protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Calculate %chg spread for the underlining pair";
Name = "GIPairPctSpd";
Calculate = Calculate.OnPriceChange;
IsOverlay = false;
DisplayInDataBox = true;
DrawOnPricePanel = false;
DrawHorizontalGridLines = true;
DrawVerticalGridLines = false;
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;
RocPeriod = 8;
TM_OpenStartH = 8;
TM_OpenStartM = 0;
TM_OpenEndH = 9;
TM_OpenEndM = 2;
TM_ClosingH = 10;
TM_ClosingM = 45;
PctChgMaxBip = -1;
PctChgMinBip = -1;
BarsRequiredToPlot = 128;
MaximumBarsLookBack = MaximumBarsLookBack.Infinite;
AddPlot(Brushes.Red, "PlotPctSpd");
AddPlot(Brushes.Orange, "PlotRocSpd");
AddLine(Brushes.Blue, 0, "LineZero");
}
else if (State == State.Configure)
{
//AddDataSeries("NQ 06-20", Data.BarsPeriodType.Minute, 13, Data.MarketDataType.Last);
//AddDataSeries("RTY 06-20", Data.BarsPeriodType.Minute, 13, Data.MarketDataType.Last);
//AddDataSeries("NRGU", Data.BarsPeriodType.Minute, 1, Data.MarketDataType.Last);
AddDataSeries(SecondSymbol, Data.BarsPeriodType.Minute, ChartMinutes, Data.MarketDataType.Last);
}
else if (State == State.DataLoaded)
{
PctChg1 = new Series <double>(this);
PctChg2 = new Series <double>(this);
PctSpd = new Series <double>(this);
RocChg = new Series <double>(this);
Print(String.Format("{0}: DataLoaded...BarsArray.Length={1}",
this.GetType().Name, BarsArray.Length));
smaClose1 = SMA(Closes[0], 5);
smaClose2 = SMA(Closes[1], 5);
smaPctChgRatio = SMA(RocChg, 50);
stdDev = StdDev(PlotPctSpd, 7);
//AddChartIndicator(stdDev);
}
}
//private GIATRRatio giAtrRatio;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = "Pair spread by points or ratio";
Name = "GISpdRS";
IsOverlay = false;
IsSuspendedWhileInactive = true;
Calculate = Calculate.OnPriceChange;
NumStdDevUp = 1.6;
NumStdDevDown = 1.6;
NumStdDevUpMin = 0.5;
NumStdDevDownMin = 0.5;
MAPeriod = 10;
PairPriceRatio = 1.5;
TM_OpenStartH = 8;
TM_OpenStartM = 0;
TM_OpenEndH = 8;
TM_OpenEndM = 34;
TM_ClosingH = 10;
TM_ClosingM = 45;
BarsRequiredToPlot = 128;
MaximumBarsLookBack = MaximumBarsLookBack.Infinite;
AddPlot(new Stroke(Brushes.Blue), PlotStyle.Dot, "Spread");
AddPlot(new Stroke(Brushes.Gold), PlotStyle.Dot, "Mean");
AddPlot(Brushes.Red, "Upper band");
//AddPlot(Brushes.Orange, "Middle band");
AddPlot(Brushes.Green, "Lower band");
}
else if (State == State.Configure)
{
if (ChartMinutes > 0)
{
AddDataSeries(SecondSymbol, BarsPeriodType.Minute, ChartMinutes, MarketDataType.Last);
}
else
{
AddDataSeries(SecondSymbol, BarsPeriodType.Day, 1, MarketDataType.Last);
}
//Spread[0] = Closes[0][0] - Closes[1][0];
sma = SMA(Spread, MAPeriod);
stdDev = StdDev(Spread, MAPeriod);
PairATRRatio = GIATRRatio(ATRPeriod, SecondSymbol, ChartMinutes);
this.CtxPairSpreadDaily = new CtxPairSpdDaily();
}
else if (State == State.DataLoaded)
{
UpperMin = new Series <double>(this);
LowerMin = new Series <double>(this);
}
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Indicator here.";
Name = "PBS";
Calculate = Calculate.OnBarClose;
IsOverlay = true;
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;
Longs = true;
