Add Percent Rank indicator for calculating the percent rank of the provided input series over the specified period

indicators/PercentRank.cs

@@ -0,0 +1,122 @@
+#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