TRADING SYSTEMS
Pair Trading
Code not included in the print version of the magazine
multiGBP.cs
#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>
/// Enter the description of your new custom indicator here
/// </summary>
[Description("Enter the description of your new custom indicator here")]
public class multiGBP : Indicator
{
#region Variables
// Wizard generated variables
private int myInput0 = 1; // Default setting for MyInput0
private string s1="1-m";
private string s5="5-m";
private string s15="15-m";
private string s30="30-m";
private string s60="60-m ";
private string sd="daily trend";
private double z,bp,ch;
private double x;
// User defined variables (add any user defined variables below)
#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.Black, "Plot0"));
Overlay = false;
Add(new Line(System.Drawing.Color.DarkViolet, 3, "Lower"));
Add(new Line(System.Drawing.Color.YellowGreen, -3, "Upper"));
Add("6B 06-11", PeriodType.Minute, 1);
Add("6B 06-11", PeriodType.Minute, 5);
Add("6B 06-11", PeriodType.Minute, 15);
Add("6B 06-11", PeriodType.Minute, 30);
Add("6B 06-11", PeriodType.Minute, 60);
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
//DrawTextFixed("tag1", s1+"\n"+s5+"\n"+s15+"\n"+s30+"\n"+s60+"\n"+sd, TextPosition.TopLeft);
//DrawTextFixed("tag2", "Text to draw", TextPosition.TopLeft);
// DrawTextFixed("tag3", "Text to draw", TextPosition.TopLeft);
// DrawTextFixed("tag4", "Text to draw", TextPosition.TopLeft);
// Use this method for calculating your indicator values. Assign a value to each
// plot below by replacing 'Close[0]' with your own formula.
//BarsArray[0].MarketData.
z=0;
//if (CurrentBars[0]>4)
if (CurrentBars[0]<4)
{
Plot0.Set(0);
}
else
{
//-----------------------------------------------
if (BarsPeriod.BasePeriodType==PeriodType.Minute&&BarsPeriod.Value==1) { z=(Close[0]-Open[0])+(Closes[1][0]-Opens[1][0])*10000;DrawTextFixed("tag2", s1, TextPosition.TopLeft);}
if (BarsPeriod.BasePeriodType==PeriodType.Minute&&BarsPeriod.Value==5) { z=(Close[0]-Open[0])+(Closes[2][0]-Opens[2][0])*10000; DrawTextFixed("tag2", s5, TextPosition.TopLeft); }
if (BarsPeriod.BasePeriodType==PeriodType.Minute&&BarsPeriod.Value==15) { z=(Close[0]-Open[0])+(Closes[3][0]-Opens[3][0])*10000; DrawTextFixed("tag2", s15, TextPosition.TopLeft); }
if (BarsPeriod.BasePeriodType==PeriodType.Minute&&BarsPeriod.Value==30) { z=(Close[0]-Open[0])+(Closes[4][0]-Opens[4][0])*10000; DrawTextFixed("tag2", s30, TextPosition.TopLeft); }
if (BarsPeriod.BasePeriodType==PeriodType.Minute&&BarsPeriod.Value==60) { z=(Close[0]-Open[0])+(Closes[5][0]-Opens[5][0])*10000; DrawTextFixed("tag2", s60, TextPosition.TopLeft); }
///---------------------------
Plot1.Set(z);
}
}
#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 Plot0
{
get { return Values[0]; }
}
public DataSeries Plot1
{
get { return Values[0]; }
}
public DataSeries Plot2
{
get { return Values[0]; }
}
[Description("")]
[GridCategory("Parameters")]
public int MyInput0
{
get { return myInput0; }
set { myInput0 = 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 multiGBP[] cachemultiGBP = null;
private static multiGBP checkmultiGBP = new multiGBP();
/// <summary>
/// Enter the description of your new custom indicator here
/// </summary>
/// <returns></returns>
public multiGBP multiGBP(int myInput0)
{
return multiGBP(Input, myInput0);
}
/// <summary>
/// Enter the description of your new custom indicator here
/// </summary>
/// <returns></returns>
public multiGBP multiGBP(Data.IDataSeries input, int myInput0)
{
if (cachemultiGBP != null)
for (int idx = 0; idx < cachemultiGBP.Length; idx++)
if (cachemultiGBP[idx].MyInput0 == myInput0 && cachemultiGBP[idx].EqualsInput(input))
return cachemultiGBP[idx];
lock (checkmultiGBP)
