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Miha Kralj
2024-09-26 10:44:09 -07:00
parent 71f49e8815
commit 148f0ea846
60 changed files with 7437 additions and 1304 deletions
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quantower/Averages/AfirmaIndicator.cs
+20 -8
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@@ -3,23 +3,35 @@ namespace QuanTAlib;
public class AfirmaIndicator : IndicatorBase
{
[InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
public int Period { get; set; } = 10;
[InputParameter("Taps (number of weights)", sortIndex: 1, 1, 2000, 1, 0)]
public int Taps { get; set; } = 6;
[InputParameter("Periods for lowpass cutoff", sortIndex: 2, 1, 2000, 1, 0)]
public int Periods { get; set; } = 6;
[InputParameter("Window Type", sortIndex: 3, variants: [
"Rectangular", Afirma.WindowType.Rectangular,
"Hanning", Afirma.WindowType.Hanning1,
"Hamming", Afirma.WindowType.Hanning2,
"Blackman", Afirma.WindowType.Blackman,
"Blackman-Harris", Afirma.WindowType.BlackmanHarris
])]
public Afirma.WindowType Window { get; set; } = Afirma.WindowType.Hanning1;
[InputParameter("Alpha", sortIndex: 2, 0.01, 0.99, 0.01, 2)]
public double Alpha { get; set; } = 0.1;
private Afirma? ma;
protected override AbstractBase QuanTAlib => ma!;
public override string ShortName => $"AFIRMA {Period} : {SourceName}";
public override string ShortName => $"AFIRMA {Taps}:{Periods}:{Window} : {SourceName}";
public AfirmaIndicator()
{
Name = "AFIRMA - Adaptive Filtering Integrated Recursive Moving Average";
Description = "Adaptive Filtering Integrated Recursive Moving Average";
Name = "AFIRMA - Adaptive Finite Impulse Response Moving Average";
Description = "Adaptive Finite Impulse Response Moving Average with ARMA component";
}
protected override void InitIndicator()
{
ma = new Afirma(period: Period, alpha: Alpha);
ma = new Afirma(periods: Periods, taps: Taps, window: Window);
}
}
quantower/Averages/AmaIndicator.cs
+25
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@@ -0,0 +1,25 @@
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class AmaIndicator : IndicatorBase
{
[InputParameter("Period", sortIndex: 1, 2, 2000, 1, 0)]
public int Period { get; set; } = 10;
[InputParameter("Alpha", sortIndex: 2, minimum: -0.01, maximum: 1.0, increment: 0.01, decimalPlaces: 2)]
public double Alpha { get; set; } = 0.1;
private Ama? ma;
protected override AbstractBase QuanTAlib => ma!;
public override string ShortName => $"AMA {Period} : {Alpha} : {SourceName}";
public AmaIndicator()
{
Name = "AMA - Adaptive Moving Average";
}
protected override void InitIndicator()
{
ma = new Ama(period: Period, alpha: Alpha);
}
}