/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
double data;
string datastr;
if (Historical)
{
return;
}
for (int i = 0; i <= NinjaTrader.Cbi.Globals.Accounts.Count - 1; i++)
{
Print("Account: " + NinjaTrader.Cbi.Globals.Accounts[i].Name);
Print("Netliq: " + NinjaTrader.Cbi.Globals.Accounts[i].GetAccountValue(AccountItem.NetLiquidation, Currency.UsDollar));
if ((NinjaTrader.Cbi.Globals.Accounts[i].Name.CompareTo(accountName)) == 0)
{
//data = Convert.ToDouble(NinjaTrader.Cbi.Globals.Accounts[i].GetAccountValue(AccountItem.NetLiquidation, Currency.UsDollar));
Plot0.Set(NinjaTrader.Cbi.Globals.Accounts[i].GetAccountValue(AccountItem.NetLiquidation, Currency.UsDollar).Value);
datastr = Convert.ToString(Time[0]) + "," + Convert.ToString((NinjaTrader.Cbi.Globals.Accounts[i].GetAccountValue(AccountItem.NetLiquidation, Currency.UsDollar).Value));
Print(datastr);
// Save it to file
using (FileStream fs = new FileStream(fileName, FileMode.Append, FileAccess.Write))
using (StreamWriter sw = new StreamWriter(fs))
{
sw.WriteLine(datastr);
}
}
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Use this method for calculating your indicator values. Assign a value to each
// plot below by replacing 'Close[0]' with your own formula.
if (CurrentBar < 1)
{
return;
}
// get the openinng price of a stock from the daily
openingPriceStock = Opens[0][0];
//Print(openingPriceStock);
currentPriceStock = Closes[0][0];
//Print(currentPriceStock);
openingPriceIndex = Opens[1][0];
//Print(openingPriceIndex);
currentPriceIndex = Closes[1][0];
//Print(currentPriceIndex);
Plot0.Set((currentPriceStock / openingPriceStock) / (currentPriceIndex / openingPriceIndex));
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Use this method for calculating your indicator values. Assign a value to each
// plot below by replacing 'Close[0]' with your own formula.
if (CurrentBar < 6)
{
return;
}
decimal price0 = (decimal)(High[0] - Low[0]);
decimal price1 = (decimal)(High[1] - Low[1]);
decimal price2 = (decimal)(High[2] - Low[2]);
decimal price3 = (decimal)(High[3] - Low[3]);
decimal price4 = (decimal)(High[4] - Low[4]);
decimal price5 = (decimal)(High[5] - Low[5]);
decimal price6 = (decimal)(High[6] - Low[6]);
price0 = decimal.Round(price0, 2, MidpointRounding.AwayFromZero);
price1 = decimal.Round(price1, 2, MidpointRounding.AwayFromZero);
price2 = decimal.Round(price2, 2, MidpointRounding.AwayFromZero);
price3 = decimal.Round(price3, 2, MidpointRounding.AwayFromZero);
price4 = decimal.Round(price4, 2, MidpointRounding.AwayFromZero);
price5 = decimal.Round(price5, 2, MidpointRounding.AwayFromZero);
price6 = decimal.Round(price6, 2, MidpointRounding.AwayFromZero);
if ((price0 < price1) && (price0 < price2) && (price0 < price3) && (price0 < price4) && (price0 < price5) && (price0 < price6))
{
Plot0.Set(1);
}
}
protected override void OnBarUpdate()
{
// Use this method for calculating your indicator values. Assign a value to each
// plot below by replacing 'Close[0]' with your own formula.
Plot0.Set(Close[0]);
Plot1.Set(Close[0]);
Plot3.Set(Close[0]);
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Calculate the volume average
double _average = SMA(VOL(), period)[0];
//double _volume = VOL()[0];
Plot0.Set(_average);
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Calculate the range of the current bar and se the value
myDataSeries.Set(Close[0] - Open[0]);
Plot0.Set(SMA(sMAPeriod)[0] + myDataSeries[0]);
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Use this method for calculating your indicator values. Assign a value to each
// plot below by replacing 'Close[0]' with your own formula.
