123 lines
3.6 KiB
C#
123 lines
3.6 KiB
C#
#region Using declarations
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using NinjaTrader.Gui;
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using NinjaTrader.Gui.Chart;
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using System.Collections.Generic;
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using System.ComponentModel.DataAnnotations;
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using System.Linq;
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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 PercentRank : Indicator
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{
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private List<double> inputs;
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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 = "Percent Rank";
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Description = @"Calculates the percent rank of the provided input series over the specified period";
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Calculate = Calculate.OnBarClose;
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IsOverlay = false;
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DisplayInDataBox = true;
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DrawOnPricePanel = true;
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DrawHorizontalGridLines = true;
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DrawVerticalGridLines = true;
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PaintPriceMarkers = true;
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ScaleJustification = ScaleJustification.Right;
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IsSuspendedWhileInactive = true;
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Period = 100;
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AddPlot(new Stroke(Brushes.Yellow, 3), PlotStyle.Line, "Percent Rank");
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}
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else if (State == State.Configure)
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{
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inputs = new List<double>();
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}
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}
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protected override void OnBarUpdate()
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{
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inputs.Add(Input[0]);
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if (CurrentBar < Period)
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return;
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int rank = inputs.Count(input => input < Input[0]);
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Value[0] = (double)rank / Period * 100;
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if (inputs.Count > Period)
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inputs.RemoveAt(0);
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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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[NinjaScriptProperty]
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[Display(Name = "Period", GroupName = "Percent Rank", Order = 1)]
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public int Period { get; set; }
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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 PercentRank[] cachePercentRank;
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public PercentRank PercentRank(int period)
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{
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return PercentRank(Input, period);
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}
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public PercentRank PercentRank(ISeries<double> input, int period)
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{
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if (cachePercentRank != null)
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for (int idx = 0; idx < cachePercentRank.Length; idx++)
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if (cachePercentRank[idx] != null && cachePercentRank[idx].Period == period && cachePercentRank[idx].EqualsInput(input))
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return cachePercentRank[idx];
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return CacheIndicator<PercentRank>(new PercentRank(){ Period = period }, input, ref cachePercentRank);
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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.PercentRank PercentRank(int period)
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{
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return indicator.PercentRank(Input, period);
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}
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public Indicators.PercentRank PercentRank(ISeries<double> input , int period)
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{
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return indicator.PercentRank(input, period);
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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.PercentRank PercentRank(int period)
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{
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return indicator.PercentRank(Input, period);
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}
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public Indicators.PercentRank PercentRank(ISeries<double> input , int period)
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{
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return indicator.PercentRank(input, period);
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}
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}
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}
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#endregion
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