mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-27 17:27:43 +00:00
moar Chart indicators
This commit is contained in:
@@ -2,7 +2,7 @@
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<PropertyGroup>
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<TargetFramework>net8.0</TargetFramework>
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<LangVersion>preview</LangVersion>
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<NoWarn>$(NoWarn);NU1903;NU5104</NoWarn>
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<NoWarn>$(NoWarn);NU1903;NU5104;NETSDK1057</NoWarn>
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<ImplicitUsings>enable</ImplicitUsings>
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<Nullable>enable</Nullable>
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<Deterministic>true</Deterministic>
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@@ -41,7 +41,7 @@
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<InvariantGlobalization>true</InvariantGlobalization>
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<MetadataUpdaterSupport>false</MetadataUpdaterSupport>
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<UseSystemResourceKeys>true</UseSystemResourceKeys>
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</PropertyGroup>
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<PropertyGroup>
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@@ -21,6 +21,7 @@ public class EventingTests
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("Ema", new object[] { DefaultPeriod, true }, new object[] { new TSeries(), DefaultPeriod, true }),
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("Epma", new object[] { DefaultPeriod }, new object[] { new TSeries(), DefaultPeriod }),
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("Pwma", new object[] { DefaultPeriod }, new object[] { new TSeries(), DefaultPeriod }),
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("Fisher", new object[] { DefaultPeriod }, new object[] { new TSeries(), DefaultPeriod }),
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("Frama", new object[] { DefaultPeriod }, new object[] { new TSeries(), DefaultPeriod }),
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("Fwma", new object[] { DefaultPeriod }, new object[] { new TSeries(), DefaultPeriod }),
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("Gma", new object[] { DefaultPeriod }, new object[] { new TSeries(), DefaultPeriod }),
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@@ -152,5 +152,13 @@ namespace QuanTAlib
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[Fact] public void Dmx() => TestIndicator<momentum::QuanTAlib.DmxIndicator>("dmx");
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[Fact] public void Dpo() => TestIndicator<momentum::QuanTAlib.DpoIndicator>("dpo");
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[Fact] public void Macd() => TestIndicator<momentum::QuanTAlib.MacdIndicator>("macd");
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[Fact] public void Mom() => TestIndicator<momentum::QuanTAlib.MomIndicator>("Series");
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[Fact] public void Pmo() => TestIndicator<momentum::QuanTAlib.PmoIndicator>("Series");
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[Fact] public void Po() => TestIndicator<momentum::QuanTAlib.PoIndicator>("Series");
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[Fact] public void Ppo() => TestIndicator<momentum::QuanTAlib.PpoIndicator>("Series");
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[Fact] public void Roc() => TestIndicator<momentum::QuanTAlib.RocIndicator>("Series");
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[Fact] public void Trix() => TestIndicator<momentum::QuanTAlib.TrixIndicator>("Series");
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[Fact] public void Vel() => TestIndicator<momentum::QuanTAlib.VelIndicator>("Series");
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[Fact] public void Vortex() => TestIndicatorMultipleFields<momentum::QuanTAlib.VortexIndicator>(new[] { "PlusLine", "MinusLine" });
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}
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}
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@@ -2,6 +2,7 @@
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✔️ AFIRMA - Adaptive FIR Moving Average
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✔️ ALMA - Arnaud Legoux Moving Average
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✔️ CONVOLUTION - 1D Convolution with sliding kernel
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✔️ DEMA - Double Exponential Moving Average
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✔️ DSMA - Dynamic Simple Moving Average
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✔️ DWMA - Dynamic Weighted Moving Average
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@@ -17,7 +18,7 @@
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✔️ KAMA - Kaufman Adaptive Moving Average
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✔️ LTMA - Linear Time Moving Average
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✔️ MAAF - Moving Average Adaptive Filter
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✔️ *MAMA - MESA Adaptive Moving Average (MAMA, FAMA)
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✔️ MAMA - MESA Adaptive Moving Average (MAMA, FAMA)
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✔️ MGDI - McGinley Dynamic Indicator
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✔️ MMA - Modified Moving Average
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✔️ PWMA - Parabolic Weighted Moving Average
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@@ -31,7 +31,6 @@ public sealed class Fisher : AbstractBase
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private readonly int _period;
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private readonly double[] _prices;
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private double _prevFisher;
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private double _prevValue;
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/// <param name="source">The data source object that publishes updates.</param>
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/// <param name="period">The calculation period (default: 10)</param>
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@@ -76,7 +76,5 @@ public class AfirmaIndicator : Indicator, IWatchlistIndicator
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{
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base.OnPaintChart(args);
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this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
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this.DrawText(args, Description);
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}
