using System;
using System.Drawing;
using System.ComponentModel;
using System.Runtime.InteropServices;
using System.Xml.Serialization;
using NinjaTrader.Data;
using NinjaTrader.Cbi;
using NinjaTrader.Gui.Chart;

namespace NinjaTrader.Indicator {
	public class i14m16s:Indicator {
		private int _lastBar, otobr, drawCount = 0;
		private readonly TickProcSm09 _tickProcessor = new TickProcSm09 ();

		//public DataSeries BidPrice, AskPrice, TickPrice, TickVolume;
		//public DataSeries TradeAskBid;

		public i14m16s () {
			Period = 100;
			Step = 10;
		}

		protected override void Initialize () {
			DrawOnPricePanel = false;
			Add (new Plot (new Pen (Color.Green, 1), PlotStyle.Bar, "Предложения Bid")); // BidVolume = 0
			Add (new Plot (new Pen (Color.Red, 1), PlotStyle.Bar, "Предложения Ask")); // AskVolume = 1
			Add (new Plot (new Pen (Color.Blue, 1), PlotStyle.Line, "Уровень")); // Supply = 2
			Add (new Plot (new Pen (Color.Transparent, 1), PlotStyle.Dot, "Остаток Bid")); // RemainingBid = 3
			Add (new Plot (new Pen (Color.Transparent, 1), PlotStyle.Dot, "Остаток Ask")); // RemainingAsk = 4
			Add (new Plot (new Pen (Color.Transparent, 2), PlotStyle.Dot, "Разница старая Bid")); // RestBid = 5
			Add (new Plot (new Pen (Color.Transparent, 2), PlotStyle.Dot, "Разница старая Ask")); // RestAsk = 6
			Add (new Plot (new Pen (Color.Black, 2), PlotStyle.Dot, "Номер тика")); // TickNumber - Номер тика в трейде MDTN = 7 
			Add (new Plot (new Pen (Color.Orange, 2), PlotStyle.Dot, "Снос")); // TradeSnos - Снос трейда MDTS = 8
			Add (new Plot (new Pen (Color.Blue, 2), PlotStyle.Dot, "Объем")); // TradeVolume - Объем трейда MDTV = 9
			Add (new Plot (new Pen (Color.Transparent, 1), PlotStyle.Dot, "Трейд")); // Trade MDT = 10
			Add (new Plot (new Pen (Color.Lime, 2), PlotStyle.Dot, "ТрейдАскБидПред")); // PrevTradeAskBid = 11
			Add (new Plot (new Pen (Color.Transparent, 1), PlotStyle.Dot, "Тиковый объем")); // TickVolume = 12
			Add (new Plot (new Pen (Color.Transparent, 1), PlotStyle.Dot, "ТрейдАскБид")); // TradeAskBid = 13
			Add (new Plot (new Pen (Color.Transparent, 1), PlotStyle.Dot, "Тиковый объемПред")); // PrevTickVolume = 14
			Add (new Plot (new Pen (Color.Transparent, 2), PlotStyle.Dot, "РазницаПред Bid")); // PrevRestBid = 15
			Add (new Plot (new Pen (Color.Transparent, 2), PlotStyle.Dot, "РазницаПред Ask")); // PrevRestAsk = 16
			Add (new Plot (new Pen (Color.Transparent, 1), PlotStyle.Dot, "Остаток_S Bid")); // RB = 17
			Add (new Plot (new Pen (Color.Transparent, 1), PlotStyle.Dot, "Остаток_S Ask")); // RA = 18
			Add (new Plot (new Pen (Color.Transparent, 2), PlotStyle.Dot, "Разница Bid")); // bD = 19
			Add (new Plot (new Pen (Color.Transparent, 2), PlotStyle.Dot, "Разница Ask")); // aD = 20
			Add (new Plot (new Pen (Color.Cyan, 3), PlotStyle.Dot, "Айс Bid")); // bDR = 21
			Add (new Plot (new Pen (Color.Magenta, 3), PlotStyle.Dot, "Айс Ask")); // aDR = 22

			//Add (new Plot (new Pen (Color.Magenta, 2), PlotStyle.Dot, "ТрейдНовый")); // TradeN = 11
			//Add (new Plot (new Pen (Color.Green, 1), PlotStyle.Bar, "Цена Bid")); // BidPrice 
			//Add (new Plot (new Pen (Color.Red, 1), PlotStyle.Bar, "Цена Ask")); // AskPrice
			CalculateOnBarClose = false;
			_tickProcessor.Print = this.Print;
			_tickProcessor.InstrumentName = Instrument.FullName;

			//TradeAskBid = new DataSeries (this);
			/*BidPrice = new DataSeries (this);
			AskPrice = new DataSeries (this);
			TickPrice = new DataSeries (this);
			TickVolume = new DataSeries (this);*/

