refactor structs to records, add new classes for financial calculations, implement EMA and SMA with circular buffer. Generate random financial data using GBM model. Also, test the SMA calculation with sample data.

This commit is contained in:
Miha Kralj
2024-07-28 21:26:44 -07:00
parent ef534393db
commit 3455baaf6c
95 changed files with 8661 additions and 7012 deletions
+259 -245
View File
@@ -4,270 +4,284 @@ using System.Linq;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class MovingAverage_chart : Indicator {
#region Parameters
[InputParameter("MA1: Type:", 0, variants: new object[]
{ "SMA", 0, "EMA", 1, "WMA", 2, "T3", 3, "SMMA", 4, "TRIMA", 5, "DWMA", 6, "FWMA", 7, "DEMA", 8, "TEMA", 9,
"ALMA", 10, "HMA", 11, "HEMA", 12, "MAMA", 13, "KAMA", 14, "ZLEMA", 15, "JMA", 16})]
private int MA1type = 15;
public class MovingAverage_chart : Indicator
{
#region Parameters
[InputParameter("MA1: Type:", 0, variants: new object[]
{ "SMA", 0, "EMA", 1, "WMA", 2, "T3", 3, "SMMA", 4, "TRIMA", 5, "DWMA", 6, "FWMA", 7, "DEMA", 8, "TEMA", 9,
"ALMA", 10, "HMA", 11, "HEMA", 12, "MAMA", 13, "KAMA", 14, "ZLEMA", 15, "JMA", 16})]
private int MA1type = 15;
[InputParameter("MA1: Smoothing period:", 1, 1, 999, 1, 1)]
private int MA1Period = 10;
[InputParameter("MA1: Smoothing period:", 1, 1, 999, 1, 1)]
private int MA1Period = 10;
[InputParameter("MA1: Data source:", 2, 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 MA1DataSource = 3;
[InputParameter("MA1: Data source:", 2, 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 MA1DataSource = 3;
[InputParameter("MA2: Type:", 3, variants: new object[]
{ "SMA", 0, "EMA", 1, "WMA", 2, "T3", 3, "SMMA", 4, "TRIMA", 5, "DWMA", 6, "FWMA", 7, "DEMA", 8, "TEMA", 9,
"ALMA", 10, "HMA", 11, "HEMA", 12, "MAMA", 13, "KAMA", 14, "ZLEMA", 15, "JMA", 16})]
private int MA2type = 16;
[InputParameter("MA2: Type:", 3, variants: new object[]
{ "SMA", 0, "EMA", 1, "WMA", 2, "T3", 3, "SMMA", 4, "TRIMA", 5, "DWMA", 6, "FWMA", 7, "DEMA", 8, "TEMA", 9,
"ALMA", 10, "HMA", 11, "HEMA", 12, "MAMA", 13, "KAMA", 14, "ZLEMA", 15, "JMA", 16})]
private int MA2type = 16;
[InputParameter("MA2: Smoothing period:", 4, 1, 999, 1, 1)]
private int MA2Period = 50;
[InputParameter("MA2: Smoothing period:", 4, 1, 999, 1, 1)]
private int MA2Period = 50;
[InputParameter("MA2: 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 MA2DataSource = 8;
[InputParameter("MA2: 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 MA2DataSource = 8;
[InputParameter("Long trades", 6)]
private bool LongTrades = true;
[InputParameter("Long trades", 6)]
private bool LongTrades = true;
[InputParameter("Short trades", 6)]
private bool ShortTrades = true;
[InputParameter("Short trades", 6)]
private bool ShortTrades = true;
#endregion Parameters
#endregion Parameters
protected HistoricalData History;
private TBars bars;
protected HistoricalData History;
private TBars bars;
///////
private TSeries MA1, MA2;
private CROSS_Series trades;
private COMPARE_Series overunder;
///////
private TSeries MA1, MA2;
private CROSS_Series trades;
private COMPARE_Series overunder;
///////
///////
public MovingAverage_chart() {
this.SeparateWindow = false;
this.Name = "MAs Crossover";
this.AddLineSeries("MA1", Color.LimeGreen, 2, LineStyle.Solid);
this.AddLineSeries("MA2", Color.OrangeRed, 2, LineStyle.Solid);
}
public MovingAverage_chart()
{
this.SeparateWindow = false;
this.Name = "MAs Crossover";
this.AddLineSeries("MA1", Color.LimeGreen, 2, LineStyle.Solid);
this.AddLineSeries("MA2", Color.OrangeRed, 2, LineStyle.Solid);
}
protected override void OnInit() {
this.bars = new();
this.History = this.Symbol.GetHistory(period: this.HistoricalData.Period, fromTime: HistoricalData.FromTime);
for (int i = this.History.Count - 1; i >= 0; i--) {
var rec = this.History[i, SeekOriginHistory.Begin];
bars.Add(rec.TimeLeft, rec[PriceType.Open],
rec[PriceType.High], rec[PriceType.Low],
rec[PriceType.Close], rec[PriceType.Volume]);
}
this.Name = "MAs Cross: [ ";
switch (MA1type) {
case 0:
MA1 = new SMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