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}
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@@ -70,6 +70,5 @@ public class AlmaIndicator : Indicator, IWatchlistIndicator
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{
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base.OnPaintChart(args);
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this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
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this.DrawText(args, Description);
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}
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}
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@@ -64,6 +64,5 @@ public class DemaIndicator : Indicator, IWatchlistIndicator
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{
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base.OnPaintChart(args);
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this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
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this.DrawText(args, Description);
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}
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}
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@@ -68,6 +68,5 @@ public class DsmaIndicator : Indicator, IWatchlistIndicator
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{
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base.OnPaintChart(args);
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this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
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this.DrawText(args, Description);
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}
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}
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@@ -64,6 +64,5 @@ public class DwmaIndicator : Indicator, IWatchlistIndicator
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{
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base.OnPaintChart(args);
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this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
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this.DrawText(args, Description);
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}
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}
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@@ -66,6 +66,5 @@ public class EmaIndicator : Indicator, IWatchlistIndicator
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{
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base.OnPaintChart(args);
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this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
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this.DrawText(args, Description);
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}
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}
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@@ -64,6 +64,5 @@ public class EpmaIndicator : Indicator, IWatchlistIndicator
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{
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base.OnPaintChart(args);
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this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
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this.DrawText(args, Description);
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}
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}
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@@ -64,6 +64,5 @@ public class FramaIndicator : Indicator, IWatchlistIndicator
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{
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base.OnPaintChart(args);
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this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
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this.DrawText(args, Description);
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}
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}
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@@ -64,6 +64,5 @@ public class FwmaIndicator : Indicator, IWatchlistIndicator
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{
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base.OnPaintChart(args);
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this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
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this.DrawText(args, Description);
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}
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}
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@@ -64,6 +64,5 @@ public class GmaIndicator : Indicator, IWatchlistIndicator
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{
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base.OnPaintChart(args);
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this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
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this.DrawText(args, Description);
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}
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}
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@@ -64,6 +64,5 @@ public class HmaIndicator : Indicator, IWatchlistIndicator
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{
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base.OnPaintChart(args);
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this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
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this.DrawText(args, Description);
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}
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}
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@@ -61,6 +61,5 @@ public class HtitIndicator : Indicator, IWatchlistIndicator
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{
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base.OnPaintChart(args);
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this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
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this.DrawText(args, Description);
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}
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}
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@@ -55,7 +55,7 @@ public class HwmaIndicator : Indicator, IWatchlistIndicator
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protected override void OnInit()
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{
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if (NA == 0 && NB == 0 && NC == 0)
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if ((NA, NB, NC) == (0, 0, 0))
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{
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ma = new Hwma(Periods);
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}
