Writing a simple indicator

[lookOutBelow]

I've written a bunch of strategies, but I have yet to write an indicator. So, last night I gave it a try. Starting with the wizard, I tried to do something very simple. But it isn't doing what I want. Can someone straighten me out? This has got to be something very simple for you experienced guys.

#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 EMAWidth2 : Indicator
    {
        #region Variables
        // Wizard generated variables
            private int slowA = 3; // Default setting for SlowA
            private int slowB = 15; // Default setting for SlowB
        // 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.Red), PlotStyle.Line, "Short16"));
            //Add(new Plot(Color.FromKnownColor(KnownColor.Green), PlotStyle.Line, "Short12"));
            Add(new Line(Color.DarkViolet, 0, "Center"));
            CalculateOnBarClose    = true;
            Overlay                = false;
            PriceTypeSupported    = false;
        }

        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
            // Use this method for calculating your indicator values. Assign a value to each
            // plot below by replacing 'Close[0]' with your own formula.

            
            if (CurrentBar > 20) 
            {
                
                Short16.Set(EMA(slowA)[0] - EMA(slowB)[0]);
                
            }
            
            
        }

        #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 Short16
        {
            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 Short12
//        {
//            get { return Values[1]; }
//        }

        [Description("")]
        [GridCategory("Parameters")]
        public int SlowA
        {
            get { return slowA; }
            set { slowA = Math.Max(50, value); }
        }

        [Description("")]
        [GridCategory("Parameters")]
        public int SlowB
        {
            get { return slowB; }
            set { slowB = Math.Max(50, 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 EMAWidth2[] cacheEMAWidth2 = null;

        private static EMAWidth2 checkEMAWidth2 = new EMAWidth2();

        /// <summary>
        /// Enter the description of your new custom indicator here
        /// </summary>
        /// <returns></returns>
        public EMAWidth2 EMAWidth2(int slowA, int slowB)
        {
            return EMAWidth2(Input, slowA, slowB);
        }

        /// <summary>
        /// Enter the description of your new custom indicator here
        /// </summary>
        /// <returns></returns>
        public EMAWidth2 EMAWidth2(Data.IDataSeries input, int slowA, int slowB)
        {
            if (cacheEMAWidth2 != null)
                for (int idx = 0; idx < cacheEMAWidth2.Length; idx++)
                    if (cacheEMAWidth2[idx].SlowA == slowA && cacheEMAWidth2[idx].SlowB == slowB && cacheEMAWidth2[idx].EqualsInput(input))
                        return cacheEMAWidth2[idx];

            lock (checkEMAWidth2)
            {
                checkEMAWidth2.SlowA = slowA;
                slowA = checkEMAWidth2.SlowA;
                checkEMAWidth2.SlowB = slowB;
                slowB = checkEMAWidth2.SlowB;

                if (cacheEMAWidth2 != null)
                    for (int idx = 0; idx < cacheEMAWidth2.Length; idx++)
                        if (cacheEMAWidth2[idx].SlowA == slowA && cacheEMAWidth2[idx].SlowB == slowB && cacheEMAWidth2[idx].EqualsInput(input))
                            return cacheEMAWidth2[idx];

                EMAWidth2 indicator = new EMAWidth2();
                indicator.BarsRequired = BarsRequired;
                indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
                indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
                indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
                indicator.Input = input;
                indicator.SlowA = slowA;
                indicator.SlowB = slowB;
                Indicators.Add(indicator);
                indicator.SetUp();

                EMAWidth2[] tmp = new EMAWidth2[cacheEMAWidth2 == null ? 1 : cacheEMAWidth2.Length + 1];
                if (cacheEMAWidth2 != null)
                    cacheEMAWidth2.CopyTo(tmp, 0);
                tmp[tmp.Length - 1] = indicator;
                cacheEMAWidth2 = 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.EMAWidth2 EMAWidth2(int slowA, int slowB)
        {
            return _indicator.EMAWidth2(Input, slowA, slowB);
        }

        /// <summary>
        /// Enter the description of your new custom indicator here
        /// </summary>
        /// <returns></returns>
        public Indicator.EMAWidth2 EMAWidth2(Data.IDataSeries input, int slowA, int slowB)
        {
            return _indicator.EMAWidth2(input, slowA, slowB);
        }
    }
}

// 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.EMAWidth2 EMAWidth2(int slowA, int slowB)
        {
            return _indicator.EMAWidth2(Input, slowA, slowB);
        }

        /// <summary>
        /// Enter the description of your new custom indicator here
        /// </summary>
        /// <returns></returns>
        public Indicator.EMAWidth2 EMAWidth2(Data.IDataSeries input, int slowA, int slowB)
        {
            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.EMAWidth2(input, slowA, slowB);
        }
    }
}
#endregion

I expected the indicator would draw a simple plot of the EMA. But instead, it remains at zero. If you replace:

Short16.Set(EMA(slowA)[0] - EMA(slowB)[0]);

with:

Short16.Set(EMA(3)[0] - EMA(15)[0]);

It works fine. But with the slowA and slowB, it doesn't plot as I'd expect. What do I need to insert in there to use the slowA and slowB?

[NinjaTrader_RyanM]

Hi LookOutBelow,

The issue here is with the Min value you specified when setting this up in the wizard. You used a value of 50, so it's using this instead of the input value. You're then taking EMA(50) - EMA(50) = 0. You can resolve in code with the changes indicated below:


[Description("")]
[GridCategory("Parameters")]
public int SlowA
{
get { return slowA; }
set { slowA = Math.Max(1, value); }
}

[Description("")]
[GridCategory("Parameters")]
public int SlowB
{
get { return slowB; }
set { slowB = Math.Max(1, value); }
}

[lookOutBelow]

Doh! I knew I overlooked something stupid.

Thanks. I appreciate it.