this.Name += $"SMA";
break;
case 1:
MA1 = new EMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
this.Name += $"EMA";
break;
case 2:
MA1 = new WMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
this.Name += $"WMA";
break;
case 3:
MA1 = new T3_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
this.Name += $"T3";
break;
case 4:
MA1 = new SMMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
this.Name += $"SMMA";
break;
case 5:
MA1 = new TRIMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
this.Name += $"TRIMA";
break;
case 6:
MA1 = new DWMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
this.Name += $"DWMA";
break;
case 7:
MA1 = new FWMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period);
this.Name += $"FWMA";
break;
case 8:
MA1 = new DEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
this.Name += $"DEMA";
break;
case 9:
MA1 = new TEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
this.Name += $"TEMA";
break;
case 10:
MA1 = new ALMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
this.Name += $"ALMA";
break;
case 11:
MA1 = new HMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
this.Name += $"HMA";
break;
case 12:
MA1 = new HEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
this.Name += $"HEMA";
break;
case 13:
double factor = 1.015 * Math.Exp(-0.043 * (double)this.MA1Period);
MA1 = new MAMA_Series(source: bars.Select(this.MA1DataSource), fastlimit: factor, slowlimit: factor * 0.1, useNaN: false);
this.Name += $"MAMA";
break;
case 14:
MA1 = new KAMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
this.Name += $"KAMA";
break;
case 15:
MA1 = new ZLEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
this.Name += $"ZLEMA";
break;
default:
MA1 = new JMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
this.Name += $"JMA";
break;
}
protected override void OnInit()
{
this.bars = new();
this.History = this.Symbol.GetHistory(period: this.HistoricalData.Period, fromTime: HistoricalData.FromTime);
for (int i = this.History.Count - 1; i >= 0; i--)
{
var rec = this.History[i, SeekOriginHistory.Begin];
bars.Add(rec.TimeLeft, rec[PriceType.Open],
rec[PriceType.High], rec[PriceType.Low],
rec[PriceType.Close], rec[PriceType.Volume]);
}
this.Name = "MAs Cross: [ ";
switch (MA1type)
{
case 0:
MA1 = new SMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
this.Name += $"SMA";
break;
case 1:
MA1 = new EMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
this.Name += $"EMA";
break;
case 2:
MA1 = new WMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
this.Name += $"WMA";
break;
case 3:
MA1 = new T3_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
this.Name += $"T3";
break;
case 4:
MA1 = new SMMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
this.Name += $"SMMA";
break;
case 5:
MA1 = new TRIMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
this.Name += $"TRIMA";
break;
case 6:
MA1 = new DWMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
this.Name += $"DWMA";
break;
case 7:
MA1 = new FWMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period);
this.Name += $"FWMA";
break;
case 8:
MA1 = new DEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
this.Name += $"DEMA";
break;
case 9:
MA1 = new TEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
this.Name += $"TEMA";
break;
case 10:
MA1 = new ALMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
this.Name += $"ALMA";
break;
case 11:
MA1 = new HMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
this.Name += $"HMA";
break;
case 12:
MA1 = new HEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
this.Name += $"HEMA";
break;
case 13:
double factor = 1.015 * Math.Exp(-0.043 * (double)this.MA1Period);
MA1 = new MAMA_Series(source: bars.Select(this.MA1DataSource), fastlimit: factor, slowlimit: factor * 0.1, useNaN: false);
this.Name += $"MAMA";
break;
case 14:
MA1 = new KAMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
this.Name += $"KAMA";
break;
case 15:
MA1 = new ZLEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