Shorts = true;
MAFilter = true;
showBkg = true;
Opacity = 0.1;
AlertPBS = @"ES_EnteringLongZone.wav";
AlertPSS = @"ES_EnteringShortZone.wav";
AlertApproach = @"ES_ZoneTrigger.wav";
showGreen = false;
maxLoss = 500.0;
maxGain = 500.0;
targetTicks = 8;
stopTicks = 8;
breakEvenTicks = 7;
useBreakEven = false;
}
else if (State == State.Configure)
{
AddDataSeries("DIA", Data.BarsPeriodType.Minute, 3, Data.MarketDataType.Last);
AddDataSeries("SPY", Data.BarsPeriodType.Minute, 3, Data.MarketDataType.Last);
AddDataSeries("QQQ", Data.BarsPeriodType.Minute, 3, Data.MarketDataType.Last);
AddDataSeries("IWM", Data.BarsPeriodType.Minute, 3, Data.MarketDataType.Last);
}
else if (State == State.DataLoaded)
{
smaFast = SMA(20);
smaSlow = SMA(40);
ninja_Start_Time = startTime * 100;
ninja_End_Time = endTime * 100;
ClearOutputWindow();
}
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = NinjaTrader.Custom.Resource.NinjaScriptIndicatorDescriptionDMIndex;
Name = NinjaTrader.Custom.Resource.NinjaScriptIndicatorNameDMIndex;
IsSuspendedWhileInactive = true;
IsOverlay = false;
Smooth = 3;
AddPlot(Brushes.DarkCyan, NinjaTrader.Custom.Resource.NinjaScriptIndicatorNameDMIndex);
}
else if (State == State.DataLoaded)
{
stdDev = StdDev(5);
sma = SMA(stdDev, 10);
}
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = NinjaTrader.Custom.Resource.NinjaScriptIndicatorDescriptionBOP;
Name = NinjaTrader.Custom.Resource.NinjaScriptIndicatorNameBOP;
IsSuspendedWhileInactive = true;
Smooth = 14;
IsOverlay = false;
AddPlot(new Stroke(Brushes.DodgerBlue, 2), PlotStyle.Bar, NinjaTrader.Custom.Resource.NinjaScriptIndicatorNameBOP);
}
else if (State == State.DataLoaded)
{
bop = new Series <double>(this);
sma = SMA(bop, Smooth);
}
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Indicator here.";
Name = "PBS Simple";
Calculate = Calculate.OnBarClose;
IsOverlay = true;
DisplayInDataBox = true;
DrawOnPricePanel = true;
DrawHorizontalGridLines = true;
DrawVerticalGridLines = true;
PaintPriceMarkers = true;
ScaleJustification = NinjaTrader.Gui.Chart.ScaleJustification.Right;
IsSuspendedWhileInactive = true;
Longs = true;
Shorts = true;
MAFilter = true;
showBkg = true;
Opacity = 0.1;
AlertPBS = @"ES_EnteringLongZone.wav";
AlertPSS = @"ES_EnteringShortZone.wav";
AlertApproach = @"ES_ZoneTrigger.wav";
showGreen = false;
maxLoss = 500.0;
maxGain = 500.0;
targetTicks = 8;
stopTicks = 8;
breakEvenTicks = 7;
useBreakEven = false;
deBug = false;
}
else if (State == State.Configure)
{
}
else if (State == State.DataLoaded)
{
smaFast = SMA(20);
smaSlow = SMA(40);
ninja_Start_Time = startTime * 100;
ninja_End_Time = endTime * 100;
ClearOutputWindow();
}
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = NinjaTrader.Custom.Resource.NinjaScriptIndicatorDescriptionStochasticsFast;
Name = String.Format("Enhanced{0}", NinjaTrader.Custom.Resource.NinjaScriptIndicatorNameStochasticsFast);
IsSuspendedWhileInactive = true;
PeriodD = 3;
PeriodK = 14;
DColor = Brushes.DodgerBlue;
KColor = Brushes.Goldenrod;
DetectTrends = false;
Strength = 1;
}
else if (State == State.Configure)
{
