2024-09-22 17:31:24 -07:00
|
|
|
using TradingPlatform.BusinessLayer;
|
2024-09-22 20:10:05 -07:00
|
|
|
namespace QuanTAlib;
|
2024-09-22 17:31:24 -07:00
|
|
|
|
|
|
|
|
public class ZScoreIndicator : IndicatorBase
|
|
|
|
|
{
|
|
|
|
|
[InputParameter("Period", sortIndex: 1, 2, 2000, 1, 0)]
|
|
|
|
|
public int Period { get; set; } = 20;
|
|
|
|
|
|
|
|
|
|
private Zscore? zScore;
|
|
|
|
|
protected override AbstractBase QuanTAlib => zScore!;
|
|
|
|
|
public override string ShortName => $"ZSCORE {Period} : {SourceName}";
|
|
|
|
|
|
2024-09-24 16:41:26 -07:00
|
|
|
public ZScoreIndicator() : base()
|
2024-09-22 17:31:24 -07:00
|
|
|
{
|
|
|
|
|
Name = "ZSCORE - Standard Score";
|
|
|
|
|
SeparateWindow = true;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
protected override void InitIndicator()
|
|
|
|
|
{
|
|
|
|
|
zScore = new(Period);
|
|
|
|
|
MinHistoryDepths = zScore.WarmupPeriod;
|
2024-09-24 16:41:26 -07:00
|
|
|
base.InitIndicator();
|
2024-09-22 17:31:24 -07:00
|
|
|
}
|
|
|
|
|
|
|
|
|
|
}
|