#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. I have introduced an EMA to decide buy or sell signals and colors. Darker colors mean the indicator is
	/// above the threshold level, and lighter colors mean the indicator is below the threshold level. Colors are shades of green when the price is
	/// above the moving average and shades of red when the price is below the moving average. Feel free to try out your own threshold level and
	/// general buy and sell signals.
	///</summary>
	public class DFI : Indicator
	{
 		private EMA ema;
		private Stroke hLine;

 		protected override void OnStateChange()
 		{
			if (State == State.SetDefaults)
			{
				Description					= @"Daily Factor (Strategy by @cheatcountry) NT8 v1.2 by @fercho";
				Name						= "DFI";
				Calculate					= Calculate.OnBarClose;
				IsOverlay					= false;
				DrawOnPricePanel			= false;
				IsSuspendedWhileInactive	= true;
				ScaleJustification			= NinjaTrader.Gui.Chart.ScaleJustification.Right;

				///Define input parameters
				DFLevel				= 0.70;
				AllowRepainting		= false;
				AllowBarColorChange = true;

				AddPlot(Brushes.Red, "Daily Factor");
				hLine = new Stroke(Brushes.DarkCyan, DashStyleHelper.DashDot, 1);
				AddLine(hLine,DFLevel,"DFLevel");
 			}
 			else if (State == State.DataLoaded)
 			{
				ema = EMA(Close,14);
 			}
 		}

 		protected override void OnBarUpdate()
 		{
 			if (CurrentBar < 1)
				return;

 			// Calculate Daily Factor
 			DF[0] = High[1] != Low[1] ? Math.Abs(Open[1] - Close[1])/(High[1] - Low[1]) : 0;

			///Determine signal
 			int sig = 0;

 			if (DF[0] >= DFLevel && Close[0] >= ema[0])
 				sig = 2;
 			else if (DF[0] >= DFLevel && Close[0] < ema[0])
 				sig = -2;
 			else if (Close[0] >= ema[0])
 				sig = 1;
 			else if (Close[0] < ema[0])
 				sig = -1;

			///Set bar color if enabled
 			if (AllowBarColorChange)
 			{
 				if (sig > 1)
 					PlotBrushes[0][0] = Brushes.Green;
 				else if (sig > 0)
 					PlotBrushes[0][0] = Brushes.Lime;
 				else if (sig < -1)
 					PlotBrushes[0][0] = Brushes.Maroon;
 				else if (sig < 0)
 					PlotBrushes[0][0] = Brushes.Red;
 				else
 					PlotBrushes[0][0] = Brushes.Transparent;
 			}
 		}

 		#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; }

 		[NinjaScriptProperty]
 		[Display(Name = "Allow Repainting?", Order = 1, GroupName = "Parameters")]
 		public bool AllowRepainting
 		{ get; set; }

 		[NinjaScriptProperty]
 		[Display(Name = "Allow Bar Color Change?", Order = 2, GroupName = "Parameters")]
 		public bool AllowBarColorChange
 		{ 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, bool allowRepainting, bool allowBarColorChange)
		{
			return DFI(Input, dFLevel, allowRepainting, allowBarColorChange);
		}

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

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

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

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

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

#endregion