@FOSC.cs

// 
// Copyright (C) 2006, 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.Data;
using NinjaTrader.Gui.Chart;
#endregion

// This namespace holds all indicators and is required. Do not change it.
namespace NinjaTrader.Indicator
{
	/// <summary>
	/// The Forecast Oscillator (FOSC) is an extension of the linear regression based indicators made popular by Tushar Chande. The Forecast Oscillator plots the percentage difference between the forecast price (generated by an x-period linear regression line) and the actual price. The oscillator is above zero when the forecast price is greater than the actual price.  Conversely, it's less than zero if its below. In the rare case when the forecast price and the actual price are the same, the oscillator would plot zero. Actual prices that are persistently below the forecast price suggest lower prices ahead.  Likewise, actual prices that are persistently above the forecast price suggest higher prices ahead. Short-term traders should use shorter time periods and perhaps more relaxed standards for the required length of time above or below the forecast price. Long-term traders should use longer time periods and perhaps stricter standards for the required length of time above or below the forecast price. Chande also suggests plotting a three-day moving average trigger line of the Forecast Oscillator to generate early warnings of changes in trend. When the oscillator crosses below the trigger line, lower prices are suggested. When the oscillator crosses above the trigger line, higher prices are suggested.
	/// </summary>
	[Description("The Forecast Oscillator (FOSC) is an extension of the linear regression based indicators made popular by Tushar Chande. The Forecast Oscillator plots the percentage difference between the forecast price (generated by an x-period linear regression line) and the actual price. The oscillator is above zero when the forecast price is greater than the actual price.  Conversely, it's less than zero if its below. In the rare case when the forecast price and the actual price are the same, the oscillator would plot zero. Actual prices that are persistently below the forecast price suggest lower prices ahead.  Likewise, actual prices that are persistently above the forecast price suggest higher prices ahead. Short-term traders should use shorter time periods and perhaps more relaxed standards for the required length of time above or below the forecast price. Long-term traders should use longer time periods and perhaps stricter standards for the required length of time above or below the forecast price. Chande also suggests plotting a three-day moving average trigger line of the Forecast Oscillator to generate early warnings of changes in trend. When the oscillator crosses below the trigger line, lower prices are suggested. When the oscillator crosses above the trigger line, higher prices are suggested.")]
	public class FOSC : Indicator
	{
		#region Variables
		private int		period	= 14;
		#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.Green, "FOSC"));
			Add(new Line(Color.Blue, 0, "ZeroLine"));

			Overlay				= false;
		}

		/// <summary>
		/// Called on each bar update event (incoming tick)
		/// </summary>
		protected override void OnBarUpdate()
		{
			double fosc = 100 * ((Input[0] - TSF(Inputs[0], 0, period)[0]) / Input[0]);
			Value.Set(fosc);
		}

		#region Properties
		/// <summary>
		/// </summary>
		[Description("Numbers of bars used for calculation.")]
		[GridCategory("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 FOSC[] cacheFOSC = null;

        private static FOSC checkFOSC = new FOSC();

        /// <summary>
        /// The Forecast Oscillator (FOSC) is an extension of the linear regression based indicators made popular by Tushar Chande. The Forecast Oscillator plots the percentage difference between the forecast price (generated by an x-period linear regression line) and the actual price. The oscillator is above zero when the forecast price is greater than the actual price.  Conversely, it's less than zero if its below. In the rare case when the forecast price and the actual price are the same, the oscillator would plot zero. Actual prices that are persistently below the forecast price suggest lower prices ahead.  Likewise, actual prices that are persistently above the forecast price suggest higher prices ahead. Short-term traders should use shorter time periods and perhaps more relaxed standards for the required length of time above or below the forecast price. Long-term traders should use longer time periods and perhaps stricter standards for the required length of time above or below the forecast price. Chande also suggests plotting a three-day moving average trigger line of the Forecast Oscillator to generate early warnings of changes in trend. When the oscillator crosses below the trigger line, lower prices are suggested. When the oscillator crosses above the trigger line, higher prices are suggested.
        /// </summary>
        /// <returns></returns>
        public FOSC FOSC(int period)
        {
            return FOSC(Input, period);
        }

        /// <summary>
        /// The Forecast Oscillator (FOSC) is an extension of the linear regression based indicators made popular by Tushar Chande. The Forecast Oscillator plots the percentage difference between the forecast price (generated by an x-period linear regression line) and the actual price. The oscillator is above zero when the forecast price is greater than the actual price.  Conversely, it's less than zero if its below. In the rare case when the forecast price and the actual price are the same, the oscillator would plot zero. Actual prices that are persistently below the forecast price suggest lower prices ahead.  Likewise, actual prices that are persistently above the forecast price suggest higher prices ahead. Short-term traders should use shorter time periods and perhaps more relaxed standards for the required length of time above or below the forecast price. Long-term traders should use longer time periods and perhaps stricter standards for the required length of time above or below the forecast price. Chande also suggests plotting a three-day moving average trigger line of the Forecast Oscillator to generate early warnings of changes in trend. When the oscillator crosses below the trigger line, lower prices are suggested. When the oscillator crosses above the trigger line, higher prices are suggested.
        /// </summary>
        /// <returns></returns>
        public FOSC FOSC(Data.IDataSeries input, int period)
        {
            if (cacheFOSC != null)
                for (int idx = 0; idx < cacheFOSC.Length; idx++)
                    if (cacheFOSC[idx].Period == period && cacheFOSC[idx].EqualsInput(input))
                        return cacheFOSC[idx];

            lock (checkFOSC)
            {
                checkFOSC.Period = period;
                period = checkFOSC.Period;

