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region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Gui.Chart;
#endregion
// This namespace holds all indicators and is required. Do not change it.
namespace NinjaTrader.Indicator
{
/// <summary>
/// Enter the description of your new custom indicator here
/// </summary>
[Description("Belkhayate Gravity Center")]
public class BCG : Indicator
{
#region Variables
// Wizard generated variables
private int period = 180; // Default setting for Period
private int order = 3; // Default setting for Order
private double ecart = 1.618; // Default setting for Ecart
// User defined variables (add any user defined variables below)
private double[,] ai = new double[10,10];
private double[] b = new double[10];
private double[] x = new double[10];
private double[] sx = new double[10];
private double sum;
private int ip;
private int p;
private int n;
private int f;
private double qq;
private double mm;
private double tt;
private int ii;
private int jj;
private int kk;
private int ll;
private int nn;
private double sq;
private double sq2;
private int i0 = 0;
private int mi;
#endregion
/// <summary>
/// This method is used to configure the indicator and is called once before any bar data is loaded.
/// </summary>
protected override void Initialize()
{
Add(new Plot(Color.FromKnownColor(KnownColor.MediumBlue), PlotStyle.Line, "GravityLine"));
Add(new Plot(Color.FromKnownColor(KnownColor.Gray), PlotStyle.Line, "UC1"));
Add(new Plot(Color.FromKnownColor(KnownColor.Red), PlotStyle.Line, "UC2"));
Add(new Plot(Color.FromKnownColor(KnownColor.Red), PlotStyle.Line, "UC3"));
Add(new Plot(Color.FromKnownColor(KnownColor.Gray), PlotStyle.Line, "LC1"));
Add(new Plot(Color.FromKnownColor(KnownColor.LimeGreen), PlotStyle.Line, "LC2"));
Add(new Plot(Color.FromKnownColor(KnownColor.LimeGreen), PlotStyle.Line, "LC3"));
CalculateOnBarClose = false;
Overlay = true;
PriceTypeSupported = true;
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if( CurrentBar < Period) return;
ip = Period;
p = ip;
sx[1] = p + 1;
nn = Order + 1;
//----------------------sx-------------------------------------------------------------------
for(mi=1;mi<=nn*2-2;mi++)
{
sum=0;
for(n=i0;n<=i0+p;n++)
{
sum+=Math.Pow(n,mi);
}
sx[mi+1]=sum;
}
//----------------------syx-----------
for(mi=1;mi<=nn;mi++)
{
sum=0.00000;
for(n=i0;n<=i0+p;n++)
{
if(mi==1) sum+=Close[n];
else sum+=Close[n]*Math.Pow(n,mi-1);
}
b[mi]=sum;
}
//===============Matrix=======================================================================================================
for(jj=1;jj<=nn;jj++)
{
for(ii=1; ii<=nn; ii++)
{
kk=ii+jj-1;
ai[ii,jj]=sx[kk];
}
}
//===============Gauss========================================================================================================
for(kk=1; kk<=nn-1; kk++)
{
ll=0;
mm=0;
for(ii=kk; ii<=nn; ii++)
{
if(Math.Abs(ai[ii,kk])>mm)
{
mm=Math.Abs(ai[ii,kk]);
ll=ii;
}
}
if(ll==0) return;
if (ll!=kk)
{
for(jj=1; jj<=nn; jj++)
{
tt=ai[kk,jj];
ai[kk,jj]=ai[ll,jj];
ai[ll,jj]=tt;
}
tt=b[kk];
b[kk]=b[ll];
b[ll]=tt;
}
for(ii=kk+1;ii<=nn;ii++)
{
qq=ai[ii,kk]/ai[kk,kk];
for(jj=1;jj<=nn;jj++)
{
if(jj==kk) ai[ii,jj]=0;
else ai[ii,jj]=ai[ii,jj]-qq*ai[kk,jj];
}
b[ii]=b[ii]-qq*b[kk];
}
}
x[nn]=b[nn]/ai[nn,nn];
for(ii=nn-1;ii>=1;ii--)
{
tt=0;
for(jj=1;jj<=nn-ii;jj++)
{
tt=tt+ai[ii,ii+jj]*x[ii+jj];
x[ii]=(1/ai[ii,ii])*(b[ii]-tt);
}
}
//===========================================================================================================================
for(n=i0;n<=i0+p;n++)
{
sum=0;
for(kk=1;kk<=Order;kk++)
{
sum+=x[kk+1]*Math.Pow(n,kk);
}
GravityLine.Set(n,x[1]+sum);
}
//-----------------------------------Std-----------------------------------------------------------------------------------
sq=0.0;
for(n=i0;n<=i0+p;n++)
{
sq+=Math.Pow(Close[n]-GravityLine[n],2);
}
sq = Math.Sqrt(sq/(p+1))*Ecart;
for(n=i0;n<=i0+p;n++)
{
UC1.Set(n,GravityLine[n]+sq);
LC1.Set(n,GravityLine[n]-sq);
UC2.Set(n,GravityLine[n]+sq*2);
LC2.Set(n,GravityLine[n]-sq*2);
UC3.Set(n,GravityLine[n]+sq*3);
LC3.Set(n,GravityLine[n]-sq*3);
}
}
#region Properties
[Browsable(false)] // this line prevents the data series from being displayed in the indicator properties dialog, do not remove
[XmlIgnore()] // this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
public DataSeries GravityLine
{
get { return Values[0]; }
}
[Browsable(false)] // this line prevents the data series from being displayed in the indicator properties dialog, do not remove
[XmlIgnore()] // this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
public DataSeries UC1
{
get { return Values[1]; }
}
[Browsable(false)] // this line prevents the data series from being displayed in the indicator properties dialog, do not remove
