Stochastic over indicator

[Lancer]

ChelseaB, After changing State.Configure to State.DataLoaded, three of the four script conditions are now working. One condition is not working, and I'm looking into it.

Thanks very much for mentioning that fix.

[NinjaTrader_ChelseaB]

koganam,

Nice catch. Yes, I did mean State.DataLoaded.

My mistake here.

[koganam]

Hello Lancer,

Yes, moving any code that relies on data to State.SetDefaults should correct the error.

Have you tried this and found this did not correct the error?

Surely, you mean State.DataLoaded, right? Not State.SetDefaults.

[NinjaTrader_ChelseaB]

Hello Lancer,

(edited)
Yes, moving any code that relies on data to State.DataLoaded should correct the error.

Have you tried this and found this did not correct the error?

[Lancer]

The secondary (or more) series bug exists with the DoubleStochastics indicator as well. While waiting for a fix, is there a workaround for that also? (e.g. change "State.Configure" to "State.DataLoaded")

else if (State == State.Configure)
{
p1 = new Series<double>(this);
p2 = new Series<double>(this);
p3 = new Series<double>(this);
emaP1 = EMA(p1, 3);
emaP3 = EMA(p3, 3);
maxHigh = MAX(High, Period);
maxP2 = MAX(p2, Period);
minLow = MIN(Low, Period);
minP2 = MIN(p2, Period);
}

[manugarc]

Hello ChelseaB,

Absolutely; if it was a logic-related issue I would have perfectly accepted an answer like "It's in your code; just check it", but the code was so simple that I was almost sure it has to be something else.

Great! So that was the problem. Thanks a lot!

[NinjaTrader_ChelseaB]

Hello manugarc,

In the NinjaScript Support would not be able to assist with custom logic, calculations, equations, etc.
This thread will remain open for any community members that would like to assist.

In the support department at NinjaTrader we do not create, debug, or modify code for our clients. This is so that we can maintain a high level of service for all of our clients as well as our partners.

You can also contact a professional NinjaScript Consultant who would be eager to create or modify this script at your request or assist you with your script. The NinjaTrader Ecosystem has affiliate partners who provide educational as well as consulting services. Please let me know if you would like our business development follow up with you with a list of affiliate consultants who would be happy to create this script or any others at your request.

That said, I do want to mention the Stochatics indicator will have a change to it in 8.0.4.0. (ID #NTEIGHT-10958)
The min and max are added in State.Configure. This causes an incorrect calculation when used with a secondary data series because the secondary series is not yet prepared. In the next iteration the following lines will be moved to State.DataLoaded after all data has been loaded.

8.0.3.0:

else if (State == State.Configure)
{
	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, Smooth);
	smaK		= SMA(K, PeriodD);
}

8.0.4.0:

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, Smooth);
	smaK		= SMA(K, PeriodD);
}

In your script that is a modified copy, I would recommend making these changes.

[manugarc]

Hi,

I'm trying to adapt Stochastics indicator in order to use it over another indicator (not price, not High and Low, just a value), so I've modified the original Stochastics code (just the three lines marked), but the indicator in real time fails; the top value, which should be 100, goes higher, to 140 for example, when I have the indicator running for some hours. EDIT: Just add that when top value goes to 140, bottom value is 40. It looks like values slide 40 to the top for some reason.

I'm pretty sure the code should be really simple, but I don't know exactly how to modify it to get just that, a stochastics over a series of values which have no High and Low but just a simple value.

Thanks in advance for any help.

