#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 OrderSpeed : Indicator
{
private int UpCount;
private int DownCount;
private int TotalCount;
private double currentAsk;
private double currentBid;
private int barSpacing = 5; // Adjust spacing between bars
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Indicator here.";
Name = "OrderSpeed";
Calculate = Calculate.OnEachTick;
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;
UpCount = 0;
DownCount = 0;
TotalCount = 0;
BarThickness = 8;
}
else if (State == State.Configure)
{
AddPlot(new Stroke(Brushes.Green, BarThickness),PlotStyle.Bar,"UpCount");
AddPlot(new Stroke(Brushes.Red, BarThickness),PlotStyle.Bar,"DownCount");
AddPlot(new Stroke(Brushes.Orange, BarThickness),PlotStyle.Bar,"TotalCount");
}
}
protected override void OnMarketData(MarketDataEventArgs marketDataUpdate)
{
if (marketDataUpdate.MarketDataType != MarketDataType.Last)
return;
if (marketDataUpdate.Price >= marketDataUpdate.Ask)
{
UpCount = UpCount + 1;
}
else if (marketDataUpdate.Price <= marketDataUpdate.Bid)
{
DownCount = DownCount + 1;
}
TotalCount = UpCount + DownCount;
Print(marketDataUpdate.Time + "TotalCount: " + TotalCount + "| Volume: " + marketDataUpdate.Volume);
}
protected override void OnBarUpdate()
{
Values[0][0] = UpCount;
Values[1][0] = -DownCount;
// Values[2][0] = TotalCount;
// if(UpCount >= DownCount)
// {
// PlotBrushes[2][0] = Brushes.Green;
// }
// else
// {
// PlotBrushes[2][0] = Brushes.Red;
// }
if(IsFirstTickOfBar == true)
{
UpCount = 0;
DownCount = 0;
TotalCount = 0;
}
}
#region Properties
[NinjaScriptProperty]
[Display(Name = "Set Bar Thickness", GroupName = "Indicator Parameters", Order = 3)]
public int BarThickness
{ get; set; }
#endregion
}
}
#region NinjaScript generated code. Neither change nor remove.
namespace NinjaTrader.NinjaScript.Indicators
{
public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
{
private OrderSpeed[] cacheOrderSpeed;
public OrderSpeed OrderSpeed(int barThickness)
{
return OrderSpeed(Input, barThickness);
}
public OrderSpeed OrderSpeed(ISeries<double> input, int barThickness)
{
if (cacheOrderSpeed != null)
for (int idx = 0; idx < cacheOrderSpeed.Length; idx++)
if (cacheOrderSpeed[idx] != null && cacheOrderSpeed[idx].BarThickness == barThickness && cacheOrderSpeed[idx].EqualsInput(input))
return cacheOrderSpeed[idx];
return CacheIndicator<OrderSpeed>(new OrderSpeed(){ BarThickness = barThickness }, input, ref cacheOrderSpeed);
}
}
}
namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
{
public Indicators.OrderSpeed OrderSpeed(int barThickness)
{
return indicator.OrderSpeed(Input, barThickness);
}
public Indicators.OrderSpeed OrderSpeed(ISeries<double> input , int barThickness)
{
return indicator.OrderSpeed(input, barThickness);
}
}
}
namespace NinjaTrader.NinjaScript.Strategies
{
public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
{
public Indicators.OrderSpeed OrderSpeed(int barThickness)
{
return indicator.OrderSpeed(Input, barThickness);
}
public Indicators.OrderSpeed OrderSpeed(ISeries<double> input , int barThickness)
{
return indicator.OrderSpeed(input, barThickness);
}
}
}
#endregion

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