ninjatrader/indicators/TRIN.cs

#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.DrawingTools;
using NinjaTrader.CQG.ProtoBuf;
#endregion

//This namespace holds Indicators in this folder and is required. Do not change it. 
namespace NinjaTrader.NinjaScript.Indicators
{
    [CategoryOrder("Plots", 1)]
    public class TRIN : Indicator
    {
        // Top 15 stocks by index weighting.
        private static readonly string[] Tickers = { "AAPL", "AMZN", "GOOG", "GOOGL", "META", "MSFT", "NVDA", "TSLA", 
            "BRK_B", "UNH", "LLY", "XOM", "JPM", "V", "JNJ" };

        private const int PrimaryBars = 0;

        private class OpenCloseVolume
        {
            public double Open { get; set; }

            public double Close { get; set; }

            public double Volume { get; set; }
        }

        private Dictionary<string, OpenCloseVolume> OpenCloseVolumes;

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description = @"TRading INdex";
                Name = "TRIN";
                Calculate = Calculate.OnPriceChange;
                IsOverlay = false;
                DisplayInDataBox = true;
                DrawOnPricePanel = true;
                DrawHorizontalGridLines = true;
                DrawVerticalGridLines = true;
                PaintPriceMarkers = true;
                ScaleJustification = ScaleJustification.Right;
                IsSuspendedWhileInactive = false;
                AddPlot(new Stroke(Brushes.Yellow, 2), PlotStyle.Line, "TRIN");
            }
            else if (State == State.Configure)
            {
                OpenCloseVolumes = new Dictionary<string, OpenCloseVolume>();

                foreach (string ticker in Tickers)
                {
                    AddDataSeries(ticker);
                }
            }
        }

        protected override void OnBarUpdate()
        {
            string currentTicker = Instrument.FullName;

            if (Tickers.Contains(currentTicker))
            {
                if (!OpenCloseVolumes.ContainsKey(currentTicker))
                    OpenCloseVolumes[currentTicker] = new OpenCloseVolume();
                
                OpenCloseVolumes[currentTicker].Open = Opens[BarsInProgress][0];
                OpenCloseVolumes[currentTicker].Close = Closes[BarsInProgress][0];
                OpenCloseVolumes[currentTicker].Volume = Volumes[BarsInProgress][0];
                return;
            }

            if (PrimaryBars == BarsInProgress)
            {
                int advancingTickers = 0;
                int decliningTickers = 0;
                double advancingVolume = 0.0;
                double decliningVolume = 0.0;

                foreach (var ocv in OpenCloseVolumes)
                {
                    if (ocv.Value.Close > ocv.Value.Open)
                    {
                        advancingTickers++;
                        advancingVolume += ocv.Value.Volume;
                    }
                    else if (ocv.Value.Close < ocv.Value.Open)
                    {
                        decliningTickers++;
                        decliningVolume += ocv.Value.Volume;
                    }
                }

                // TODO: Handle case where advancing tickers / volume is 0.
                if (decliningTickers == 0 || decliningVolume == 0)
                    Value[0] = 0;
                else
                    Value[0] = ((double)advancingTickers / (double)decliningTickers) / (advancingVolume / decliningVolume);
            }
        }

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

#region NinjaScript generated code. Neither change nor remove.

namespace NinjaTrader.NinjaScript.Indicators
{
    public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
    {
        private TRIN[] cacheTRIN;
        public TRIN TRIN()
        {
            return TRIN(Input);
        }

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

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

        public Indicators.TRIN TRIN(ISeries<double> input )
        {
            return indicator.TRIN(input);
        }
    }
}

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

        public Indicators.TRIN TRIN(ISeries<double> input )
        {
            return indicator.TRIN(input);
        }
    }
}

#endregion