Add Kaufman Efficiency Ratio indicator

indicators/EfficiencyRatio.cs

@@ -0,0 +1,127 @@
+#region Using declarations
+using NinjaTrader.Gui;
+using NinjaTrader.Gui.Chart;
+using System;
+using System.ComponentModel.DataAnnotations;
+using System.Windows.Media;
+#endregion
+
+namespace NinjaTrader.NinjaScript.Indicators
+{
+    public class EfficiencyRatio : Indicator
+    {
+        private SUM sumOfPriceChanges;
+
+        private Series<double> priceChanges;
+        
+        protected override void OnStateChange()
+        {
+            if (State == State.SetDefaults)
+            {
+                Description = @"Kaufman Efficiency Ratio";
+                Name = "Efficiency Ratio";
+                Calculate = Calculate.OnBarClose;
+                IsOverlay = false;
+                DisplayInDataBox = true;
+                DrawOnPricePanel = true;
+                DrawHorizontalGridLines = true;
+                DrawVerticalGridLines = true;
+                PaintPriceMarkers = true;
+                ScaleJustification = ScaleJustification.Right;
+                IsSuspendedWhileInactive = true;
+
+                Period = 10;
+
+                AddPlot(new Stroke(Brushes.Yellow, DashStyleHelper.Solid, 2), PlotStyle.Line, "Efficiency Ratio");
+            }
+            else if (State == State.Configure)
+            {
+            }
+            else if (State == State.DataLoaded)
+            {
+                priceChanges = new Series<double>(this, MaximumBarsLookBack.Infinite);
+
+                sumOfPriceChanges = SUM(priceChanges, Period);
+            }
+        }
+
+        protected override void OnBarUpdate()
+        {
+            if (CurrentBar < 1)
+                return;
+
+            priceChanges[0] = Math.Abs(Close[0] - Close[1]);
+
+            if (CurrentBar < Period)
+                Value[0] = 0.0;
+            else
+                Value[0] = Math.Abs(Close[0] - Close[Period]) / sumOfPriceChanges[0];
+        }
+
+        public override string DisplayName
+        {
+            get { return Name; }
+        }
+
+        [Range(1, int.MaxValue), NinjaScriptProperty]
+        [Display(Name = "Period", GroupName = "Efficiency Ratio", 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 EfficiencyRatio[] cacheEfficiencyRatio;
+        public EfficiencyRatio EfficiencyRatio(int period)
+        {
+            return EfficiencyRatio(Input, period);
+        }
+
+        public EfficiencyRatio EfficiencyRatio(ISeries<double> input, int period)
+        {
+            if (cacheEfficiencyRatio != null)
+                for (int idx = 0; idx < cacheEfficiencyRatio.Length; idx++)
+                    if (cacheEfficiencyRatio[idx] != null && cacheEfficiencyRatio[idx].Period == period && cacheEfficiencyRatio[idx].EqualsInput(input))
+                        return cacheEfficiencyRatio[idx];
+            return CacheIndicator<EfficiencyRatio>(new EfficiencyRatio(){ Period = period }, input, ref cacheEfficiencyRatio);
+        }
+    }
+}
+
+namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
+{
+    public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
+    {
+        public Indicators.EfficiencyRatio EfficiencyRatio(int period)
+        {
+            return indicator.EfficiencyRatio(Input, period);
+        }
+
+        public Indicators.EfficiencyRatio EfficiencyRatio(ISeries<double> input , int period)
+        {
+            return indicator.EfficiencyRatio(input, period);
+        }
+    }
+}
+
+namespace NinjaTrader.NinjaScript.Strategies
+{
+    public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
+    {
+        public Indicators.EfficiencyRatio EfficiencyRatio(int period)
+        {
+            return indicator.EfficiencyRatio(Input, period);
+        }
+
+        public Indicators.EfficiencyRatio EfficiencyRatio(ISeries<double> input , int period)
+        {
+            return indicator.EfficiencyRatio(input, period);
+        }
+    }
+}
+
+#endregion