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@@ -80,6 +80,5 @@ public class HwmaIndicator : Indicator, IWatchlistIndicator
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{
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base.OnPaintChart(args);
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this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
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this.DrawText(args, Description);
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}
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}
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@@ -70,6 +70,5 @@ public class JmaIndicator : Indicator, IWatchlistIndicator
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{
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base.OnPaintChart(args);
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this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
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this.DrawText(args, Description);
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}
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}
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@@ -70,6 +70,5 @@ public class KamaIndicator : Indicator, IWatchlistIndicator
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{
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base.OnPaintChart(args);
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this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
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this.DrawText(args, Description);
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}
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}
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@@ -64,6 +64,5 @@ public class LtmaIndicator : Indicator, IWatchlistIndicator
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{
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base.OnPaintChart(args);
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this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
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this.DrawText(args, Description);
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}
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}
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@@ -67,6 +67,5 @@ public class MaafIndicator : Indicator, IWatchlistIndicator
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{
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base.OnPaintChart(args);
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this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
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this.DrawText(args, Description);
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}
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}
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@@ -73,6 +73,5 @@ public class MamaIndicator : Indicator, IWatchlistIndicator
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base.OnPaintChart(args);
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this.PaintSmoothCurve(args, MamaSeries!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
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this.PaintSmoothCurve(args, FamaSeries!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
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this.DrawText(args, Description);
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}
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}
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@@ -67,6 +67,5 @@ public class MgdiIndicator : Indicator, IWatchlistIndicator
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{
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base.OnPaintChart(args);
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this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
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this.DrawText(args, Description);
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}
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}
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@@ -64,6 +64,5 @@ public class MmaIndicator : Indicator, IWatchlistIndicator
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{
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base.OnPaintChart(args);
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this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
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this.DrawText(args, Description);
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}
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}
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@@ -64,6 +64,5 @@ public class PwmaIndicator : Indicator, IWatchlistIndicator
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{
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base.OnPaintChart(args);
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this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
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this.DrawText(args, Description);
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}
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}
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@@ -67,6 +67,5 @@ public class RemaIndicator : Indicator, IWatchlistIndicator
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{
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base.OnPaintChart(args);
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this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
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this.DrawText(args, Description);
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}
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}
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@@ -64,6 +64,5 @@ public class RmaIndicator : Indicator, IWatchlistIndicator
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{
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base.OnPaintChart(args);
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this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
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this.DrawText(args, Description);
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}
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}
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@@ -64,6 +64,5 @@ public class SinemaIndicator : Indicator, IWatchlistIndicator
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{
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base.OnPaintChart(args);
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this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
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this.DrawText(args, Description);
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}
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}
