swing high/low efs help

[budfoxx]

Can someone transfer this to efs. It is useful on ninja... but i use esignal. thanks!

//
//
//

#region Using declarations
using System;
using System.Collections;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.ComponentModel;
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>
/// The Swing indicator plots lines that represents the swing high and low points.
/// </summary>
[Description("The Swing indicator plots lines that represents the swing high and low points.")]
[Gui.Design.DisplayName("Swing (High/Low)")]
public class Swing : Indicator
{
#region Variables
private double currentSwingHigh = 0;
private double currentSwingLow = 0;
private ArrayList lastHighCache;
private double lastSwingHighValue = 0;
private ArrayList lastLowCache;
private double lastSwingLowValue = 0;
private int saveCurrentBar = -1;
private int strength = 5;
private DataSeries swingHighSeries;
private DataSeries swingHighSwings;
private DataSeries swingLowSeries;
private DataSeries swingLowSwings;
#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, PlotStyle.Dot, "Swing high"));
Add(new Plot(Color.Orange, PlotStyle.Dot, "Swing low"));
Plots[0].Pen.Width = 2;
Plots[0].Pen.DashStyle = DashStyle.Dot;
Plots[1].Pen.Width = 2;
Plots[1].Pen.DashStyle = DashStyle.Dot;

lastHighCache = new ArrayList();
lastLowCache = new ArrayList();

swingHighSeries = new DataSeries(this);
swingHighSwings = new DataSeries(this);
swingLowSeries = new DataSeries(this);
swingLowSwings = new DataSeries(this);

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

/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (saveCurrentBar != CurrentBar)
{
swingHighSwings.Set(0); // initializing important internal
swingLowSwings.Set(0); // initializing important internal

swingHighSeries.Set(0); // initializing important internal
swingLowSeries.Set(0); // initializing important internal

lastHighCache.Add(High[0]);
if (lastHighCache.Count > (2 * strength) + 1)
lastHighCache.RemoveAt(0);
lastLowCache.Add(Low[0]);
if (lastLowCache.Count > (2 * strength) + 1)
lastLowCache.RemoveAt(0);

if (lastHighCache.Count == (2 * strength) + 1)
{
bool isSwingHigh = true;
double swingHighCandidateValue = (double) lastHighCache[strength];
for (int i=0; i < strength; i++)
if ((double) lastHighCache[i] >= swingHighCandidateValue - double.Epsilon)
isSwingHigh = false;

for (int i=strength+1; i < lastHighCache.Count; i++)
if ((double) lastHighCache[i] > swingHighCandidateValue - double.Epsilon)
isSwingHigh = false;

swingHighSwings.Set(strength, isSwingHigh ? swingHighCandidateValue : 0.0);
if (isSwingHigh)
lastSwingHighValue = swingHighCandidateValue;

if (isSwingHigh)
{
currentSwingHigh = swingHighCandidateValue;
for (int i=0; i <= strength; i++)
SwingHighPlot.Set(i, currentSwingHigh);
}
else if (High[0] > currentSwingHigh)
{
currentSwingHigh = 0.0;
SwingHighPlot.Reset();
}
else
SwingHighPlot.Set(currentSwingHigh);

if (isSwingHigh)
{
for (int i=0; i<=strength; i++)
swingHighSeries.Set(i, lastSwingHighValue);
}
else
{
swingHighSeries.Set(lastSwingHighValue);
}
}

if (lastLowCache.Count == (2 * strength) + 1)
{
bool isSwingLow = true;
double swingLowCandidateValue = (double) lastLowCache[strength];
for (int i=0; i < strength; i++)
if ((double) lastLowCache[i] <= swingLowCandidateValue + double.Epsilon)
isSwingLow = false;

for (int i=strength+1; i < lastLowCache.Count; i++)
if ((double) lastLowCache[i] < swingLowCandidateValue + double.Epsilon)
isSwingLow = false;

