ThinkorSwim TA and More

[spdpro]

poly code
===========================

Y worry Murray Member Level Wednesday, 04/23/14 02:33:59 PM
Re: spdpro post# 2715
Post # of 2725

Not hidden as far as I can see:
=============================

#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Gui.Chart;
#endregion

// This namespace holds all indicators and is required. Do not change it.
namespace NinjaTrader.Indicator
{
/// <summary>
/// Polnomial Regression Channel
/// </summary>
[Description("Polynomial Regression Channel")]
//port of indicator from MQL4 to NinjaTrader. Original author: fxcanada
// http://codebase.mql4.com/4332
[Gui.Design.DisplayName("PRC2")]
public class PRC2 : Indicator
{
#region Variables
// Wizard generated variables
private int degree = 3; // Default setting for Degree
private int period = 105; // Default setting for Period
private double strdDev = 1.62; // Default setting for StrdDev
private double strdDev2 = 2.000; // Default setting for StrdDev
// User defined variables (add any user defined variables below)
private double[,] ai = new double[10,10];
private double[] b = new double[10];
private double[] x = new double[10];
private double[] sx = new double[10];
private double sum;
private int ip;
private int p;
private int n;
private int f;
private double qq;
private double mm;
private double tt;
private int ii;
private int jj;
private int kk;
private int ll;
private int nn;
private double sq;
private double sq2;
private int i0 = 0;
private int mi;
private int soundsObOs = 0;
private int soundsTEMAS = 0;
private bool Standard = true;
private bool fillZones = false;
private bool showLine = false;
private bool showEMAs = false;
private int zLHATEMAperiod = 34;
private int zLTEMAperiod = 34;
private Color fillColor = Color.Yellow;
#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(new Pen(Color.DimGray, 2), PlotStyle.Line, "Fx"));//Plot0
Add(new Plot(Color.FromKnownColor(KnownColor.Red), PlotStyle.Line, "Sqh"));//Plot1
Add(new Plot(Color.FromKnownColor(KnownColor.Blue), PlotStyle.Line, "Sql"));//Plot2
Add(new Plot(Color.FromKnownColor(KnownColor.Red), PlotStyle.Line, "Sqh2"));//Plot3
Add(new Plot(Color.FromKnownColor(KnownColor.Blue), PlotStyle.Line, "Sql2"));//Plot4
Plots[0].Pen.DashStyle = DashStyle.DashDot;

Add(new Plot(new Pen(Color.White, 2), PlotStyle.Line, "TEMAplot"));//Plot5
Add(new Plot(new Pen(Color.Black, 2), PlotStyle.Line, "HATEMAplot"));//Plot6

CalculateOnBarClose = false;
Overlay = true;
PriceTypeSupported = false;
PaintPriceMarkers = false;
}

/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if( CurrentBar < period)return;

