From 27a94141a274f611b15c75c24f5dae6423678f46 Mon Sep 17 00:00:00 2001
From: moshferatu <gitea@steveharris.sh>
Date: Tue, 23 Jan 2024 12:02:17 -0800
Subject: [PATCH] Remove the need for enabling tick replay on the data series
 in order for the indicator to work

---
 indicators/OrderFlowOscillator.cs | 58 ++++++++++++++++++++++---------
 1 file changed, 41 insertions(+), 17 deletions(-)

diff --git a/indicators/OrderFlowOscillator.cs b/indicators/OrderFlowOscillator.cs
index 6a16878..5323f3a 100644
--- a/indicators/OrderFlowOscillator.cs
+++ b/indicators/OrderFlowOscillator.cs
@@ -28,8 +28,11 @@ namespace NinjaTrader.NinjaScript.Indicators
     [CategoryOrder("Plots", 2)]
     public class OrderFlowOscillator : Indicator
     {
-        private double TradesAtBid = 0;
-        private double TradesAtAsk = 0;
+        private const int PrimaryBars = 0;
+        private const int TickBars = 1;
+        
+        private int Buys = 0;
+        private int Sells = 0;
 
         private Series<double> AverageGain;
         private Series<double> AverageLoss;
@@ -40,7 +43,7 @@ namespace NinjaTrader.NinjaScript.Indicators
             {
                 Description = @"Credit to @jamestsliu for the idea, though the result is different.";
                 Name = "Order Flow Oscillator";
-                Calculate = Calculate.OnEachTick;
+                Calculate = Calculate.OnBarClose;
                 IsOverlay = false;
                 DisplayInDataBox = true;
                 DrawOnPricePanel = true;
@@ -60,6 +63,9 @@ namespace NinjaTrader.NinjaScript.Indicators
             {
                 AddLine(UpperLevelStroke, UpperLevel, "Upper Level");
                 AddLine(LowerLevelStroke, LowerLevel, "Lower Level");
+
+                AddDataSeries(Instrument.FullName, new BarsPeriod { 
+                    BarsPeriodType = BarsPeriodType.Tick, Value = 1 }, Bars.TradingHours.Name);
             }
             else if (State == State.DataLoaded)
             {
@@ -70,11 +76,23 @@ namespace NinjaTrader.NinjaScript.Indicators
 
         protected override void OnBarUpdate()
         {
+            if (BarsInProgress == TickBars)
+            {
+                int currentBar = CurrentBars[1];
+                if (BarsArray[1].GetClose(currentBar) <= BarsArray[1].GetBid(currentBar))
+                    Sells += 1;
+                else if (BarsArray[1].GetClose(currentBar) >= BarsArray[1].GetAsk(currentBar))
+                    Buys += 1;
+            }
+
+            if (BarsInProgress != PrimaryBars)
+                return;
+
             if (CurrentBar < 2)
                 return;
 
             // Order Flow Imbalance
-            double OFI = TradesAtAsk - TradesAtBid;
+            double OFI = Buys - Sells;
 
             if (CurrentBar < Period)
             {
@@ -92,24 +110,30 @@ namespace NinjaTrader.NinjaScript.Indicators
             double OFI_RSI = 100 - (100 / (1 + RS));
 
             Oscillator[0] = OFI_RSI;
+
+            Sells = 0;
+            Buys = 0;
         }
 
-        protected override void OnMarketData(MarketDataEventArgs marketDataUpdate)
-        {
-            if (IsFirstTickOfBar)
+        /*  
+            The following method only works with tick replay enabled on the data series:
+            protected override void OnMarketData(MarketDataEventArgs marketDataUpdate)
             {
-                TradesAtBid = 0;
-                TradesAtAsk = 0;
-            }
+                if (IsFirstTickOfBar)
+                {
+                    Sells = 0;
+                    Buys = 0;
+                }
 
-            if (marketDataUpdate.MarketDataType == MarketDataType.Last)
-            {
-                if (marketDataUpdate.Price <= marketDataUpdate.Bid)
-                    TradesAtBid += 1;
-                else if (marketDataUpdate.Price >= marketDataUpdate.Ask)
-                    TradesAtAsk += 1;
+                if (marketDataUpdate.MarketDataType == MarketDataType.Last)
+                {
+                    if (marketDataUpdate.Price <= marketDataUpdate.Bid)
+                        Sells += 1;
+                    else if (marketDataUpdate.Price >= marketDataUpdate.Ask)
+                        Buys += 1;
+                }
             }
-        }
+        */
 
         public override string DisplayName
         {