Smoothed RSI Inverse Fisher Transform - indicator for NinjaT

#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("This is the Smoothed RSI Inverse Fisher Transform indicator as described in the October 2010 issue of Stocks & Commodities.")]
    public class SmoothedRsiInverseFisherTransform : Indicator
    {
        #region Variables
		private int rSI_Period = 4;
		private int eMA_Period = 4;
		private double rainbow_value, difference, zero_lag_ema, inv_fish_value = 0;
		private DataSeries rainbow, ema1, ema2, x;
        #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()
        {
			rainbow = new DataSeries(this);
			ema1 = new DataSeries(this);
			ema2 = new DataSeries(this);
			x = new DataSeries(this);

            Add(new Plot(Color.RoyalBlue, PlotStyle.Line, "InvFish"));
			Add(new Line(Color.DarkGray, 80, "Eighty"));
            Add(new Line(Color.DarkGray, 20, "Twenty"));

            Overlay	= false;
        }

        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
			rainbow_value =
				(5 * WMA(2)[0] +
				4 * WMA(WMA(2), 2)[0] +
				3 * WMA(WMA(WMA(2), 2), 2)[0] +
				2 * WMA(WMA(WMA(WMA(2), 2), 2), 2)[0] +
				WMA(WMA(WMA(WMA(WMA(2), 2), 2), 2), 2)[0] +
				WMA(WMA(WMA(WMA(WMA(WMA(2), 2), 2), 2), 2), 2)[0] +
				WMA(WMA(WMA(WMA(WMA(WMA(WMA(2), 2), 2), 2), 2), 2), 2)[0] +
				WMA(WMA(WMA(WMA(WMA(WMA(WMA(WMA(2), 2), 2), 2), 2), 2), 2), 2)[0] +
				WMA(WMA(WMA(WMA(WMA(WMA(WMA(WMA(WMA(2), 2), 2), 2), 2), 2), 2), 2), 2)[0] +
				WMA(WMA(WMA(WMA(WMA(WMA(WMA(WMA(WMA(WMA(2), 2), 2), 2), 2), 2), 2), 2), 2), 2)[0]) / 20;

			rainbow.Set(rainbow_value);

			x.Set(0.1 * (RSI(rainbow, rSI_Period, 1)[0] - 50));

			ema1.Set(EMA(x, eMA_Period)[0]);
			ema2.Set(EMA(ema1, eMA_Period)[0]);

			difference = ema1[0] - ema2[0];

			zero_lag_ema = ema1[0] + difference;

			inv_fish_value = ((Math.Exp(2 * zero_lag_ema) - 1) / (Math.Exp(2 * zero_lag_ema) + 1) + 1) * 50;

            InvFish.Set(inv_fish_value);
        }

        #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 InvFish
        {
            get { return Values[0]; }
        }

		[Description("")]
        [Category("Parameters")]
        public int RSI_Period
        {
            get { return rSI_Period; }
            set { rSI_Period = Math.Max(1, value); }
        }

		[Description("")]
        [Category("Parameters")]
        public int EMA_Period
        {
            get { return eMA_Period; }
            set { eMA_Period = 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 SmoothedRsiInverseFisherTransform[] cacheSmoothedRsiInverseFisherTransform = null;

        private static SmoothedRsiInverseFisherTransform checkSmoothedRsiInverseFisherTransform = new SmoothedRsiInverseFisherTransform();

        /// <summary>
        /// This is the Smoothed RSI Inverse Fisher Transform indicator as described in the October 2010 issue of Stocks & Commodities.
        /// </summary>
        /// <returns></returns>
        public SmoothedRsiInverseFisherTransform SmoothedRsiInverseFisherTransform(int eMA_Period, int rSI_Period)
        {
            return SmoothedRsiInverseFisherTransform(Input, eMA_Period, rSI_Period);
        }