{
checkmultiGBP.MyInput0 = myInput0;
myInput0 = checkmultiGBP.MyInput0;
if (cachemultiGBP != null)
for (int idx = 0; idx < cachemultiGBP.Length; idx++)
if (cachemultiGBP[idx].MyInput0 == myInput0 && cachemultiGBP[idx].EqualsInput(input))
return cachemultiGBP[idx];
multiGBP indicator = new multiGBP();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.MyInput0 = myInput0;
Indicators.Add(indicator);
indicator.SetUp();
multiGBP[] tmp = new multiGBP[cachemultiGBP == null ? 1 : cachemultiGBP.Length + 1];
if (cachemultiGBP != null)
cachemultiGBP.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cachemultiGBP = 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>
/// Enter the description of your new custom indicator here
/// </summary>
/// <returns></returns>
[Gui.Design.WizardCondition("Indicator")]
public Indicator.multiGBP multiGBP(int myInput0)
{
return _indicator.multiGBP(Input, myInput0);
}
/// <summary>
/// Enter the description of your new custom indicator here
/// </summary>
/// <returns></returns>
public Indicator.multiGBP multiGBP(Data.IDataSeries input, int myInput0)
{
return _indicator.multiGBP(input, myInput0);
}
}
}
// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
public partial class Strategy : StrategyBase
{
/// <summary>
/// Enter the description of your new custom indicator here
/// </summary>
/// <returns></returns>
[Gui.Design.WizardCondition("Indicator")]
public Indicator.multiGBP multiGBP(int myInput0)
{
return _indicator.multiGBP(Input, myInput0);
}
/// <summary>
/// Enter the description of your new custom indicator here
/// </summary>
/// <returns></returns>
public Indicator.multiGBP multiGBP(Data.IDataSeries input, int myInput0)
{
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.multiGBP(input, myInput0);
}
}
}
#endregion
multiJPY.cs
#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>
/// Enter the description of your new custom indicator here
/// </summary>
[Description("Enter the description of your new custom indicator here")]
public class multiJPY : Indicator
{
#region Variables
// Wizard generated variables
private int myInput0 = 1; // Default setting for MyInput0
private string s1="1-m";
private string s5="5-m";
private string s15="15-m";
private string s30="30-m";
private string s60="60-m ";
private string sd="daily trend";
private double z,bp,ch;
private double x;
// User defined variables (add any user defined variables below)
#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.Black, "Plot0"));
Overlay = false;
Add(new Line(System.Drawing.Color.DarkViolet, -0.02, "Lower"));
Add(new Line(System.Drawing.Color.YellowGreen, 0.02, "Upper"));
Add("6J 06-11", PeriodType.Minute, 1);
Add("6J 06-11", PeriodType.Minute, 5);
Add("6J 06-11", PeriodType.Minute, 15);
Add("6J 06-11", PeriodType.Minute, 30);
Add("6J 06-11", PeriodType.Minute, 60);
//
Add("6B 06-11", PeriodType.Minute, 1);
Add("6B 06-11", PeriodType.Minute, 5);
Add("6B 06-11", PeriodType.Minute, 15);
Add("6B 06-11", PeriodType.Minute, 30);
Add("6B 06-11", PeriodType.Minute, 60);
//
Add("6S 06-11", PeriodType.Minute, 1);
Add("6S 06-11", PeriodType.Minute, 5);
Add("6S 06-11", PeriodType.Minute, 15);
Add("6S 06-11", PeriodType.Minute, 30);
Add("6S 06-11", PeriodType.Minute, 60);
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
//DrawTextFixed("tag1", s1+"\n"+s5+"\n"+s15+"\n"+s30+"\n"+s60+"\n"+sd, TextPosition.TopLeft);
//DrawTextFixed("tag2", "Text to draw", TextPosition.TopLeft);
// DrawTextFixed("tag3", "Text to draw", TextPosition.TopLeft);
// DrawTextFixed("tag4", "Text to draw", TextPosition.TopLeft);
// Use this method for calculating your indicator values. Assign a value to each
// plot below by replacing 'Close[0]' with your own formula.