			//Add(PeriodType.Tick, 1); //?
		}

		protected override void OnTermination () {
			if (_tickProcessor != null)
				_tickProcessor.Dispose ();
		}

		protected override void OnBarUpdate () {
			drawCount++;
			if (drawCount <= 1)
				return;
			/*long Rem10 = 0, Rem5 = 0;
			Math.DivRem(CurrentBar, 10, out Rem10);
			Math.DivRem (CurrentBar, 5, out Rem5);
			if (Rem10 == 0) {
				DrawText ("DT" + drawCount.ToString (), true, CurrentBar.ToString (),
					0, -4, 0, Color.Black,
					new Font (FontFamily.GenericSansSerif, 8.0F, FontStyle.Bold),
					StringAlignment.Far, Color.Transparent, Color.White, 0);
				DrawDiamond ("DD" + drawCount.ToString (), true, 0, -4, Color.Orange);
			} else if (Rem5 == 0) {                                               
				DrawDiamond ("DD" + drawCount.ToString (), true, 0, -4, Color.Orange);
			}*/

			if (Historical) {
				_tickProcessor.NextHistoricalBar (Time[1]); // Time[0] - необходимо для соответствия графиков от реала и по F5
				UpdatePreviousDataSeries ();

				//string PrUp = TickVolume[2].ToString (); // Ask TickNumber TickVolume TradeSnos TradeVolume RestAsk                               
				/*DrawText ("HA1 " + drawCount.ToString (), true,
					PrUp, //.Substring (4, 1), _tickProcessor.AskVolume
					1, 1.00009 * Close[1], 0, Color.Black,
					new Font (FontFamily.GenericSansSerif, 8.0F, FontStyle.Bold),
					StringAlignment.Center, Color.Transparent, Color.White, 0);*/

				_tickProcessor.NextBar ();
				UpdateDataSeries ();
				//UpdateSupply ();
				/*if ((TradeVolume[0] >= 2) && (TradeSnos[0] != 0))                              
					Print ("14-11 H T=" + Time[0] + " CB=" + CurrentBar +
						//" TP=" + TickPrice[0] + " TV=" + TickVolume[0] + 
						" V=" + Volume[0] +
						" TN=" + TickNumber[0] + " TRV=" + TradeVolume[0] +
						" SN=" + TradeSnos[0] + " TR=" + Trade[0]); // + " BIP=" + BarsInProgress);*/

				//string PrLow = TickVolume[1].ToString ();
				/*DrawText ("HA " + drawCount.ToString (), true,
							PrLow.ToString (), //.Substring (4, 1), _tickProcessor.AskVolume
							1, 1.00004 * Close[1], 0, Color.Black,
							new Font (FontFamily.GenericSansSerif, 8.0F, FontStyle.Bold),
							StringAlignment.Center, Color.Transparent, Color.White, 0);*/
				/*DrawText ("HB " + drawCount.ToString (), true,
							Bid[1].ToString (), //.Substring (4, 1), _tickProcessor.BidVolume
							1, 1.00004 * Close[1], 0, Color.Black,
							new Font (FontFamily.GenericSansSerif, 8.0F, FontStyle.Bold),
							StringAlignment.Center, Color.Transparent, Color.White, 0);*/
				/*DrawText ("TRV " + drawCount.ToString (), true,
							TradeVolume[sdv].ToString (), //.Substring (4, 1),
							0, 1.00011 * Close[0], 0, Color.Black,
							new Font (FontFamily.GenericSansSerif, 8.0F, FontStyle.Bold),
							StringAlignment.Center, Color.Transparent, Color.White, 0);
				DrawText ("TN " + drawCount.ToString (), true,
							TickNumber[sdv].ToString (), //.Substring (4, 1),
							0, 1.00007 * Close[0], 0, Color.Black,
							new Font (FontFamily.GenericSansSerif, 8.0F, FontStyle.Bold),
							StringAlignment.Center, Color.Transparent, Color.White, 0);
				DrawText ("TS " + drawCount.ToString (), true,
							TradeSnos[sdv].ToString (), //.Substring (4, 1),
							0, 0.99997 * Close[0], 0, Color.Black,
							new Font (FontFamily.GenericSansSerif, 8.0F, FontStyle.Bold),
							StringAlignment.Center, Color.Transparent, Color.White, 0);
				DrawText ("T " + drawCount.ToString (), true,
							Trade[sdv].ToString (), //.Substring (4, 1),
							0, 0.99993 * Close[0], 0, Color.Black,
							new Font (FontFamily.GenericSansSerif, 8.0F, FontStyle.Bold),
							StringAlignment.Center, Color.Transparent, Color.White, 0);*/
				/*DrawText ("TV " + drawCount.ToString (), true,
							TickVolume[sdv].ToString (), //.Substring (4, 1),
							0, 0.99997 * Close[0], 0, Color.Black,
							new Font (FontFamily.GenericSansSerif, 8.0F, FontStyle.Bold),
							StringAlignment.Center, Color.Transparent, Color.White, 0);*/
				/*
				if (RestAsk[1] != 0) DrawText ("TRA1 " + drawCount.ToString (), true,
							RestAsk[1].ToString (), //.Substring (4, 1),
							0, 1.00003 * Close[0], 0, Color.Black,
							new Font (FontFamily.GenericSansSerif, 8.0F, FontStyle.Bold),
							StringAlignment.Center, Color.Transparent, Color.White, 0);
				if (RestAsk[2] != 0) DrawText ("TRA2 " + drawCount.ToString (), true,
							RestAsk[2].ToString (), //.Substring (4, 1),
							0, 1.00007 * Close[0], 0, Color.Black,
							new Font (FontFamily.GenericSansSerif, 8.0F, FontStyle.Bold),
							StringAlignment.Center, Color.Transparent, Color.White, 0);
				if (RestAsk[3] != 0) DrawText ("TRA3 " + drawCount.ToString (), true,
							RestAsk[3].ToString (), //.Substring (4, 1),
							0, 1.00011 * Close[0], 0, Color.Black,
							new Font (FontFamily.GenericSansSerif, 8.0F, FontStyle.Bold),
							StringAlignment.Center, Color.Transparent, Color.White, 0);

