From 8c7214e7d45928f1e1089494e47fac8026c71df3 Mon Sep 17 00:00:00 2001
From: moshferatu <gitea@steveharris.sh>
Date: Tue, 17 Oct 2023 10:37:46 -0700
Subject: [PATCH] Add WIP TRIN indicator

---
 indicators/TRIN.cs | 182 +++++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 182 insertions(+)
 create mode 100644 indicators/TRIN.cs

diff --git a/indicators/TRIN.cs b/indicators/TRIN.cs
new file mode 100644
index 0000000..0ca475d
--- /dev/null
+++ b/indicators/TRIN.cs
@@ -0,0 +1,182 @@
+#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