bool computationBasedOnInputOnly = false;
#endregion
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Indicator here.";
Name = "TSVWAP";
Calculate = Calculate.OnBarClose;
IsOverlay = true;
DisplayInDataBox = true;
DrawOnPricePanel = true;
DrawHorizontalGridLines = true;
DrawVerticalGridLines = true;
PaintPriceMarkers = true;
ScaleJustification = NinjaTrader.Gui.Chart.ScaleJustification.Right;
IsSuspendedWhileInactive = true;
//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;
}
else if (State == State.Configure)
{
AddPlot(Brushes.Blue, "MyVWAP");
AddPlot(Brushes.Red, "UpperBand");
AddPlot(Brushes.Green, "LowerBand");
// AddInput<int>(vwapPeriodType, "VWAP Period Type");
// AddInput<double>(stdDevMultiplier, "Standard Deviation Multiplier");
// AddInput<bool>(extendVWAP, "Extend VWAP Previous Period");
// AddInput<double>(extendStdDev1, "Extend StdDev #1");
// AddInput<double>(extendStdDev2, "Extend StdDev #2");
// AddInput<double>(extendStdDev3, "Extend StdDev #3");
// AddInput<double>(extendStdDev4, "Extend StdDev #4");
// AddInput<bool>(computationBasedOnInputOnly, "Computation Based on Input Only (No Volume)");
}
}
protected override void OnBarUpdate()
{
//Add your custom indicator logic here.
}
}
}
}
region NinjaScript generated code. Neither change nor remove.
namespace NinjaTrader.NinjaScript.Indicators
{
public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
{
private TSVWAP[] cacheTSVWAP;
public TSVWAP TSVWAP()
{
return TSVWAP(Input);
}
public TSVWAP TSVWAP(ISeries<double> input)
{
if (cacheTSVWAP != null)
for (int idx = 0; idx < cacheTSVWAP.Length; idx++)
if (cacheTSVWAP[idx] != null && cacheTSVWAP[idx].EqualsInput(input))
return cacheTSVWAP[idx];
return CacheIndicator<TSVWAP>(new TSVWAP(), input, ref cacheTSVWAP);
}
}
}
namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
{
public Indicators.TSVWAP TSVWAP()
{
return indicator.TSVWAP(Input);
}
public Indicators.TSVWAP TSVWAP(ISeries<double> input )
{
return indicator.TSVWAP(input);
}
}
}
namespace NinjaTrader.NinjaScript.Strategies
{
public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
{
public Indicators.TSVWAP TSVWAP()
{
return indicator.TSVWAP(Input);
}
public Indicators.TSVWAP TSVWAP(ISeries<double> input )
{
return indicator.TSVWAP(input);
}
}
}
#endregion
Comment