NinjaTrader 8 - Power Volume Indicator

PowerVolume.cs

//
// Copyright (C) 2023, NinjaTrader LLC <www.ninjatrader.com>.
// NinjaTrader reserves the right to modify or overwrite this NinjaScript component with each release.
//
#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.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
{
	/// <summary>
	/// Power Volume changes the color according to the number of shares (or contracts) traded during a specified time frame (e.g. hour, day, week, month, etc).
	/// </summary>
	public class PowerVolume : Indicator
	{
		private SMA sma;

		protected override void OnStateChange()
		{
			if (State == State.SetDefaults)
			{
				Description					= @"Displays power candles.";
				Name						= "Power Volume";
				BarsRequiredToPlot			= 256;
				Calculate					= Calculate.OnEachTick;
				DrawOnPricePanel			= false;
				IsSuspendedWhileInactive	= true;
				Period						= 20;

				AddPlot(new Stroke(Brushes.Gray, 2),	PlotStyle.Bar,	"Volume");
				AddPlot(Brushes.Goldenrod, "SMA");
				AddLine(Brushes.DarkGray, 0,			Custom.Resource.NinjaScriptIndicatorZeroLine);
			}
			else if (State == State.DataLoaded) {
				sma = SMA(Volume, Period);
			}
			else if (State == State.Historical)
			{
				if (Calculate == Calculate.OnPriceChange)
				{
					Draw.TextFixed(this, "NinjaScriptInfo", string.Format(Custom.Resource.NinjaScriptOnPriceChangeError, Name), TextPosition.BottomRight);
					Log(string.Format(Custom.Resource.NinjaScriptOnPriceChangeError, Name), LogLevel.Error);
				}
			}
		}

		protected override void OnBarUpdate()
		{		
			double average0 = sma[0];
			double volume0 = Volume[0];
			
			Vol[0] = Instrument.MasterInstrument.InstrumentType == InstrumentType.CryptoCurrency ? Core.Globals.ToCryptocurrencyVolume((long)volume0) : volume0;
			Average[0] = Instrument.MasterInstrument.InstrumentType == InstrumentType.CryptoCurrency ? Core.Globals.ToCryptocurrencyVolume((long)average0) : average0;

			if (volume0 > average0) {				
				PlotBrushes[0][0] = Close[0] > Close[1] ? Brushes.Green : Brushes.Red;
			} else {
				PlotBrushes[0][0] = Brushes.Gray;
			}
		}		
		
		#region Properties
		[Browsable(false)]
		[XmlIgnore()]
		public Series<double> Vol
		{
			get { return Values[0]; }
		}

		[Browsable(false)]
		[XmlIgnore()]
		public Series<double> Average
		{
			get { return Values[1]; }
		}
		
		
		[Range(1, int.MaxValue), NinjaScriptProperty]
		[Display(ResourceType = typeof(Custom.Resource), Name = "Period", GroupName = "NinjaScriptParameters", Order = 0)]
		public int Period
		{ get; set; }
		#endregion
	}
}

#region NinjaScript generated code. Neither change nor remove.

namespace NinjaTrader.NinjaScript.Indicators
{
	public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
	{
		private PowerVolume[] cachePowerVolume;
		public PowerVolume PowerVolume(int period)
		{
			return PowerVolume(Input, period);
		}

		public PowerVolume PowerVolume(ISeries<double> input, int period)
		{
			if (cachePowerVolume != null)
				for (int idx = 0; idx < cachePowerVolume.Length; idx++)
					if (cachePowerVolume[idx] != null && cachePowerVolume[idx].Period == period && cachePowerVolume[idx].EqualsInput(input))
						return cachePowerVolume[idx];
			return CacheIndicator<PowerVolume>(new PowerVolume(){ Period = period }, input, ref cachePowerVolume);
		}
	}
}

namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
	public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
	{
		public Indicators.PowerVolume PowerVolume(int period)
		{
			return indicator.PowerVolume(Input, period);
		}

		public Indicators.PowerVolume PowerVolume(ISeries<double> input , int period)
		{
			return indicator.PowerVolume(input, period);
		}
	}
}

namespace NinjaTrader.NinjaScript.Strategies
{
	public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
	{
		public Indicators.PowerVolume PowerVolume(int period)
		{
			return indicator.PowerVolume(Input, period);
		}

		public Indicators.PowerVolume PowerVolume(ISeries<double> input , int period)
		{
			return indicator.PowerVolume(input, period);
		}
	}
}

#endregion