#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

namespace NinjaTrader.NinjaScript.Indicators
{
	///<summary>
	/// The Daily Factor Indicator was created by Andrea Unger (Stocks and Commodities Jun 2023 pgs 26-31), and this is a new volatility indicator
	/// that compares the body, which is the absolute difference between the previous open and previous close, and the range which is the difference
	/// between the previous high and previous low. The indicator is calculated by dividing the body and range to determine the volatility for the
	/// previous bar. This indicator will range between 0 and 1. Values closer to 1 mean very high volatility, and values closer to 0 mean very low
	/// volatility.
	///</summary>
	public class DFI : Indicator
	{
		private Stroke hLine;

 		protected override void OnStateChange()
 		{
			if (State == State.SetDefaults)
			{
				Description					= @"Daily Factor Indicator v1.2 by @fercho";
				Name						= "DFI";
				Calculate					= Calculate.OnBarClose;
				IsOverlay					= false;
				DrawOnPricePanel			= false;
				IsSuspendedWhileInactive	= true;
				ScaleJustification			= NinjaTrader.Gui.Chart.ScaleJustification.Right;

				DFLevel = 0.70;

				AddPlot(Brushes.Red, "Daily Factor");
				hLine = new Stroke(Brushes.DarkCyan, DashStyleHelper.DashDot, 1);
				AddLine(hLine,DFLevel,"DFLevel");
 			}
			if (State == State.Configure)
			{
			}
 		}

 		protected override void OnBarUpdate()
 		{
 			if (CurrentBar < 2)
				return;

 			// Calculate Daily Factor
 			DF[0] = High[0] != Low[0] ? Math.Abs(Open[0] - Close[0])/(High[0] - Low[0]) : 0;
 		}

 		#region Properties​

		[Browsable(false)]
		[XmlIgnore()]
		public Series<double> DF
		{
			get { return Values[0]; }
		}

 		[NinjaScriptProperty]
 		[Range(0, 1)]
 		[Display(Name = "Daily Factor Threshold Level", Order = 0, GroupName = "Parameters")]
 		public double DFLevel
 		{ get; set; }
 		#endregion
	}
}

#region NinjaScript generated code. Neither change nor remove.

namespace NinjaTrader.NinjaScript.Indicators
{
	public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
	{
		private DFI[] cacheDFI;
		public DFI DFI(double dFLevel)
		{
			return DFI(Input, dFLevel);
		}

		public DFI DFI(ISeries<double> input, double dFLevel)
		{
			if (cacheDFI != null)
				for (int idx = 0; idx < cacheDFI.Length; idx++)
					if (cacheDFI[idx] != null && cacheDFI[idx].DFLevel == dFLevel && cacheDFI[idx].EqualsInput(input))
						return cacheDFI[idx];
			return CacheIndicator<DFI>(new DFI(){ DFLevel = dFLevel }, input, ref cacheDFI);
		}
	}
}

namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
	public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
	{
		public Indicators.DFI DFI(double dFLevel)
		{
			return indicator.DFI(Input, dFLevel);
		}

		public Indicators.DFI DFI(ISeries<double> input , double dFLevel)
		{
			return indicator.DFI(input, dFLevel);
		}
	}
}

namespace NinjaTrader.NinjaScript.Strategies
{
	public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
	{
		public Indicators.DFI DFI(double dFLevel)
		{
			return indicator.DFI(Input, dFLevel);
		}

		public Indicators.DFI DFI(ISeries<double> input , double dFLevel)
		{
			return indicator.DFI(input, dFLevel);
		}
	}
}

#endregion