ip = period;
p = ip;
sx[1] = p + 1;
nn = degree + 1;
//----------------------sx-------------------------------------------------------------------
for(mi=1;mi<=nn*2-2;mi++) //
{
sum=0;
for(n=i0;n<=i0+p;n++)
{
sum+=Math.Pow(n,mi);
}
sx[mi+1]=sum;
}
//----------------------syx-----------
for(mi=1;mi<=nn;mi++)
{
sum=0.00000;
for(n=i0;n<=i0+p;n++)
{
if(mi==1) sum+=Close[n];
else sum+=Close[n]*Math.Pow(n,mi-1);
}
b[mi]=sum;
}
//===============Matrix=======================================================================================================
for(jj=1;jj<=nn;jj++)
{
for(ii=1; ii<=nn; ii++)
{
kk=ii+jj-1;
ai[ii,jj]=sx[kk];
}
}
//===============Gauss========================================================================================================
for(kk=1; kk<=nn-1; kk++)
{
ll=0;
mm=0;
for(ii=kk; ii<=nn; ii++)
{
if(Math.Abs(ai[ii,kk])>mm)
{
mm=Math.Abs(ai[ii,kk]);
ll=ii;
}
}
if(ll==0) return;
if (ll!=kk)
{
for(jj=1; jj<=nn; jj++)
{
tt=ai[kk,jj];
ai[kk,jj]=ai[ll,jj];
ai[ll,jj]=tt;
}
tt=b[kk];
b[kk]=b[ll];
b[ll]=tt;
}
for(ii=kk+1;ii<=nn;ii++)
{
qq=ai[ii,kk]/ai[kk,kk];
for(jj=1;jj<=nn;jj++)
{
if(jj==kk) ai[ii,jj]=0;
else ai[ii,jj]=ai[ii,jj]-qq*ai[kk,jj];
}
b[ii]=b[ii]-qq*b[kk];
}
}
x[nn]=b[nn]/ai[nn,nn];
for(ii=nn-1;ii>=1;ii--)
{
tt=0;
for(jj=1;jj<=nn-ii;jj++)
{
tt=tt+ai[ii,ii+jj]*x[ii+jj];
x[ii]=(1/ai[ii,ii])*(b[ii]-tt);
}
}
//===========================================================================================================================
for(n=i0;n<=i0+p;n++)
{
sum=0;
for(kk=1;kk<=degree;kk++)
{
sum+=x[kk+1]*Math.Pow(n,kk);
}
Fx.Set(n,x[1]+sum);
}
//-----------------------------------Std-----------------------------------------------------------------------------------
sq=0.0;
for(n=i0;n<=i0+p;n++)
{
sq+=Math.Pow(Close[n]-Fx[n],2);
}
sq=Math.Sqrt(sq/(p+1))*strdDev;

for(n=i0;n<=i0+p;n++)
{
Sqh.Set(n,Fx[n]+sq);
Sql.Set(n,Fx[n]-sq);
}

if(showLine)
{
sq2=0.0;
for(n=i0;n<=i0+p;n++)
{
sq2+=Math.Pow(Close[n]-Fx[n],2);
}
sq2=Math.Sqrt(sq2/(p+1))*strdDev2;

for(n=i0;n<=i0+p;n++)
{
Sqh2.Set(n,Fx[n]+sq2);
Sql2.Set(n,Fx[n]-sq2);
}
}

//----------EMA's
if(showEMAs)
{Values[5].Set(ZeroLagTEMAandHATEMA(zLTEMAperiod,zLHATEMAperiod).ZeroTEMA[0]);//TEMA plot
Values[6].Set(ZeroLagTEMAandHATEMA(zLTEMAperiod,zLHATEMAperiod).ZeroHATEMA[0]);}//HATEMA plot

//----------Fill Zones
if(fillZones && showLine)
{
DrawRegion("HiZone", CurrentBar, 0, Sqh, Sqh2, Color.Empty, fillColor, 2);
DrawRegion("LoZone", CurrentBar, 0, Sql, Sql2, Color.Empty, fillColor, 2);
}