//BarsArray[0].MarketData.
z=0;
//if (CurrentBars[0]>4)
if (CurrentBars[0]<4)
{
Plot0.Set(0);
Plot1.Set(0);
Plot2.Set(0);
}
else
{
if (BarsPeriod.BasePeriodType==PeriodType.Minute&&BarsPeriod.Value==1) { z=(Close[0]-Open[0])-(Closes[1][0]-Opens[1][0])*10000;DrawTextFixed("tag2", s1, TextPosition.TopLeft);}
if (BarsPeriod.BasePeriodType==PeriodType.Minute&&BarsPeriod.Value==5) { z=(Close[0]-Open[0])-(Closes[2][0]-Opens[2][0])*10000; DrawTextFixed("tag2", s5, TextPosition.TopLeft); }
if (BarsPeriod.BasePeriodType==PeriodType.Minute&&BarsPeriod.Value==15) { z=(Close[0]-Open[0])-(Closes[3][0]-Opens[3][0])*10000; DrawTextFixed("tag2", s15, TextPosition.TopLeft); }
if (BarsPeriod.BasePeriodType==PeriodType.Minute&&BarsPeriod.Value==30) { z=(Close[0]-Open[0])-(Closes[4][0]-Opens[4][0])*10000; DrawTextFixed("tag2", s30, TextPosition.TopLeft); }
if (BarsPeriod.BasePeriodType==PeriodType.Minute&&BarsPeriod.Value==60) { z=(Close[0]-Open[0])-(Closes[5][0]-Opens[5][0])*10000; DrawTextFixed("tag2", s60, TextPosition.TopLeft); }
//-----------------------------------------------
if (BarsPeriod.BasePeriodType==PeriodType.Minute&&BarsPeriod.Value==1) { bp=(Close[0]-Open[0])+(Closes[6][0]-Opens[6][0])*10000;DrawTextFixed("tag2", s1, TextPosition.TopLeft);}
if (BarsPeriod.BasePeriodType==PeriodType.Minute&&BarsPeriod.Value==5) { bp=(Close[0]-Open[0])+(Closes[7][0]-Opens[7][0])*10000; DrawTextFixed("tag2", s5, TextPosition.TopLeft); }
if (BarsPeriod.BasePeriodType==PeriodType.Minute&&BarsPeriod.Value==15) { bp=(Close[0]-Open[0])+(Closes[8][0]-Opens[8][0])*10000; DrawTextFixed("tag2", s15, TextPosition.TopLeft); }
if (BarsPeriod.BasePeriodType==PeriodType.Minute&&BarsPeriod.Value==30) { bp=(Close[0]-Open[0])+(Closes[9][0]-Opens[9][0])*10000; DrawTextFixed("tag2", s30, TextPosition.TopLeft); }
if (BarsPeriod.BasePeriodType==PeriodType.Minute&&BarsPeriod.Value==60) { bp=(Close[0]-Open[0])+(Closes[10][0]-Opens[10][0])*10000; DrawTextFixed("tag2", s60, TextPosition.TopLeft); }
///---------------------------
if (BarsPeriod.BasePeriodType==PeriodType.Minute&&BarsPeriod.Value==1) { bp=(Close[0]-Open[0])-(Closes[11][0]-Opens[11][0])*10000;DrawTextFixed("tag2", s1, TextPosition.TopLeft);}
if (BarsPeriod.BasePeriodType==PeriodType.Minute&&BarsPeriod.Value==5) { bp=(Close[0]-Open[0])-(Closes[12][0]-Opens[12][0])*10000; DrawTextFixed("tag2", s5, TextPosition.TopLeft); }
if (BarsPeriod.BasePeriodType==PeriodType.Minute&&BarsPeriod.Value==15) { bp=(Close[0]-Open[0])-(Closes[13][0]-Opens[13][0])*10000; DrawTextFixed("tag2", s15, TextPosition.TopLeft); }
if (BarsPeriod.BasePeriodType==PeriodType.Minute&&BarsPeriod.Value==30) { bp=(Close[0]-Open[0])-(Closes[14][0]-Opens[14][0])*10000; DrawTextFixed("tag2", s30, TextPosition.TopLeft); }
if (BarsPeriod.BasePeriodType==PeriodType.Minute&&BarsPeriod.Value==60) { bp=(Close[0]-Open[0])-(Closes[15][0]-Opens[15][0])*10000; DrawTextFixed("tag2", s60, TextPosition.TopLeft); }
Plot0.Set(z);
Plot1.Set(bp);
Plot2.Set(ch);
}
}
