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Refactoring the structure, upgrading to .NET 6.0/7.0/8.0

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This commit is contained in:
Miha Kralj
2023-04-01 16:55:00 -07:00
parent 468ea7a0af
commit 104ee8bee1
107 changed files with 3360 additions and 3072 deletions
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Indicators/Basics/QuanTAlib_Indicator.cs
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using TradingPlatform.BusinessLayer;
using System.Drawing;
using QuanTAlib;
using System;
using TradingPlatform.BusinessLayer.Chart;
namespace QuanTAlib;
public class QuanTAlib_Indicator : Indicator {
protected TBars bars;
protected IChartWindow mainWindow;
protected Graphics graphics;
protected int firstOnScreenBarIndex, lastOnScreenBarIndex;
protected override void OnInit() {
base.OnInit();
bars = new();
}
protected override void OnUpdate(UpdateArgs args) {
base.OnUpdate(args);
bars.Add(Time(), GetPrice(PriceType.Open),
GetPrice(PriceType.High),
GetPrice(PriceType.Low),
GetPrice(PriceType.Close),
GetPrice(PriceType.Volume),
update: !(args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar));
}
public override void OnPaintChart(PaintChartEventArgs args) {
base.OnPaintChart(args);
if (this.CurrentChart == null) return;
graphics = args.Graphics;
mainWindow = this.CurrentChart.MainWindow;
DateTime leftTime = mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Left);
DateTime rightTime = mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Right);
firstOnScreenBarIndex = (int)mainWindow.CoordinatesConverter.GetBarIndex(leftTime);
lastOnScreenBarIndex = (int)Math.Ceiling(mainWindow.CoordinatesConverter.GetBarIndex(rightTime));
}
}
Indicators/Charts/ATR_chart.cs
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using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class ATR_chart : QuanTAlib_Indicator {
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private readonly int Period = 10;
#endregion Parameters
private ATR_Series indicator;
public ATR_chart()
{
this.SeparateWindow = true;
this.Name = "ATR - Average True Range";
this.Description = "Average True Range description";
this.AddLineSeries("ATR", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit() { base.OnInit();
indicator = new(source: bars, period: Period, useNaN: false);
}
protected override void OnUpdate(UpdateArgs args) {
base.OnUpdate(args);
this.SetValue(indicator[^1].v, lineIndex: 0);
}
}
Indicators/Charts/BIAS_chart.cs
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using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class BIAS_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 1;
#endregion Parameters
private TBars bars;
///////
private BIAS_Series indicator;
///////
public BIAS_chart()
{
this.SeparateWindow = true;
this.Name = "BIAS - Rate of change";
this.Description = "Bias description";
this.AddLineSeries("BIAS", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator = new(source: bars.Select(this.DataSource), period: this.Period);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result, 0);
}
}
Indicators/Charts/CCI_chart.cs
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using System.Diagnostics;
using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class CCI_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private readonly int Period = 10;
#endregion Parameters
private TBars bars;
///////
private CCI_Series indicator;
///////
public CCI_chart()
{
this.SeparateWindow = true;
this.Name = "CCI - Commodity Channel Index";
this.Description = "CCI description";
this.AddLineSeries("CCI", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator = new(source: bars, period: this.Period, useNaN: false);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = (args.Reason != UpdateReason.NewBar && args.Reason != UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open), this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close), this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result);
}
}
Indicators/Charts/DEMA_chart.cs
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using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class DEMA_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 3;
#endregion Parameters
private TBars bars ;
///////
private DEMA_Series indicator;
///////
public DEMA_chart()
{
this.SeparateWindow = false;
this.Name = "DEMA - Double Exponential Moving Average";
this.Description = "Double Exponential Moving Average description";
this.AddLineSeries("DEMA", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator = new(source: bars.Select(this.DataSource),
period: this.Period, useNaN: false);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result);
}
}
Indicators/Charts/DJMA_chart.cs
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using System;
using System.Diagnostics;
using System.Drawing;
using System.Linq;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class DJMA_chart : Indicator {
#region Parameters
[InputParameter("Fast Data source", 0, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int FDataSource = 3;
[InputParameter("Fast Smoothing period", 1, 1, 999, 1, 1)]
private int FPeriod = 12;
[InputParameter("Fast Volatility short", 2, 3, 50, 1, 1)]
private int FVshort = 10;
[InputParameter("Fast Volatility long", 3, 20, 500, 5, 1)]