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

                FOSC indicator = new FOSC();
                indicator.BarsRequired = BarsRequired;
                indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
                indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
                indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
                indicator.Input = input;
                indicator.Period = period;
                Indicators.Add(indicator);
                indicator.SetUp();

                FOSC[] tmp = new FOSC[cacheFOSC == null ? 1 : cacheFOSC.Length + 1];
                if (cacheFOSC != null)
                    cacheFOSC.CopyTo(tmp, 0);
                tmp[tmp.Length - 1] = indicator;
                cacheFOSC = tmp;
                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>
        /// The Forecast Oscillator (FOSC) is an extension of the linear regression based indicators made popular by Tushar Chande. The Forecast Oscillator plots the percentage difference between the forecast price (generated by an x-period linear regression line) and the actual price. The oscillator is above zero when the forecast price is greater than the actual price.  Conversely, it's less than zero if its below. In the rare case when the forecast price and the actual price are the same, the oscillator would plot zero. Actual prices that are persistently below the forecast price suggest lower prices ahead.  Likewise, actual prices that are persistently above the forecast price suggest higher prices ahead. Short-term traders should use shorter time periods and perhaps more relaxed standards for the required length of time above or below the forecast price. Long-term traders should use longer time periods and perhaps stricter standards for the required length of time above or below the forecast price. Chande also suggests plotting a three-day moving average trigger line of the Forecast Oscillator to generate early warnings of changes in trend. When the oscillator crosses below the trigger line, lower prices are suggested. When the oscillator crosses above the trigger line, higher prices are suggested.
        /// </summary>
        /// <returns></returns>
        [Gui.Design.WizardCondition("Indicator")]
        public Indicator.FOSC FOSC(int period)
        {
            return _indicator.FOSC(Input, period);
        }

        /// <summary>
        /// The Forecast Oscillator (FOSC) is an extension of the linear regression based indicators made popular by Tushar Chande. The Forecast Oscillator plots the percentage difference between the forecast price (generated by an x-period linear regression line) and the actual price. The oscillator is above zero when the forecast price is greater than the actual price.  Conversely, it's less than zero if its below. In the rare case when the forecast price and the actual price are the same, the oscillator would plot zero. Actual prices that are persistently below the forecast price suggest lower prices ahead.  Likewise, actual prices that are persistently above the forecast price suggest higher prices ahead. Short-term traders should use shorter time periods and perhaps more relaxed standards for the required length of time above or below the forecast price. Long-term traders should use longer time periods and perhaps stricter standards for the required length of time above or below the forecast price. Chande also suggests plotting a three-day moving average trigger line of the Forecast Oscillator to generate early warnings of changes in trend. When the oscillator crosses below the trigger line, lower prices are suggested. When the oscillator crosses above the trigger line, higher prices are suggested.
        /// </summary>
        /// <returns></returns>
        public Indicator.FOSC FOSC(Data.IDataSeries input, int period)
        {
            return _indicator.FOSC(input, period);
        }
    }
}

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
    public partial class Strategy : StrategyBase
    {
        /// <summary>
        /// The Forecast Oscillator (FOSC) is an extension of the linear regression based indicators made popular by Tushar Chande. The Forecast Oscillator plots the percentage difference between the forecast price (generated by an x-period linear regression line) and the actual price. The oscillator is above zero when the forecast price is greater than the actual price.  Conversely, it's less than zero if its below. In the rare case when the forecast price and the actual price are the same, the oscillator would plot zero. Actual prices that are persistently below the forecast price suggest lower prices ahead.  Likewise, actual prices that are persistently above the forecast price suggest higher prices ahead. Short-term traders should use shorter time periods and perhaps more relaxed standards for the required length of time above or below the forecast price. Long-term traders should use longer time periods and perhaps stricter standards for the required length of time above or below the forecast price. Chande also suggests plotting a three-day moving average trigger line of the Forecast Oscillator to generate early warnings of changes in trend. When the oscillator crosses below the trigger line, lower prices are suggested. When the oscillator crosses above the trigger line, higher prices are suggested.
        /// </summary>
        /// <returns></returns>
        [Gui.Design.WizardCondition("Indicator")]
        public Indicator.FOSC FOSC(int period)
        {
            return _indicator.FOSC(Input, period);
        }

        /// <summary>
        /// The Forecast Oscillator (FOSC) is an extension of the linear regression based indicators made popular by Tushar Chande. The Forecast Oscillator plots the percentage difference between the forecast price (generated by an x-period linear regression line) and the actual price. The oscillator is above zero when the forecast price is greater than the actual price.  Conversely, it's less than zero if its below. In the rare case when the forecast price and the actual price are the same, the oscillator would plot zero. Actual prices that are persistently below the forecast price suggest lower prices ahead.  Likewise, actual prices that are persistently above the forecast price suggest higher prices ahead. Short-term traders should use shorter time periods and perhaps more relaxed standards for the required length of time above or below the forecast price. Long-term traders should use longer time periods and perhaps stricter standards for the required length of time above or below the forecast price. Chande also suggests plotting a three-day moving average trigger line of the Forecast Oscillator to generate early warnings of changes in trend. When the oscillator crosses below the trigger line, lower prices are suggested. When the oscillator crosses above the trigger line, higher prices are suggested.
        /// </summary>
        /// <returns></returns>
        public Indicator.FOSC FOSC(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.FOSC(input, period);
        }
    }
}
#endregion