				if (RestBid[1] != 0) DrawText ("TRB1 " + drawCount.ToString (), true,
							RestBid[1].ToString (), //.Substring (4, 1),
							0, 0.99997 * Close[0], 0, Color.Black,
							new Font (FontFamily.GenericSansSerif, 8.0F, FontStyle.Bold),
							StringAlignment.Center, Color.Transparent, Color.White, 0);
				if (RestBid[2] != 0) DrawText ("TRB2 " + drawCount.ToString (), true,
							RestBid[2].ToString (), //.Substring (4, 1),
							0, 0.99993 * Close[0], 0, Color.Black,
							new Font (FontFamily.GenericSansSerif, 8.0F, FontStyle.Bold),
							StringAlignment.Center, Color.Transparent, Color.White, 0);
				if (RestBid[3] != 0) DrawText ("TRB3 " + drawCount.ToString (), true,
							RestBid[3].ToString (), //.Substring (4, 1),
							0, 0.99989 * Close[0], 0, Color.Black,
							new Font (FontFamily.GenericSansSerif, 8.0F, FontStyle.Bold),
							StringAlignment.Center, Color.Transparent, Color.White, 0);
				 */
				return;
			}

			if (_lastBar != CurrentBar) {
				_lastBar = CurrentBar;
				_tickProcessor.NextBar ();
				UpdateDataSeries ();
				//UpdateSupply ();
				/*if ((TradeVolume[0] >= 2) && (TradeSnos[0] != 0))
					Print ("14-11 R T=" + Time[0] + " CB=" + CurrentBar +
						//" TP=" + TickPrice[0] + " TV=" + TickVolume[0] + 
						" V=" + Volume[0] +
						" TN=" + TickNumber[0] + " TRV=" + TradeVolume[0] +
						" SN=" + TradeSnos[0] + " TR=" + Trade[0]); // + " BIP=" + BarsInProgress);*/

				//string PrUp = Ask[2].ToString ();
				//string PrLow = Ask[1].ToString ();
				/*DrawText ("RA1 " + drawCount.ToString (), true,
					PrUp, //.Substring (4, 1), _tickProcessor.AskVolume
					1, 1.00009 * Close[1], 0, Color.Black,
					new Font (FontFamily.GenericSansSerif, 8.0F, FontStyle.Bold),
					StringAlignment.Center, Color.Transparent, Color.White, 0);
				DrawText ("RA " + drawCount.ToString (), true,
					PrLow, //.Substring (4, 1), _tickProcessor.AskVolume
					1, 1.00004 * Close[1], 0, Color.Black,
					new Font (FontFamily.GenericSansSerif, 8.0F, FontStyle.Bold),
					StringAlignment.Center, Color.Transparent, Color.White, 0);*/
				/*DrawText ("RB " + drawCount.ToString (), true,
						   Bid[1].ToString (), //.Substring (4, 1), _tickProcessor.BidVolume
						   1, 1.00004 * Close[1], 0, Color.Black,
						   new Font (FontFamily.GenericSansSerif, 8.0F, FontStyle.Bold),
						   StringAlignment.Center, Color.Transparent, Color.White, 0);*/
				/*DrawText ("TV " + drawCount.ToString (), true,
							TickVolume[sdv].ToString (), //.Substring (4, 1),
							0, 0.99997 * Close[0], 0, Color.Black,
							new Font (FontFamily.GenericSansSerif, 8.0F, FontStyle.Bold),
							StringAlignment.Center, Color.Transparent, Color.White, 0);*/
				/*DrawText ("TRA1 " + drawCount.ToString (), true,
							RestAsk[1].ToString (), //.Substring (4, 1),
							0, 1.00003 * Close[0], 0, Color.Black,
							new Font (FontFamily.GenericSansSerif, 8.0F, FontStyle.Bold),
							StringAlignment.Center, Color.Transparent, Color.White, 0);
				DrawText ("TRA2 " + drawCount.ToString (), true,
							RestAsk[2].ToString (), //.Substring (4, 1),
							0, 1.00007 * Close[0], 0, Color.Black,
							new Font (FontFamily.GenericSansSerif, 8.0F, FontStyle.Bold),
							StringAlignment.Center, Color.Transparent, Color.White, 0);

