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jphillips9

Does Anyone have the TTM Scalper Code for Esignal???

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Welcome to the forum. This indicator looks better than it actually is. :)

It actually plots the scalper bar usually about 3 bars later, retrospectively. That makes it hard to use in any strategy (and hard to program if your platform doesn't support such plotting).

 

Here is the C# code from NT. Perhaps you can adapt it for Esignal.

http://www.ninjatrader-support.com/vb/showthread.php?t=2966&page=4&highlight=scalper

// Scalper v0.1 by Gumphrie, inspired by John Carter's TTMScalper
// v0.2 - removed the period parameter as pretty much useless and changed all the high/low calaculations to be one bar ahead
// v0.3 - fixed possible plotting error
// v0.4 - additional check for highest and lowest
// v0.5 - reduced cpu usage & added trigger bar alert arrows

#region Using declarations
using System;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.ComponentModel;
using System.Xml.Serialization;
using System.Text;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.Design;
#endregion

// This namespace holds all indicators and is required. Do not change it.
namespace NinjaTrader.Indicator
{
   /// <summary>
   /// Scalper
   /// </summary>
   [Description("Scalper")]
   [Gui.Design.DisplayName("Scalper")]
   public class Scalper : Indicator
   {
       #region Variables
           private SolidBrush ScalpBarBrush = new SolidBrush(Color.Lavender);

		private int counter = 0;
		private int ExtremeBar = 0;
	    private int lastBar=0;

		private bool HighPainted = false;
		private bool LowPainted = true;
		private bool showTriggers = false;
		private double ExtremeBarHigh = 0;
           private double TriggerBarLow = 0;
		private double ExtremeBarLow = 0;
           private double TriggerBarHigh = 0;
		private int TriggerBarLowNo=0;
		private int TriggerBarHighNo=0;


		private DataSeries  scalpSeries;
		private DataSeries 	open;
		private DataSeries 	high;
		private DataSeries 	low;
		private DataSeries 	close;
       #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()
       {
       	Overlay = true;

		scalpSeries = new DataSeries(this);

		open  = new DataSeries(this);
		high  = new DataSeries(this);
		low   = new DataSeries(this);
		close = new DataSeries(this);

       	CalculateOnBarClose = true;
       }

       /// <summary>
       /// Called on each bar update event (incoming tick)
       /// </summary>
       protected override void OnBarUpdate()
       {

		open.Set(Open[0]);
		high.Set(High[0]);
		low.Set(Low[0]);
		close.Set(Close[0]);

           if (CurrentBar <= 4)
           {
               scalpSeries.Set(0);
           }
           else
           {

			//Up 
			if (HighPainted==false)
			{

           		if ((High[1] < High[2]) && (0==ExtremeBar))
				//if ((High[1] < High[2]) && (2 == Bars.HighestBar(3)) && (0==ExtremeBar)) 
				{
               		ExtremeBar = 2; 
               		ExtremeBarHigh = High[2]; 
               		TriggerBarLow = Low[1]; 
					TriggerBarLowNo = CurrentBar-1;

				//	if (ExtremeBarLow > High[4]) ExtremeBar = 4;
                   }

           		if (High[0] > ExtremeBarHigh)
				{
               		ExtremeBar = 0; 
               		ExtremeBarHigh = 0; 
               		TriggerBarLow = 0; 
					TriggerBarLowNo = 0;
					counter=-1; 
				}

           		if (0!=ExtremeBar) counter++; 


           		if ((Close[0] < TriggerBarLow) && (0!=ExtremeBar))
				{

                		ExtremeBar = ExtremeBar + counter;
                		HighPainted = true; 	
                		counter=-1;

                       scalpSeries.Set(CurrentBar-ExtremeBar);

					ExtremeBar=0; 

