ninjatrader/indicators/put-call-ratio/PutCallRatio.cs

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

namespace NinjaTrader.NinjaScript.Indicators
{
    public class PutCallRatio : Indicator
    {
        private const int PrimaryBars = 0;
        private const int PutVolumeBars = 1;
        private const int CallColumeBars = 2;

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Name = "Put / Call Ratio";
                Description = @"Total Put Options Volume / Total Call Options Volume";
                Calculate = Calculate.OnPriceChange;
                IsOverlay = false;

                AddPlot(new Stroke(Brushes.Yellow, DashStyleHelper.Solid, 3), PlotStyle.Line, "Put / Call Ratio");
            }
            else if (State == State.Configure)
            {
                AddDataSeries("VPOT");
                AddDataSeries("VCOT");
            }
        }

        protected override void OnBarUpdate()
        {
            if (PrimaryBars != BarsInProgress)
                return;

            if (CurrentBars[PutVolumeBars] < 1 || CurrentBars[CallColumeBars] < 1)
                return;

            double putVolume = BarsArray[PutVolumeBars].GetClose(BarsArray[PutVolumeBars].GetBar(Time[0]));
            double callVolume = BarsArray[CallColumeBars].GetClose(BarsArray[CallColumeBars].GetBar(Time[0]));

            Value[0] = putVolume / callVolume;
        }

        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 PutCallRatio[] cachePutCallRatio;
        public PutCallRatio PutCallRatio()
        {
            return PutCallRatio(Input);
        }

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

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

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

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

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

#endregion