private int FVlong = 65;
[InputParameter("Fast Phase", 4, -100, 100, 1, 2)]
private double FJphase = 100.0;
[InputParameter("Slow Data source", 5, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int SDataSource = 3;
[InputParameter("Slow Smoothing period", 6, 1, 999, 1, 1)]
private int SPeriod = 26;
[InputParameter("Slow Volatility short", 7, 3, 50, 1, 1)]
private int SVshort = 10;
[InputParameter("Slow Volatility long", 8, 20, 500, 5, 1)]
private int SVlong = 65;
[InputParameter("Slow Phase", 9, -100, 100, 1, 2)]
private double SJphase = -100.0;
#endregion Parameters
private TBars bars;
///////
private JMA_Series fJma, sJma;
///////
public DJMA_chart() {
this.SeparateWindow = false;
this.Name = "DJMA - Two JMAs";
this.Description = "Jurik Moving Average description";
this.AddLineSeries("JMA-fast", Color.Blue, 2, LineStyle.Solid);
this.AddLineSeries("JMA-slow", Color.Green, 2, LineStyle.Solid);
}
protected override void OnInit() {
this.bars = new();
this.fJma = new(source: bars.Select(this.FDataSource), period: this.FPeriod, phase: FJphase, vshort: FVshort, vlong: FVlong, useNaN: false);
this.sJma = new(source: bars.Select(this.SDataSource), period: this.SPeriod, phase: SJphase, vshort: SVshort, vlong: SVlong, useNaN: false);
}
protected override void OnUpdate(UpdateArgs args) {
bool update = !(args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close), this.GetPrice(PriceType.Volume), update);
this.SetValue(this.fJma[^1].v, lineIndex: 0);
this.SetValue(this.sJma[^1].v, lineIndex: 1);
}
}
Indicators/Charts/EMA_chart.cs
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using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class EMA_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 3;
#endregion Parameters
private TBars bars;
///////
private EMA_Series indicator;
///////
public EMA_chart()
{
this.SeparateWindow = false;
this.Name = "EMA - Exponential Moving Average";
this.Description = "Exponential Moving Average description";
this.AddLineSeries("EMA", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator = new(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result);
}
}
Indicators/Charts/ENTP_chart.cs
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using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class ENTP_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 5;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 8;
#endregion Parameters
private TBars bars;
///////
private ENTROPY_Series indicator;
///////
public ENTP_chart()
{
this.SeparateWindow = true;
this.Name = "ENTROPY - Entropy (Unpredictability)";
this.Description = "Entropy description";
this.AddLineSeries("ENTROPY", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator = new(source: bars.Select(this.DataSource), period: this.Period, useNaN: true);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result, 0);
}
}
Indicators/Charts/HEMA_chart.cs
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using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class HEMA_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 3;
#endregion Parameters
private TBars bars;
///////
private HEMA_Series indicator;
///////
public HEMA_chart()
{
this.SeparateWindow = false;
this.Name = "HEMA - Hull-EMA Moving Average";
this.Description = "Hull-EMA Moving Average description";
this.AddLineSeries("HEMA", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator = new(source: bars.Select(this.DataSource),
period: this.Period, useNaN: false);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result);
}
}
Indicators/Charts/HMA_chart.cs
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using System.Diagnostics;
using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class HMA_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 3;
#endregion Parameters
private TBars bars;
///////
private HMA_Series indicator;
///////
public HMA_chart()
{
this.SeparateWindow = false;
this.Name = "HMA - Hull Moving Average";
this.Description = "Hull Moving Average description";
this.AddLineSeries("HMA", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator = new(source: bars.Select(this.DataSource),
period: this.Period, useNaN: false);
Debug.WriteLine("Send to debug output.");
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result);
}
}
Indicators/Charts/JMA_chart.cs
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using System;
using System.Diagnostics;
using System.Drawing;
using System.Linq;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class JMA_chart : QuanTAlib_Indicator {
#region Parameters
[InputParameter("Data source", 0, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 3;
[InputParameter("Smoothing period", 1, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Volatility short", 2, 3, 50, 1, 1)]
private int Vshort = 10;
[InputParameter("Volatility long", 3, 20, 500, 1, 1)]
private int Vlong = 65;
[InputParameter("Phase", 4, -100, 100, 1, 2)]
private double Jphase = 0.0;
#endregion Parameters
///////
private JMA_Series indicator;
///////
public JMA_chart() :base() {
Name = "JMA - Jurik Moving Avg";
Description = "Jurik Moving Average description";
AddLineSeries(lineName: "JMA", lineColor: Color.Yellow, lineWidth: 3,lineStyle: LineStyle.Solid);
SeparateWindow = false;
}
protected override void OnInit() {
base.OnInit();