MyStochastics 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
{
    /// <summary>
    /// The Stochastic Oscillator is made up of two lines that oscillate between 
    /// a vertical scale of 0 to 100. The %K is the main line and it is drawn as 
    /// a solid line. The second is the %D line and is a moving average of %K. 
    /// The %D line is drawn as a dotted line. Use as a buy/sell signal generator, 
    /// buying when fast moves above slow and selling when fast moves below slow.
    /// </summary>
    public class MyStochastics : Indicator
    {
        private Series<double>        den;
        private Series<double>        fastK;
        private MIN                    min;
        private MAX                    max;
        private Series<double>        nom;
        private SMA                    smaFastK;
        private SMA                    smaK;

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description                    = NinjaTrader.Custom.Resource.NinjaScriptIndicatorDescriptionStochastics;
                Name                        = "MyStochastics";
                IsSuspendedWhileInactive    = true;
                PeriodD                        = 7;
                PeriodK                        = 14;
                Smooth                        = 3;

                AddPlot(Brushes.DodgerBlue,                NinjaTrader.Custom.Resource.StochasticsD);
                AddPlot(Brushes.Goldenrod,                NinjaTrader.Custom.Resource.StochasticsK);

                AddLine(Brushes.DarkCyan,        20,    NinjaTrader.Custom.Resource.NinjaScriptIndicatorLower);
                AddLine(Brushes.DarkCyan,    80,    NinjaTrader.Custom.Resource.NinjaScriptIndicatorUpper);
            }
            else if (State == State.Configure)
            {
                den            = new Series<double>(this);
                nom            = new Series<double>(this);
                fastK        = new Series<double>(this);
                min            = MIN(Input, PeriodK); // [B]<<<<<<<<<<<<<< MODIFIED LINE (Low => Input)[/B]
                max            = MAX(Input, PeriodK); [B]// <<<<<<<<<<<<<< MODIFIED LINE (Max => Input)[/B]
                smaFastK    = SMA(fastK, Smooth);
                smaK        = SMA(K, PeriodD);
            }
        }

        protected override void OnBarUpdate()
        {
            double min0 = min[0];
            
            nom[0]        = Input[0] - min0; [B]// <<<<<<<<<<<<<<<<<<<<<<<<<<< MODIFIED LINE (Close[0] => Input[0])[/B]
            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];
        }

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

        [Browsable(false)]
        [XmlIgnore()]
        public Series<double> K
        {
            get { return Values[1]; }
        }
        
        [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 = "Smooth", GroupName = "NinjaScriptParameters", Order = 2)]
        public int Smooth
        { get; set; }
        #endregion
    }
}

#region NinjaScript generated code. Neither change nor remove.

namespace NinjaTrader.NinjaScript.Indicators
{
    public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
    {
        private MyStochastics[] cacheMyStochastics;
        public MyStochastics MyStochastics(int periodD, int periodK, int smooth)
        {
            return MyStochastics(Input, periodD, periodK, smooth);
        }

        public MyStochastics MyStochastics(ISeries<double> input, int periodD, int periodK, int smooth)
        {
            if (cacheMyStochastics != null)
                for (int idx = 0; idx < cacheMyStochastics.Length; idx++)
                    if (cacheMyStochastics[idx] != null && cacheMyStochastics[idx].PeriodD == periodD && cacheMyStochastics[idx].PeriodK == periodK && cacheMyStochastics[idx].Smooth == smooth && cacheMyStochastics[idx].EqualsInput(input))
                        return cacheMyStochastics[idx];
            return CacheIndicator<MyStochastics>(new MyStochastics(){ PeriodD = periodD, PeriodK = periodK, Smooth = smooth }, input, ref cacheMyStochastics);
        }
    }
}

namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
    public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
    {
        public Indicators.MyStochastics MyStochastics(int periodD, int periodK, int smooth)
        {
            return indicator.MyStochastics(Input, periodD, periodK, smooth);
        }

        public Indicators.MyStochastics MyStochastics(ISeries<double> input , int periodD, int periodK, int smooth)
        {
            return indicator.MyStochastics(input, periodD, periodK, smooth);
        }
    }
}

namespace NinjaTrader.NinjaScript.Strategies
{
    public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
    {
        public Indicators.MyStochastics MyStochastics(int periodD, int periodK, int smooth)
        {
            return indicator.MyStochastics(Input, periodD, periodK, smooth);
        }

        public Indicators.MyStochastics MyStochastics(ISeries<double> input , int periodD, int periodK, int smooth)
        {
            return indicator.MyStochastics(input, periodD, periodK, smooth);
        }
    }
}

#endregion