// get the slope of the linear regression
seriesOfLinReg.Set(LinRegSlope(9)[0]);
// plot the SMA of the linear regression slope and multiply by 100
Plot0.Set(((SMA(seriesOfLinReg, 20)[0]) * 100));
}
protected override void OnBarUpdate()
{
// Use this method for calculating your indicator values. Assign a value to each
// plot below by replacing 'Close[0]' with your own formula.
if (vixDataSet.ContainsKey(Time[0].ToShortDateString()))
{
//Print(Time[0].ToString() + " " + vixDataSet[Time[0].ToShortDateString()]);
//double close = vixDataSet[Time[0].ToShortDateString()];
Plot0.Set(vixDataSet[Time[0].ToShortDateString()]);
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Use this method for calculating your indicator values. Assign a value to each
// plot below by replacing 'Close[0]' with your own formula.
//Plot0.Set(Close[0]);
if (CurrentBar > Period)
{
Plot0.Set((Bollinger(deviation, Period).Upper[0] - Bollinger(deviation, Period).Lower[0]) / SMA(20)[0]);
}
else
{
Plot0.Set(0);
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar < 5)
{
return;
}
if (MACD(12, 26, 9).Diff[0] >= MACD(12, 26, 9).Diff[1])
{
if ((MACD(12, 26, 9).Diff[1] < MACD(12, 26, 9).Diff[2]) & (MACD(12, 26, 9).Diff[2] < MACD(12, 26, 9).Diff[3]) & (MACD(12, 26, 9).Diff[3] < MACD(12, 26, 9).Diff[4]) & (MACD(12, 26, 9).Diff[4] < MACD(12, 26, 9).Diff[5]))
{
Plot5.Set(MACD(12, 26, 9).Diff[0]);
}
else
{
Plot5.Set(0);
Plot1.Set(MACD(12, 26, 9).Diff[0]);
}
}
else
{
Plot1.Set(0);
}
if (MACD(12, 26, 9).Diff[0] < MACD(12, 26, 9).Diff[1])
{
if ((MACD(12, 26, 9).Diff[1] >= MACD(12, 26, 9).Diff[2]) & (MACD(12, 26, 9).Diff[2] >= MACD(12, 26, 9).Diff[3]) & (MACD(12, 26, 9).Diff[3] >= MACD(12, 26, 9).Diff[4]) & (MACD(12, 26, 9).Diff[4] >= MACD(12, 26, 9).Diff[5]))
{
Plot4.Set(MACD(12, 26, 9).Diff[0]);
}
else
{
Plot4.Set(0);
Plot0.Set(MACD(12, 26, 9).Diff[0]);
}
}
else
{
Plot0.Set(0);
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Do not calculate if we don't have enough bars
if (CurrentBar < Period)
{
return;
}
double sum = 0;
for (int barsAgo = 0; barsAgo < Period; barsAgo++)
{
sum = sum + Input[barsAgo];
}
Plot0.Set(sum / Period);
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Use this method for calculating your indicator values. Assign a value to each
// plot below by replacing 'Close[0]' with your own formula.
if (CurrentBar < 1)
{
return;
}
if ((High[0] > High[1]) & (Open[0] > Close[0]) & (Close[0] < Close[1]))
{
Plot0.Set(1);
}
if ((Low[0] < Low[1]) & (Close[0] > Open[0]) & (Close[0] > Close[1]))
{
Plot1.Set(1);
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Use this method for calculating your indicator values. Assign a value to each
// plot below by replacing 'Close[0]' with your own formula.
