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fix on JMA

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This commit is contained in:
Miha Kralj
2023-03-19 18:35:34 -07:00
parent bbd3ccb641
commit 167f20e3a8
13 changed files with 391 additions and 433 deletions
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Quantower/Indicators/AAA_chart.cs
-57
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@@ -1,57 +0,0 @@
using System.Diagnostics;
using System.Drawing;
using System.Linq;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class AAA_chart : Indicator {
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private readonly int Period = 10;
#endregion Parameters
private TBars bars;
private JMA_Series ind_a;
private DWMA_Series ind_b;
public override string ShortName => $"AAA ({this.Period})";
public AAA_chart() : base()
{
this.SeparateWindow = false;
this.Name = "AAA - Test indicator";
this.Description = "Test indicator";
this.AddLineSeries("JMA", Color.RoyalBlue, 3, LineStyle.Solid);
this.AddLineSeries("DWMA", Color.OrangeRed, 3, LineStyle.Solid);
this.SeparateWindow = false;
}
protected override void OnInit()
{
this.bars = new();
this.ind_a = new(source: bars.Close, period: this.Period, useNaN: false);
this.ind_b = new(source: bars.OHLC4, 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);
this.SetValue(this.ind_a.v.Last(), 0);
this.SetValue(this.ind_b.v.Last(), 1);
}
}
Quantower/Indicators/JMA_chart.cs
+42 -35
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@@ -1,50 +1,57 @@
using System;
using System.Diagnostics;
using System.Drawing;
using System.Linq;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class JMA_chart : Indicator
{
#region Parameters
public class JMA_chart : Indicator {
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[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;
[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
;
[InputParameter("Slope calc", 2, 2, 10, 1, 1)]
private int SlopePeriod = 3;
#endregion Parameters
private TBars bars ;
#endregion Parameters
///////
private JMA_Series indicator;
///////
private TBars bars;
public JMA_chart()
{
this.SeparateWindow = false;
this.Name = "JMA - Jurik Moving Average";
this.Description = "Jurik Moving Average description";
this.AddLineSeries("JMA", Color.RoyalBlue, 3, LineStyle.Solid);
}
///////
private JMA_Series indicator;
private LINREG_Series slope;
///////
protected override void OnInit()
{
this.bars = new();
public JMA_chart() {
this.SeparateWindow = false;
this.Name = "JMA - Jurik Moving Avg";
this.Description = "Jurik Moving Average description";
this.AddLineSeries("JMA", Color.Blue, 4, 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);
this.slope = new(source: this.indicator, period: this.SlopePeriod);
}
double result = this.indicator.v.Last();
this.SetValue(result);
}
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.LinesSeries[0].SetMarker(offset: 0,color: this.slope > 0 ? Color.FromArgb(0,160,0) : Color.FromArgb(255, 0, 0));
this.SetValue(result, lineIndex: 0);
}
}