ninjatrader/indicators/RateOfChange.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.Gui.PropertiesTest;
#endregion

//This namespace holds Indicators in this folder and is required. Do not change it. 
namespace NinjaTrader.NinjaScript.Indicators
{
    public class RateOfChange : Indicator
    {	
        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description = @" Basic Rate of Change indicator";
                Name = "Rate of Change";
                Calculate = Calculate.OnBarClose;
                IsOverlay = false;
                DisplayInDataBox = true;
                DrawOnPricePanel = true;
                PaintPriceMarkers = true;
                ScaleJustification = ScaleJustification.Right;
                IsSuspendedWhileInactive = false;

                Period = 14;

                AddPlot(new Stroke(Brushes.Yellow, 3), PlotStyle.Line, "Rate of Change");
                AddLine(new Stroke(Brushes.Gray, 3), 0, "Origin");
            }
        }

        protected override void OnBarUpdate()
        {
            if (CurrentBar < Period)
                return;
            
            double inputBarsAgo = Input[Math.Min(CurrentBar, Period)];

            if (inputBarsAgo == 0.0)
                Value[0] = 0.0;
            else
                Value[0] = ((Input[0] - inputBarsAgo) / inputBarsAgo) * 100;
        }

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

        [Range(1, int.MaxValue), NinjaScriptProperty]
        [Display(Name = "Rate of Change Period", GroupName = "Rate of Change", 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 RateOfChange[] cacheRateOfChange;
        public RateOfChange RateOfChange(int period)
        {
            return RateOfChange(Input, period);
        }

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

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

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

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

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

#endregion