// Plot0.Set(Close[0]);
if (CurrentBar < 1)
{
return;
}
starttime = Time[1];
durationtime = Time[0] - starttime;
totalseconds = (int)durationtime.TotalSeconds;
if (totalseconds > myInput0)
{
totalseconds = myInput0;
secperbar.Set(totalseconds);
if (drawSMA)
{
Plot0.Set(SMA(secperbar, sMAPeriod)[0]);
}
Plot1.Set(totalseconds);
// PlotColors[0][0] = Color.Red;
PlotColors[1][0] = Color.Red;
}
else
{
secperbar.Set(totalseconds);
if (drawSMA)
{
Plot0.Set(SMA(secperbar, sMAPeriod)[0]);
}
Plot1.Set(totalseconds);
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Use this method for calculating your indicator values. Assign a value to each
// plot below by replacing 'Close[0]' with your own formula.
if (CurrentBar < 1)
{
return;
}
if ((EMA(fastEMA)[0] > EMA(slowEMA)[0]) & !(EMA(fastEMA)[1] > EMA(slowEMA)[1]))
{
Plot0.Set(1); //blue
}
if ((EMA(slowEMA)[0] > EMA(fastEMA)[0]) & !(EMA(slowEMA)[1] > EMA(fastEMA)[1]))
{
Plot1.Set(1); //red
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Use this method for calculating your indicator values. Assign a value to each
// plot below by replacing 'Close[0]' with your own formula.
if (CurrentBar < 4)
{
return;
}
if ((High[2] >= High[0]) && (High[2] >= High[1]) && (High[2] >= High[3]) && (High[2] >= High[4]))
{
Plot0.Set(2, 1);
return;
}
if ((Low[2] <= Low[0]) && (Low[2] <= Low[1]) && (Low[2] <= Low[3]) && (Low[2] <= Low[4]))
{
Plot1.Set(2, 1);
return;
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
double total_position_usd = 0.0;
// Use this method for calculating your indicator values. Assign a value to each
// plot below by replacing 'Close[0]' with your own formula.
Plot0.Set(Close[0]);
for (int i = 0; i <= NinjaTrader.Cbi.Globals.Accounts.Count - 1; i++)
{
//Print("Account: " + NinjaTrader.Cbi.Globals.Accounts[i].Name);
//Print("Cashvalue: " + NinjaTrader.Cbi.Globals.Accounts[i].GetAccountValue(AccountItem.CashValue, Currency.UsDollar));
if ((NinjaTrader.Cbi.Globals.Accounts[i].Name.CompareTo("U1465027")) == 0)
{
for (int j = 0; j <= NinjaTrader.Cbi.Globals.Accounts[i].Positions.Count - 1; j++)
{
Print("Position: " + NinjaTrader.Cbi.Globals.Accounts[i].Positions.Count);
Print("Position: " + NinjaTrader.Cbi.Globals.Accounts[i].Positions[j].Instrument);
//total_position_usd += NinjaTrader.Cbi.Globals.Accounts[i].Positions[j] //need position value, but none available!!!!
}
}
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Use this method for calculating your indicator values. Assign a value to each
// plot below by replacing 'Close[0]' with your own formula.
if (CrossAbove(anaAwesomeOscillator(5, false, 34, 3).Oscillator, ZeroLine, 1))
{
DrawSquare("My square" + CurrentBar, false, 0, 0, Color.Orange);
Alert("MyAlert6", NinjaTrader.Cbi.Priority.High, "AnaAwesome CrossAbove0", "Alert1.wav", 10, Color.White, Color.Black);
Print("CrossAbove");
Print(Instrument.FullName);
Print("," + Time[0] + " " + Close[0]);
Plot0.Set(Close[0]);
}
// Condition set 2
if (CrossBelow(anaAwesomeOscillator(5, false, 34, 3).Oscillator, ZeroLine, 1))
{
DrawSquare("My square" + CurrentBar, false, 0, 0, Color.Magenta);
Alert("MyAlert7", NinjaTrader.Cbi.Priority.High, "AnaAwesome Crossed Below 0", "Alert2.wav", 10, Color.White, Color.Black);
Print("CrossBelow");
Print(Instrument.FullName);
Print("," + Time[0] + " " + Close[0]);
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Use this method for calculating your indicator values. Assign a value to each
// plot below by replacing 'Close[0]' with your own formula.