                   }

               }

			//Down
			 if (HighPainted==true)
			{
				if ((Low[1] > Low[2]) &&  (0==ExtremeBar))
				//if ((Low[1] > Low[2]) && (2 == Bars.LowestBar(3)) && (0==ExtremeBar)) 
				{
                 		ExtremeBar = 2; 
                 		ExtremeBarLow = Low[2]; 
                 		TriggerBarHigh = High[1]; 
					TriggerBarHighNo = CurrentBar-1;

                 	//	if (ExtremeBarLow > Low[4]) ExtremeBar = 4;
           		}

           		if (Low[0] < ExtremeBarLow)
				{ 
                 		ExtremeBar = 0; 
                 		ExtremeBarLow = 0; 
                 		TriggerBarHigh = 0; 
					TriggerBarHighNo = 0; 
                 		counter=-1; 
           		}

				if (0!=ExtremeBar) counter++; 

				if ((Close[0] > TriggerBarHigh) && (0!=ExtremeBar))
				{
                 		ExtremeBar = ExtremeBar + counter;                 
					HighPainted = false;
                 		counter=-1; 


                   	scalpSeries.Set(CurrentBar-ExtremeBar);

					ExtremeBar=0;	

           		}

			}

		//	else scalpSeries.Set(0);
           }
		lastBar=CurrentBar;

       }

	public override void Plot(Graphics graphics, Rectangle bounds, double min, double max)
   	{
       	// Default plotting in base class. 
		//base.Plot(graphics, bounds, min, max);

		if (base.Bars == null) return;

		if (ChartControl.ChartStyleType.ToString()=="LineOnClose") return;

       	int index = -1;
		Exception caughtException;


           int barPaintWidth = ChartControl.ChartStyle.GetBarPaintWidth(ChartControl.BarWidth);
		int bars = ChartControl.BarsPainted;
           while (bars >= 0)
           {
			index = ((ChartControl.LastBarPainted - ChartControl.BarsPainted) + 1) + bars;
               if (ChartControl.ShowBarsRequired || ((index - Displacement) >= BarsRequired))
               {
				try
				{
					bool ScalpBar=false;

					for (int scalpBar=index;scalpBar<=lastBar;scalpBar++)
                       {
						if (scalpSeries.Get(scalpBar)==index)
						{
							ScalpBar=true;
							break;
						}

					}

					if (ScalpBar)
					{
						int x1 = (((ChartControl.CanvasRight - ChartControl.BarMarginRight) - (barPaintWidth / 2)) - ((ChartControl.BarsPainted - 1) * ChartControl.BarSpace)) + (bars * ChartControl.BarSpace);
						int y1 = (bounds.Y + bounds.Height) - ((int) (((high.Get(index) - min) / ChartControl.MaxMinusMin(max, min)) * bounds.Height));
						int y2 = (bounds.Y + bounds.Height) - ((int) (((close.Get(index) - min) / ChartControl.MaxMinusMin(max, min)) * bounds.Height));
						int y3 = (bounds.Y + bounds.Height) - ((int) (((open.Get(index) - min) / ChartControl.MaxMinusMin(max, min)) * bounds.Height));
						int y4 = (bounds.Y + bounds.Height) - ((int) (((low.Get(index) - min) / ChartControl.MaxMinusMin(max, min)) * bounds.Height));

						if (ChartControl.ChartStyleType.ToString()=="OHLC")
							graphics.DrawLine(new Pen(ScalpBarBrush.Color,(int)((((double)ChartControl.BarWidth)/3)*2)),x1,y1,x1,y4);
						else if (ChartControl.ChartStyleType.ToString()=="HiLoBars")
							graphics.DrawLine(new Pen(ScalpBarBrush.Color,ChartControl.BarWidth),x1,y1,x1,y4);
						else
						{
							byte bRed = (byte)~(ChartControl.BackColor.R);
							byte bGreen = (byte)~(ChartControl.BackColor.G);
							byte bBlue = (byte)~(ChartControl.BackColor.B);
							Pen pen = new Pen(Color.FromArgb(bRed,bGreen,bBlue), 1);

