CTI - Ehler's Correlation Trend - calc and chart

2026-08-19 02:58:05 +00:00 · 2024-11-08 08:24:51 -08:00
parent 351214ed31
commit 11fc798517
7 changed files with 164 additions and 10 deletions
@@ -0,0 +1,66 @@
+using TradingPlatform.BusinessLayer;
+using System.Drawing;
+
+namespace QuanTAlib
+{
+    public class CtiIndicator : Indicator
+    {
+        [InputParameter("Period", 0, 1, 100, 1, 0)]
+        public int Period = 20;
+
+        [InputParameter("Source Type", 1, variants: new object[]
+        {
+            "Open", SourceType.Open,
+            "High", SourceType.High,
+            "Low", SourceType.Low,
+            "Close", SourceType.Close,
+            "HL2", SourceType.HL2,
+            "OC2", SourceType.OC2,
+            "OHL3", SourceType.OHL3,
+            "HLC3", SourceType.HLC3,
+            "OHLC4", SourceType.OHLC4,
+            "HLCC4", SourceType.HLCC4
+        })]
+        public SourceType SourceType = SourceType.Close;
+
+        [InputParameter("Show Cold Values", 2)]
+        public bool ShowColdValues = false;
+
+        private Cti cti;
+        protected LineSeries? CtiSeries;
+        public int MinHistoryDepths => Period + 1;
+        int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+        public CtiIndicator()
+        {
+            this.Name = "CTI - Ehler's Correlation Trend Indicator";
+            this.Description = "A momentum oscillator that measures the correlation between the price and a lagged version of the price.";
+            CtiSeries = new($"CTI {Period}", Color: IndicatorExtensions.Oscillators, 2, LineStyle.Solid);
+            AddLineSeries(CtiSeries);
+        }
+
+        protected override void OnInit()
+        {
+            cti = new Cti(this.Period);
+            base.OnInit();
+        }
+
+        protected override void OnUpdate(UpdateArgs args)
+        {
+            TValue input = this.GetInputValue(args, Source);
+            cti.Calc(value);
+
+            CtiSeries!.SetValue(cti.Value);
+            CtiSeries!.SetMarker(0, Color.Transparent);
+        }
+
+    public override string ShortName => $"CTI ({Period}:{SourceName})";
+
+#pragma warning disable CA1416 // Validate platform compatibility
+    public override void OnPaintChart(PaintChartEventArgs args)
+    {
+        base.OnPaintChart(args);
+        this.PaintSmoothCurve(args, CtiSeries!, cti!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
+    }
+    }
+}