#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion
namespace NinjaTrader.NinjaScript.Indicators
{
///
////This indicator created by Price Headley is described in his book “Big Trends in Trading“.
////It acts as a enveloppe bands indicator. It can be used in any timeframe on typical 20 and 80 periods.
////It is more effective on stocks trading.
////The wider the bands are, greater is the volatility and you should expect trend continuation.
////Buy signals are taken while the price make consecutive upper bands piercing.
///
public class HeadleyBands : Indicator
{
private Series upper;
private Series lower;
private int period;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Price Headley Bands";
Name = "HeadleyBands";
IsOverlay = true;
IsSuspendedWhileInactive = true;
Period = 20;
AddPlot(Brushes.Crimson, "BUP");
AddPlot(Brushes.Crimson, "BDOWN");
}
if (State == State.DataLoaded)
{
upper = new Series(this);
lower = new Series(this);
}
}
protected override void OnBarUpdate()
{
upper[0] = (High[0]*(1+2*(((High[0]-Low[0])/((High[0]+Low[0])/2))*1000)*0.001));
BUP[0] = SMA(upper,Period)[0];
lower[0] = (Low[0]*(1-2*(((High[0]-Low[0])/((High[0]+Low[0])/2))*1000)*0.001));
BDOWN[0] = SMA(lower,Period)[0];
}
#region Properties
[Range(1, int.MaxValue), NinjaScriptProperty]
[Display(ResourceType = typeof(Custom.Resource), Name = "Period", GroupName = "NinjaScriptParameters", Order = 0)]
public int Period
{ get; set; }
[Browsable(false)]
[XmlIgnore()]
public Series BUP
{
get { return Values[1]; }
}
[Browsable(false)]
[XmlIgnore()]
public Series BDOWN
{
get { return Values[0]; }
}
#endregion
}
}
#region NinjaScript generated code. Neither change nor remove.
namespace NinjaTrader.NinjaScript.Indicators
{
public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
{
private HeadleyBands[] cacheHeadleyBands;
public HeadleyBands HeadleyBands(int period)
{
return HeadleyBands(Input, period);
}
public HeadleyBands HeadleyBands(ISeries input, int period)
{
if (cacheHeadleyBands != null)
for (int idx = 0; idx < cacheHeadleyBands.Length; idx++)
if (cacheHeadleyBands[idx] != null && cacheHeadleyBands[idx].Period == period && cacheHeadleyBands[idx].EqualsInput(input))
return cacheHeadleyBands[idx];
return CacheIndicator(new HeadleyBands(){ Period = period }, input, ref cacheHeadleyBands);
}
}
}
namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
{
public Indicators.HeadleyBands HeadleyBands(int period)
{
return indicator.HeadleyBands(Input, period);
}
public Indicators.HeadleyBands HeadleyBands(ISeries input , int period)
{
return indicator.HeadleyBands(input, period);
}
}
}
namespace NinjaTrader.NinjaScript.Strategies
{
public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
{
public Indicators.HeadleyBands HeadleyBands(int period)
{
return indicator.HeadleyBands(Input, period);
}
public Indicators.HeadleyBands HeadleyBands(ISeries input , int period)
{
return indicator.HeadleyBands(input, period);
}
}
}
#endregion