indicator = new(source: bars.Select(DataSource), period: Period,
phase: Jphase, vshort: Vshort, vlong: Vlong,
useNaN: false);
}
protected override void OnUpdate(UpdateArgs args) {
base.OnUpdate(args);
this.SetValue(indicator[^1].v, lineIndex: 0);
}
}
Indicators/Charts/KAMA_chart.cs
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using System.Diagnostics;
using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class KAMA_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Fastest EMA", 1, 1, 999, 1, 1)]
private int Fast = 2;
[InputParameter("Slowest EMA", 2, 1, 999, 1, 1)]
private int Slow = 30;
[InputParameter("Data source", 3, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 3;
#endregion Parameters
private TBars bars;
///////
private KAMA_Series indicator;
///////
public KAMA_chart()
{
this.SeparateWindow = false;
this.Name = "KAMA - Kaufman's Adaptive Moving Average";
this.Description = "Kaufman's Adaptive Moving Average description";
this.AddLineSeries("KAMA", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator = new(source: bars.Select(this.DataSource), period: this.Period, fast: this.Fast, slow: this.Slow, useNaN: false);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close), this.GetPrice(PriceType.Volume), update);
double result = this.indicator;
this.SetValue(result);
Debug.WriteLine($"{this.indicator[0].v}");
}
}
Indicators/Charts/KURT_chart.cs
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using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class KURT_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 40;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 8;
#endregion Parameters
private TBars bars;
///////
private KURTOSIS_Series indicator;
///////
public KURT_chart()
{
this.SeparateWindow = true;
this.Name = "KURTOSIS - Kurtosis (Flatness)";
this.Description = "Kurtosis description";
this.AddLineSeries("KURTOSIS", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator = new(source: bars.Select(this.DataSource),
period: this.Period, useNaN: true);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result, 0);
}
}
Indicators/Charts/MAD_chart.cs
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using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class MAD_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 8;
#endregion Parameters
private TBars bars;
///////
private MAD_Series indicator;
///////
public MAD_chart()
{
this.SeparateWindow = true;
this.Name = "MAD - Mean Absolute Deviation";
this.Description = "MAD description";
this.AddLineSeries("MAD", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator = new(source: bars.Select(this.DataSource),
period: this.Period, useNaN: true);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result, 0);
}
}
Indicators/Charts/MAPE_chart.cs
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using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class MAPE_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 8;
#endregion Parameters
private TBars bars;
///////dotnet
private MAPE_Series indicator;
///////
public MAPE_chart()
{
this.SeparateWindow = true;
this.Name = "MAPE - Mean Absolute Percentage Error";
this.Description = "MAPE description";
this.AddLineSeries("MAPE", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator = new(source: bars.Select(this.DataSource),
period: this.Period, useNaN: true);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result, 0);
}
}
Indicators/Charts/MAX_chart.cs
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using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class MAX_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 1;
#endregion Parameters
private TBars bars;
///////
private MAX_Series indicator;
///////
public MAX_chart()
{
this.SeparateWindow = false;
this.Name = "MAX - Moving Maximum";
this.Description = "Moving Maximum description";
this.AddLineSeries("MAX", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator =
new(source: bars.Select(this.DataSource), period: this.Period);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result, 0);
}
}
Indicators/Charts/MED_chart.cs
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using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class MED_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 8;
#endregion Parameters
private TBars bars;
///////
private MEDIAN_Series indicator;
///////
public MED_chart()
{
this.SeparateWindow = false;
this.Name = "MED - Moving Median";
this.Description = "Moving Median description";
this.AddLineSeries("MED", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator =
new(source: bars.Select(this.DataSource), period: this.Period);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result, 0);
}
}
Indicators/Charts/MIN_chart.cs
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using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class MIN_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 2;
#endregion Parameters
private TBars bars;
///////
private MIN_Series indicator;
///////
public MIN_chart()
{
this.SeparateWindow = false;
this.Name = "MIN - Moving Minimum";
this.Description = "Moving Minimum description";
this.AddLineSeries("MIN", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator =
new(source: bars.Select(this.DataSource), period: this.Period);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result, 0);