this.Name += $"ZLEMA";
break;
default:
MA1 = new JMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
this.Name += $"JMA";
break;
}
this.Name = this.Name + $" ({MA1Period}:{TBars.SelectStr(this.MA1DataSource)}) : ";
this.Name = this.Name + $" ({MA1Period}:{TBars.SelectStr(this.MA1DataSource)}) : ";
switch (MA2type) {
case 0:
MA2 = new SMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
this.Name += $"SMA";
break;
case 1:
MA2 = new EMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
this.Name += $"EMA";
break;
case 2:
MA2 = new WMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
this.Name += $"WMA";
break;
case 3:
MA2 = new T3_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
this.Name += $"T3";
break;
case 4:
MA2 = new SMMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
this.Name += $"SMMA";
break;
case 5:
MA2 = new TRIMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
this.Name += $"TRIMA";
break;
case 6:
MA2 = new DWMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
this.Name += $"DWMA";
break;
case 7:
MA2 = new FWMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period);
this.Name += $"FWMA";
break;
case 8:
MA2 = new DEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
this.Name += $"DEMA";
break;
case 9:
MA2 = new TEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
this.Name += $"TEMA";
break;
case 10:
MA2 = new ALMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
this.Name += $"ALMA";
break;
case 11:
MA2 = new HMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
this.Name += $"HMA";
break;
case 12:
MA2 = new HEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
this.Name += $"HEMA";
break;
case 13:
double factor = 1.015 * Math.Exp(-0.043 * (double)this.MA2Period);
MA2 = new MAMA_Series(source: bars.Select(this.MA2DataSource), fastlimit: factor, slowlimit: factor * 0.1, useNaN: false);
this.Name += $"MAMA";
break;
case 14:
MA2 = new KAMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
this.Name += $"KAMA";
break;
case 15:
MA2 = new ZLEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
this.Name += $"ZLEMA";
break;
default:
MA2 = new JMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
this.Name += $"JMA";
break;
}
this.Name += $"({MA2Period}:{TBars.SelectStr(this.MA2DataSource)}) ]";
switch (MA2type)
{
case 0:
MA2 = new SMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
this.Name += $"SMA";
break;
case 1:
MA2 = new EMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
this.Name += $"EMA";
break;
case 2:
MA2 = new WMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
this.Name += $"WMA";
break;
case 3:
MA2 = new T3_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
this.Name += $"T3";
break;
case 4:
MA2 = new SMMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
this.Name += $"SMMA";
break;
case 5:
MA2 = new TRIMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
this.Name += $"TRIMA";
break;
case 6:
MA2 = new DWMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
this.Name += $"DWMA";
break;
case 7:
MA2 = new FWMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period);
this.Name += $"FWMA";
break;
case 8:
MA2 = new DEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
this.Name += $"DEMA";
break;
case 9:
MA2 = new TEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
this.Name += $"TEMA";
break;
case 10:
MA2 = new ALMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
this.Name += $"ALMA";
break;
case 11:
MA2 = new HMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
this.Name += $"HMA";
break;
case 12:
MA2 = new HEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
this.Name += $"HEMA";
break;
case 13:
double factor = 1.015 * Math.Exp(-0.043 * (double)this.MA2Period);
MA2 = new MAMA_Series(source: bars.Select(this.MA2DataSource), fastlimit: factor, slowlimit: factor * 0.1, useNaN: false);
this.Name += $"MAMA";
break;
case 14:
MA2 = new KAMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
this.Name += $"KAMA";
break;
case 15:
MA2 = new ZLEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
