#region Using declarations using System; using System.Collections.Generic; using System.ComponentModel; using System.ComponentModel.DataAnnotations; using System.Linq; using System.Text; using System.IO; using System.Reflection; 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; using NinjaTrader.Gui.Tools; #endregion //This namespace holds Indicators in this folder and is required. Do not change it. namespace NinjaTrader.NinjaScript.Indicators { public class myIndicator : Indicator { //--- VAH, VAL, POC ----------------------------------------------------------------- private Dictionary<double, double> volumeByPrice = new Dictionary<double, double>(); private double pocPrice = 0; private double vahPrice = 0; private double valPrice = 0; protected override void OnStateChange() { if (State == State.SetDefaults) { Description = @""; Name = "VAH VAL POC"; Calculate = Calculate.OnBarClose; IsOverlay = true; DisplayInDataBox = true; DrawOnPricePanel = true; DrawHorizontalGridLines = true; DrawVerticalGridLines = true; PaintPriceMarkers = true; IsAutoScale = false; IsSuspendedWhileInactive = false; ScaleJustification = NinjaTrader.Gui.Chart.ScaleJustification.Right; //---Plots für VAH, VAL, POC-------------------------------------------------------------------- AddPlot(Brushes.Orange, "POC"); AddPlot(Brushes.Blue, "VAH"); AddPlot(Brushes.Blue, "VAL"); //---------------------------------------------------------------------------------------------- } else if (State == State.DataLoaded) { } } protected override void OnBarUpdate() { // Ignoriere historische Daten if (Bars.IsFirstBarOfSession && CurrentBar > 0) { pocPrice = vahPrice = valPrice = 0; volumeByPrice.Clear(); } //DrawLines(); } private void CalculateVolumeProfile() { Print("CalculateVolumeProfile aufgerufen für Bar: " + CurrentBar); volumeByPrice.Clear(); double sessionHigh = double.MinValue; double sessionLow = double.MaxValue; // Annahme: Die Analyse erfolgt für die aktuelle Sitzung for (int i = 0; i < BarsArray[0].Count; i++) { double highPrice = High[i]; double lowPrice = Low[i]; double volume = Volume[i]; sessionHigh = Math.Max(sessionHigh, highPrice); sessionLow = Math.Min(sessionLow, lowPrice); // Annahme: Verteilung des Volumens auf alle Preise zwischen High und Low der Bar double priceRange = highPrice - lowPrice; int priceLevels = (int)Math.Ceiling(priceRange / TickSize) + 1; for (int level = 0; level < priceLevels; level++) { double price = lowPrice + level * TickSize; double distributedVolume = volume / priceLevels; if (volumeByPrice.ContainsKey(price)) { volumeByPrice[price] += distributedVolume; } else { volumeByPrice.Add(price, distributedVolume); } } } // Analyse des Volumenprofils zur Bestimmung von POC, VAH, VAL AnalyzeVolumeProfile(); } private void AnalyzeVolumeProfile() { double totalVolume = 0; double maxVolume = 0; foreach (var pair in volumeByPrice) { totalVolume += pair.Value; if (pair.Value > maxVolume) { maxVolume = pair.Value; pocPrice = pair.Key; } } // Bestimmen des Volumens, das 70% des Gesamtvolumens entspricht double targetVolume = totalVolume * 0.7; double cumulativeVolume = 0; List<KeyValuePair<double, double>> sortedVolume = new List<KeyValuePair<double, double>>(volumeByPrice); sortedVolume.Sort((a, b) => a.Key.CompareTo(b.Key)); // Sammle alle Preislevel, die innerhalb der Value Area fallen List<double> pricesInValueArea = new List<double>(); foreach (var pair in sortedVolume) { cumulativeVolume += pair.Value; pricesInValueArea.Add(pair.Key); if (cumulativeVolume >= targetVolume) break; } // Bestimme VAH und VAL vahPrice = pricesInValueArea.Max(); valPrice = pricesInValueArea.Min(); } /*private void DrawLines() { // Löscht alte Zeichnungen nur, wenn eine neue Session beginnt if (Bars.IsFirstBarOfSession && CurrentBar > 0) { RemoveDrawObjects(); } // Zeichnen von VAH, VAL und POC nur, wenn sie Werte haben if (pocPrice > 0 && vahPrice > 0 && valPrice > 0) { Draw.Line(this, "POCLine" + CurrentBar, false, 0, pocPrice, -100, pocPrice, Brushes.Orange, DashStyleHelper.Dash, 5); Draw.Line(this, "VAHLine" + CurrentBar, false, 0, vahPrice, -100, vahPrice, Brushes.Blue, DashStyleHelper.Dash, 5); Draw.Line(this, "VALLine" + CurrentBar, false, 0, valPrice, -100, valPrice, Brushes.Blue, DashStyleHelper.Dash, 5); } }*/ protected override void OnRender(ChartControl chartControl, ChartScale chartScale) { base.OnRender(chartControl, chartScale); // Stellen Sie sicher, dass die Preise aktualisiert wurden if (pocPrice > 0 && vahPrice > 0 && valPrice > 0) { // Konvertieren der Preise in Y-Koordinaten float pocY = chartScale.GetYByValue(pocPrice); float vahY = chartScale.GetYByValue(vahPrice); float valY = chartScale.GetYByValue(valPrice); // Erstellen des DashStyle var strokeStyleProperties = new SharpDX.Direct2D1.StrokeStyleProperties() { DashStyle = SharpDX.Direct2D1.DashStyle.Dash }; using (var strokeStyle = new SharpDX.Direct2D1.StrokeStyle(RenderTarget.Factory , strokeStyleProperties)) { // Erstellen von SharpDX-Pinseln für die Linien using (var pocBrush = new SharpDX.Direct2D1.SolidColorBrush(RenderTarget, SharpDX.Color.DarkCyan)) using (var vahValBrush = new SharpDX.Direct2D1.SolidColorBrush(RenderTarget, SharpDX.Color.Orange)) { // Zeichnen der Linien RenderTarget.DrawLine(new SharpDX.Vector2(0, pocY), new SharpDX.Vector2(chartControl.CanvasRight, pocY), pocBrush, 5, strokeStyle); RenderTarget.DrawLine(new SharpDX.Vector2(0, vahY), new SharpDX.Vector2(chartControl.CanvasRight, vahY), vahValBrush, 5, strokeStyle); RenderTarget.DrawLine(new SharpDX.Vector2(0, valY), new SharpDX.Vector2(chartControl.CanvasRight, valY), vahValBrush, 5, strokeStyle); } } } }
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Problem with VAH - VAL - POC
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Problem with VAH - VAL - POC
Hello, I would like to create an indicator for the VAH, VAL and the POC. However, nothing is displayed in the chart. Unfortunately, I don't know whether this is due to the calculation or the plotting. I would be grateful if someone could help me.
Code:Tags: None
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Hello IntyRocket,
If nothing is appearing in the chart that may be due to the logic you are using, are you seeing any errors in the NinjaScript output window when running the script?
The best way forward would be to add Print statements into your code so you can observe how the logic is working and the values being used. That would be part of the process when creating custom items and having it not work as expected, this is considered debugging the code. You can find a guide that goes over how to use prints an debug scripts here:
JesseNinjaTrader Customer Service
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