        /// <summary>
        /// This is the Smoothed RSI Inverse Fisher Transform indicator as described in the October 2010 issue of Stocks & Commodities.
        /// </summary>
        /// <returns></returns>
        public SmoothedRsiInverseFisherTransform SmoothedRsiInverseFisherTransform(Data.IDataSeries input, int eMA_Period, int rSI_Period)
        {
            checkSmoothedRsiInverseFisherTransform.EMA_Period = eMA_Period;
            eMA_Period = checkSmoothedRsiInverseFisherTransform.EMA_Period;
            checkSmoothedRsiInverseFisherTransform.RSI_Period = rSI_Period;
            rSI_Period = checkSmoothedRsiInverseFisherTransform.RSI_Period;

            if (cacheSmoothedRsiInverseFisherTransform != null)
                for (int idx = 0; idx < cacheSmoothedRsiInverseFisherTransform.Length; idx++)
                    if (cacheSmoothedRsiInverseFisherTransform[idx].EMA_Period == eMA_Period && cacheSmoothedRsiInverseFisherTransform[idx].RSI_Period == rSI_Period && cacheSmoothedRsiInverseFisherTransform[idx].EqualsInput(input))
                        return cacheSmoothedRsiInverseFisherTransform[idx];

            SmoothedRsiInverseFisherTransform indicator = new SmoothedRsiInverseFisherTransform();
            indicator.BarsRequired = BarsRequired;
            indicator.CalculateOnBarClose = CalculateOnBarClose;
            indicator.Input = input;
            indicator.EMA_Period = eMA_Period;
            indicator.RSI_Period = rSI_Period;
            indicator.SetUp();

            SmoothedRsiInverseFisherTransform[] tmp = new SmoothedRsiInverseFisherTransform[cacheSmoothedRsiInverseFisherTransform == null ? 1 : cacheSmoothedRsiInverseFisherTransform.Length + 1];
            if (cacheSmoothedRsiInverseFisherTransform != null)
                cacheSmoothedRsiInverseFisherTransform.CopyTo(tmp, 0);
            tmp[tmp.Length - 1] = indicator;
            cacheSmoothedRsiInverseFisherTransform = 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>
        /// This is the Smoothed RSI Inverse Fisher Transform indicator as described in the October 2010 issue of Stocks & Commodities.
        /// </summary>
        /// <returns></returns>
        [Gui.Design.WizardCondition("Indicator")]
        public Indicator.SmoothedRsiInverseFisherTransform SmoothedRsiInverseFisherTransform(int eMA_Period, int rSI_Period)
        {
            return _indicator.SmoothedRsiInverseFisherTransform(Input, eMA_Period, rSI_Period);
        }

        /// <summary>
        /// This is the Smoothed RSI Inverse Fisher Transform indicator as described in the October 2010 issue of Stocks & Commodities.
        /// </summary>
        /// <returns></returns>
        public Indicator.SmoothedRsiInverseFisherTransform SmoothedRsiInverseFisherTransform(Data.IDataSeries input, int eMA_Period, int rSI_Period)
        {
            return _indicator.SmoothedRsiInverseFisherTransform(input, eMA_Period, rSI_Period);
        }

    }
}

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
    public partial class Strategy : StrategyBase
    {
        /// <summary>
        /// This is the Smoothed RSI Inverse Fisher Transform indicator as described in the October 2010 issue of Stocks & Commodities.
        /// </summary>
        /// <returns></returns>
        [Gui.Design.WizardCondition("Indicator")]
        public Indicator.SmoothedRsiInverseFisherTransform SmoothedRsiInverseFisherTransform(int eMA_Period, int rSI_Period)
        {
            return _indicator.SmoothedRsiInverseFisherTransform(Input, eMA_Period, rSI_Period);
        }

        /// <summary>
        /// This is the Smoothed RSI Inverse Fisher Transform indicator as described in the October 2010 issue of Stocks & Commodities.
        /// </summary>
        /// <returns></returns>
        public Indicator.SmoothedRsiInverseFisherTransform SmoothedRsiInverseFisherTransform(Data.IDataSeries input, int eMA_Period, int rSI_Period)
        {
            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.SmoothedRsiInverseFisherTransform(input, eMA_Period, rSI_Period);
        }

    }
}
#endregion