Initial commit of HILO Index indicator

indicators/hilo-index/HILOIndex.cs

@@ -0,0 +1,108 @@
+#region Using declarations
+using NinjaTrader.Gui;
+using System.Windows.Media;
+#endregion
+
+namespace NinjaTrader.NinjaScript.Indicators
+{
+    public class HILOIndex : Indicator
+    {
+        private const int PrimaryBars = 0;
+        private const int NewHighsBars = 1;
+        private const int NewLowsBars = 2;
+
+        protected override void OnStateChange()
+        {
+            if (State == State.SetDefaults)
+            {
+                Name = "HILO Index";
+                Description = @"";
+                Calculate = Calculate.OnPriceChange;
+                IsOverlay = false;
+
+                AddPlot(new Stroke(Brushes.Yellow, DashStyleHelper.Solid, 3), PlotStyle.Line, "HILO Index");
+            }
+            else if (State == State.Configure)
+            {
+                AddDataSeries("FINH");
+                AddDataSeries("FINL");
+            }
+        }
+
+        protected override void OnBarUpdate()
+        {
+            if (PrimaryBars != BarsInProgress)
+                return;
+
+            if (CurrentBars[NewHighsBars] < 1 || CurrentBars[NewLowsBars] < 1)
+                return;
+
+            double newHighs = BarsArray[NewHighsBars].GetClose(BarsArray[NewHighsBars].GetBar(Time[0]));
+            double newLows = BarsArray[NewLowsBars].GetClose(BarsArray[NewLowsBars].GetBar(Time[0]));
+
+            Value[0] = newHighs - newLows;
+        }
+
+        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 HILOIndex[] cacheHILOIndex;
+        public HILOIndex HILOIndex()
+        {
+            return HILOIndex(Input);
+        }
+
+        public HILOIndex HILOIndex(ISeries<double> input)
+        {
+            if (cacheHILOIndex != null)
+                for (int idx = 0; idx < cacheHILOIndex.Length; idx++)
+                    if (cacheHILOIndex[idx] != null &&  cacheHILOIndex[idx].EqualsInput(input))
+                        return cacheHILOIndex[idx];
+            return CacheIndicator<HILOIndex>(new HILOIndex(), input, ref cacheHILOIndex);
+        }
+    }
+}
+
+namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
+{
+    public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
+    {
+        public Indicators.HILOIndex HILOIndex()
+        {
+            return indicator.HILOIndex(Input);
+        }
+
+        public Indicators.HILOIndex HILOIndex(ISeries<double> input )
+        {
+            return indicator.HILOIndex(input);
+        }
+    }
+}
+
+namespace NinjaTrader.NinjaScript.Strategies
+{
+    public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
+    {
+        public Indicators.HILOIndex HILOIndex()
+        {
+            return indicator.HILOIndex(Input);
+        }
+
+        public Indicators.HILOIndex HILOIndex(ISeries<double> input )
+        {
+            return indicator.HILOIndex(input);
+        }
+    }
+}
+
+#endregion