[XmlIgnore()] // this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
public DataSeries UC2
{
get { return Values[2]; }
}
[Browsable(false)] // this line prevents the data series from being displayed in the indicator properties dialog, do not remove
[XmlIgnore()] // this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
public DataSeries UC3
{
get { return Values[3]; }
}
[Browsable(false)] // this line prevents the data series from being displayed in the indicator properties dialog, do not remove
[XmlIgnore()] // this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
public DataSeries LC1
{
get { return Values[4]; }
}
[Browsable(false)] // this line prevents the data series from being displayed in the indicator properties dialog, do not remove
[XmlIgnore()] // this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
public DataSeries LC2
{
get { return Values[5]; }
}
[Browsable(false)] // this line prevents the data series from being displayed in the indicator properties dialog, do not remove
[XmlIgnore()] // this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
public DataSeries LC3
{
get { return Values[6]; }
}
[Description("")]
[GridCategory("Parameters")]
public int Period
{
get { return period; }
set { period = Math.Max(1, value); }
}
[Description("")]
[GridCategory("Parameters")]
public int Order
{
get { return order; }
set { order = Math.Max(1, value); }
}
[Description("")]
[GridCategory("Parameters")]
public double Ecart
{
get { return ecart; }
set { ecart = Math.Max(0.100, value); }
}
#endregion
}
}
#region NinjaScript generated code. Neither change nor remove.
// This namespace holds all indicators and is required. Do not change it.
namespace NinjaTrader.Indicator
{
public partial class Indicator : IndicatorBase
{
private BCG[] cacheBCG = null;
private static BCG checkBCG = new BCG();
/// <summary>
/// Belkhayate Gravity Center
/// </summary>
/// <returns></returns>
public BCG BCG(double ecart, int order, int period)
{
return BCG(Input, ecart, order, period);
}
/// <summary>
/// Belkhayate Gravity Center
/// </summary>
/// <returns></returns>
public BCG BCG(Data.IDataSeries input, double ecart, int order, int period)
{
if (cacheBCG != null)
for (int idx = 0; idx < cacheBCG.Length; idx++)
if (Math.Abs(cacheBCG[idx].Ecart - ecart) <= double.Epsilon && cacheBCG[idx].Order == order && cacheBCG[idx].Period == period && cacheBCG[idx].EqualsInput(input))
return cacheBCG[idx];
lock (checkBCG)
{
checkBCG.Ecart = ecart;
ecart = checkBCG.Ecart;
checkBCG.Order = order;
order = checkBCG.Order;
checkBCG.Period = period;
period = checkBCG.Period;
if (cacheBCG != null)
for (int idx = 0; idx < cacheBCG.Length; idx++)
if (Math.Abs(cacheBCG[idx].Ecart - ecart) <= double.Epsilon && cacheBCG[idx].Order == order && cacheBCG[idx].Period == period && cacheBCG[idx].EqualsInput(input))
return cacheBCG[idx];
BCG indicator = new BCG();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.Ecart = ecart;
indicator.Order = order;
indicator.Period = period;
Indicators.Add(indicator);
indicator.SetUp();
BCG[] tmp = new BCG[cacheBCG == null ? 1 : cacheBCG.Length + 1];
if (cacheBCG != null)
cacheBCG.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cacheBCG = tmp;
return indicator;
}
}
}
}
// This namespace holds all market analyzer column definitions and is required. Do not change it.
namespace NinjaTrader.MarketAnalyzer
{
public partial class Column : ColumnBase
{
/// <summary>
/// Belkhayate Gravity Center
/// </summary>
/// <returns></returns>
[Gui.Design.WizardCondition("Indicator")]
public Indicator.BCG BCG(double ecart, int order, int period)
{
return _indicator.BCG(Input, ecart, order, period);
}
/// <summary>
/// Belkhayate Gravity Center
/// </summary>
/// <returns></returns>
public Indicator.BCG BCG(Data.IDataSeries input, double ecart, int order, int period)
{
return _indicator.BCG(input, ecart, order, period);
}
}
}
// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
public partial class Strategy : StrategyBase
{
/// <summary>
/// Belkhayate Gravity Center
/// </summary>
/// <returns></returns>
[Gui.Design.WizardCondition("Indicator")]
public Indicator.BCG BCG(double ecart, int order, int period)
{
return _indicator.BCG(Input, ecart, order, period);
}
/// <summary>
/// Belkhayate Gravity Center
/// </summary>
/// <returns></returns>
public Indicator.BCG BCG(Data.IDataSeries input, double ecart, int order, int period)
{
if (InInitialize && input == null)
throw new ArgumentException("You only can access an indicator with the default input/bar series from within the 'Initialize()' method");
return _indicator.BCG(input, ecart, order, period);
}
}
}
#endregion