//Plot0.Set(Close[0]);
/* The squeeze takes advantage of quiet periods in the market when the volatility
* has decreased significantly and the market is building up energy for its next major
* move higher or lower. Period of low volatility are identified as the times when the bands
* "move closer together". How do we know that the current narrowness is really narrow enough
* to qualify as low volatility? By adding Keltner Channels and momentum index oscillator
* as per mentioned in John Carter's book Mastering the Trade.
*
* While Bolling Bands expand and contract as the markets alter between periods of high and
* low volatility, the Keltner Channels stay in more of a steady range. The momentum index
* oscillator is used to estimate the direction.
*
* How does this Setup work?
* The quite period is identified whent he Bollinger Bands narrow in width to the point that
* they are actually trading inside of the Keltner Channels. This marks a period of reduced
* volatility and signals that the market is taking a significant breather, building up steam
* for its next move. The trade signal occurs when the Bollinger Bands then move back outside
* the Keltner Channels. Use 12 period momentum index oscillator to determine whether to go
* long or short. If the oscillator is above 0 when this happens, GO LONG; if it id below 0 then
* GO SHORT.
*
* Usually the moves are explosive when the BB Width is lowest over past 6 months which comes to
* across 126 days and hence we need more than 126 price data bars.
*
*/
if (CurrentBar > 127)
{
/* if (bBandWidth < 0)
* {
* bBandWidth=0;
* }*/
if (KeltnerChannel(kCDeviation, Period).Upper[0] > Bollinger(bBDeviation, Period).Upper[0] &&
KeltnerChannel(kCDeviation, Period).Lower[0] < Bollinger(bBDeviation, Period).Lower[0] &&
(BollingerBandWidth2(bBDeviation, Period)[0] == MIN(BollingerBandWidth2(bBDeviation, Period), 126)[0])) //BollingerBandWidth(bBdeviation,Period)[0] > bollingerWidth)
{
Plot0.Set(1); //This is just a warning signal to be ready
blnFlag = true;
}
else if (blnFlag &&
KeltnerChannel(kCDeviation, Period).Upper[0] <= Bollinger(bBDeviation, Period).Upper[0] &&
KeltnerChannel(kCDeviation, Period).Lower[0] >= Bollinger(bBDeviation, Period).Lower[0])
{
Plot0.Set(Momentum(momentumPeriod)[0] > 0? 2:-2); // +ve buy & -ve short
blnFlag = false;
}
else
{
Plot0.Set(0);
}
}
else
{
Plot0.Set(0);
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Use this method for calculating your indicator values. Assign a value to each
// plot below by replacing 'Close[0]' with your own formula.
if (CurrentBar < 30)
{
return;
}
if ((Low[0] <= DonchianChannel(14)[0]) & (Low[1] > DonchianChannel(14)[1]))
{
Plot1.Set(1);
}
if ((High[0] >= DonchianChannel(14)[0]) & (High[1] < DonchianChannel(14)[1]))
{
Plot0.Set(1);
}
int up = 0;
int down = 0;
int y = 0;
for (int x = 1; x <= 100; x++)
{
if ((Low[x] <= DonchianChannel(14)[x]) & (Low[x + 1] > DonchianChannel(14)[x + 1]))
{
up = 1;
y = x;
break;
}
if ((High[x] >= DonchianChannel(14)[x]) & (High[x + 1] < DonchianChannel(14)[x + 1]))
{
down = 1;
y = x;
break;
}
}
int firstup = 0;
int firstdown = 0;
for (int x = 0; x <= 100; x++)
{
if ((up == 1) & (High[x] > High[x + 1]))
{
if (x >= y)
{
break;
}
if (x != 0)
{
firstup = 1;
break;
}
/*
* if (!(x < y))
* {
* break;
* }*/
}
if ((down == 1) & (Low[x] < Low[x + 1]))
{
if (x >= y)
{
break;
}
if (x != 0)
{
firstdown = 1;
break;
}
/*
* if (!(x < y))
* {
* break;
* }*/
}
}
if ((firstup == 0) & (up == 1) & (High[0] > High[1]))
{
Plot3.Set(1);
}
if ((firstdown == 0) & (down == 1) & (Low[0] < Low[1]))
{
Plot2.Set(1);
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Use this method for calculating your indicator values. Assign a value to each
// plot below by replacing 'Close[0]' with your own formula.