				DrawText ("TRB1 " + drawCount.ToString (), true,
							RestBid[1].ToString (), //.Substring (4, 1),
							0, 0.99997 * Close[0], 0, Color.Black,
							new Font (FontFamily.GenericSansSerif, 8.0F, FontStyle.Bold),
							StringAlignment.Center, Color.Transparent, Color.White, 0);
				DrawText ("TRB2 " + drawCount.ToString (), true,
							RestBid[2].ToString (), //.Substring (4, 1),
							0, 0.99993 * Close[0], 0, Color.Black,
							new Font (FontFamily.GenericSansSerif, 8.0F, FontStyle.Bold),
							StringAlignment.Center, Color.Transparent, Color.White, 0);*/
			}
		}

		protected override void OnMarketData ( MarketDataEventArgs e ) {
			// Print(string.Format("{0}: {1} {2} {3}", e.Time, e.MarketDataType, e.Price, e.Volume));
			_tickProcessor.MarketData (e.Time, (TickProcSm09.MarketDataType) e.MarketDataType, e.Price, e.Volume);
			UpdateDataSeries ();
			//ChartControl.ChartPanel.Invalidate ();
		}

		protected override void OnMarketDepth ( MarketDepthEventArgs e ) {
			// Print(string.Format("{0} {1} {2} {3} {4} {5}", e.Time, e.MarketDataType, e.Operation, 
			//    e.Position, e.Price, e.Volume));
			if (!_tickProcessor.IsMarketDepthInitialized) {
				for (int i = 0; i < e.MarketDepth.Ask.Count; i++) {
					_tickProcessor.MarketDepth (e.Time,
						(TickProcSm09.MarketDataType) MarketDataType.Ask,
						(TickProcSm09.Operation) Operation.Insert,
						i, e.MarketDepth.Ask[i].Price, e.MarketDepth.Ask[i].Volume);
				}
				for (int i = 0; i < e.MarketDepth.Bid.Count; i++) {
					_tickProcessor.MarketDepth (e.Time,
						(TickProcSm09.MarketDataType) MarketDataType.Bid,
						(TickProcSm09.Operation) Operation.Insert,
						i, e.MarketDepth.Bid[i].Price, e.MarketDepth.Bid[i].Volume);
				}
			}
			_tickProcessor.MarketDepth (e.Time,
				(TickProcSm09.MarketDataType) e.MarketDataType,
				(TickProcSm09.Operation) e.Operation,
				e.Position, e.Price, e.Volume);
			//			for (int i = e.MarketDepth.Ask.Count - 1; i >= 0; i--) {
			//				Print(string.Format("Ask {0} {1}", e.MarketDepth.Ask[i].Price, e.MarketDepth.Ask[i].Volume));
			//			}
			//			for (int i = 0; i < e.MarketDepth.Bid.Count; i++) {
			//				Print(string.Format("Bid {0} {1}", e.MarketDepth.Bid[i].Price, e.MarketDepth.Bid[i].Volume));
			//			}
		}

		private void UpdateDataSeries () {
			//Print("i25m01s UpdateDataSeries" + (ii).ToString());
			Bid.Set (_tickProcessor.BidVolume);
			Ask.Set (_tickProcessor.AskVolume);
			/*BidPrice.Set (_tickProcessor.BidPrice);
			AskPrice.Set (_tickProcessor.AskPrice);
			TickPrice.Set (_tickProcessor.TickPrice);*/
			//double Vol1 = Math.Max (_tickProcessor.BidVolume, _tickProcessor.AskVolume);
			TradeAskBid.Set (_tickProcessor.TradeAskBid);
			PrevTradeAskBid.Set (_tickProcessor.PrevTradeAskBid);
			TradeVolume.Set (_tickProcessor.TradeVolume);
			TickVolume.Set (_tickProcessor.TickVolume);
			//if (TradeVolume[0] >= 2)
			//    Print ("14-7 TV=" + TradeVolume[0] + " TPTV=" + _tickProcessor.TradeVolume); 
			RemainingBid.Set (_tickProcessor.ComulatedRemainingBidVolume);
			RemainingAsk.Set (_tickProcessor.ComulatedRemainingAskVolume);
			RB.Set (_tickProcessor.CRBV);
			RA.Set (_tickProcessor.CRAV);
			bD.Set (_tickProcessor.bD);
			aD.Set (_tickProcessor.aD);
			bDR.Set (_tickProcessor.bDR);
			aDR.Set (_tickProcessor.aDR);
			//if ((RemainingBid[0] > 40) || (RemainingAsk[0] > 40))
			//  Print ("14-12 RemB=" + RemainingBid[0] + " RemA=" + RemainingAsk[0]);