swingLowSwings.Set(strength, isSwingLow ? swingLowCandidateValue : 0.0);
if (isSwingLow)
lastSwingLowValue = swingLowCandidateValue;

if (isSwingLow)
{
currentSwingLow = swingLowCandidateValue;
for (int i=0; i <= strength; i++)
SwingLowPlot.Set(i, currentSwingLow);
}
else if (Low[0] < currentSwingLow)
{
currentSwingLow = double.MaxValue;
SwingLowPlot.Reset();
}
else
SwingLowPlot.Set(currentSwingLow);

if (isSwingLow)
{
for (int i=0; i<=strength; i++)
swingLowSeries.Set(i, lastSwingLowValue);
}
else
{
swingLowSeries.Set(lastSwingLowValue);
}
}

saveCurrentBar = CurrentBar;
}
else
{
if (High[0] > High[strength] && swingHighSwings[strength] > 0.0)
{
swingHighSwings.Set(strength, 0.0);
for (int i=0; i<=strength; i++)
SwingHighPlot.Reset(i);
currentSwingHigh = 0.0;
}
else if (High[0] > High[strength] && currentSwingHigh != 0.0)
{
SwingHighPlot.Reset();
currentSwingHigh = 0.0;
}
else if (High[0] <= currentSwingHigh)
SwingHighPlot.Set(currentSwingHigh);

if (Low[0] < Low[strength] && swingLowSwings[strength] > 0.0)
{
swingLowSwings.Set(strength, 0.0);
for (int i=0; i<=strength; i++)
SwingLowPlot.Reset(i);
currentSwingLow = double.MaxValue;
}
else if (Low[0] < Low[strength] && currentSwingLow != double.MaxValue)
{
SwingLowPlot.Reset();
currentSwingLow = double.MaxValue;
}
else if (Low[0] >= currentSwingLow)
SwingLowPlot.Set(currentSwingLow);
}
}

#region Functions
/// <summary>
/// Returns the number of bars ago a swing low occurred. Returns a value of -1 if a swing low is not found within the look back period.
/// </summary>
/// <param name="barsAgo"></param>
/// <param name="instance"></param>
/// <param name="lookBackPeriod"></param>
/// <returns></returns>
public int SwingLowBar(int barsAgo, int instance, int lookBackPeriod)
{
if (instance < 1)
throw new Exception(GetType().Name + ".SwingLowBar: instance must be greater/equal 1 but was " + instance);
else if (barsAgo < 0)
throw new Exception(GetType().Name + ".SwingLowBar: barsAgo must be greater/equal 0 but was " + barsAgo);
else if (barsAgo >= Count)
throw new Exception(GetType().Name + ".SwingLowBar: barsAgo out of valid range 0 through " + (Count - 1) + ", was " + barsAgo + ".");

Update();

for (int idx=CurrentBar - barsAgo - strength; idx >= CurrentBar - barsAgo - strength - lookBackPeriod; idx--)
{
if (idx < 0)
return -1;
if (idx >= swingLowSwings.Count)
continue;

if (swingLowSwings.Get(idx).Equals(0.0))
continue;

if (instance == 1) // 1-based, < to be save
return CurrentBar - idx;

instance--;
}

return -1;
}

/// <summary>
/// Returns the number of bars ago a swing high occurred. Returns a value of -1 if a swing high is not found within the look back period.
/// </summary>
/// <param name="barsAgo"></param>
/// <param name="instance"></param>
/// <param name="lookBackPeriod"></param>
/// <returns></returns>
public int SwingHighBar(int barsAgo, int instance, int lookBackPeriod)
{
if (instance < 1)
throw new Exception(GetType().Name + ".SwingHighBar: instance must be greater/equal 1 but was " + instance);
else if (barsAgo < 0)
throw new Exception(GetType().Name + ".SwingHighBar: barsAgo must be greater/equal 0 but was " + barsAgo);
else if (barsAgo >= Count)
throw new Exception(GetType().Name + ".SwingHighBar: barsAgo out of valid range 0 through " + (Count - 1) + ", was " + barsAgo + ".");

