Add Choppiness Index (CHOP) implementation and tests

- Implemented ChopIndicator for Quantower with configurable period and cold value display. - Created Chop class for calculating the Choppiness Index with detailed documentation. - Added comprehensive unit tests for Chop functionality, covering various market conditions and edge cases. - Developed markdown documentation for CHOP, detailing its historical context, mathematical foundation, and usage examples. - Established a remediation plan for channel indicators documentation, identifying gaps and prioritizing updates.
2026-08-19 11:08:05 +00:00 · 2026-02-05 19:42:49 -08:00
parent 95838a6435
commit 26280ce80b
73 changed files with 8485 additions and 5254 deletions
@@ -0,0 +1,75 @@
+using System.Drawing;
+using System.Runtime.CompilerServices;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+[SkipLocalsInit]
+public sealed class AlligatorIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Jaw Period", sortIndex: 1, 1, 100, 1, 0)]
+    public int JawPeriod { get; set; } = 13;
+
+    [InputParameter("Jaw Offset", sortIndex: 2, 0, 50, 1, 0)]
+    public int JawOffset { get; set; } = 8;
+
+    [InputParameter("Teeth Period", sortIndex: 3, 1, 100, 1, 0)]
+    public int TeethPeriod { get; set; } = 8;
+
+    [InputParameter("Teeth Offset", sortIndex: 4, 0, 50, 1, 0)]
+    public int TeethOffset { get; set; } = 5;
+
+    [InputParameter("Lips Period", sortIndex: 5, 1, 100, 1, 0)]
+    public int LipsPeriod { get; set; } = 5;
+
+    [InputParameter("Lips Offset", sortIndex: 6, 0, 50, 1, 0)]
+    public int LipsOffset { get; set; } = 3;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Alligator _alligator = null!;
+    private readonly LineSeries _jawSeries;
+    private readonly LineSeries _teethSeries;
+    private readonly LineSeries _lipsSeries;
+
+    public static int MinHistoryDepths => 0;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public override string ShortName => $"Alligator ({JawPeriod},{TeethPeriod},{LipsPeriod})";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/dynamics/alligator/Alligator.Quantower.cs";
+
+    public AlligatorIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = false; // Overlay on price chart
+        Name = "Alligator";
+        Description = "Williams Alligator - Three smoothed moving averages for trend identification";
+
+        _jawSeries = new LineSeries(name: "Jaw", color: Color.Blue, width: 2, style: LineStyle.Solid);
+        _teethSeries = new LineSeries(name: "Teeth", color: Color.Red, width: 1, style: LineStyle.Solid);
+        _lipsSeries = new LineSeries(name: "Lips", color: Color.Green, width: 1, style: LineStyle.Solid);
+
+        AddLineSeries(_jawSeries);
+        AddLineSeries(_teethSeries);
+        AddLineSeries(_lipsSeries);
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnInit()
+    {
+        _alligator = new Alligator(JawPeriod, JawOffset, TeethPeriod, TeethOffset, LipsPeriod, LipsOffset);
+        base.OnInit();
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        _alligator.Update(this.GetInputBar(args), args.IsNewBar());
+
+        // Set values with offsets applied (Quantower handles the offset display)
+        _jawSeries.SetValue(_alligator.Jaw.Value, _alligator.IsHot, ShowColdValues);
+        _teethSeries.SetValue(_alligator.Teeth.Value, _alligator.IsHot, ShowColdValues);
+        _lipsSeries.SetValue(_alligator.Lips.Value, _alligator.IsHot, ShowColdValues);
+    }
+}