protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Indicator here.";
Name = "VolumetricTest";
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 = true;
AddPlot(Brushes.DarkCyan, NinjaTrader.Custom.Resource.BuySellPressureBuyPressure);
AddPlot(Brushes.Crimson, NinjaTrader.Custom.Resource.BuySellPressureSellPressure);
AddLine(Brushes.DimGray, 75, NinjaTrader.Custom.Resource.NinjaScriptIndicatorUpper);
AddLine(Brushes.DimGray, 25, NinjaTrader.Custom.Resource.NinjaScriptIndicatorLower);
}
else if (State == State.DataLoaded)
{
barsType = ChartBars.Bars.BarsSeries.BarsType as NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsType;
}
}
protected override void OnBarUpdate()
{
if (Bars == null)
{
return;
}
if (CurrentBar < 10)
{
return;
}
lastBar = CurrentBar - 1;
// This sample assumes the Volumetric series is the primary DataSeries on the chart, if you would want to add a Volumetric series to a
// script, you could call AddVolumetric() in State.Configure and then for example use
// NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsType barsType = BarsArray[1].BarsType as
// NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsType;
barsType = Bars.BarsSeries.BarsType as
NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsType;
if (barsType == null)
{
return;
}
Print("\n=========================================================================");
Print("Bar: " + CurrentBar);
SetUpPriceBar();
try
{
double price;
/// need to see imabalance
/// loop thru ask with the index of bid -1 and do math
BarList.Clear();
int index2 = 1;
for (int index = 0; index <= priceList.Count; index++)
{
/// eval bid = shift ask up, means increace bid index by 1
double bidVol = barsType.Volumes[CurrentBar].GetBidVolumeForPrice(priceList[index + 1]);
double askVol = barsType.Volumes[CurrentBar].GetAskVolumeForPrice(priceList[index]);
if (index <= priceList.Count - 1)
{
Print(index + " Seeking bid imbal " + bidVol + " to ask vol " + askVol);
if ((bidVol / 2) > askVol)
{
BarData barData = new BarData();
barData.Price = priceList[index + 1];
barData.BidImbalance = true;
barData.Barnum = CurrentBar;
BarList.Add(barData);
Print("\tbid " + bidVol + " has ask imbalance of " + askVol.ToString() + " red color");
//Draw.Dot(this, "resistance"+CurrentBar+index, false, 0, priceList[index+1], Brushes.Red);
}
}
if (index2 <= priceList.Count - 1)
{
/// eval ask = shift ask down, means decrease ask index by 1
bidVol = barsType.Volumes[CurrentBar].GetBidVolumeForPrice(priceList[index2]);
askVol = barsType.Volumes[CurrentBar].GetAskVolumeForPrice(priceList[index2 - 1]);
Print(index2 + " seeking ASK imbal " + askVol + " to bid vol " + bidVol);
if ((askVol / 2) > bidVol)
{
BarData barData2 = new BarData();
barData2.Price = priceList[index2 - 1];
barData2.Barnum = CurrentBar;
barData2.AskImbalance = true;
BarList.Add(barData2);
Print("\task " + askVol + " has ask imbalance of " + bidVol.ToString() + " blue color");
//Draw.Dot(this, "support"+CurrentBar+index, false, -1, priceList[index2-1], Brushes.DodgerBlue);
}
index2 += 1;
}
}
}
catch {}
RemoveDuplicates();
FindConsecutiveZones();
//Draw.Text(this, "CurrentBar"+CurrentBar, CurrentBar.ToString(), 0, High[0] + 2 * TickSize, Brushes.AntiqueWhite);
/// prove the list
Print("Bar: " + CurrentBar);
Print("----------------------------------");
double lastPrice = 0.0;
for (int i = 0; i < BarList.Count; i++)
{
Print(BarList[i].Price.ToString("N2") + " \t\t" + BarList[i].BidImbalance + " \t\t" + BarList[i].AskImbalance);
}
/// remove old ask imbalances
for (int index = 0; index < ImbalanceList.Count; index++)
{
if (High[0] > ImbalanceList[index].Price + 0.5 && ImbalanceList[index].AskImbalance)
{
Print("--> \tRemoved Price " + ImbalanceList[index].Price);
ImbalanceList.RemoveAt(index);
}
else if (Low[0] < ImbalanceList[index].Price - 0.5 && ImbalanceList[index].BidImbalance)
{
Print("--> \tRemoved Price " + ImbalanceList[index].Price);
ImbalanceList.RemoveAt(index);
}
}
/// show ask imbalances
foreach (Imbalances row in ImbalanceList)
{
if (row.AskImbalance)
{
string name = "resistLine" + row.Price + row.Barnum;
RemoveDrawObject(name + lastBar);
int lineLength = CurrentBar - row.Barnum;
Draw.Rectangle(this, name + CurrentBar, false, lineLength, row.Price, 1, row.Price + TickSize, Brushes.Transparent, Brushes.Red, 20);
}
if (row.BidImbalance)
{
string name = "supportLine" + row.Price + row.Barnum;
RemoveDrawObject(name + lastBar);
int lineLength = CurrentBar - row.Barnum;
Draw.Rectangle(this, name + CurrentBar, false, lineLength, row.Price, 1, row.Price + TickSize, Brushes.Transparent, Brushes.DodgerBlue, 20);
}
}
}