			//RestBidVolume.Set (_tickProcessor.RestBidVolume);
			//RestAskVolume.Set (_tickProcessor.RestAskVolume);
			RestBid.Set (_tickProcessor.ComulatedRemainingBidVolume - _tickProcessor.BidVolume);
			RestAsk.Set (_tickProcessor.ComulatedRemainingAskVolume - _tickProcessor.AskVolume);
			//if ((RestBid[0] > 40) || (RestAsk[0] > 40))
			//  Print ("14-12 RB=" + RestBid[0] + " RA=" + RestAsk[0]);
			//Print ("14-7 UDS time=" + Time[0] + " RB0=" + RestBid[0]);
			//Print ("14-7 UDS time=" + Time[0] + " RA0=" + RestAsk[0]);
			int sdv = 0;
			if (TickNumber[sdv] == Close[sdv]) TickNumber[sdv] = 0;
			if (TradeSnos[sdv] == Close[sdv]) TradeSnos[sdv] = 0;
			if (Trade[sdv] == Close[sdv]) Trade[sdv] = 0;
			if (aDR[sdv] == Close[sdv]) aDR[sdv] = 0;
			if (bDR[sdv] == Close[sdv]) bDR[sdv] = 0;
			//if (TradeN[sdv] == Close[sdv]) TradeN[sdv] = 0;

			if (_tickProcessor.TradeSnos != 0) {
				TradeSnos.Set (Math.Round (_tickProcessor.TradeSnos / TickSize, 0));
				//TradeSnos.Set (Math.Round (_tickProcessor.TradeSnos * 100, 0));
			}

			if ((_tickProcessor.TickNumber == 0) || (_tickProcessor.TickNumber == 1)) {
				TickNumber.Set (0);
				Trade.Set (0);
				TradeVolume.Set (0);
				//TradeN.Set (0);
				if (TickNumber[1] == 0) {
					aD.Set (1, 0);
					bD.Set (1, 0);
					aDR.Set (1, 0);
					bDR.Set (1, 0);
				}

			}
			if (_tickProcessor.TickNumber == 2) {
				TickNumber.Set (1, 1);
				Trade.Set (1, 1);
				//bD.Set (1, _tickProcessor.PbD);
				//aD.Set (1, _tickProcessor.PaD);
			}
			if (_tickProcessor.TickNumber >= 2) {
				TickNumber.Set (_tickProcessor.TickNumber);
				Trade.Set (1);
				Trade.Set (1, 0);
				//TradeN.Set (1);
				//TradeN.Set (1, 0);				                
			}

			//if((BegNumber[1] == 1) && (BegNumber[0] == 1))  
			//    BegNumber[1] = 0;            
			//if ((RemainingBid[0] > 1.2F*Bid[0]) || (RemainingAsk[0] > 1.2F*Ask[0])) 
			//    Print("14 RBid=" + RemainingBid[0] + " Bid=" + Bid[0] + " RAsk=" + RemainingAsk[0] + " Ask=" + Ask[0]);                        
			//if (RemainingBid[0] > Bid[0])
			//    Print("RBid " + RemainingBid[0].ToString() + " " + Bid[0].ToString());
			//if (RemainingAsk[0] > Ask[0])
			//    Print("RAsk " + RemainingAsk[0].ToString() + " " + Ask[0].ToString());                                 
			if (RemainingBid.Count > 1) {
				RemainingBid[1] = _tickProcessor.PreviousComulatedRemainingBidVolume;
				PrevRestBid.Set (RemainingBid[1]);
			}
			if (RB.Count > 1) {
				RB[1] = _tickProcessor.PCRBV;
			}
			/*if (bD.Count > 1) {
				bD[1] = _tickProcessor.PbD;
			}*/
			//if (RestBidVolume.Count > 1)
			//  RestBidVolume[1] = _tickProcessor.RestBidVolume;
			if (RestBid.Count > 1) {
				RestBid[1] = _tickProcessor.PreviousComulatedRemainingBidVolume - Bid[1];
				//PrevRestBid.Set (_tickProcessor.PreviousComulatedRemainingBidVolume - Bid[1]);
			}
			//Print ("14-7 UDS time=" + Time[0] + " RB1=" + RestBid[1]);

			if (RemainingAsk.Count > 1) {
				RemainingAsk[1] = _tickProcessor.PreviousComulatedRemainingAskVolume;
				PrevRestAsk.Set (RemainingAsk[1]);
			}
			if (RA.Count > 1) {
				RA[1] = _tickProcessor.PCRAV;
			}
			/*if (aD.Count > 1) {
				aD[1] = _tickProcessor.PaD;
			}*/
			//if (RestAskVolume.Count > 1)
			//	RestAskVolume[1] = _tickProcessor.RestAskVolume;
			if (RestAsk.Count > 1) {
				RestAsk[1] = _tickProcessor.PreviousComulatedRemainingAskVolume - Ask[1];
				//PrevRestAsk.Set (_tickProcessor.PreviousComulatedRemainingAskVolume - Ask[1]);
			}
			//Print ("14-7 UDS time=" + Time[0] + " RA1=" + RestAsk[1]);          			
			//if ((RemainingBid[1] > 40) || (RemainingAsk[1] > 40))
			//  Print ("14-12 RemB1=" + RemainingBid[1] + " RemA1=" + RemainingAsk[1]);
			//if ((PrevRestBid[0] > 40) || (PrevRestAsk[0] > 40))
			//Print ("14-12 RB1P=" + PrevRestBid[0] + " RA1P=" + PrevRestAsk[0]);
			//if ((PrevRestBid[0] > 200) || (PrevRestAsk[0] > 200))
			//  Print ("14-12 UDS time=" + Time[0] + " PRB1P=" + PrevRestBid[0] + " PRA1P=" + PrevRestAsk[0]);
		}