#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 Plot0
{
get { return Values[0]; }
}
public DataSeries Plot1
{
get { return Values[0]; }
}
public DataSeries Plot2
{
get { return Values[0]; }
}
[Description("")]
[GridCategory("Parameters")]
public int MyInput0
{
get { return myInput0; }
set { myInput0 = 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 multiJPY[] cachemultiJPY = null;
private static multiJPY checkmultiJPY = new multiJPY();
/// <summary>
/// Enter the description of your new custom indicator here
/// </summary>
/// <returns></returns>
public multiJPY multiJPY(int myInput0)
{
return multiJPY(Input, myInput0);
}
/// <summary>
/// Enter the description of your new custom indicator here
/// </summary>
/// <returns></returns>
public multiJPY multiJPY(Data.IDataSeries input, int myInput0)
{
if (cachemultiJPY != null)
for (int idx = 0; idx < cachemultiJPY.Length; idx++)
if (cachemultiJPY[idx].MyInput0 == myInput0 && cachemultiJPY[idx].EqualsInput(input))
return cachemultiJPY[idx];
lock (checkmultiJPY)
{
checkmultiJPY.MyInput0 = myInput0;
myInput0 = checkmultiJPY.MyInput0;
if (cachemultiJPY != null)
for (int idx = 0; idx < cachemultiJPY.Length; idx++)
if (cachemultiJPY[idx].MyInput0 == myInput0 && cachemultiJPY[idx].EqualsInput(input))
return cachemultiJPY[idx];
multiJPY indicator = new multiJPY();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.MyInput0 = myInput0;
Indicators.Add(indicator);
indicator.SetUp();
multiJPY[] tmp = new multiJPY[cachemultiJPY == null ? 1 : cachemultiJPY.Length + 1];
if (cachemultiJPY != null)
cachemultiJPY.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cachemultiJPY = 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>
/// Enter the description of your new custom indicator here
/// </summary>
/// <returns></returns>
[Gui.Design.WizardCondition("Indicator")]
public Indicator.multiJPY multiJPY(int myInput0)
{
return _indicator.multiJPY(Input, myInput0);
}
/// <summary>
/// Enter the description of your new custom indicator here
/// </summary>
/// <returns></returns>
public Indicator.multiJPY multiJPY(Data.IDataSeries input, int myInput0)
{
return _indicator.multiJPY(input, myInput0);
}
}
}
// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
public partial class Strategy : StrategyBase
{
/// <summary>
/// Enter the description of your new custom indicator here
/// </summary>
/// <returns></returns>
[Gui.Design.WizardCondition("Indicator")]
public Indicator.multiJPY multiJPY(int myInput0)
{
return _indicator.multiJPY(Input, myInput0);
}
/// <summary>
/// Enter the description of your new custom indicator here
/// </summary>
/// <returns></returns>
public Indicator.multiJPY multiJPY(Data.IDataSeries input, int myInput0)
{
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.multiJPY(input, myInput0);
}
}
}
#endregion
MultiCurrencyIndicator.cs
#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>
/// Enter the description of your new custom indicator here
/// </summary>
