Multi Oscillator OB/ OS Overlap

[moewqasem]

Hello,

I'm Trying to create a Multi Oscillator Indicator that contains all three, Stochastics, MFI & RSI,

MFI and Stochastics are plotting fine, but RSI is not, I do not have any errors, but I can't seem to figure out why it is not working,

I'm pasting the code below, pLEASE HELP.


//
// Copyright (C) 2023, 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.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.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.MWQ
{

public class MWQMultiOscillatorOverlap : Indicator
{
private Series<double> den;
private Series<double> fastK;
private Series<double> negative;
private Series<double> positive;
private Series<double> avgDown;
private Series<double> avgUp;
private Series<double> up;
private Series<double> down;
private Series<double> nom;
private MIN min;
private MAX max;
private SMA smaFastK;
private SMA smaK;
private SMA smaDown;
private SMA smaUp;
private SUM sumNegative;
private SUM sumPositive;
private double constant1;
private double constant2;
private double constant3;



protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = NinjaTrader.Custom.Resource.NinjaScriptIndicatorDe scriptionStochastics;
Name = "MWQMultiOscillatorOverlap";
IsSuspendedWhileInactive = true;
PeriodD = 7;
PeriodK = 14;
SmoothStoch = 3;
MFIPeriod = 14;
RSIPeriod = 14;
RSISmooth = 3;

AddPlot(Brushes.DodgerBlue, NinjaTrader.Custom.Resource.StochasticsD);
AddPlot(Brushes.Goldenrod, NinjaTrader.Custom.Resource.StochasticsK);
AddPlot(Brushes.DarkCyan, NinjaTrader.Custom.Resource.NinjaScriptIndicatorNa meMFI);
AddPlot(Brushes.AntiqueWhite, NinjaTrader.Custom.Resource.NinjaScriptIndicatorNa meRSI);
AddPlot(Brushes.DarkSalmon, NinjaTrader.Custom.Resource.NinjaScriptIndicatorAv g);

AddLine(Brushes.DarkCyan, 20, NinjaTrader.Custom.Resource.NinjaScriptIndicatorLo wer);
AddLine(Brushes.DarkCyan, 80, NinjaTrader.Custom.Resource.NinjaScriptIndicatorUp per);
}


else if (State == State.DataLoaded)
{
den = new Series<double>(this);
nom = new Series<double>(this);
fastK = new Series<double>(this);
min = MIN(Low, PeriodK);
max = MAX(High, PeriodK);
smaFastK = SMA(fastK, SmoothStoch);
smaK = SMA(K, PeriodD);
negative = new Series<double>(this);
positive = new Series<double>(this);
sumNegative = SUM(negative, MFIPeriod);
sumPositive = SUM(positive, MFIPeriod);
avgUp = new Series<double>(this);
avgDown = new Series<double>(this);
down = new Series<double>(this);
up = new Series<double>(this);
smaDown = SMA(down, RSIPeriod);
smaUp = SMA(up, RSIPeriod);
}
}

protected override void OnBarUpdate()
{
{
double min0 = min[0];
nom[0] = Close[0] - min0;
den[0] = max[0] - min0;

if (den[0].ApproxCompare(0) == 0)
fastK[0] = CurrentBar == 0 ? 50 : fastK[1];
else
fastK[0] = Math.Min(100, Math.Max(0, 100 * nom[0] / den[0]));
}

// Slow %K == Fast %D

K[0] = smaFastK[0];
D[0] = smaK[0];

//MFI

{
if (CurrentBar == 0)
MFI[0] = 50;
else
{
double typical0 = Typical[0];
double typical1 = Typical[1];
double volume0 = Instrument.MasterInstrument.InstrumentType == InstrumentType.CryptoCurrency ? Core.Globals.ToCryptocurrencyVolume((long)Volume[0]) : Volume[0];
negative[0] = typical0 < typical1 ? typical0 * volume0 : 0;
positive[0] = typical0 > typical1 ? typical0 * volume0 : 0;

double sumNegative0 = sumNegative[0];
MFI[0] = sumNegative0 == 0 ? 50 : 100.0 - (100.0 / (1 + sumPositive[0] / sumNegative0));
}
}

//RSI

{
if (CurrentBar == 0)
constant1 = 2.0 / (1 + RSISmooth);
constant2 = (1 - (2.0 / (1 + RSISmooth)));
constant3 = (RSIPeriod - 1);
down[0] = 0;
up[0] = 0;

if (RSIPeriod < 3)
Avg[0] = 50;

return;
}

double input0 = Input[0];
double input1 = Input[1];
down[0] = Math.Max(input1 - input0, 0);
up[0] = Math.Max(input0 - input1, 0);

if (CurrentBar + 1 < RSIPeriod)
{
if (CurrentBar + 1 == RSIPeriod - 1)
Avg[0] = 50;
return;
}

if ((CurrentBar + 1) == RSIPeriod)
{
// First averages
avgDown[0] = smaDown[0];
avgUp[0] = smaUp[0];
}
else
{
// Rest of averages are smoothed
avgDown[0] = (avgDown[1] * constant3 + down[0]) / RSIPeriod;
avgUp[0] = (avgUp[1] * constant3 + up[0]) / RSIPeriod;


}

double avgDown0 = avgDown[0];
double value0 = avgDown0 == 0 ? 100 : 100 - 100 / (1 + avgUp[0] / avgDown0);
// RSI & Avg
RSI[0] = value0;
Avg[0] = constant1 * value0 + constant2 * Avg[1];
return;




}

region Properties
[Browsable(false)]
[XmlIgnore()]
public Series<double> D
{
get { return Values[0]; }
}