		private void UpdatePreviousDataSeries () {
			if (Bid.Count > 1) {
				Bid[1] = _tickProcessor.BidVolume;
				//BidPrice[1] = _tickProcessor.BidPrice;
				//TickPrice[1] = _tickProcessor.TickPrice;				
			}
			if (Ask.Count > 1) {
				Ask[1] = _tickProcessor.AskVolume;
				//AskPrice[1] = _tickProcessor.AskPrice;
				//TickPrice[1] = _tickProcessor.TickPrice;				
			}
			/*if (TickVolume.Count > 1) {
				TickVolume[1] = _tickProcessor.TickVolume;
			}
			if (PrevTickVolume.Count > 1) {
				PrevTickVolume[1] = _tickProcessor.PrevTickVolume;
			}*/
			/*if (TradeVolume.Count > 1) {
				TradeVolume[1] = _tickProcessor.TradeVolume; // ---
			}*/
			/*if (TradeAskBid.Count > 1) {
				TradeAskBid[1] = _tickProcessor.TradeAskBid;
			}
			if (TradeSnos.Count > 1) {
				TradeSnos[1] = Math.Round (_tickProcessor.TradeSnos * 100, 0);
			}
			if (TickNumber.Count > 1) {
				if (_tickProcessor.TickNumber == 0) {
					TickNumber[1] = 0;
					if (Trade.Count > 1) 
						Trade[1] = 0;
					//TradeN.Set (0);
				}
				if (_tickProcessor.TickNumber == 2) {
					if (TickNumber.Count > 2) 
						TickNumber[2] = 1; // 1
					if (Trade.Count > 2) 
						Trade[2] = 1;
				}
				if (_tickProcessor.TickNumber >= 2) {
					TickNumber[1] = _tickProcessor.TickNumber;
					if (Trade.Count > 1) 
						Trade[1] = 1;
					if (Trade.Count > 2) 
						Trade[2] = 0;
					//TradeN.Set (1);
					//TradeN.Set (1, 0);				                
				}
			}*/

			if (RemainingBid.Count > 1) {
				RemainingBid[1] = _tickProcessor.ComulatedRemainingBidVolume;
				PrevRestBid.Set (RemainingBid[1]);
			}
			if (RB.Count > 1) {
				RB[1] = _tickProcessor.CRBV;
			}
			/*if (bD.Count > 1) {
				bD[1] = _tickProcessor.bD;
			}*/
			//if (RestBidVolume.Count > 1)
			//	RestBidVolume[1] = _tickProcessor.RestBidVolume;
			if (RestBid.Count > 1) {
				RestBid[1] = _tickProcessor.ComulatedRemainingBidVolume - _tickProcessor.BidVolume;
				//PrevRestBid.Set (_tickProcessor.ComulatedRemainingBidVolume - _tickProcessor.BidVolume);
			}
			//Print ("14-7 UPDS RB1=" + RestBid[1]);

			if (RemainingAsk.Count > 1) {
				RemainingAsk[1] = _tickProcessor.ComulatedRemainingAskVolume;
				PrevRestAsk.Set (RemainingAsk[1]);
			}
			if (RA.Count > 1) {
				RA[1] = _tickProcessor.CRAV;
			}
			/*if (aD.Count > 1) {
				aD[1] = _tickProcessor.aD;
			}*/
			//if (RestAskVolume.Count > 1)
			//	RestAskVolume[1] = _tickProcessor.RestAskVolume;
			if (RestAsk.Count > 1) {
				RestAsk[1] = _tickProcessor.ComulatedRemainingAskVolume - _tickProcessor.AskVolume;
				//PrevRestAsk.Set (_tickProcessor.ComulatedRemainingAskVolume - _tickProcessor.AskVolume);
			}
			//Print ("14-7 UPDS RA1=" + RestAsk[1]);
			//if ((RemainingBid[1] > 40) || (RemainingAsk[1] > 40))
			//  Print ("14-12 RemB1P=" + RemainingBid[1] + " RemA1P=" + RemainingAsk[1]);            

			if (RemainingBid.Count > 2) {
				RemainingBid[2] = _tickProcessor.PreviousComulatedRemainingBidVolume;
				PrevRestBid[1] = RemainingBid[2];
				//if ((RemainingBid[2] > 40) || (RemainingAsk[2] > 40))
				//  Print ("14-12 RemB2P=" + RemainingBid[2] + " RemA2P=" + RemainingAsk[2]);
			}
			if (RB.Count > 2) {
				RB[2] = _tickProcessor.PCRBV;
				//if ((RemainingBid[2] > 40) || (RemainingAsk[2] > 40))
				//  Print ("14-12 RemB2P=" + RemainingBid[2] + " RemA2P=" + RemainingAsk[2]);
			}
			/*if (bD.Count > 2) {
				bD[2] = _tickProcessor.PbD;
			}*/
			//if (RestBidVolume.Count > 2)       
			//	RestBidVolume[2] = _tickProcessor.RestBidVolume;
			if (RestBid.Count > 2) {
				//RestBid[2] = _tickProcessor.PreviousComulatedRemainingBidVolume - _tickProcessor.PrevBidVolume; ;
				RestBid[2] = _tickProcessor.PreviousComulatedRemainingBidVolume - Bid[2];
			}
			//Print ("14-7 UPDS RB2=" + RestBid[2]);