this.Name += $"ZLEMA";
break;
default:
MA2 = new JMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
this.Name += $"JMA";
break;
}
this.Name += $"({MA2Period}:{TBars.SelectStr(this.MA2DataSource)}) ]";
int maxKeep = Math.Max(Math.Max(this.MA1Period, this.MA2Period), 100);
MA1.Keep = maxKeep;
MA2.Keep = maxKeep;
trades.Keep = maxKeep;
overunder.Keep = maxKeep;
int maxKeep = Math.Max(Math.Max(this.MA1Period, this.MA2Period), 100);
MA1.Keep = maxKeep;
MA2.Keep = maxKeep;
trades.Keep = maxKeep;
overunder.Keep = maxKeep;
overunder = new(MA1, MA2);
trades = new(MA1, MA2);
}
overunder = new(MA1, MA2);
trades = new(MA1, MA2);
}
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.MA1[^1].v, lineIndex: 0);
this.SetValue(this.MA2[^1].v, lineIndex: 1);
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.MA1[^1].v, lineIndex: 0);
this.SetValue(this.MA2[^1].v, lineIndex: 1);
if (trades[^1].v == 1) {
this.EndCloud(0, 1, Color.Empty);
if (LongTrades) {
this.LinesSeries[0].SetMarker(0, new IndicatorLineMarker(Color.LimeGreen, bottomIcon: IndicatorLineMarkerIconType.UpArrow));
this.BeginCloud(0, 1, Color.FromArgb(127, Color.Green));
}
if (ShortTrades) {
this.LinesSeries[1].SetMarker(0, new IndicatorLineMarker(Color.OrangeRed, upperIcon: IndicatorLineMarkerIconType.DownArrow));
}
}
if (trades[^1].v == -1) {
this.EndCloud(0, 1, Color.Empty);
if (ShortTrades) {
this.LinesSeries[1].SetMarker(0, new IndicatorLineMarker(Color.OrangeRed, upperIcon: IndicatorLineMarkerIconType.UpArrow));
this.BeginCloud(0, 1, Color.FromArgb(127, Color.Red));
}
if (LongTrades) {
this.LinesSeries[0].SetMarker(0, new IndicatorLineMarker(Color.LimeGreen, bottomIcon: IndicatorLineMarkerIconType.DownArrow));
}
}
}
public override void OnPaintChart(PaintChartEventArgs args) {
base.OnPaintChart(args);
if (this.CurrentChart == null) {return;}
Graphics graphics = args.Graphics;
var mainWindow = this.CurrentChart.MainWindow;
int leftIndex = (int)mainWindow.CoordinatesConverter.GetBarIndex(mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Left));
int rightIndex = (int)Math.Ceiling(mainWindow.CoordinatesConverter.GetBarIndex(mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Right)));
int historycount = HistoricalData.Count;
int ymax = mainWindow.ClientRectangle.Height;
int xmax = mainWindow.ClientRectangle.Width;
if (trades[^1].v == 1)
{
this.EndCloud(0, 1, Color.Empty);
if (LongTrades)
{
this.LinesSeries[0].SetMarker(0, new IndicatorLineMarker(Color.LimeGreen, bottomIcon: IndicatorLineMarkerIconType.UpArrow));
this.BeginCloud(0, 1, Color.FromArgb(127, Color.Green));
}
if (ShortTrades)
{
this.LinesSeries[1].SetMarker(0, new IndicatorLineMarker(Color.OrangeRed, upperIcon: IndicatorLineMarkerIconType.DownArrow));
}
}
if (trades[^1].v == -1)
{
this.EndCloud(0, 1, Color.Empty);
if (ShortTrades)
{
this.LinesSeries[1].SetMarker(0, new IndicatorLineMarker(Color.OrangeRed, upperIcon: IndicatorLineMarkerIconType.UpArrow));
this.BeginCloud(0, 1, Color.FromArgb(127, Color.Red));
}
if (LongTrades)
{
this.LinesSeries[0].SetMarker(0, new IndicatorLineMarker(Color.LimeGreen, bottomIcon: IndicatorLineMarkerIconType.DownArrow));
}
}
}
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
if (this.CurrentChart == null) { return; }
Graphics graphics = args.Graphics;
var mainWindow = this.CurrentChart.MainWindow;
int leftIndex = (int)mainWindow.CoordinatesConverter.GetBarIndex(mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Left));
int rightIndex = (int)Math.Ceiling(mainWindow.CoordinatesConverter.GetBarIndex(mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Right)));
int historycount = HistoricalData.Count;
int ymax = mainWindow.ClientRectangle.Height;
int xmax = mainWindow.ClientRectangle.Width;
/*
/*
for (int i = leftIndex; i <= rightIndex; i++) {
int xi = (int)Math.Round(mainWindow.CoordinatesConverter.GetChartX(Time(Count - 1 - i)));
int width = this.CurrentChart.BarsWidth;
@@ -280,5 +294,5 @@ public class MovingAverage_chart : Indicator {
graphics.FillRectangle(bb, xi, ymax - height, width, height);
}
*/
}
}
}