//----------Alerts ObOs or TEMAs cross
if(CrossAbove(Close, Sqh, 1) && soundsObOs > 0 || CrossBelow(Close, Sql, 1) && soundsObOs > 0 || CrossAbove(TEMAplot, HATEMAplot, 1) && soundsTEMAS > 0 || CrossBelow(TEMAplot, HATEMAplot, 1) && soundsTEMAS > 0)
{if(Standard)
{if(soundsObOs == 1)
{Alert("Price/ObOs Cross", NinjaTrader.Cbi.Priority.High,"Price/ObOs Cross " + Bars.Period.ToString() + " chart","c:\\windows\\media\\chimes.wav",4,fillColor,Color.Black);}
if(soundsTEMAS == 1)
{Alert("TEMA Cross", NinjaTrader.Cbi.Priority.High,"TEMA Cross " + Bars.Period.ToString() + " chart","c:\\windows\\media\\chimes.wav",4,Color.Black,Color.White);}
if(soundsObOs == 2)
{Alert("Price/ObOs Cross", NinjaTrader.Cbi.Priority.High,"Price/ObOs Cross " + Bars.Period.ToString() + " chart","c:\\windows\\media\\ding.wav",4,fillColor,Color.Black);}
if(soundsTEMAS == 2)
{Alert("TEMA Cross", NinjaTrader.Cbi.Priority.High,"TEMA Cross " + Bars.Period.ToString() + " chart","c:\\windows\\media\\ding.wav",4,Color.Black,Color.White);}
if(soundsObOs == 3)
{Alert("Price/ObOs Cross", NinjaTrader.Cbi.Priority.High,"Price/ObOs Cross " + Bars.Period.ToString() + " chart","alert4.wav",4,fillColor,Color.Black);}
if(soundsTEMAS == 3)
{Alert("TEMA Cross", NinjaTrader.Cbi.Priority.High,"TEMA Cross " + Bars.Period.ToString() + " chart","alert4.wav",4,Color.Black,Color.White);}}
else
{if(soundsObOs == 1)
{Alert("Price/ObOs Cross", NinjaTrader.Cbi.Priority.High,"Price/ObOs Cross " + Bars.Period.ToString() + " chart","c:\\windows\\media\\chimes.wav",15,fillColor,Color.Black);
PlaySound(@"c:\\windows\\media\\chimes.wav");}
if(soundsTEMAS == 1)
{Alert("TEMA Cross", NinjaTrader.Cbi.Priority.High,"TEMA Cross " + Bars.Period.ToString() + " chart","c:\\windows\\media\\chimes.wav",15,Color.Black,Color.White);
PlaySound(@"c:\\windows\\media\\chimes.wav");}
if(soundsObOs == 2)
{Alert("Price/ObOs Cross", NinjaTrader.Cbi.Priority.High,"Price/ObOs Cross " + Bars.Period.ToString() + " chart","c:\\windows\\media\\ding.wav",15,fillColor,Color.Black);
PlaySound(@"c:\\windows\\media\\ding.wav");}
if(soundsTEMAS == 2)
{Alert("TEMA Cross", NinjaTrader.Cbi.Priority.High,"TEMA Cross " + Bars.Period.ToString() + " chart","c:\\windows\\media\\ding.wav",15,Color.Black,Color.White);
PlaySound(@"c:\\windows\\media\\ding.wav");}
if(soundsObOs == 3)
{Alert("Price/ObOs Cross", NinjaTrader.Cbi.Priority.High,"Price/ObOs Cross " + Bars.Period.ToString() + " chart","alert4.wav",15,fillColor,Color.Black);
PlaySound(@"\\alert4.wav");}
if(soundsTEMAS == 3)
{Alert("TEMA Cross", NinjaTrader.Cbi.Priority.High,"TEMA Cross " + Bars.Period.ToString() + " chart","alert4.wav",15,Color.Black,Color.White);
PlaySound(@"\\alert4.wav");}}
}


}

#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 Fx
{
get { return Values[0]; }
}

[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 Sqh
{
get { return Values[1]; }
}

[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 Sql
{
get { return Values[2]; }
}

[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 Sqh2
{
get { return Values[3]; }
}

[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 Sql2
{
get { return Values[4]; }
}

[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 TEMAplot
{
get { return Values[5]; }
}

[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 HATEMAplot
{
get { return Values[6]; }
}

[Description("type of polynomial 1, 2, 3 or 4")]
[Category("Parameters")]
public int Degree
{
get { return degree; }
set { degree = Math.Min(4,Math.Max(value,1)); }
}

[Description("nmbr of bars to use in calculation")]
[Category("Parameters")]
public int Period
{
get { return period; }
set { period = Math.Max(1, value); }
}

[Description("Standard Deviations")]
[Category("Parameters")]
public double StrdDev
{
get { return strdDev; }
set { strdDev = Math.Max(0.5, value); }
}

