ninjatrader/indicators/PercentRank.cs

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

namespace NinjaTrader.NinjaScript.Indicators
{
    public class PercentRank : Indicator
    {
        private List<double> inputs;
        
        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description = @"Calculates the percent rank of the provided input series over the specified period";
                Name = "Percent Rank";
                Calculate = Calculate.OnBarClose;
                IsOverlay = false;
                DisplayInDataBox = true;
                DrawOnPricePanel = true;
                DrawHorizontalGridLines = true;
                DrawVerticalGridLines = true;
                PaintPriceMarkers = true;
                ScaleJustification = ScaleJustification.Right;
                IsSuspendedWhileInactive = true;

                PercentRankPeriod = 100;

                AddPlot(new Stroke(Brushes.Yellow, 3), PlotStyle.Line, "Percent Rank");
            }
            else if (State == State.Configure)
            {
                inputs = new List<double>();
            }
        }

        protected override void OnBarUpdate()
        {
            inputs.Add(Input[0]);

            if (CurrentBar < PercentRankPeriod)
                return;

            int rank = inputs.Count(input => input < Input[0]);
            Value[0] = (double)rank / PercentRankPeriod * 100;
            
            if (inputs.Count > PercentRankPeriod)
                inputs.RemoveAt(0);
        }

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

        [NinjaScriptProperty]
        [Display(Name = "Percent Rank Period", GroupName = "Percent Rank", Order = 1)]
        public int PercentRankPeriod { get; set; }
    }
}

#region NinjaScript generated code. Neither change nor remove.

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

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

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

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

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

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

#endregion