			if (RemainingAsk.Count > 2) {
				RemainingAsk[2] = _tickProcessor.PreviousComulatedRemainingAskVolume;
				PrevRestAsk[1] = RemainingAsk[2];
				//if ((RemainingBid[2] > 40) || (RemainingAsk[2] > 40))
				//  Print ("14-12 RemB2P=" + RemainingBid[2] + " RemA2P=" + RemainingAsk[2]);
			}
			if (RA.Count > 2) {
				RA[2] = _tickProcessor.PCRAV;
				//if ((RemainingBid[2] > 40) || (RemainingAsk[2] > 40))
				//  Print ("14-12 RemB2P=" + RemainingBid[2] + " RemA2P=" + RemainingAsk[2]);
			}
			/*if (aD.Count > 2) {
				aD[2] = _tickProcessor.PaD;
			}*/
			//if (RestAskVolume.Count > 2)
			//	RestAskVolume[2] = _tickProcessor.RestAskVolume;
			if (RestAsk.Count > 2)
				//RestAsk[2] = _tickProcessor.PreviousComulatedRemainingAskVolume - _tickProcessor.PrevAskVolume;
				RestAsk[2] = _tickProcessor.PreviousComulatedRemainingAskVolume - Ask[2];
			//Print ("14-7 UPDS RA2=" + RestAsk[2]);
			//if ((PrevRestBid[0] > 200) || (PrevRestAsk[0] > 200))
			//  Print ("14-12 UPDS time=" + Time[0] + " PRB1P=" + PrevRestBid[0] + " PRA1P=" + PrevRestAsk[0]);
		}

		/*private void UpdateSupply () {
			double? supply = _tickProcessor.GetSupply ();
			if (supply.HasValue) Supply.Set (supply.Value);
		}*/

		#region Properties
		[Browsable (false)]
		[XmlIgnore ()]
		public DataSeries Bid {
			get { return Values[0]; }
		}

		[Browsable (false)]
		[XmlIgnore ()]
		public DataSeries Ask {
			get { return Values[1]; }
		}

		[Browsable (false)]
		[XmlIgnore ()]
		public DataSeries Supply {
			get { return Values[2]; }
		}

		[Browsable (false)]
		[XmlIgnore ()]
		public DataSeries RemainingBid {
			get { return Values[3]; }
		}

		[Browsable (false)]
		[XmlIgnore ()]
		public DataSeries RemainingAsk {
			get { return Values[4]; }
		}

		[Browsable (false)]
		[XmlIgnore ()]
		public DataSeries RestBid {
			get { return Values[5]; }
		}

		[Browsable (false)]
		[XmlIgnore ()]
		public DataSeries RestAsk {
			get { return Values[6]; }
		}

		[Browsable (false)]
		[XmlIgnore ()]
		public DataSeries TickNumber {
			get { return Values[7]; }
		}

		[Browsable (false)]
		[XmlIgnore ()]
		public DataSeries TradeSnos {
			get { return Values[8]; }
		}

		[Browsable (false)]
		[XmlIgnore ()]
		public DataSeries TradeVolume {
			get { return Values[9]; }
		}

		[Browsable (false)]
		[XmlIgnore ()]
		public DataSeries Trade {
			get { return Values[10]; }
		}

		[Browsable (false)]
		[XmlIgnore ()]
		public DataSeries PrevTradeAskBid {
			get { return Values[11]; }
		}

		[Browsable (false)]
		[XmlIgnore ()]
		public DataSeries TickVolume {
			get { return Values[12]; }
		}

		[Browsable (false)]
		[XmlIgnore ()]
		public DataSeries TradeAskBid {
			get { return Values[13]; }
		}

		[Browsable (false)]
		[XmlIgnore ()]
		public DataSeries PrevTickVolume {
			get { return Values[14]; }
		}

		[Browsable (false)]
		[XmlIgnore ()]
		public DataSeries PrevRestBid {
			get { return Values[15]; }
		}

		[Browsable (false)]
		[XmlIgnore ()]
		public DataSeries PrevRestAsk {
			get { return Values[16]; }
		}

		[Browsable (false)]
		[XmlIgnore ()]
		public DataSeries RB {
			get { return Values[17]; }
		}

		[Browsable (false)]
		[XmlIgnore ()]
		public DataSeries RA {
			get { return Values[18]; }
		}

		[Browsable (false)]
		[XmlIgnore ()]
		public DataSeries bD {
			get { return Values[19]; }
		}