}
}
Indicators/Charts/MSE_chart.cs
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using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class MSE_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 8;
#endregion Parameters
private TBars bars;
///////
private MSE_Series indicator;
///////
public MSE_chart()
{
this.SeparateWindow = true;
this.Name = "MSE = Mean Square Error";
this.Description = "MSE description";
this.AddLineSeries("MSE", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator = new(source: bars.Select(this.DataSource),
period: this.Period, useNaN: true);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result, 0);
}
}
Indicators/Charts/RMA_chart.cs
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using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class RMA_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 3;
#endregion Parameters
private TBars bars;
///////
private RMA_Series indicator;
///////
public RMA_chart()
{
this.SeparateWindow = false;
this.Name = "RMA - WildeR Moving Average";
this.Description = "WildeR Moving Average description";
this.AddLineSeries("RMA", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator = new(source: bars.Select(this.DataSource),
period: this.Period, useNaN: false);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result);
}
}
Indicators/Charts/RSI_chart.cs
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using System;
using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class RSI_chart : QuanTAlib_Indicator {
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 8;
[InputParameter("Overbought level", 2, 1, 100, 1, 1)]
private int Overbought = 70;
[InputParameter("Oversold level", 2, 1, 100, 1, 1)]
private int Oversold = 30;
#endregion Parameters
///////
private RSI_Series indicator;
///////
public RSI_chart() : base() {
this.Name = "RSI - Relative Strength Index";
this.Description = "RSI description";
this.AddLineSeries("RSI", Color.RoyalBlue, 3, LineStyle.Solid);
this.SeparateWindow = true;
}
protected override void OnInit() {
base.OnInit();
indicator = new(source: bars.Select(this.DataSource), period: this.Period, useNaN: true);
}
protected override void OnUpdate(UpdateArgs args) {
base.OnUpdate(args);
SetValue(indicator[^1].v, lineIndex: 0);
if (indicator[^1].v >= Overbought)
LinesSeries[0].SetMarker(0, color: Color.Red);
if (indicator[^1].v <= Oversold)
LinesSeries[0].SetMarker(0, color: Color.Red);
}
public override void OnPaintChart(PaintChartEventArgs args) {
base.OnPaintChart(args);
for (int i = firstOnScreenBarIndex; i <= lastOnScreenBarIndex; i++) {
int xLeft = (int)Math.Round(mainWindow.CoordinatesConverter.GetChartX(Time(Count - i - 1)));
int y = (int)Math.Round((mainWindow.CoordinatesConverter.GetChartY(Overbought)));
}
}
}
Indicators/Charts/SDEV_chart.cs
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using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class SDEV_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 8;
#endregion Parameters
private TBars bars;
///////dotnet
private SDEV_Series indicator;
///////
public SDEV_chart()
{
this.SeparateWindow = true;
this.Name = "SDEV - Standard Deviation";
this.Description = "SDEV description";
this.AddLineSeries("SDEV", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator = new(source: bars.Select(this.DataSource),
period: this.Period, useNaN: true);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result, 0);
}
}
Indicators/Charts/SMAPE_chart.cs
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using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class SMAPE_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 8;
#endregion Parameters
private TBars bars;
///////dotnet
private SMAPE_Series indicator;
///////
public SMAPE_chart()
{
this.SeparateWindow = true;
this.Name = "SMAPE - Symmetric Mean Absolute Percentage Error";
this.Description = "SMAPE description";
this.AddLineSeries("SMAPE", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator = new(source: bars.Select(this.DataSource),
period: this.Period, useNaN: true);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result, 0);
}
}
Indicators/Charts/SMA_chart.cs
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using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class SMA_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private readonly int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private readonly int DataSource = 3;
#endregion Parameters
private TBars bars;
///////
private SMA_Series indicator;
///////
public SMA_chart()
{
this.SeparateWindow = false;
this.Name = "SMA - Simple Moving Average";
this.Description = "Simple Moving Average description";
this.AddLineSeries("SMA", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator = new(source: bars.Select(this.DataSource),
period: this.Period, useNaN: false);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result);
}
}
Indicators/Charts/SMMA_chart.cs
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using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class SMMA_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 3;
#endregion Parameters
private TBars bars;
///////
private SMMA_Series indicator;
///////
public SMMA_chart()
{
this.SeparateWindow = false;
this.Name = "SMMA - Smoothed Moving Average";