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@@ -5,7 +5,7 @@ namespace QuanTAlib;
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public class SmaIndicator : Indicator, IWatchlistIndicator
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{
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[InputParameter("Periods", sortIndex: 1, 1, 1000, 1, 0)]
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[InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
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public int Period { get; set; } = 14;
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[InputParameter("Data source", sortIndex: 2, variants: [
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@@ -67,6 +67,5 @@ public class SmaIndicator : Indicator, IWatchlistIndicator
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{
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base.OnPaintChart(args);
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this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
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this.DrawText(args, error!.Value.ToString());
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}
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}
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@@ -64,6 +64,5 @@ public class SmmaIndicator : Indicator, IWatchlistIndicator
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{
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base.OnPaintChart(args);
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this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
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this.DrawText(args, Description);
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}
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}
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@@ -70,6 +70,5 @@ public class T3Indicator : Indicator, IWatchlistIndicator
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{
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base.OnPaintChart(args);
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this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
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this.DrawText(args, Description);
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}
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}
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@@ -64,6 +64,5 @@ public class TemaIndicator : Indicator, IWatchlistIndicator
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{
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base.OnPaintChart(args);
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this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
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this.DrawText(args, Description);
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}
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}
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@@ -64,6 +64,5 @@ public class TrimaIndicator : Indicator, IWatchlistIndicator
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{
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base.OnPaintChart(args);
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this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
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this.DrawText(args, Description);
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}
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}
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@@ -70,6 +70,5 @@ public class VidyaIndicator : Indicator, IWatchlistIndicator
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{
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base.OnPaintChart(args);
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this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
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this.DrawText(args, Description);
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}
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}
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@@ -64,6 +64,5 @@ public class WmaIndicator : Indicator, IWatchlistIndicator
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{
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base.OnPaintChart(args);
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this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
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this.DrawText(args, Description);
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}
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}
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@@ -67,6 +67,5 @@ public class ZlemaIndicator : Indicator, IWatchlistIndicator
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{
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base.OnPaintChart(args);
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this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
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this.DrawText(args, err!.Value.ToString());
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}
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||||
}
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||||
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@@ -0,0 +1,97 @@
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using System.Drawing;
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using System.Linq;
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using TradingPlatform.BusinessLayer;
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||||
namespace QuanTAlib;
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public class ConvolutionIndicator : Indicator, IWatchlistIndicator
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{
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[InputParameter("Kernel (comma/space/semicolon separated numbers)", sortIndex: 1)]
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public string KernelString { get; set; } = "0.25, 0.5, 0.25, -0.5";
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[InputParameter("Data source", sortIndex: 2, variants: [
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"Open", SourceType.Open,
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"High", SourceType.High,
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"Low", SourceType.Low,
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"Close", SourceType.Close,
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"HL/2 (Median)", SourceType.HL2,
|
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"OC/2 (Midpoint)", SourceType.OC2,
|
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"OHL/3 (Mean)", SourceType.OHL3,
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"HLC/3 (Typical)", SourceType.HLC3,
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"OHLC/4 (Average)", SourceType.OHLC4,