if (CurrentBar < 10)
{
return;
}
if (High[2] < High[3] && High[1] < High[3])
{
// Fractal type 1
if (High[5] < High[3] && High[4] < High[3])
{
upFractal = High[3];
}
// Fractal type 2
else if (High[6] < High[3] && High[5] < High[3] && High[4] == High[3])
{
upFractal = High[3];
}
// Fractal type 3, 4
else if (High[7] < High[3] && High[6] < High[3] && High[5] == High[3] && High[4] <= High[3])
{
upFractal = High[3];
}
// Fractal type 5
else if (High[8] < High[3] && High[7] < High[3] && High[6] == High[3] && High[5] < High[3] && High[4] == High[3])
{
upFractal = High[3];
}
// Fractal type 6
else if (High[8] < High[3] && High[7] < High[3] && High[6] == High[3] && High[5] == High[3] && High[4] < High[3])
{
upFractal = High[3];
}
// Fractal type 7
else if (High[9] < High[3] && High[8] < High[3] && High[7] == High[3] && High[6] < High[3] && High[5] == High[3] && High[4] < High[3])
{
upFractal = High[3];
}
}
if (Low[2] > Low[3] && Low[1] > Low[3])
{
// Fractal type 1
if (Low[5] > Low[3] && Low[4] > Low[3])
{
downFractal = Low[3];
}
// Fractal type 2
else if (Low[6] > Low[3] && Low[5] > Low[3] && Low[4] == Low[3])
{
downFractal = Low[3];
}
// Fractal type 3, 4
else if (Low[7] > Low[3] && Low[6] > Low[3] && Low[5] == Low[3] && Low[4] >= Low[3])
{
downFractal = Low[3];
}
// Fractal type 5
else if (Low[8] > Low[3] && Low[7] > Low[3] && Low[6] == Low[3] && Low[5] > Low[3] && Low[4] == Low[3])
{
downFractal = Low[3];
}
// Fractal type 6
else if (Low[8] > Low[3] && Low[7] > Low[3] && Low[6] == Low[3] && Low[5] == Low[3] && Low[4] > Low[3])
{
downFractal = Low[3];
}
// Fractal type 7
else if (Low[9] > Low[3] && Low[8] > Low[3] && Low[7] == Low[3] && Low[6] > Low[3] && Low[5] == Low[3] && Low[4] > Low[3])
{
downFractal = Low[3];
}
}
if (upFractal != 0)
{
Plot0.Set(upFractal);
}
if (downFractal != 0)
{
Plot1.Set(downFractal);
}
if (Math.Abs(Math.Abs(upFractalSeries[0]) - Math.Abs(upFractalSeries[1])) <= 0.0001)
{
upFractalSeries[0] = upFractalSeries[1];
}
else
{
upFractalSeries[0] = upFractal;
}
if (Math.Abs(Math.Abs(downFractalSeries[0]) - Math.Abs(downFractalSeries[1])) <= 0.0001)
{
downFractalSeries[0] = downFractalSeries[1];
}
else
{
downFractalSeries[0] = downFractal;
}
}
