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Indicator Development Support for the development of custom indicators using NinjaScript.

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Old 11-30-2009, 08:24 PM   #1
Sam7768
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Red face Smooth MACD line

Hello All,

I have recently moved to TS to NT and NT coding looks very foreign to me. While I continue to learn the language, can someone please help me with a "MACD Indicator i.e line & signal line"...

1) That has MACD line (only MACD line) smoothened with 3 period EMA. Only the MACD line and not for the signal line.

2) And I am not looking for any Histogram.

Thanks a lot.
Last edited by Sam7768; 11-30-2009 at 08:35 PM.
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Old 12-01-2009, 04:20 AM   #2
NinjaTrader_Bertrand
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Welcome to our forums, I would suggest you step through those -

http://www.ninjatrader-support.com/H...verview18.html

For the code, you could use something like this -

Code:
 
double mySmoothMACD = EMA(MACD(Close, 10, 20, 1), 3)[0];
or this -

Code:
 
double mySmoothMACD = MACD(Close, 10, 20, 3)[0];
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Old 12-01-2009, 05:17 AM   #3
Sam7768
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Thank you very much NT Bertrand.

In the below code, where to make the change?

Thanks a lot for your support.

Rgds,

//
// 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 MACD (Moving Average Convergence/Divergence) is a trend following momentum indicator that shows the relationship between two moving averages of prices.
/// </summary>
[Description("The MACD (Moving Average Convergence/Divergence) is a trend following momentum indicator that shows the relationship between two moving averages of prices.")]
public class MACD : Indicator
{
#region Variables
private int fast = 12;
private int slow = 26;
private int smooth = 9;
private DataSeries fastEma;
private DataSeries slowEma;
#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.Green, "Macd"));
Add(new Plot(Color.DarkViolet, "Avg"));
Add(new Plot(new Pen(Color.Navy, 2), PlotStyle.Bar, "Diff"));

Add(new Line(Color.DarkGray, 0, "Zero line"));

fastEma = new DataSeries(this);
slowEma = new DataSeries(this);
}

/// <summary>
/// Calculates the indicator value(s) at the current index.
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar == 0)
{
fastEma.Set(Input[0]);
slowEma.Set(Input[0]);
Value.Set(0);
Avg.Set(0);
Diff.Set(0);
}
else
{
fastEma.Set((2.0 / (1 + Fast)) * Input[0] + (1 - (2.0 / (1 + Fast))) * fastEma[1]);
slowEma.Set((2.0 / (1 + Slow)) * Input[0] + (1 - (2.0 / (1 + Slow))) * slowEma[1]);

double macd = fastEma[0] - slowEma[0];
double macdAvg = (2.0 / (1 + Smooth)) * macd + (1 - (2.0 / (1 + Smooth))) * Avg[1];

Value.Set(macd);
Avg.Set(macdAvg);
Diff.Set(macd - macdAvg);
}
}

#region Properties
/// <summary>
/// </summary>
[Browsable(false)]
[XmlIgnore()]
public DataSeries Avg
{
get { return Values[1]; }
}

/// <summary>
/// </summary>
[Browsable(false)]
[XmlIgnore()]
public DataSeries Default
{
get { return Values[0]; }
}

/// <summary>
/// </summary>
[Browsable(false)]
[XmlIgnore()]
public DataSeries Diff
{
get { return Values[2]; }
}

/// <summary>
/// </summary>
[Description("Number of bars for fast EMA")]
[Category("Parameters")]
public int Fast
{
get { return fast; }
set { fast = Math.Max(1, value); }
}

/// <summary>
/// </summary>
[Description("Number of bars for slow EMA")]
[Category("Parameters")]
public int Slow
{
get { return slow; }
set { slow = Math.Max(1, value); }
}

/// <summary>
/// </summary>
[Description("Number of bars for smoothing")]
[Category("Parameters")]
public int Smooth
{
get { return smooth; }
set { smooth = 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 MACD[] cacheMACD = null;

private static MACD checkMACD = new MACD();

/// <summary>
/// The MACD (Moving Average Convergence/Divergence) is a trend following momentum indicator that shows the relationship between two moving averages of prices.
/// </summary>
/// <returns></returns>
public MACD MACD(int fast, int slow, int smooth)
{
return MACD(Input, fast, slow, smooth);
}

/// <summary>
/// The MACD (Moving Average Convergence/Divergence) is a trend following momentum indicator that shows the relationship between two moving averages of prices.
/// </summary>
/// <returns></returns>
public MACD MACD(Data.IDataSeries input, int fast, int slow, int smooth)
{
checkMACD.Fast = fast;
fast = checkMACD.Fast;
checkMACD.Slow = slow;
slow = checkMACD.Slow;
checkMACD.Smooth = smooth;
smooth = checkMACD.Smooth;

if (cacheMACD != null)
for (int idx = 0; idx < cacheMACD.Length; idx++)
if (cacheMACD[idx].Fast == fast && cacheMACD[idx].Slow == slow && cacheMACD[idx].Smooth == smooth && cacheMACD[idx].EqualsInput(input))
return cacheMACD[idx];

MACD indicator = new MACD();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
indicator.Input = input;
indicator.Fast = fast;
indicator.Slow = slow;
indicator.Smooth = smooth;
indicator.SetUp();

MACD[] tmp = new MACD[cacheMACD == null ? 1 : cacheMACD.Length + 1];
if (cacheMACD != null)
cacheMACD.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cacheMACD = 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 MACD (Moving Average Convergence/Divergence) is a trend following momentum indicator that shows the relationship between two moving averages of prices.
/// </summary>
/// <returns></returns>
[Gui.Design.WizardCondition("Indicator")]
public Indicator.MACD MACD(int fast, int slow, int smooth)
{
return _indicator.MACD(Input, fast, slow, smooth);
}

/// <summary>
/// The MACD (Moving Average Convergence/Divergence) is a trend following momentum indicator that shows the relationship between two moving averages of prices.
/// </summary>
/// <returns></returns>
public Indicator.MACD MACD(Data.IDataSeries input, int fast, int slow, int smooth)
{
return _indicator.MACD(input, fast, slow, smooth);
}

}
}

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
public partial class Strategy : StrategyBase
{
/// <summary>
/// The MACD (Moving Average Convergence/Divergence) is a trend following momentum indicator that shows the relationship between two moving averages of prices.
/// </summary>
/// <returns></returns>
[Gui.Design.WizardCondition("Indicator")]
public Indicator.MACD MACD(int fast, int slow, int smooth)
{
return _indicator.MACD(Input, fast, slow, smooth);
}

/// <summary>
/// The MACD (Moving Average Convergence/Divergence) is a trend following momentum indicator that shows the relationship between two moving averages of prices.
/// </summary>
/// <returns></returns>
public Indicator.MACD MACD(Data.IDataSeries input, int fast, int slow, int smooth)
{
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.MACD(input, fast, slow, smooth);
}

}
}
#endregion
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Old 12-01-2009, 05:49 AM   #4
NinjaTrader_Bertrand
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For me second suggestion, you could just change the smooth input to 3 - this would give you the MACD value and it's 3 period EMA then, the histogram you could set to transparent color to not display it's values.
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