Update();

for (int idx=CurrentBar - barsAgo - strength; idx >= CurrentBar - barsAgo - strength - lookBackPeriod; idx--)
{
if (idx < 0)
return -1;
if (idx >= swingHighSwings.Count)
continue;

if (swingHighSwings.Get(idx).Equals(0.0))
continue;

if (instance <= 1) // 1-based, < to be save
return CurrentBar - idx;

instance--;
}


return -1;
}

#endregion

#region Properties
[Description("Number of bars required on each side of the swing point.")]
[Category("Parameters")]
public int Strength
{
get { return strength; }
set { strength = Math.Max(1, value); }
}

/// <summary>
/// Gets the high swings.
/// </summary>
[Browsable(false)]
[XmlIgnore()]
public DataSeries SwingHigh
{
get
{
Update();
return swingHighSeries;
}
}

private DataSeries SwingHighPlot
{
get
{
Update();
return Values[0];
}
}

/// <summary>
/// Gets the low swings.
/// </summary>
[Browsable(false)]
[XmlIgnore()]
public DataSeries SwingLow
{
get
{
Update();
return swingLowSeries;
}
}

private DataSeries SwingLowPlot
{
get
{
Update();
return Values[1];
}
}

#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 Swing[] cacheSwing = null;

private static Swing checkSwing = new Swing();

/// <summary>
/// The Swing indicator plots dashed high lines and dashed low lines of a given strength (number of bars left and right).
/// </summary>
/// <returns></returns>
public Swing Swing(int strength)
{
return Swing(Input, strength);
}

/// <summary>
/// The Swing indicator plots dashed high lines and dashed low lines of a given strength (number of bars left and right).
/// </summary>
/// <returns></returns>
public Swing Swing(Data.IDataSeries input, int strength)
{
checkSwing.Strength = strength;
strength = checkSwing.Strength;

if (cacheSwing != null)
for (int idx = 0; idx < cacheSwing.Length; idx++)
if (cacheSwing[idx].Strength == strength && cacheSwing[idx].EqualsInput(input))
return cacheSwing[idx];

Swing indicator = new Swing();
indicator.CalculateOnBarClose = CalculateOnBarClose;
indicator.Input = input;
indicator.Strength = strength;
indicator.SetUp();

Swing[] tmp = new Swing[cacheSwing == null ? 1 : cacheSwing.Length + 1];
if (cacheSwing != null)
cacheSwing.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cacheSwing = 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 Swing indicator plots dashed high lines and dashed low lines of a given strength (number of bars left and right).
/// </summary>
/// <returns></returns>
[Gui.Design.WizardCondition("Indicator")]
public Indicator.Swing Swing(int strength)
{
return _indicator.Swing(Input, strength);
}

/// <summary>
/// The Swing indicator plots dashed high lines and dashed low lines of a given strength (number of bars left and right).
/// </summary>
/// <returns></returns>
public Indicator.Swing Swing(Data.IDataSeries input, int strength)
{
return _indicator.Swing(input, strength);
}

}
}

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
public partial class Strategy : StrategyBase
{
/// <summary>
/// The Swing indicator plots dashed high lines and dashed low lines of a given strength (number of bars left and right).
/// </summary>
/// <returns></returns>
[Gui.Design.WizardCondition("Indicator")]
public Indicator.Swing Swing(int strength)
{
return _indicator.Swing(Input, strength);
}

/// <summary>
/// The Swing indicator plots dashed high lines and dashed low lines of a given strength (number of bars left and right).
/// </summary>
/// <returns></returns>
public Indicator.Swing Swing(Data.IDataSeries input, int strength)
{
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.Swing(input, strength);
}

}
}
#endregion

Hi budfoxx,

Did you look at the RealTimeSwings.efs from 2004 that Jason wrote. At first glance the code you posted looks very similar to the efs in this link.

Hope this helps.