-
Notifications
You must be signed in to change notification settings - Fork 10
/
HomodyneDiscriminator.cs
152 lines (136 loc) · 5.1 KB
/
HomodyneDiscriminator.cs
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
using System;
using System.ComponentModel;
using System.Drawing;
using System.Xml.Serialization;
using NinjaTrader.Data;
using NinjaTrader.Gui.Chart;
namespace NinjaTrader.Indicator
{
[Description("")]
public class HomodyneDiscriminator : Indicator
{
protected override void Initialize()
{
Add(new Plot(Color.FromKnownColor(KnownColor.ForestGreen), PlotStyle.Line, "Homodyne"));
Add(new Line(Color.FromKnownColor(KnownColor.Red), 16, "Zero"));
CalculateOnBarClose = true;
Overlay = false;
PriceTypeSupported = true;
}
protected override void OnBarUpdate()
{
Homodyne.Set(HilbertTransform(Input,0).CycleSmoothPeriod[0]);
}
#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 Homodyne
{
get { return Values[0]; }
}
#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 HomodyneDiscriminator[] cacheHomodyneDiscriminator = null;
private static HomodyneDiscriminator checkHomodyneDiscriminator = new HomodyneDiscriminator();
/// <summary>
///
/// </summary>
/// <returns></returns>
public HomodyneDiscriminator HomodyneDiscriminator()
{
return HomodyneDiscriminator(Input);
}
/// <summary>
///
/// </summary>
/// <returns></returns>
public HomodyneDiscriminator HomodyneDiscriminator(Data.IDataSeries input)
{
if (cacheHomodyneDiscriminator != null)
for (int idx = 0; idx < cacheHomodyneDiscriminator.Length; idx++)
if (cacheHomodyneDiscriminator[idx].EqualsInput(input))
return cacheHomodyneDiscriminator[idx];
lock (checkHomodyneDiscriminator)
{
if (cacheHomodyneDiscriminator != null)
for (int idx = 0; idx < cacheHomodyneDiscriminator.Length; idx++)
if (cacheHomodyneDiscriminator[idx].EqualsInput(input))
return cacheHomodyneDiscriminator[idx];
HomodyneDiscriminator indicator = new HomodyneDiscriminator();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
Indicators.Add(indicator);
indicator.SetUp();
HomodyneDiscriminator[] tmp = new HomodyneDiscriminator[cacheHomodyneDiscriminator == null ? 1 : cacheHomodyneDiscriminator.Length + 1];
if (cacheHomodyneDiscriminator != null)
cacheHomodyneDiscriminator.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cacheHomodyneDiscriminator = 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>
///
/// </summary>
/// <returns></returns>
[Gui.Design.WizardCondition("Indicator")]
public Indicator.HomodyneDiscriminator HomodyneDiscriminator()
{
return _indicator.HomodyneDiscriminator(Input);
}
/// <summary>
///
/// </summary>
/// <returns></returns>
public Indicator.HomodyneDiscriminator HomodyneDiscriminator(Data.IDataSeries input)
{
return _indicator.HomodyneDiscriminator(input);
}
}
}
// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
public partial class Strategy : StrategyBase
{
/// <summary>
///
/// </summary>
/// <returns></returns>
[Gui.Design.WizardCondition("Indicator")]
public Indicator.HomodyneDiscriminator HomodyneDiscriminator()
{
return _indicator.HomodyneDiscriminator(Input);
}
/// <summary>
///
/// </summary>
/// <returns></returns>
public Indicator.HomodyneDiscriminator HomodyneDiscriminator(Data.IDataSeries input)
{
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.HomodyneDiscriminator(input);
}
}
}
#endregion