Add Rate of Change (RoC) indicator

indicators/RateOfChange.cs

@@ -0,0 +1,130 @@
+#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