AddPlot(DColor, NinjaTrader.Custom.Resource.StochasticsD);
AddPlot(KColor, NinjaTrader.Custom.Resource.StochasticsK);
AddPlot(new Stroke(Brushes.LightBlue, DashStyleHelper.Solid, 1), PlotStyle.Square, "TrendInfo");
AddLine(Brushes.PaleGoldenrod, 20, NinjaTrader.Custom.Resource.NinjaScriptIndicatorLower);
AddLine(Brushes.PaleGoldenrod, 80, NinjaTrader.Custom.Resource.NinjaScriptIndicatorUpper);
}
else if (State == State.DataLoaded)
{
den = new Series <double>(this);
nom = new Series <double>(this);
min = MIN(Low, PeriodK);
max = MAX(High, PeriodK);
smaK = SMA(K, PeriodD);
unique = Guid.NewGuid().ToString();
signal = new Series <int>(this);
direction = new Series <int>(this);
trendPrice = new Series <double>(this);
trendStartPrice = new Series <double>(this);
trendEndPrice = new Series <double>(this);
crossBelowUpperThreshold = new Series <bool>(this);
crossAboveLowerThreshold = new Series <bool>(this);
}
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = NinjaTrader.Custom.Resource.NinjaScriptIndicatorDescriptionBollinger;
Name = NinjaTrader.Custom.Resource.NinjaScriptIndicatorNameBollinger;
IsOverlay = true;
IsSuspendedWhileInactive = true;
NumStdDev = 2;
Period = 14;
AddPlot(Brushes.Goldenrod, NinjaTrader.Custom.Resource.BollingerUpperBand);
AddPlot(Brushes.Goldenrod, NinjaTrader.Custom.Resource.BollingerMiddleBand);
AddPlot(Brushes.Goldenrod, NinjaTrader.Custom.Resource.BollingerLowerBand);
}
else if (State == State.DataLoaded)
{
sma = SMA(Period);
stdDev = StdDev(Period);
}
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = NinjaTrader.Custom.Resource.NinjaScriptIndicatorDescriptionCCI;
Name = NinjaTrader.Custom.Resource.NinjaScriptIndicatorNameCCI;
IsSuspendedWhileInactive = true;
Period = 14;
AddPlot(Brushes.Goldenrod, NinjaTrader.Custom.Resource.NinjaScriptIndicatorNameCCI);
AddLine(Brushes.DarkGray, 200, NinjaTrader.Custom.Resource.CCILevel2);
AddLine(Brushes.DarkGray, 100, NinjaTrader.Custom.Resource.CCILevel1);
AddLine(Brushes.DarkGray, 0, NinjaTrader.Custom.Resource.NinjaScriptIndicatorZeroLine);
AddLine(Brushes.DarkGray, -100, NinjaTrader.Custom.Resource.CCILevelMinus1);
AddLine(Brushes.DarkGray, -200, NinjaTrader.Custom.Resource.CCILevelMinus2);
}
else if (State == State.DataLoaded)
{
sma = SMA(Typical, Period);
}
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = NinjaTrader.Custom.Resource.NinjaScriptIndicatorDescriptionDMI;
Name = NinjaTrader.Custom.Resource.NinjaScriptIndicatorNameDMI;
IsSuspendedWhileInactive = true;
Period = 14;
AddPlot(Brushes.DarkCyan, NinjaTrader.Custom.Resource.NinjaScriptIndicatorNameDMI);
}
else if (State == State.DataLoaded)
{
dmMinus = new Series <double>(this);
dmPlus = new Series <double>(this);
tr = new Series <double>(this);
smaTr = SMA(tr, Period);
smaDmMinus = SMA(dmMinus, Period);
smaDmPlus = SMA(dmPlus, Period);
}
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = NinjaTrader.Custom.Resource.NinjaScriptIndicatorDescriptionBollinger;
Name = NinjaTrader.Custom.Resource.NinjaScriptIndicatorNameBollinger;
IsOverlay = true;
IsSuspendedWhileInactive = true;
NumStdDev = 2;
Period = 14;
AddPlot(Brushes.Orange, "Upper band");
