QuanTAlib/lib/trends_IIR/decycler/Decycler.Quantower.cs

using System.Drawing;
using System.Runtime.CompilerServices;
using TradingPlatform.BusinessLayer;

namespace QuanTAlib;

[SkipLocalsInit]
public class DecyclerIndicator : Indicator, IWatchlistIndicator
{
    [InputParameter("Period", sortIndex: 1, 2, 9999, 1, 0)]
    public int Period { get; set; } = 60;

    [IndicatorExtensions.DataSourceInput]
    public SourceType Source { get; set; } = SourceType.Close;

    [InputParameter("Show cold values", sortIndex: 21)]
    public bool ShowColdValues { get; set; } = true;

    private Decycler _ind = null!;
    private readonly LineSeries _series;
    private string _sourceName = null!;
    private Func<IHistoryItem, double> _priceSelector = null!;

    public static int MinHistoryDepths => 60;
    int IWatchlistIndicator.MinHistoryDepths => Period;

    public override string ShortName => $"Decycler {Period}:{_sourceName}";

    public DecyclerIndicator()
    {
        OnBackGround = true;
        SeparateWindow = false;
        Name = "Decycler - Ehlers Decycler";
        Description = "Removes cyclic components from price, leaving only the trend.";
        _series = new LineSeries(name: $"Decycler {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
        AddLineSeries(_series);
    }

    protected override void OnInit()
    {
        _priceSelector = Source.GetPriceSelector();
        _sourceName = Source.ToString();
        _ind = new Decycler(Period);
        base.OnInit();
    }

    [MethodImpl(MethodImplOptions.AggressiveInlining)]
    protected override void OnUpdate(UpdateArgs args)
    {
        bool isNew = args.IsNewBar();
        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
        double value = _ind.Update(new TValue(item.TimeLeft.Ticks, _priceSelector(item)), isNew).Value;
        _series.SetValue(value, _ind.IsHot, ShowColdValues);
    }
}