this.Description = "Smoothed Moving Average description";
this.AddLineSeries("SMMA", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator = new(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result);
}
}
Indicators/Charts/TEMA_chart.cs
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using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class TEMA_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 3;
#endregion Parameters
private TBars bars;
///////
private TEMA_Series indicator;
///////
public TEMA_chart()
{
this.SeparateWindow = false;
this.Name = "TEMA - Triple Exponential Moving Average";
this.Description = "Triple Exponential Moving Average description";
this.AddLineSeries("TEMA", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator = new(source: bars.Select(this.DataSource),
period: this.Period, useNaN: false);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result);
}
}
Indicators/Charts/VAR_chart.cs
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using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class VAR_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 8;
#endregion Parameters
private TBars bars;
///////dotnet
private VAR_Series indicator;
///////
public VAR_chart()
{
this.SeparateWindow = true;
this.Name = "VAR - Variance";
this.Description = "VAR description";
this.AddLineSeries("VAR", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator = new(source: bars.Select(this.DataSource),
period: this.Period, useNaN: true);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result, 0);
}
}
Indicators/Charts/WMAPE_chart.cs
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namespace QuanTAlib;
using System.Drawing;
using TradingPlatform.BusinessLayer;
public class WMAPE_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private readonly int Period = 10;
[InputParameter("Data source", 1, variants: new object[]{
"Open", 0,
"High", 1,
"Low", 2,
"Close", 3,
"HL2", 4,
"OC2", 5,
"OHL3", 6,
"HLC3", 7,
"OHLC4", 8,
"Weighted (HLCC4)", 9
})]
private readonly int DataSource = 8;
#endregion Parameters
private TBars bars;
///////dotnet
private QuanTAlib.WMAPE_Series indicator;
///////
public WMAPE_chart()
{
this.SeparateWindow = true;
this.Name = "WMAPE - Weighted Mean Absolute Percentage Error";
this.Description = "WMAPE description";
this.AddLineSeries("WMAPE", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator = new(source: this.bars.Select(this.DataSource), period: this.Period, useNaN: true);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open), this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low), this.GetPrice(PriceType.Close), this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result, 0);
}
}
Indicators/Charts/WMA_chart.cs
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using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class WMA_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 3;
#endregion Parameters
private TBars bars;
///////
private WMA_Series indicator;
///////
public WMA_chart()
{
this.SeparateWindow = false;
this.Name = "WMA - Weighted Moving Average";
this.Description = "Weighted Moving Average description";
this.AddLineSeries("WMA", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator = new(source: bars.Select(this.DataSource),
period: this.Period, useNaN: false);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result);
}
}
Indicators/Indicators.csproj
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<?xml version="1.0" encoding="utf-8"?>
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net6</TargetFramework>
<LangVersion>preview</LangVersion>
<AppendTargetFrameworkToOutputPath>false</AppendTargetFrameworkToOutputPath>
<Platforms>AnyCPU</Platforms>
<AlgoType>Indicator</AlgoType>
<AssemblyName>Quantower_QTAlib</AssemblyName>
<RootNamespace>QuanTAlib</RootNamespace>
<DebugType>embedded</DebugType>
<PlatformTarget>AnyCPU</PlatformTarget>
<Nullable>disable</Nullable>
<SignAssembly>False</SignAssembly>
<CodeAnalysisRuleSet>..\.sonarlint\mihakralj_quantalibcsharp.ruleset</CodeAnalysisRuleSet>
</PropertyGroup>
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|AnyCPU'">
<Optimize>True</Optimize>
<WarningLevel>3</WarningLevel>
<CheckForOverflowUnderflow>True</CheckForOverflowUnderflow>
<PlatformTarget>anycpu</PlatformTarget>
<DebugType>full</DebugType>
<OutputPath>C:\Quantower\TradingPlatform\v1.130.7\..\..\Settings\Scripts\Indicators\QuanTAlib</OutputPath>
</PropertyGroup>
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|AnyCPU'">
<DebugType>embedded</DebugType>
<Optimize>True</Optimize>
<WarningLevel>3</WarningLevel>
<CheckForOverflowUnderflow>True</CheckForOverflowUnderflow>
<PlatformTarget>anycpu</PlatformTarget>
<OutputPath>C:\Quantower\TradingPlatform\v1.130.7\..\..\Settings\Scripts\Indicators\QuanTAlib</OutputPath>
</PropertyGroup>
<ItemGroup>
<AdditionalFiles Include="..\.sonarlint\mihakralj_quantalib\CSharp\SonarLint.xml" Link="SonarLint.xml" />
</ItemGroup>
<ItemGroup>
<PackageReference Include="System.Drawing.Common" Version="6.0.0" />
</ItemGroup>
<ItemGroup>
<ProjectReference Include="..\Calculations\Calculations.csproj" />
</ItemGroup>
<ItemGroup>
<Reference Include="TradingPlatform.BusinessLayer">
<HintPath>C:\Quantower\TradingPlatform\v1.130.7\bin\TradingPlatform.BusinessLayer.dll</HintPath>
</Reference>
</ItemGroup>
</Project>