AddPlot(Brushes.Orange, "Middle band");
AddPlot(Brushes.Orange, "Lower band");
}
else if (State == State.Configure)
{
sma = SMA(Period);
stdDev = StdDev(Period);
}
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = NinjaTrader.Custom.Resource.NinjaScriptIndicatorDescriptionKeltnerChannel;
Name = NinjaTrader.Custom.Resource.NinjaScriptIndicatorNameKelterChannel;
Period = 10;
IsOverlay = true;
IsSuspendedWhileInactive = true;
OffsetMultiplier = 1.5;
AddPlot(Brushes.DarkGray, NinjaTrader.Custom.Resource.KeltnerChannelMidline);
AddPlot(Brushes.DodgerBlue, NinjaTrader.Custom.Resource.NinjaScriptIndicatorUpper);
AddPlot(Brushes.DodgerBlue, NinjaTrader.Custom.Resource.NinjaScriptIndicatorLower);
}
else if (State == State.DataLoaded)
{
diff = new Series <double>(this);
smaDiff = SMA(diff, Period);
smaTypical = SMA(Typical, Period);
}
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"4 SMA / 4";
Name = "BBI";
Calculate = Calculate.OnEachTick;
IsOverlay = true;
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;
MA1 = 3;
MA2 = 6;
MA3 = 12;
MA4 = 24;
AddPlot(Brushes.DeepSkyBlue, "BullBear");
}
else if (State == State.Configure)
{
}
else if (State == State.DataLoaded)
{
// initialize the SMA using the primary series and assign to sma1
sma1 = SMA(Close, Convert.ToInt32(MA1));
sma2 = SMA(Close, Convert.ToInt32(MA2));
sma3 = SMA(Close, Convert.ToInt32(MA3));
sma4 = SMA(Close, Convert.ToInt32(MA4));
}
}
/// <summary>
/// TTM params
/// </summary>
//private Series<int> barsSinceSqueeze;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = "TTM = Bollinger+Keltner Channels";
Name = "GITTM";
IsOverlay = true;
IsSuspendedWhileInactive = true;
//BB
NumStdDev = 2;
Period_BB = 20;
AddPlot(Brushes.Magenta, "UpperBB");
//AddPlot(Brushes.LightGray, "Middle band");
AddPlot(Brushes.Magenta, "LowerBB");
//KC
Period_KC = 10;
KCOffset = 1.5;
//AddPlot(Brushes.DarkGray, "Midline");
AddPlot(Brushes.Blue, "UpperKC");
AddPlot(Brushes.Blue, "LowerKC");
}
else if (State == State.Configure)
{
//BB
SmaVal = SMA(Period_BB);
stdDev = StdDev(Period_BB);
//KC
hilo_diff = new Series <double>(this);
smaDiff = SMA(hilo_diff, Period_KC);
smaTypical = SMA(Typical, Period_KC);
//TTM
BarsSinceSqueeze = new Series <int>(this);
}
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = "SMA-based MACD";
Name = "SMACD";
Fast = 10;
IsSuspendedWhileInactive = true;
Slow = 30;
Smooth = 5;
AddPlot(Brushes.DarkCyan, NinjaTrader.Custom.Resource.NinjaScriptIndicatorNameMACD);
AddPlot(Brushes.Crimson, NinjaTrader.Custom.Resource.NinjaScriptIndicatorAvg);
AddPlot(new Stroke(Brushes.DodgerBlue, 2), PlotStyle.Bar, NinjaTrader.Custom.Resource.NinjaScriptIndicatorDiff);
AddLine(Brushes.DarkGray, 0, NinjaTrader.Custom.Resource.NinjaScriptIndicatorZeroLine);
}
else if (State == State.DataLoaded)
{
fastMA = SMA(Fast);
slowMA = SMA(Slow);
signal = SMA(Value, Smooth);
}
}
//private int testCond = 0;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Indicator here.";
Name = "Market Condition";
Calculate = Calculate.OnEachTick;
IsOverlay = true;
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.