							graphics.FillRectangle(ScalpBarBrush,x1-(barPaintWidth/2)+1,y1,barPaintWidth-2,y4-y1);

							if (y2>y3)
							{
								graphics.DrawLine(pen,x1,y1,x1,y3);
								graphics.DrawLine(pen,x1,y2,x1,y4);
							}
							else
							{
								graphics.DrawLine(pen,x1,y1,x1,y2);
								graphics.DrawLine(pen,x1,y3,x1,y4);
							}
							graphics.DrawLine(pen,x1-(barPaintWidth/2)+1,y3,x1+(barPaintWidth/2)-2,y3);
							graphics.DrawLine(pen,x1-(barPaintWidth/2),y2,x1+(barPaintWidth/2),y2);
							graphics.DrawLine(pen,x1-(barPaintWidth/2),y2,x1-(barPaintWidth/2),y3);
							graphics.DrawLine(pen,x1+(barPaintWidth/2),y2,x1+(barPaintWidth/2),y3);
						}
					}
					else if (showTriggers)
					{
						if ((TriggerBarLowNo>0) && (TriggerBarLowNo==index))
						{
							int x1 = (((ChartControl.CanvasRight - ChartControl.BarMarginRight) - (barPaintWidth / 2)) - ((ChartControl.BarsPainted - 1) * ChartControl.BarSpace)) + (bars * ChartControl.BarSpace);
							int y1 = (bounds.Y + bounds.Height) - ((int) ((((high.Get(index)+(2*TickSize)) - min) / ChartControl.MaxMinusMin(max, min)) * bounds.Height));
						    DrawArrow((barPaintWidth/5)*4, graphics,x1,y1,ScalpBarBrush,false);
						}
						if ((TriggerBarHighNo>0) && (TriggerBarHighNo==index))
						{
							int x1 = (((ChartControl.CanvasRight - ChartControl.BarMarginRight) - (barPaintWidth / 2)) - ((ChartControl.BarsPainted - 1) * ChartControl.BarSpace)) + (bars * ChartControl.BarSpace);
							int y1 = (bounds.Y + bounds.Height) - ((int) ((((low.Get(index)-(2*TickSize)) - min) / ChartControl.MaxMinusMin(max, min)) * bounds.Height));
						    DrawArrow((barPaintWidth/5)*4, graphics,x1,y1,ScalpBarBrush,true);
						}
					}
				}
                   catch (Exception exception) { caughtException = exception; }
              	}
			bars--;					
		}
   	}


	private void DrawArrow(int arrowSize, Graphics graphics, int x, int y, SolidBrush brush, bool up)
   	{
       	Point[] points;
       	int halfSize = (int) Math.Floor((double) (((double) arrowSize) / 2));
       	Point[] upPoints = new Point[] { new Point(0, 0), new Point(arrowSize, arrowSize), new Point(halfSize, arrowSize), new Point(halfSize, arrowSize * 2), new Point(-halfSize, arrowSize * 2), new Point(-halfSize, arrowSize), new Point(-arrowSize, arrowSize), new Point(0, 0) };
       	//Point[] dnPoints = new Point[] { new Point(-halfSize, -arrowSize * 2), new Point(halfSize, -arrowSize * 2), new Point(halfSize, -arrowSize), new Point(arrowSize, -arrowSize), new Point(0, 0), new Point(-arrowSize, -arrowSize), new Point(-halfSize, -arrowSize), new Point(-halfSize, -arrowSize * 2) };
       	//Point[] upPoints = new Point[] { new Point(0, -arrowSize), new Point(arrowSize, arrowSize), new Point(0, arrowSize/2), new Point(-arrowSize, arrowSize), new Point(0, -arrowSize) };
       	Point[] dnPoints = new Point[] { new Point(-halfSize, -arrowSize * 2), new Point(halfSize, -arrowSize * 2), new Point(halfSize, -arrowSize), new Point(arrowSize, -arrowSize), new Point(0, 0), new Point(-arrowSize, -arrowSize), new Point(-halfSize, -arrowSize), new Point(-halfSize, -arrowSize * 2) };