[Description("Enter the description of your new custom indicator here")]
public class MultiCurrencyIndicator : Indicator
{
#region Variables
// Wizard generated variables
private int myInput0 = 1; // Default setting for MyInput0
private string s1="1-m";
private string s5="5-m";
private string s15="15-m";
private string s30="30-m";
private string s60="60-m ";
private string sd="daily trend";
private double z;
private double x;
// User defined variables (add any user defined variables below)
#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.FromKnownColor(KnownColor.Orange), PlotStyle.Line, "Plot0"));
Overlay = false;
Add(new Line(System.Drawing.Color.DarkViolet, -0.02, "Lower"));
Add(new Line(System.Drawing.Color.YellowGreen, 0.02, "Upper"));
Add("6J 06-11", PeriodType.Minute, 1);
Add("6C 06-11", PeriodType.Minute, 1);
Add("6B 06-11", PeriodType.Minute, 1);
Add("6S 06-11", PeriodType.Minute, 1);
// Add("6J 06-11", PeriodType.Minute, 1);
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
//DrawTextFixed("tag1", s1+"\n"+s5+"\n"+s15+"\n"+s30+"\n"+s60+"\n"+sd, TextPosition.TopLeft);
//DrawTextFixed("tag2", "Text to draw", TextPosition.TopLeft);
// DrawTextFixed("tag3", "Text to draw", TextPosition.TopLeft);
// DrawTextFixed("tag4", "Text to draw", TextPosition.TopLeft);
// Use this method for calculating your indicator values. Assign a value to each
// plot below by replacing 'Close[0]' with your own formula.
//BarsArray[0].MarketData.
z=0;
// if (BarsPeriod.BasePeriodType==PeriodType.Minute&&BarsPeriod.Value==1) { z=(Close[0]-Open[0])-(Closes[1][0]-Opens[1][0])*10000;DrawTextFixed("tag2", s1, TextPosition.TopLeft);}
//if (BarsPeriod.BasePeriodType==PeriodType.Minute&&BarsPeriod.Value==5) { z=(Close[0]-Open[0])-(Closes[2][0]-Opens[2][0])*10000; DrawTextFixed("tag2", s5, TextPosition.TopLeft); }
//if (BarsPeriod.BasePeriodType==PeriodType.Minute&&BarsPeriod.Value==15) { z=(Close[0]-Open[0])-(Closes[3][0]-Opens[3][0])*10000; DrawTextFixed("tag2", s15, TextPosition.TopLeft); }
//if (BarsPeriod.BasePeriodType==PeriodType.Minute&&BarsPeriod.Value==30) { z=(Close[0]-Open[0])-(Closes[4][0]-Opens[4][0])*10000; DrawTextFixed("tag2", s30, TextPosition.TopLeft); }
//if (BarsPeriod.BasePeriodType==PeriodType.Minute&&BarsPeriod.Value==60) { z=(Close[0]-Open[0])-(Closes[5][0]-Opens[5][0])*10000; DrawTextFixed("tag2", s60, TextPosition.TopLeft); }
z=(Close[0]-Open[0])/0.0001-(Closes[1][0]-Opens[1][0])/0.000001+(Closes[3][0]-Opens[3][0])/0.0001-(Closes[4][0]-Opens[4][0])/0.0001-(Closes[2][0]-Opens[2][0])/0.0001;
//*1000;
//DrawTextFixed("tag2", s1, TextPosition.TopLeft);}
Plot0.Set(z);
}
#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 Plot0
{
get { return Values[0]; }
}
[Description("")]
[GridCategory("Parameters")]
public int MyInput0
{
get { return myInput0; }
set { myInput0 = 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 MultiCurrencyIndicator[] cacheMultiCurrencyIndicator = null;
