San Jose
Experience: Intermediate
Platform: NinjaTrader, Esignal
Trading: Stocks
Posts: 107 since Jan 2012
Thanks Given: 40
Thanks Received: 21
Hi,
I wrote an SMA class, by basically moving the built in SMA Indicator code that comes with Ninjatrader into an object that uses no Indicator.
I am having an issue though as the output is not correct. I was able to successfully do the EMA, but the SMA is not working.
Any help would be appreciated... Thank you in advance..
Here is the code...
Code
#region Khaos_Virtual_Indicator_SMAz
public class Khaos_Virtual_Indicator_SMAz
{
private NinjaScriptBase NinjaScriptBase;
private int Period;
private double priorSum;
private double sum;
public Series<double> Value { get; private set; }
public Khaos_Virtual_Indicator_SMAz(NinjaScriptBase NinjaScriptBase, int Period)
{
this.NinjaScriptBase = NinjaScriptBase;
this.Period = Period;
Value = new Series<double>(NinjaScriptBase);
priorSum = 0;
sum = 0;
}
public Series<double> TickTock(ISeries <double> Input)
{
try
{
if (NinjaScriptBase.BarsArray[0].BarsType.IsRemoveLastBarSupported)
{
if (NinjaScriptBase.CurrentBar == 0)
Value[0] = Input[0];
else
{
double last = Value[1] * Math.Min(NinjaScriptBase.CurrentBar, Period);
if (NinjaScriptBase.CurrentBar >= Period)
Value[0] = (last + Input[0] - Input[Period]) / Math.Min(NinjaScriptBase.CurrentBar, Period);
else
Value[0] = ((last + Input[0]) / (Math.Min(NinjaScriptBase.CurrentBar, Period) + 1));
}
}
else
{
if (NinjaScriptBase.IsFirstTickOfBar)
priorSum = sum;
sum = priorSum + Input[0] - (NinjaScriptBase.CurrentBar >= Period ? Input[Period] : 0);
Value[0] = sum / (NinjaScriptBase.CurrentBar < Period ? NinjaScriptBase.CurrentBar + 1 : Period);
}
return Value;
}
catch (Exception e)
{
NinjaScriptBase.Log ("Cought Error Khaos Moving Average = " + e.ToString(), NinjaTrader.Cbi.LogLevel.Warning);
NinjaScriptBase.Print(NinjaScriptBase.Time[0] + " " + e.ToString());
return Value;
}
}
}
#endregion
Here is a project that invokes the class
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;
using Khaos_Elements;
#endregion
//This namespace holds Indicators in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Indicators.KhaosIndicators
{
public class Test : Indicator
{
// private Khaos_Virtual_Indicator_QQE_v1 Khaos_Virtual_Indicator_QQE;
private Khaos_Virtual_Indicator_SMAz Khaos_Virtual_Indicator_SMAz;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"test";
Name = "Test";
Calculate = Calculate.OnEachTick;
IsOverlay = false;
DisplayInDataBox = true;
DrawOnPricePanel = true;
DrawHorizontalGridLines = true;
DrawVerticalGridLines = true;
PaintPriceMarkers = true;
ScaleJustification = NinjaTrader.Gui.Chart.ScaleJustification.Right;
//Disable this property if your indicator requires custom values that cumulate with each new market data event.
//See Help Guide for additional information.
IsSuspendedWhileInactive = false;
AddPlot(Brushes.Orange, "Signal");
}
else if (State == State.Configure)
{
Khaos_Virtual_Indicator_SMAz = new Khaos_Virtual_Indicator_SMAz((NinjaScriptBase)this,20);
}
}
protected override void OnBarUpdate()
{
if (CurrentBar < 15) {return;}
Khaos_Virtual_Indicator_SMAz.TickTock(Close);
Signal[0] = Khaos_Virtual_Indicator_SMAz.Value[0];
}
#region Properties
[Browsable(false)]
[XmlIgnore]
public Series<double> Signal
{
get { return Values[0]; }
}
#endregion
}
}
#region NinjaScript generated code. Neither change nor remove.
namespace NinjaTrader.NinjaScript.Indicators
{
public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
{
private KhaosIndicators.Test[] cacheTest;
public KhaosIndicators.Test Test()
{
return Test(Input);
}
public KhaosIndicators.Test Test(ISeries<double> input)
{
if (cacheTest != null)
for (int idx = 0; idx < cacheTest.Length; idx++)
if (cacheTest[idx] != null && cacheTest[idx].EqualsInput(input))
return cacheTest[idx];
return CacheIndicator<KhaosIndicators.Test>(new KhaosIndicators.Test(), input, ref cacheTest);
}
}
}
namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
{
public Indicators.KhaosIndicators.Test Test()
{
return indicator.Test(Input);
}
public Indicators.KhaosIndicators.Test Test(ISeries<double> input )
{
return indicator.Test(input);
}
}
}
namespace NinjaTrader.NinjaScript.Strategies
{
public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
{
public Indicators.KhaosIndicators.Test Test()
{
return indicator.Test(Input);
}
public Indicators.KhaosIndicators.Test Test(ISeries<double> input )
{
return indicator.Test(input);
}
}
}
#endregion