[Description("Standard Deviations")]
[Category("Parameters")]
public double StrdDev2
{
get { return strdDev2; }
set { strdDev2 = Math.Max(0.5, value); }
}

[Description("ZeroLagHATEMA Period")]
[Category("Parameters")]
public int ZLHATEMAperiod
{
get { return zLHATEMAperiod; }
set { zLHATEMAperiod = Math.Max(1, value); }
}

[Description("ZeroLagTEMA Period")]
[Category("Parameters")]
public int ZLTEMAperiod
{
get { return zLTEMAperiod; }
set { zLTEMAperiod = Math.Max(1, value); }
}

[Description("Sound selection for cross into ObOs areas: 0 = no sound, 1 = Chimes, 2 = Ding, 3 = Alert4(NT)")]
[Gui.Design.DisplayName ("\t\tSound ObOs X-ing")]
[Category("Options")]
public int SoundsObOs
{
get { return soundsObOs; }
set { soundsObOs = Math.Min(3,Math.Max(value,0)); }
}

[Description("Sound selection for cross of EMA's: 0 = no sound, 1 = Chimes, 2 = Ding, 3 = Alert4(NT)")]
[Gui.Design.DisplayName ("\t\tSound EMA X-ing")]
[Category("Options")]
public int SoundsTEMAS
{
get { return soundsTEMAS; }
set { soundsTEMAS = Math.Min(3,Math.Max(value,0)); }
}

[Description("Standard alert (true) or constant sound barrage (false)")]
[Gui.Design.DisplayName ("\t\tStandard Alert?")]
[Category("Options")]
public bool standard
{
get { return Standard; }
set { Standard = value; }
}

[Description("Fill the zones created by the two Sqh and Sql lines")]
[Gui.Design.DisplayName ("Fill OB/OS zones?")]
[Category("Options")]
public bool FillZones
{
get { return fillZones; }
set { fillZones = value; }
}

[Description("This will plot the second set of lines which then gives the option of filling the zone")]
[Gui.Design.DisplayName ("\tPlot Sqh2 and Sql2 lines?")]
[Category("Options")]
public bool ShowLine
{
get { return showLine; }
set { showLine = value; }
}

[Description("This will plot ZeroLagTEMA and ZeroLagHATEMA moving averages")]
[Gui.Design.DisplayName ("\tPlot ZLTEMA and ZLHATEMA?")]
[Category("Options")]
public bool ShowEMAs
{
get { return showEMAs; }
set { showEMAs = value; }
}

[Browsable(false)]
public string fillColorSerialize
{
get { return NinjaTrader.Gui.Design.SerializableColor.ToString(fillColor); }
set { fillColor = NinjaTrader.Gui.Design.SerializableColor.FromString(value); }
}

[XmlIgnore()]
[Description("Fill zone color.")]
[Category("Options")]
[Gui.Design.DisplayNameAttribute("Fill zone color")]
public Color FillColor
{
get { return fillColor; }
set { fillColor = 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 PRC2[] cachePRC2 = null;

private static PRC2 checkPRC2 = new PRC2();

/// <summary>
/// Polynomial Regression Channel
/// </summary>
/// <returns></returns>
public PRC2 PRC2(int degree, int period, double strdDev, double strdDev2, int zLHATEMAperiod, int zLTEMAperiod)
{
return PRC2(Input, degree, period, strdDev, strdDev2, zLHATEMAperiod, zLTEMAperiod);
}