		if (up)
       	{
           	points = upPoints;
       	}
       	else
       	{
			points = dnPoints;
       	}
       	for (int i = 0; i < points.Length; i++)
       	{
           	points[i].Offset(x, y);
       	}

		byte bRed 	= (byte)~(base.ChartControl.BackColor.R);
           byte bGreen = (byte)~(base.ChartControl.BackColor.G);
		byte bBlue 	= (byte)~(base.ChartControl.BackColor.B);

           graphics.FillPolygon(brush, points);
           graphics.DrawPolygon(new Pen(Color.FromArgb(bRed,bGreen,bBlue)), points);        	        
   	}

       #region Properties            
       /// <summary>
	/// </summary>

	[browsable(false)]
   	public string ScalpBarColorSerialize
   	{
       		get { return SerializableColor.ToString(this.ScalpBarColor); }
       		set { this.ScalpBarColor = SerializableColor.FromString(value); }
   	}

	[Description("Default Colour for Scalp Bar"), XmlIgnore, VisualizationOnly]
	[Category("Scalp Bar")]
	[NinjaTrader.Gui.Design.DisplayName("Scalp bar color")]
	public Color ScalpBarColor
       {
		get { return this.ScalpBarBrush.Color; }
       	set { this.ScalpBarBrush = new SolidBrush(value); }
       }

	[Description("Highlights the current trigger bars by displaying an arrow above or below them.")]
       [Category("Scalp Bar")]
	[NinjaTrader.Gui.Design.DisplayName("Highlight current trigger bars")]
	public bool ScalperTriggers
       {
           get { return showTriggers; }
		set { showTriggers = 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 Scalper[] cacheScalper = null;

       private static Scalper checkScalper = new Scalper();

       /// <summary>
       /// Scalper
       /// </summary>
       /// <returns></returns>
       public Scalper Scalper()
       {
           return Scalper(Input);
       }

       /// <summary>
       /// Scalper
       /// </summary>
       /// <returns></returns>
       public Scalper Scalper(Data.IDataSeries input)
       {

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

           Scalper indicator = new Scalper();
           indicator.SetUp();
           indicator.CalculateOnBarClose = CalculateOnBarClose;
           indicator.Input = input;

           Scalper[] tmp = new Scalper[cacheScalper == null ? 1 : cacheScalper.Length + 1];
           if (cacheScalper != null)
               cacheScalper.CopyTo(tmp, 0);
           tmp[tmp.Length - 1] = indicator;
           cacheScalper = 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>
       /// Scalper
       /// </summary>
       /// <returns></returns>
       [Gui.Design.WizardCondition("Indicator")]
       public Indicator.Scalper Scalper()
       {
           return _indicator.Scalper(Input);
       }

       /// <summary>
       /// Scalper
       /// </summary>
       /// <returns></returns>
       public Indicator.Scalper Scalper(Data.IDataSeries input)
       {
           return _indicator.Scalper(input);
       }

   }
}

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
   public partial class Strategy : StrategyBase
   {
       /// <summary>
       /// Scalper
       /// </summary>
       /// <returns></returns>
       [Gui.Design.WizardCondition("Indicator")]
       public Indicator.Scalper Scalper()
       {
           return _indicator.Scalper(Input);
       }

       /// <summary>
       /// Scalper
       /// </summary>
       /// <returns></returns>
       public Indicator.Scalper Scalper(Data.IDataSeries input)
       {
           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.Scalper(input);
       }

   }
}
#endregion

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I fully agree with carcanaques. TTM's indicators are way overpriced for something so simple. I can't believe that the scalper would provide any edge at all. It required 3 bars before showing anything and during a consolidation that means getting chopped up. TRO posted his versions of the TTM indicators, wouldn't know where they have gone though.

Here's TheRumpledOne's opinion btw.

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