[Browsable(false)]
[XmlIgnore()]
public Series<double> K
{
get { return Values[1]; }
}

[Browsable(false)]
[XmlIgnore()]
public Series<double> MFI
{
get { return Values[2]; }
}

[Browsable(false)]
[XmlIgnore()]
public Series<double> RSI
{
get { return Values[3]; }
}

[Browsable(false)]
[XmlIgnore()]
public Series<double> Avg
{
get { return Values[4]; }
}


[Range(1, int.MaxValue), NinjaScriptProperty]
[Display(ResourceType = typeof(Custom.Resource), Name = "PeriodD", GroupName = "NinjaScriptParameters", Order = 0)]
public int PeriodD
{ get; set; }

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

[Range(1, int.MaxValue), NinjaScriptProperty]
[Display(ResourceType = typeof(Custom.Resource), Name = "SmoothStoch", GroupName = "NinjaScriptParameters", Order = 2)]
public int SmoothStoch
{ get; set; }

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

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

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


#endregion
}
}

region NinjaScript generated code. Neither change nor remove.

namespace NinjaTrader.NinjaScript.Indicators
{
public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
{
private MWQ.MWQMultiOscillatorOverlap[] cacheMWQMultiOscillatorOverlap;
public MWQ.MWQMultiOscillatorOverlap MWQMultiOscillatorOverlap(int periodD, int periodK, int smoothStoch, int mFIPeriod, int rSIPeriod, int rSISmooth)
{
return MWQMultiOscillatorOverlap(Input, periodD, periodK, smoothStoch, mFIPeriod, rSIPeriod, rSISmooth);
}

public MWQ.MWQMultiOscillatorOverlap MWQMultiOscillatorOverlap(ISeries<double> input, int periodD, int periodK, int smoothStoch, int mFIPeriod, int rSIPeriod, int rSISmooth)
{
if (cacheMWQMultiOscillatorOverlap != null)
for (int idx = 0; idx < cacheMWQMultiOscillatorOverlap.Length; idx++)
if (cacheMWQMultiOscillatorOverlap[idx] != null && cacheMWQMultiOscillatorOverlap[idx].PeriodD == periodD && cacheMWQMultiOscillatorOverlap[idx].PeriodK == periodK && cacheMWQMultiOscillatorOverlap[idx].SmoothStoch == smoothStoch && cacheMWQMultiOscillatorOverlap[idx].MFIPeriod == mFIPeriod && cacheMWQMultiOscillatorOverlap[idx].RSIPeriod == rSIPeriod && cacheMWQMultiOscillatorOverlap[idx].RSISmooth == rSISmooth && cacheMWQMultiOscillatorOverlap[idx].EqualsInput(input))
return cacheMWQMultiOscillatorOverlap[idx];
return CacheIndicator<MWQ.MWQMultiOscillatorOverlap>(new MWQ.MWQMultiOscillatorOverlap(){ PeriodD = periodD, PeriodK = periodK, SmoothStoch = smoothStoch, MFIPeriod = mFIPeriod, RSIPeriod = rSIPeriod, RSISmooth = rSISmooth }, input, ref cacheMWQMultiOscillatorOverlap);
}
}
}

namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
{
public Indicators.MWQ.MWQMultiOscillatorOverlap MWQMultiOscillatorOverlap(int periodD, int periodK, int smoothStoch, int mFIPeriod, int rSIPeriod, int rSISmooth)
{
return indicator.MWQMultiOscillatorOverlap(Input, periodD, periodK, smoothStoch, mFIPeriod, rSIPeriod, rSISmooth);
}

public Indicators.MWQ.MWQMultiOscillatorOverlap MWQMultiOscillatorOverlap(ISeries<double> input , int periodD, int periodK, int smoothStoch, int mFIPeriod, int rSIPeriod, int rSISmooth)
{
return indicator.MWQMultiOscillatorOverlap(input, periodD, periodK, smoothStoch, mFIPeriod, rSIPeriod, rSISmooth);
}
}
}

namespace NinjaTrader.NinjaScript.Strategies
{
public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
{
public Indicators.MWQ.MWQMultiOscillatorOverlap MWQMultiOscillatorOverlap(int periodD, int periodK, int smoothStoch, int mFIPeriod, int rSIPeriod, int rSISmooth)
{
return indicator.MWQMultiOscillatorOverlap(Input, periodD, periodK, smoothStoch, mFIPeriod, rSIPeriod, rSISmooth);
}

public Indicators.MWQ.MWQMultiOscillatorOverlap MWQMultiOscillatorOverlap(ISeries<double> input , int periodD, int periodK, int smoothStoch, int mFIPeriod, int rSIPeriod, int rSISmooth)
{
return indicator.MWQMultiOscillatorOverlap(input, periodD, periodK, smoothStoch, mFIPeriod, rSIPeriod, rSISmooth);
}
}
}

#endregion

[NinjaTrader_BrandonH]

Hello moewqasem,

Thanks for your notes.

If the indicator plots are not working as expected then it would be necessary to add debugging prints to the script to understand exactly how the logic in your script is behaving.

In the indicator add prints that print out all the values used in your logic to plot the RSI indicator values along with the time of that bar to understand how your logic is behaving.

Prints will appear in the NinjaScript Output window (New > NinjaScript Output window).

Below is a link to a forum post that demonstrates how to use prints to understand behavior.
https://ninjatrader.com/support/foru...121#post791121

Further, keep an eye on the Log tab of the Control Center for any error messages that may appear when testing the script.

Here is the help guide demonstrating how to access NinjaTrader's RSI indicator plot values in NinjaScript which you might find helpful: https://ninjatrader.com/support/help..._index_rsi.htm