109 lines
3.2 KiB
C#
109 lines
3.2 KiB
C#
#region Using declarations
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using NinjaTrader.Gui;
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using System.Windows.Media;
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#endregion
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namespace NinjaTrader.NinjaScript.Indicators
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{
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public class PutCallRatio : Indicator
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{
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private const int PrimaryBars = 0;
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private const int PutVolumeBars = 1;
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private const int CallColumeBars = 2;
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protected override void OnStateChange()
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{
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if (State == State.SetDefaults)
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{
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Name = "Put / Call Ratio";
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Description = @"Total Put Options Volume / Total Call Options Volume";
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Calculate = Calculate.OnPriceChange;
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IsOverlay = false;
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AddPlot(new Stroke(Brushes.Yellow, DashStyleHelper.Solid, 3), PlotStyle.Line, "Put / Call Ratio");
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}
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else if (State == State.Configure)
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{
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AddDataSeries("VPOT");
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AddDataSeries("VCOT");
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}
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}
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protected override void OnBarUpdate()
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{
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if (PrimaryBars != BarsInProgress)
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return;
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if (CurrentBars[PutVolumeBars] < 1 || CurrentBars[CallColumeBars] < 1)
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return;
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double putVolume = BarsArray[PutVolumeBars].GetClose(BarsArray[PutVolumeBars].GetBar(Time[0]));
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double callVolume = BarsArray[CallColumeBars].GetClose(BarsArray[CallColumeBars].GetBar(Time[0]));
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Value[0] = putVolume / callVolume;
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}
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public override string DisplayName
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{
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get { return Name; }
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}
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}
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}
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#region NinjaScript generated code. Neither change nor remove.
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namespace NinjaTrader.NinjaScript.Indicators
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{
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public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
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{
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private PutCallRatio[] cachePutCallRatio;
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public PutCallRatio PutCallRatio()
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{
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return PutCallRatio(Input);
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}
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public PutCallRatio PutCallRatio(ISeries<double> input)
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{
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if (cachePutCallRatio != null)
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for (int idx = 0; idx < cachePutCallRatio.Length; idx++)
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if (cachePutCallRatio[idx] != null && cachePutCallRatio[idx].EqualsInput(input))
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return cachePutCallRatio[idx];
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return CacheIndicator<PutCallRatio>(new PutCallRatio(), input, ref cachePutCallRatio);
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}
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}
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}
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namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
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{
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public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
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{
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public Indicators.PutCallRatio PutCallRatio()
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{
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return indicator.PutCallRatio(Input);
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}
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public Indicators.PutCallRatio PutCallRatio(ISeries<double> input )
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{
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return indicator.PutCallRatio(input);
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}
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}
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}
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namespace NinjaTrader.NinjaScript.Strategies
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{
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public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
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{
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public Indicators.PutCallRatio PutCallRatio()
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{
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return indicator.PutCallRatio(Input);
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}
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public Indicators.PutCallRatio PutCallRatio(ISeries<double> input )
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{
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return indicator.PutCallRatio(input);
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}
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}
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}
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#endregion
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