Example of Simple Moving Average in Ninjatrader
//
// Copyright (C) 2006, NinjaTrader LLC <www.ninjatrader.com>.
// NinjaTrader reserves the right to modify or overwrite this NinjaScript component with each release.
//
#region Using declarations
using System;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.ComponentModel;
using System.Xml.Serialization;
using NinjaTrader.Data;
using NinjaTrader.Gui.Chart;
#endregion
// This namespace holds all indicators and is required. Do not change it.
namespace NinjaTrader.Indicator
{
/// <summary>
/// The SMA (Simple Moving Average) is an indicator that shows the average value of a security's price over a period of time.
/// </summary>
[Description("The SMA (Simple Moving Average) is an indicator that shows the average value of a security's price over a period of time.")]
public class SMA : Indicator
{
#region Variables
private int period = 14;
#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.Orange, "SMA"));
Overlay = true;
PriceTypeSupported = true;
}
/// <summary>
/// Called on each bar update event (incoming tick).
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar == 0)
Value.Set(Input[0]);
else
{
double last = Value[1] * Math.Min(CurrentBar, Period);
if (CurrentBar >= Period)
Value.Set((last + Input[0] - Input[Period]) / Math.Min(CurrentBar, Period));
else
Value.Set((last + Input[0]) / (Math.Min(CurrentBar, Period) + 1));
}
}
#region Properties
/// <summary>
/// </summary>
[Description("Numbers of bars used for calculations")]
[Category("Parameters")]
public int Period
{
get { return period; }
set { period = Math.Max(1, 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 SMA[] cacheSMA = null;
private static SMA checkSMA = new SMA();
/// <summary>
/// The SMA (Simple Moving Average) is an indicator that shows the average value of a security's price over a period of time.
/// </summary>
/// <returns></returns>
public SMA SMA(int period)
{
return SMA(Input, period);
}
/// <summary>
/// The SMA (Simple Moving Average) is an indicator that shows the average value of a security's price over a period of time.
/// </summary>
/// <returns></returns>
public SMA SMA(Data.IDataSeries input, int period)
{
checkSMA.Period = period;
period = checkSMA.Period;
if (cacheSMA != null)
for (int idx = 0; idx < cacheSMA.Length; idx++)
if (cacheSMA[idx].Period == period && cacheSMA[idx].EqualsInput(input))
return cacheSMA[idx];
SMA indicator = new SMA();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
indicator.Input = input;
indicator.Period = period;
indicator.SetUp();
SMA[] tmp = new SMA[cacheSMA == null ? 1 : cacheSMA.Length + 1];
if (cacheSMA != null)
cacheSMA.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cacheSMA = tmp;
Indicators.Add(indicator);
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>
/// The SMA (Simple Moving Average) is an indicator that shows the average value of a security's price over a period of time.
/// </summary>
/// <returns></returns>
[Gui.Design.WizardCondition("Indicator")]
public Indicator.SMA SMA(int period)
{
return _indicator.SMA(Input, period);
}
/// <summary>
/// The SMA (Simple Moving Average) is an indicator that shows the average value of a security's price over a period of time.
/// </summary>
/// <returns></returns>
public Indicator.SMA SMA(Data.IDataSeries input, int period)
{
return _indicator.SMA(input, period);
}
}
}
// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
public partial class Strategy : StrategyBase
{
/// <summary>
/// The SMA (Simple Moving Average) is an indicator that shows the average value of a security's price over a period of time.
/// </summary>
/// <returns></returns>
[Gui.Design.WizardCondition("Indicator")]
public Indicator.SMA SMA(int period)
{
return _indicator.SMA(Input, period);
}
/// <summary>
/// The SMA (Simple Moving Average) is an indicator that shows the average value of a security's price over a period of time.
/// </summary>
/// <returns></returns>
public Indicator.SMA SMA(Data.IDataSeries input, 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.SMA(input, period);
}
}
}
#endregion