/// show plots
showBands = true;
showVolatilityText = false;
IsSuspendedWhileInactive = true;
AddPlot(Brushes.DarkGray, "Upper"); // Stored in Plots[0]
AddPlot(Brushes.DarkGray, "Lower"); // Stored in Plots[1]
}
else if (State == State.Configure)
{
atrPctSeries = new Series <double>(this, MaximumBarsLookBack.Infinite);
marketCond = new Series <int>(this, MaximumBarsLookBack.Infinite);
}
else if (State == State.DataLoaded)
{
sma = SMA(200);
atr = ATR(14);
stdDev = StdDev(100);
ClearOutputWindow();
}
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = NinjaTrader.Custom.Resource.NinjaScriptIndicatorDescriptionStochasticsFast;
Name = NinjaTrader.Custom.Resource.NinjaScriptIndicatorNameStochasticsFast;
IsSuspendedWhileInactive = true;
PeriodD = 3;
PeriodK = 14;
AddPlot(Brushes.DodgerBlue, NinjaTrader.Custom.Resource.StochasticsD);
AddPlot(Brushes.Goldenrod, NinjaTrader.Custom.Resource.StochasticsK);
AddLine(Brushes.DarkCyan, 20, NinjaTrader.Custom.Resource.NinjaScriptIndicatorLower);
AddLine(Brushes.DarkCyan, 80, NinjaTrader.Custom.Resource.NinjaScriptIndicatorUpper);
}
else if (State == State.DataLoaded)
{
den = new Series <double>(this);
nom = new Series <double>(this);
min = MIN(Low, PeriodK);
max = MAX(High, PeriodK);
smaK = SMA(K, PeriodD);
}
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"SPY, QQQ and IWM Pair scalper using CV as price";
Name = "GISQRCVSpd";
Calculate = Calculate.OnPriceChange;
IsOverlay = false;
DisplayInDataBox = true;
DrawOnPricePanel = false;
DrawHorizontalGridLines = true;
DrawVerticalGridLines = false;
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;
CoVarPeriod = 5;
CoVarScale = 10000;
// CoVarHighBip = -1;
// CoVarMidBip = -1;
// CoVarLowBip = -1;
NumStdDevUp = 1.6;
NumStdDevDown = 2.6;
NumStdDevUpMin = 0.5;
NumStdDevDownMin = 0.5;
ChartMinutes = 4;
TM_OpenStartH = 11;
TM_OpenStartM = 15;
TM_OpenEndH = 12;
TM_OpenEndM = 45;
TM_ClosingH = 13;
TM_ClosingM = 15;
//PctChgMaxBip = -1;
//PctChgMinBip = -1;
BarsRequiredToPlot = 128;
MaximumBarsLookBack = MaximumBarsLookBack.Infinite;
QQQSymbol = "QQQ";
IWMSymbol = "IWM";
SpyLnSymbol = "SPXL";
SpyStSymbol = "SH";
QQQLnSymbol = "QLD";
QQQStSymbol = "SQQQ";
IWMLnSymbol = "TNA";
IWMStSymbol = "TZA";
SpyLnSymbolRatio = 3; //"SPXL";
SpyStSymbolRatio = 1; //"SH";
QQQLnSymbolRatio = 2; //"QLD";
QQQStSymbolRatio = 3; //"SQQQ";
IWMLnSymbolRatio = 3; //"TNA";
IWMStSymbolRatio = 3; //"TZA";
AddPlot(new Stroke(Brushes.Black), PlotStyle.Dot, "SPY");
AddPlot(new Stroke(Brushes.Orange), PlotStyle.Dot, "QQQ");
