// 
// Copyright (C) 2007, 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.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.ComponentModel;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Gui.Chart;
#endregion

// This namespace holds all indicators and is required. Do not change it.
namespace NinjaTrader.Indicator
{
    /// <summary>
    /// 
    /// </summary>
    [Description("")]
    [Gui.Design.DisplayName("DoubleStochastics")]
    public class DoubleStochastics : Indicator
    {
        #region Variables
        private int period = 10;
		private DataSeries p1;
		private DataSeries p2;
		private DataSeries p3;
        #endregion

        /// <summary>
        /// This method is used to configure the indicator and is called once before any bar data is loaded.
        /// </summary>
        protected override void Initialize()
        {
            Add(new Plot(Color.Red, PlotStyle.Line, "K"));
            Add(new Line(Color.Blue, 90, "Upper"));
            Add(new Line(Color.Blue, 10, "Lower"));
			Lines[0].Pen.DashStyle = DashStyle.Dash;
			Lines[1].Pen.DashStyle = DashStyle.Dash;
            Period = 10;
            CalculateOnBarClose	= false;
            Overlay				= false;
            PriceTypeSupported	= false;
			p1 = new DataSeries(this);
			p2 = new DataSeries(this);
			p3 = new DataSeries(this);
        }

        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
			double r = MAX(High, 10)[0] - MIN(Low, 10)[0];
			p1.Set(((Close[0] - MIN(Low, 10)[0]) / (r == 0 ? 1 : r)) * 100);
			p2.Set(EMA(p1, 3)[0]);
			
			double s = MAX(p2, 10)[0] - MIN(p2, 10)[0];
			p3.Set(((p2[0] - MIN(p2, 10)[0]) / (s == 0 ? 1 : s)) * 100);
			K.Set(EMA(p3, 3)[0]);
        }

        #region Properties
        [Browsable(false)]	// this line prevents the data series from being displayed in the indicator properties dialog, do not remove
        [XmlIgnore()]		// this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
        public DataSeries K
        {
            get { return Values[0]; }
        }

        [Description("")]
        [Category("Parameters")]
        public int Period
        {
            get { return period; }
            set { period = Math.Max(1, value); }
        }
        #endregion
    }
}

#region NinjaScript generated code. Neither change nor remove.
// This namespace holds all indicators and is required. Do not change it.
namespace NinjaTrader.Indicator
{
    public partial class Indicator : IndicatorBase
    {
        private DoubleStochastics[] cacheDoubleStochastics = null;

        private static DoubleStochastics checkDoubleStochastics = new DoubleStochastics();

        /// <summary>
        /// 
        /// </summary>
        /// <returns></returns>
        public DoubleStochastics DoubleStochastics(int period)
        {
            return DoubleStochastics(Input, period);
        }

        /// <summary>
        /// 
        /// </summary>
        /// <returns></returns>
        public DoubleStochastics DoubleStochastics(Data.IDataSeries input, int period)
        {
            checkDoubleStochastics.Period = period;
            period = checkDoubleStochastics.Period;

            if (cacheDoubleStochastics != null)
                for (int idx = 0; idx < cacheDoubleStochastics.Length; idx++)
                    if (cacheDoubleStochastics[idx].Period == period && cacheDoubleStochastics[idx].EqualsInput(input))
                        return cacheDoubleStochastics[idx];

            DoubleStochastics indicator = new DoubleStochastics();
            indicator.SetUp();
            indicator.CalculateOnBarClose = CalculateOnBarClose;
            indicator.Input = input;
            indicator.Period = period;

            DoubleStochastics[] tmp = new DoubleStochastics[cacheDoubleStochastics == null ? 1 : cacheDoubleStochastics.Length + 1];
            if (cacheDoubleStochastics != null)
                cacheDoubleStochastics.CopyTo(tmp, 0);
            tmp[tmp.Length - 1] = indicator;
            cacheDoubleStochastics = tmp;
            Indicators.Add(indicator);

            return indicator;
        }

    }
}

// This namespace holds all market analyzer column definitions and is required. Do not change it.
namespace NinjaTrader.MarketAnalyzer
{
    public partial class Column : ColumnBase
    {
        /// <summary>
        /// 
        /// </summary>
        /// <returns></returns>
        [Gui.Design.WizardCondition("Indicator")]
        public Indicator.DoubleStochastics DoubleStochastics(int period)
        {
            return _indicator.DoubleStochastics(Input, period);
        }

        /// <summary>
        /// 
        /// </summary>
        /// <returns></returns>
        public Indicator.DoubleStochastics DoubleStochastics(Data.IDataSeries input, int period)
        {
            return _indicator.DoubleStochastics(input, period);
        }

    }
}

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
    public partial class Strategy : StrategyBase
    {
        /// <summary>
        /// 
        /// </summary>
        /// <returns></returns>
        [Gui.Design.WizardCondition("Indicator")]
        public Indicator.DoubleStochastics DoubleStochastics(int period)
        {
            return _indicator.DoubleStochastics(Input, period);
        }

        /// <summary>
        /// 
        /// </summary>
        /// <returns></returns>
        public Indicator.DoubleStochastics DoubleStochastics(Data.IDataSeries input, int period)
        {
            if (InInitialize && input == null)
                throw new ArgumentException("You only can access an indicator with the default input/bar series from within the 'Initialize()' method");

            return _indicator.DoubleStochastics(input, period);
        }

    }
}
#endregion