private static MultiCurrencyIndicator checkMultiCurrencyIndicator = new MultiCurrencyIndicator();
/// <summary>
/// Enter the description of your new custom indicator here
/// </summary>
/// <returns></returns>
public MultiCurrencyIndicator MultiCurrencyIndicator(int myInput0)
{
return MultiCurrencyIndicator(Input, myInput0);
}
/// <summary>
/// Enter the description of your new custom indicator here
/// </summary>
/// <returns></returns>
public MultiCurrencyIndicator MultiCurrencyIndicator(Data.IDataSeries input, int myInput0)
{
if (cacheMultiCurrencyIndicator != null)
for (int idx = 0; idx < cacheMultiCurrencyIndicator.Length; idx++)
if (cacheMultiCurrencyIndicator[idx].MyInput0 == myInput0 && cacheMultiCurrencyIndicator[idx].EqualsInput(input))
return cacheMultiCurrencyIndicator[idx];
lock (checkMultiCurrencyIndicator)
{
checkMultiCurrencyIndicator.MyInput0 = myInput0;
myInput0 = checkMultiCurrencyIndicator.MyInput0;
if (cacheMultiCurrencyIndicator != null)
for (int idx = 0; idx < cacheMultiCurrencyIndicator.Length; idx++)
if (cacheMultiCurrencyIndicator[idx].MyInput0 == myInput0 && cacheMultiCurrencyIndicator[idx].EqualsInput(input))
return cacheMultiCurrencyIndicator[idx];
MultiCurrencyIndicator indicator = new MultiCurrencyIndicator();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.MyInput0 = myInput0;
Indicators.Add(indicator);
indicator.SetUp();
MultiCurrencyIndicator[] tmp = new MultiCurrencyIndicator[cacheMultiCurrencyIndicator == null ? 1 : cacheMultiCurrencyIndicator.Length + 1];
if (cacheMultiCurrencyIndicator != null)
cacheMultiCurrencyIndicator.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cacheMultiCurrencyIndicator = 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>
/// Enter the description of your new custom indicator here
/// </summary>
/// <returns></returns>
[Gui.Design.WizardCondition("Indicator")]
public Indicator.MultiCurrencyIndicator MultiCurrencyIndicator(int myInput0)
{
return _indicator.MultiCurrencyIndicator(Input, myInput0);
}
/// <summary>
/// Enter the description of your new custom indicator here
/// </summary>
/// <returns></returns>
public Indicator.MultiCurrencyIndicator MultiCurrencyIndicator(Data.IDataSeries input, int myInput0)
{
return _indicator.MultiCurrencyIndicator(input, myInput0);
}
}
}
// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
public partial class Strategy : StrategyBase
{
/// <summary>
/// Enter the description of your new custom indicator here
/// </summary>
/// <returns></returns>
[Gui.Design.WizardCondition("Indicator")]
public Indicator.MultiCurrencyIndicator MultiCurrencyIndicator(int myInput0)
{
return _indicator.MultiCurrencyIndicator(Input, myInput0);
}
/// <summary>
/// Enter the description of your new custom indicator here
/// </summary>
/// <returns></returns>
public Indicator.MultiCurrencyIndicator MultiCurrencyIndicator(Data.IDataSeries input, int myInput0)
{
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.MultiCurrencyIndicator(input, myInput0);
}
}
}
#endregion