//

//

#region Using declarations

using System;
using [Link];
using [Link];
using [Link].Drawing2D;
using [Link];
using [Link];
using [Link];
using [Link];
#endregion

// This namespace holds all indicators and is required. Do not change it.
namespace [Link]
{
/// <summary>
///
/// </summary>
[Description("The Hurst Envelope is described in J.M Hursts 'The Profit Magic of
Stock Transaction Timing'")]
public class HurstEnvelope : Indicator
{
#region Variables
private int period
= 10;
private double offsetMultiplier = 1.5;
private DataSeries diff;
#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([Link], "Midline"));
Add(new Plot([Link], "Upper"));
Add(new Plot([Link], "Lower"));

diff = new DataSeries(this);

Overlay = true;
PriceTypeSupported = false;
}

/// <summary>
/// Called on each bar update event (incoming tick).
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar < Period)
return;
[Link](High[0] - Low[0]);

double middle = TMA(Median, Period)[0];

double offset = TMA(diff, Period)[0] * offsetMultiplier;
 double upper = middle + offset;
double lower = middle - offset;

KeltnerChannel env = KeltnerChannel(Median, offsetMultiplier,

(period/2));

[Link](middle);
[Link](upper);
[Link](lower);

DrawLine("UPPER", true, (period/2), upper, 0, [Link][0],

[Link], [Link], 1);
DrawLine("LOWER", true, (period/2), lower, 0, [Link][0],
[Link], [Link], 1);

#region Properties
/// <summary>
/// </summary>
[Description("Numbers of bars used for calculations")]
[Category("Parameters")]
public int Period
{
get { return period; }
set { period = [Link](1, value); }
}

/// <summary>
/// </summary>
[Description("How much to expand the upper and lower band from the
normal offset")]
[Category("Parameters")]
[[Link]("Offset multiplier")]
public double OffsetMultiplier
{
get { return offsetMultiplier; }
set { offsetMultiplier = [Link](0.01, value); }
}

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

/// <summary>
/// </summary>
[Browsable(false)]
[XmlIgnore()]
public DataSeries Upper
{
get { return Values[1]; }
}
 /// <summary>
/// </summary>
[Browsable(false)]
[XmlIgnore()]
public DataSeries Lower
{
get { return Values[2]; }
}
#endregion
}
}

#region NinjaScript generated code. Neither change nor remove.

// This namespace holds all indicators and is required. Do not change it.
namespace [Link]
{
public partial class Indicator : IndicatorBase
{
private HurstEnvelope[] cacheHurstEnvelope = null;

private static HurstEnvelope checkHurstEnvelope = new HurstEnvelope();

/// <summary>
/// The Hurst Envelope is described in J.M Hursts 'The Profit Magic of
Stock Transaction Timing'
/// </summary>
/// <returns></returns>
public HurstEnvelope HurstEnvelope(double offsetMultiplier, int period)
{
return HurstEnvelope(Input, offsetMultiplier, period);
}

/// <summary>
/// The Hurst Envelope is described in J.M Hursts 'The Profit Magic of
Stock Transaction Timing'
/// </summary>
/// <returns></returns>
public HurstEnvelope HurstEnvelope([Link] input, double
offsetMultiplier, int period)
{
[Link] = offsetMultiplier;
offsetMultiplier = [Link];
[Link] = period;
period = [Link];

if (cacheHurstEnvelope != null)
for (int idx = 0; idx < [Link]; idx++)
if ([Link](cacheHurstEnvelope[idx].OffsetMultiplier -
offsetMultiplier) <= [Link] && cacheHurstEnvelope[idx].Period == period &&
cacheHurstEnvelope[idx].EqualsInput(input))
return cacheHurstEnvelope[idx];

HurstEnvelope indicator = new HurstEnvelope();

[Link] = BarsRequired;
[Link] = CalculateOnBarClose;
[Link] = input;
[Link] = offsetMultiplier;
[Link] = period;
[Link]();
 HurstEnvelope[] tmp = new HurstEnvelope[cacheHurstEnvelope == null ?
1 : [Link] + 1];
if (cacheHurstEnvelope != null)
[Link](tmp, 0);
tmp[[Link] - 1] = indicator;
cacheHurstEnvelope = tmp;
[Link](indicator);

return indicator;
}

}
}

// This namespace holds all market analyzer column definitions and is required. Do
not change it.
namespace [Link]
{
public partial class Column : ColumnBase
{
/// <summary>
/// The Hurst Envelope is described in J.M Hursts 'The Profit Magic of
Stock Transaction Timing'
/// </summary>
/// <returns></returns>
[[Link]("Indicator")]
public [Link] HurstEnvelope(double offsetMultiplier, int
period)
{
return _indicator.HurstEnvelope(Input, offsetMultiplier, period);
}

/// <summary>
/// The Hurst Envelope is described in J.M Hursts 'The Profit Magic of
Stock Transaction Timing'
/// </summary>
/// <returns></returns>
public [Link] HurstEnvelope([Link] input, double
offsetMultiplier, int period)
{
return _indicator.HurstEnvelope(input, offsetMultiplier, period);
}

}
}

// This namespace holds all strategies and is required. Do not change it.
namespace [Link]
{
public partial class Strategy : StrategyBase
{
/// <summary>
/// The Hurst Envelope is described in J.M Hursts 'The Profit Magic of
Stock Transaction Timing'
/// </summary>
/// <returns></returns>
[[Link]("Indicator")]
public [Link] HurstEnvelope(double offsetMultiplier, int
period)
{
return _indicator.HurstEnvelope(Input, offsetMultiplier, period);
}

/// <summary>
/// The Hurst Envelope is described in J.M Hursts 'The Profit Magic of
Stock Transaction Timing'
/// </summary>
/// <returns></returns>
public [Link] HurstEnvelope([Link] input, double
offsetMultiplier, int 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.HurstEnvelope(input, offsetMultiplier, period);

}

}
}
#endregion