		[Browsable (false)]
		[XmlIgnore ()]
		public DataSeries aD {
			get { return Values[20]; }
		}

		[Browsable (false)]
		[XmlIgnore ()]
		public DataSeries bDR {
			get { return Values[21]; }
		}

		[Browsable (false)]
		[XmlIgnore ()]
		public DataSeries aDR {
			get { return Values[22]; }
		}

		[GridCategory ("Parameters")]
		[Gui.Design.DisplayNameAttribute ("Период")]
		[Description ("Период")]
		public int Period {
			get { return _tickProcessor.SupplyPeriod; }
			set { _tickProcessor.SupplyPeriod = Math.Max (1, value); }
		}

		[GridCategory ("Parameters")]
		[Gui.Design.DisplayNameAttribute ("Шаг")]
		[Description ("Шаг")]
		public int Step {
			get { return _tickProcessor.SupplyStep; }
			set { _tickProcessor.SupplyStep = Math.Max (1, value); }
		}

		#region Properties Not Use
		/*[Browsable (false)]
		[XmlIgnore ()]
		public DataSeries TradeN {
			get { return Values[11]; }
		}

		[Browsable (false)]
		[XmlIgnore ()]
		public DataSeries RestBidVolume {
			get { return Values[12]; }
		}

		[Browsable (false)]
		[XmlIgnore ()]
		public DataSeries RestAskVolume {
			get { return Values[13]; }
		}

		[Browsable (false)]
		[XmlIgnore ()]
		public DataSeries BidPrice {
			get { return Values[12]; }
		}

		[Browsable (false)]
		[XmlIgnore ()]
		public DataSeries AskPrice {
			get { return Values[13]; }
		}

		[GridCategory ("Parameters")]
		[Gui.Design.DisplayNameAttribute ("Отображение заявок (1-да, 0-нет)")]
		[Description ("Отображения заявок модифицированное")]
		public int Otobr {
			get { return otobr; }
			set { otobr = Math.Max (0, value); }
		}*/
		#endregion
		#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 i14m16s[] cachei14m16s = null;

		private static i14m16s checki14m16s = new i14m16s ();

		/// <summary>
		/// Enter the description of your new custom indicator here
		/// </summary>
		/// <returns></returns>
		public i14m16s i14m16s ( int period, int step ) {
			return i14m16s (Input, period, step);
		}

		/// <summary>
		/// Enter the description of your new custom indicator here
		/// </summary>
		/// <returns></returns>
		public i14m16s i14m16s ( Data.IDataSeries input, int period, int step ) {
			if (cachei14m16s != null)
				for (int idx = 0; idx < cachei14m16s.Length; idx++)
					if (cachei14m16s[idx].Period == period && cachei14m16s[idx].Step == step && cachei14m16s[idx].EqualsInput (input))
						return cachei14m16s[idx];

			lock (checki14m16s) {
				checki14m16s.Period = period;
				period = checki14m16s.Period;
				checki14m16s.Step = step;
				step = checki14m16s.Step;

				if (cachei14m16s != null)
					for (int idx = 0; idx < cachei14m16s.Length; idx++)
						if (cachei14m16s[idx].Period == period && cachei14m16s[idx].Step == step && cachei14m16s[idx].EqualsInput (input))
							return cachei14m16s[idx];

				i14m16s indicator = new i14m16s ();
				indicator.BarsRequired = BarsRequired;
				indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
				indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
				indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
				indicator.Input = input;
				indicator.Period = period;
				indicator.Step = step;
				Indicators.Add (indicator);
				indicator.SetUp ();

				i14m16s[] tmp = new i14m16s[cachei14m16s == null ? 1 : cachei14m16s.Length + 1];
				if (cachei14m16s != null)
					cachei14m16s.CopyTo (tmp, 0);
				tmp[tmp.Length - 1] = indicator;
				cachei14m16s = 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>
		/// Enter the description of your new custom indicator here
		/// </summary>
		/// <returns></returns>
		[Gui.Design.WizardCondition ("Indicator")]
		public Indicator.i14m16s i14m16s ( int period, int step ) {
			return _indicator.i14m16s (Input, period, step);
		}

		/// <summary>
		/// Enter the description of your new custom indicator here
		/// </summary>
		/// <returns></returns>
		public Indicator.i14m16s i14m16s ( Data.IDataSeries input, int period, int step ) {
			return _indicator.i14m16s (input, period, step);
		}
	}
}

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy {
	public partial class Strategy:StrategyBase {
		/// <summary>
		/// Enter the description of your new custom indicator here
		/// </summary>
		/// <returns></returns>
		[Gui.Design.WizardCondition ("Indicator")]
		public Indicator.i14m16s i14m16s ( int period, int step ) {
			return _indicator.i14m16s (Input, period, step);
		}

		/// <summary>
		/// Enter the description of your new custom indicator here
		/// </summary>
		/// <returns></returns>
		public Indicator.i14m16s i14m16s ( Data.IDataSeries input, int period, int step ) {
			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.i14m16s (input, period, step);
		}
	}
}
#endregion