ninjatrader/indicators/EfficiencyRatio.cs

#region Using declarations
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using System;
using System.ComponentModel.DataAnnotations;
using System.Windows.Media;
#endregion

namespace NinjaTrader.NinjaScript.Indicators
{
    public class EfficiencyRatio : Indicator
    {
        private SUM sumOfPriceChanges;

        private Series<double> priceChanges;
        
        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description = @"Kaufman Efficiency Ratio";
                Name = "Efficiency Ratio";
                Calculate = Calculate.OnBarClose;
                IsOverlay = false;
                DisplayInDataBox = true;
                DrawOnPricePanel = true;
                DrawHorizontalGridLines = true;
                DrawVerticalGridLines = true;
                PaintPriceMarkers = true;
                ScaleJustification = ScaleJustification.Right;
                IsSuspendedWhileInactive = true;

                Period = 10;

                AddPlot(new Stroke(Brushes.Yellow, DashStyleHelper.Solid, 2), PlotStyle.Line, "Efficiency Ratio");
            }
            else if (State == State.Configure)
            {
            }
            else if (State == State.DataLoaded)
            {
                priceChanges = new Series<double>(this, MaximumBarsLookBack.Infinite);

                sumOfPriceChanges = SUM(priceChanges, Period);
            }
        }

        protected override void OnBarUpdate()
        {
            if (CurrentBar < 1)
                return;

            priceChanges[0] = Math.Abs(Close[0] - Close[1]);

            if (CurrentBar < Period)
                Value[0] = 0.0;
            else
                Value[0] = Math.Abs(Close[0] - Close[Period]) / sumOfPriceChanges[0];
        }

        public override string DisplayName
        {
            get { return Name; }
        }

        [Range(1, int.MaxValue), NinjaScriptProperty]
        [Display(Name = "Period", GroupName = "Efficiency Ratio", Order = 1)]
        public int Period { get; set; }
    }
}

#region NinjaScript generated code. Neither change nor remove.

namespace NinjaTrader.NinjaScript.Indicators
{
    public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
    {
        private EfficiencyRatio[] cacheEfficiencyRatio;
        public EfficiencyRatio EfficiencyRatio(int period)
        {
            return EfficiencyRatio(Input, period);
        }

        public EfficiencyRatio EfficiencyRatio(ISeries<double> input, int period)
        {
            if (cacheEfficiencyRatio != null)
                for (int idx = 0; idx < cacheEfficiencyRatio.Length; idx++)
                    if (cacheEfficiencyRatio[idx] != null && cacheEfficiencyRatio[idx].Period == period && cacheEfficiencyRatio[idx].EqualsInput(input))
                        return cacheEfficiencyRatio[idx];
            return CacheIndicator<EfficiencyRatio>(new EfficiencyRatio(){ Period = period }, input, ref cacheEfficiencyRatio);
        }
    }
}

namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
    public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
    {
        public Indicators.EfficiencyRatio EfficiencyRatio(int period)
        {
            return indicator.EfficiencyRatio(Input, period);
        }

        public Indicators.EfficiencyRatio EfficiencyRatio(ISeries<double> input , int period)
        {
            return indicator.EfficiencyRatio(input, period);
        }
    }
}

namespace NinjaTrader.NinjaScript.Strategies
{
    public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
    {
        public Indicators.EfficiencyRatio EfficiencyRatio(int period)
        {
            return indicator.EfficiencyRatio(Input, period);
        }

        public Indicators.EfficiencyRatio EfficiencyRatio(ISeries<double> input , int period)
        {
            return indicator.EfficiencyRatio(input, period);
        }
    }
}

#endregion