/// <summary>
/// Polynomial Regression Channel
/// </summary>
/// <returns></returns>
public PRC2 PRC2(Data.IDataSeries input, int degree, int period, double strdDev, double strdDev2, int zLHATEMAperiod, int zLTEMAperiod)
{
if (cachePRC2 != null)
for (int idx = 0; idx < cachePRC2.Length; idx++)
if (cachePRC2[idx].Degree == degree && cachePRC2[idx].Period == period && Math.Abs(cachePRC2[idx].StrdDev - strdDev) <= double.Epsilon && Math.Abs(cachePRC2[idx].StrdDev2 - strdDev2) <= double.Epsilon && cachePRC2[idx].ZLHATEMAperiod == zLHATEMAperiod && cachePRC2[idx].ZLTEMAperiod == zLTEMAperiod && cachePRC2[idx].EqualsInput(input))
return cachePRC2[idx];

lock (checkPRC2)
{
checkPRC2.Degree = degree;
degree = checkPRC2.Degree;
checkPRC2.Period = period;
period = checkPRC2.Period;
checkPRC2.StrdDev = strdDev;
strdDev = checkPRC2.StrdDev;
checkPRC2.StrdDev2 = strdDev2;
strdDev2 = checkPRC2.StrdDev2;
checkPRC2.ZLHATEMAperiod = zLHATEMAperiod;
zLHATEMAperiod = checkPRC2.ZLHATEMAperiod;
checkPRC2.ZLTEMAperiod = zLTEMAperiod;
zLTEMAperiod = checkPRC2.ZLTEMAperiod;

if (cachePRC2 != null)
for (int idx = 0; idx < cachePRC2.Length; idx++)
if (cachePRC2[idx].Degree == degree && cachePRC2[idx].Period == period && Math.Abs(cachePRC2[idx].StrdDev - strdDev) <= double.Epsilon && Math.Abs(cachePRC2[idx].StrdDev2 - strdDev2) <= double.Epsilon && cachePRC2[idx].ZLHATEMAperiod == zLHATEMAperiod && cachePRC2[idx].ZLTEMAperiod == zLTEMAperiod && cachePRC2[idx].EqualsInput(input))
return cachePRC2[idx];

PRC2 indicator = new PRC2();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.Degree = degree;
indicator.Period = period;
indicator.StrdDev = strdDev;
indicator.StrdDev2 = strdDev2;
indicator.ZLHATEMAperiod = zLHATEMAperiod;
indicator.ZLTEMAperiod = zLTEMAperiod;
Indicators.Add(indicator);
indicator.SetUp();

PRC2[] tmp = new PRC2[cachePRC2 == null ? 1 : cachePRC2.Length + 1];
if (cachePRC2 != null)
cachePRC2.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cachePRC2 = 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>
/// Polynomial Regression Channel
/// </summary>
/// <returns></returns>
[Gui.Design.WizardCondition("Indicator")]
public Indicator.PRC2 PRC2(int degree, int period, double strdDev, double strdDev2, int zLHATEMAperiod, int zLTEMAperiod)
{
return _indicator.PRC2(Input, degree, period, strdDev, strdDev2, zLHATEMAperiod, zLTEMAperiod);
}

/// <summary>
/// Polynomial Regression Channel
/// </summary>
/// <returns></returns>
public Indicator.PRC2 PRC2(Data.IDataSeries input, int degree, int period, double strdDev, double strdDev2, int zLHATEMAperiod, int zLTEMAperiod)
{
return _indicator.PRC2(input, degree, period, strdDev, strdDev2, zLHATEMAperiod, zLTEMAperiod);
}
}
}

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
public partial class Strategy : StrategyBase
{
/// <summary>
/// Polynomial Regression Channel
/// </summary>
/// <returns></returns>
[Gui.Design.WizardCondition("Indicator")]
public Indicator.PRC2 PRC2(int degree, int period, double strdDev, double strdDev2, int zLHATEMAperiod, int zLTEMAperiod)
{
return _indicator.PRC2(Input, degree, period, strdDev, strdDev2, zLHATEMAperiod, zLTEMAperiod);
}

/// <summary>
/// Polynomial Regression Channel
/// </summary>
/// <returns></returns>
public Indicator.PRC2 PRC2(Data.IDataSeries input, int degree, int period, double strdDev, double strdDev2, int zLHATEMAperiod, int zLTEMAperiod)
{
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.PRC2(input, degree, period, strdDev, strdDev2, zLHATEMAperiod, zLTEMAperiod);
}
}
}
#endregion