From e00ceedeb01bc8617d854b4717a48b3978cf6250 Mon Sep 17 00:00:00 2001
From: moshferatu <moshferatu@moshferatu.dev>
Date: Tue, 19 Nov 2024 07:55:31 -0800
Subject: [PATCH] Initial commit of Put / Call Ratio indicator

---
 indicators/put-call-ratio/PutCallRatio.cs | 108 ++++++++++++++++++++++
 1 file changed, 108 insertions(+)
 create mode 100644 indicators/put-call-ratio/PutCallRatio.cs

diff --git a/indicators/put-call-ratio/PutCallRatio.cs b/indicators/put-call-ratio/PutCallRatio.cs
new file mode 100644
index 0000000..15c1bb7
--- /dev/null
+++ b/indicators/put-call-ratio/PutCallRatio.cs
@@ -0,0 +1,108 @@
+#region Using declarations
+using NinjaTrader.Gui;
+using System.Windows.Media;
+#endregion
+
+namespace NinjaTrader.NinjaScript.Indicators
+{
+    public class PutCallRatio : Indicator
+    {
+        private const int PrimaryBars = 0;
+        private const int PutVolumeBars = 1;
+        private const int CallColumeBars = 2;
+
+        protected override void OnStateChange()
+        {
+            if (State == State.SetDefaults)
+            {
+                Name = "Put / Call Ratio";
+                Description = @"Total Put Options Volume / Total Call Options Volume";
+                Calculate = Calculate.OnPriceChange;
+                IsOverlay = false;
+
+                AddPlot(new Stroke(Brushes.Yellow, DashStyleHelper.Solid, 3), PlotStyle.Line, "Put / Call Ratio");
+            }
+            else if (State == State.Configure)
+            {
+                AddDataSeries("VPOT");
+                AddDataSeries("VCOT");
+            }
+        }
+
+        protected override void OnBarUpdate()
+        {
+            if (PrimaryBars != BarsInProgress)
+                return;
+
+            if (CurrentBars[PutVolumeBars] < 1 || CurrentBars[CallColumeBars] < 1)
+                return;
+
+            double putVolume = BarsArray[PutVolumeBars].GetClose(BarsArray[PutVolumeBars].GetBar(Time[0]));
+            double callVolume = BarsArray[CallColumeBars].GetClose(BarsArray[CallColumeBars].GetBar(Time[0]));
+
+            Value[0] = putVolume / callVolume;
+        }
+
+        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 PutCallRatio[] cachePutCallRatio;
+        public PutCallRatio PutCallRatio()
+        {
+            return PutCallRatio(Input);
+        }
+
+        public PutCallRatio PutCallRatio(ISeries<double> input)
+        {
+            if (cachePutCallRatio != null)
+                for (int idx = 0; idx < cachePutCallRatio.Length; idx++)
+                    if (cachePutCallRatio[idx] != null &&  cachePutCallRatio[idx].EqualsInput(input))
+                        return cachePutCallRatio[idx];
+            return CacheIndicator<PutCallRatio>(new PutCallRatio(), input, ref cachePutCallRatio);
+        }
+    }
+}
+
+namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
+{
+    public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
+    {
+        public Indicators.PutCallRatio PutCallRatio()
+        {
+            return indicator.PutCallRatio(Input);
+        }
+
+        public Indicators.PutCallRatio PutCallRatio(ISeries<double> input )
+        {
+            return indicator.PutCallRatio(input);
+        }
+    }
+}
+
+namespace NinjaTrader.NinjaScript.Strategies
+{
+    public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
+    {
+        public Indicators.PutCallRatio PutCallRatio()
+        {
+            return indicator.PutCallRatio(Input);
+        }
+
+        public Indicators.PutCallRatio PutCallRatio(ISeries<double> input )
+        {
+            return indicator.PutCallRatio(input);
+        }
+    }
+}
+
+#endregion