AddPlot(new Stroke(Brushes.LightSkyBlue), PlotStyle.Dot, "IWM");
AddPlot(new Stroke(Brushes.Magenta), PlotStyle.Dot, "MxMiSpread");
AddPlot(Brushes.Gray, "Mean");
AddPlot(Brushes.Red, "UpperBB");
AddPlot(Brushes.Green, "LowerBB");
//AddLine(Brushes.Blue, 0, "IWM");
}
else if (State == State.Configure)
{
//AddDataSeries("NQ 06-20", Data.BarsPeriodType.Minute, 13, Data.MarketDataType.Last);
//AddDataSeries("RTY 06-20", Data.BarsPeriodType.Minute, 13, Data.MarketDataType.Last);
//AddDataSeries("NRGU", Data.BarsPeriodType.Minute, 1, Data.MarketDataType.Last);
AddDataSeries(QQQSymbol, Data.BarsPeriodType.Minute, ChartMinutes, Data.MarketDataType.Last);
AddDataSeries(IWMSymbol, Data.BarsPeriodType.Minute, ChartMinutes, Data.MarketDataType.Last);
AddDataSeries(SpyLnSymbol, Data.BarsPeriodType.Minute, ChartMinutes, Data.MarketDataType.Last);
AddDataSeries(SpyStSymbol, Data.BarsPeriodType.Minute, ChartMinutes, Data.MarketDataType.Last);
AddDataSeries(QQQLnSymbol, Data.BarsPeriodType.Minute, ChartMinutes, Data.MarketDataType.Last);
AddDataSeries(QQQStSymbol, Data.BarsPeriodType.Minute, ChartMinutes, Data.MarketDataType.Last);
AddDataSeries(IWMLnSymbol, Data.BarsPeriodType.Minute, ChartMinutes, Data.MarketDataType.Last);
AddDataSeries(IWMStSymbol, Data.BarsPeriodType.Minute, ChartMinutes, Data.MarketDataType.Last);
CoVarHighBip = new Series <int>(this);
CoVarMidBip = new Series <int>(this);
CoVarLowBip = new Series <int>(this);
//bol = Bollinger(CoVarHiLoSpread, 1.6, CoVarPeriod);
}
else if (State == State.DataLoaded)
{
// RocChg = new Series<double>(this);
Print(String.Format("{0}: DataLoaded...BarsArray.Length={1}",
this.GetType().Name, BarsArray.Length));
SmaSpy = SMA(BarsArray[BipSpy], CoVarPeriod);
StdDevSpy = StdDev(BarsArray[BipSpy], CoVarPeriod);
//CoVarSpy = StdDevSpy/SmaSpy;
SmaQQQ = SMA(BarsArray[BipQQQ], CoVarPeriod);
StdDevQQQ = StdDev(BarsArray[BipQQQ], CoVarPeriod);
SmaIWM = SMA(BarsArray[BipIWM], CoVarPeriod);
StdDevIWM = StdDev(BarsArray[BipIWM], CoVarPeriod);
sma = SMA(CoVarHiLoSpread, CoVarPeriod);
stdDev = StdDev(CoVarHiLoSpread, CoVarPeriod);
CoVarHiLoSpdMaxMin = new DailyMaxMin();
listRocHiLoMaxMin = new List <DailyMaxMin>();
DailyCoVarHiLoMidCross = new DailyCross <int>();
// CoVarHiLoSpreadMax = double.MinValue;
// CoVarHiLoSpreadMin = double.MaxValue;
// smaClose1 = SMA(Closes[0], 5);
// smaClose2 = SMA(Closes[1], 5);
// smaPctChgRatio = SMA(RocChg, 50);
//stdDev = StdDev(PlotPctSpd, 7);
//AddChartIndicator(stdDev);
}
}