#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;
#endregion
//This namespace holds Indicators in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Indicators
{
public class PE : Indicator
{
private Series<double> lnC;
private Series<double> ProdlnC;
private Series<double> SMAln;
private Series<double> SUMln;
private Series<double> RMS;
private double last;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Indicator here.";
Name = "PE";
Calculate = Calculate.OnBarClose;
IsOverlay = false;
DisplayInDataBox = true;
DrawOnPricePanel = true;
DrawHorizontalGridLines = true;
DrawVerticalGridLines = true;
PaintPriceMarkers = true;
ScaleJustification = NinjaTrader.Gui.Chart.ScaleJustification.Right;
//Disable this property if your indicator requires custom values that cumulate with each new market data event.
//See Help Guide for additional information.
IsSuspendedWhileInactive = true;
Period = 14;
AddPlot(Brushes.Orange, "EntropyP");
}
else if (State == State.DataLoaded)
{
lnC= new Series<double>(this);
ProdlnC= new Series<double>(this);
SMAln= new Series<double>(this);
SUMln=new Series<double>(this);
RMS = new Series<double>(this);
}
}
protected override void OnBarUpdate()
{
if(CurrentBar<=Period+1)
{
lnC[0] = Math.Log(Close[0]/Close[1]);
ProdlnC[0]= lnC[0]*lnC[0];
last=0;
Value[0]=last;
}
else
{
lnC[0] = Math.Log(Close[0]/Close[1]);
ProdlnC[0]= lnC[0]*lnC[0];
SMAln[0]= SMA(lnC,Period)[0];
SUMln[0]= SUM(ProdlnC,Period)[0];
RMS[0]= Math.Sqrt(SUMln[0]/Period);
last=(((SMAln[0]/RMS[0])+1)/2)*100;//Add your custom indicator logic here.
Value[0]=last;
}
}
#region Properties
[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name="Period", Order=1, GroupName="Parameters")]
public int Period
{ get; set; }
[Browsable(false)]
[XmlIgnore]
public Series<double> EntropyP
{
get { return Values[0]; }
}
#endregion
}
}
#region NinjaScript generated code. Neither change nor remove.
namespace NinjaTrader.NinjaScript.Indicators
{
public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
{
private PE[] cachePE;
public PE PE(int period)
{
return PE(Input, period);
}
public PE PE(ISeries<double> input, int period)
{
if (cachePE != null)
for (int idx = 0; idx < cachePE.Length; idx++)
if (cachePE[idx] != null && cachePE[idx].Period == period && cachePE[idx].EqualsInput(input))
return cachePE[idx];
return CacheIndicator<PE>(new PE(){ Period = period }, input, ref cachePE);
}
}
}
namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
{
public Indicators.PE PE(int period)
{
return indicator.PE(Input, period);
}
public Indicators.PE PE(ISeries<double> input , int period)
{
return indicator.PE(input, period);
}
}
}
namespace NinjaTrader.NinjaScript.Strategies
{
public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
{
public Indicators.PE PE(int period)
{
return indicator.PE(Input, period);
}
public Indicators.PE PE(ISeries<double> input , int period)
{
return indicator.PE(input, period);
}
}
}
#endregion

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