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"HLCC/4 (Weighted)", SourceType.HLCC4
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])]
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public SourceType Source { get; set; } = SourceType.Close;
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||||
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||||
[InputParameter("Show cold values", sortIndex: 21)]
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||||
public bool ShowColdValues { get; set; } = true;
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||||
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||||
private Convolution? conv;
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private Mape? error;
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||||
protected LineSeries? Series;
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||||
protected string? SourceName;
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||||
private double[]? kernel;
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public int MinHistoryDepths => kernel?.Length ?? 3;
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||||
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
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||||
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||||
public ConvolutionIndicator()
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||||
{
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||||
OnBackGround = true;
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||||
SeparateWindow = false;
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||||
SourceName = Source.ToString();
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||||
Name = "CONV - Convolution Filter";
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||||
Description = "Convolution Filter with custom kernel";
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kernel = ParseKernel(KernelString);
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Series = new(name: $"CONV {string.Join(",", kernel.Select(x => x.ToString("F2")))}",
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||||
color: IndicatorExtensions.Averages,
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||||
width: 2,
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||||
style: LineStyle.Solid);
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||||
AddLineSeries(Series);
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||||
}
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||||
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||||
private static double[] ParseKernel(string kernelStr)
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||||
{
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||||
// Split on common delimiters: comma, semicolon, space, tab, pipe
|
||||
var numbers = kernelStr.Split(new[] { ',', ';', ' ', '\t', '|' },
|
||||
StringSplitOptions.RemoveEmptyEntries |
|
||||
StringSplitOptions.TrimEntries);
|
||||
|
||||
var kernel = new double[numbers.Length];
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||||
for (int i = 0; i < numbers.Length; i++)
|
||||
{
|
||||
if (!double.TryParse(numbers[i], out kernel[i]))
|
||||
{
|
||||
// Default to simple 3-point moving average if parsing fails
|
||||
return new double[] { 0.25, 0.5, 0.25, -0.5 };
|
||||
}
|
||||
}
|
||||
return kernel;
|
||||
}
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
kernel = ParseKernel(KernelString);
|
||||
conv = new Convolution(kernel);
|
||||
error = new(kernel.Length);
|
||||
SourceName = Source.ToString();
|
||||
base.OnInit();
|
||||
}
|
||||
|
||||
protected override void OnUpdate(UpdateArgs args)
|
||||
{
|
||||
TValue input = this.GetInputValue(args, Source);
|
||||
TValue result = conv!.Calc(input);
|
||||
error!.Calc(input, result);
|
||||
|
||||
Series!.SetMarker(0, Color.Transparent);
|
||||
Series!.SetValue(result.Value);
|
||||
}
|
||||
|
||||
public override string ShortName => $"CONV {KernelString}:{SourceName}";
|
||||
|
||||
public override void OnPaintChart(PaintChartEventArgs args)
|
||||
{
|
||||
base.OnPaintChart(args);
|
||||
this.PaintSmoothCurve(args, Series!, kernel!.Length, showColdValues: ShowColdValues, tension: 0.2);
|
||||
}
|
||||
}
|
||||
@@ -73,6 +73,5 @@ public class QemaIndicator : Indicator, IWatchlistIndicator
|
||||
{
|
||||
base.OnPaintChart(args);
|
||||
this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
|
||||
this.DrawText(args, Description);
|
||||
}
|
||||
}
|
||||
@@ -59,7 +59,5 @@ public class TestIndicator : Indicator, IWatchlistIndicator
|
||||
{
|
||||
base.OnPaintChart(args);
|
||||
this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, ShowColdValues, tension: 0.2);
|
||||
this.DrawText(args, Description);
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
@@ -22,6 +22,8 @@ public static class IndicatorExtensions
|
||||
public static readonly Color Statistics = Color.FromArgb(128, 128, 255); // #8080FF - Blue
|
||||
public static readonly Color Oscillators = Color.FromArgb(255, 128, 255); // #FF80FF - Magenta
|
||||
public static readonly Color Momentum = Color.FromArgb(128, 255, 255); // #80FFFF - Cyan
|
||||
public static readonly Color Experiments = Color.FromArgb(255, 165, 0); // #FFA500 - Orange
|
||||
|
||||
public static TValue GetInputValue(this Indicator indicator, UpdateArgs args, SourceType source)
|
||||
{
|
||||
var historicalData = indicator.HistoricalData;
|
||||
|
||||
@@ -0,0 +1,67 @@
|
||||
using System.Drawing;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
|
||||
namespace QuanTAlib;
|
||||
|
||||
public class MomIndicator : Indicator
|
||||
{
|
||||
[InputParameter("Period", sortIndex: 1, minimum: 1, maximum: 2000, increment: 1)]
|
||||
public int Period { get; set; } = 10;
|
||||
|
||||
[InputParameter("Data source", sortIndex: 2, variants: [
|
||||
"Open", SourceType.Open,
|
||||
"High", SourceType.High,
|
||||
"Low", SourceType.Low,
|
||||
"Close", SourceType.Close,
|
||||
"HL/2 (Median)", SourceType.HL2,
|
||||
"OC/2 (Midpoint)", SourceType.OC2,
|
||||
"OHL/3 (Mean)", SourceType.OHL3,
|
||||
"HLC/3 (Typical)", SourceType.HLC3,
|
||||
"OHLC/4 (Average)", SourceType.OHLC4,
|
||||
"HLCC/4 (Weighted)", SourceType.HLCC4
|
||||
])]
|
||||
public SourceType Source { get; set; } = SourceType.Close;
|
||||
|
||||
[InputParameter("Show cold values", sortIndex: 21)]
|
||||
public bool ShowColdValues { get; set; } = true;
|
||||
|
||||
private Mom? mom;
|
||||
protected LineSeries? Series;
|
||||
protected string? SourceName;
|
||||
|
||||
public override string ShortName => $"MOM({Period})";
|
||||
|
||||
public MomIndicator()
|
||||
{
|
||||
OnBackGround = true;
|
||||
SeparateWindow = true;
|
||||
SourceName = Source.ToString();
|
||||
Name = "MOM - Momentum";
|
||||
Description = "A basic momentum indicator that measures the change in price over a specified period";
|
||||
|
||||
Series = new(name: $"MOM({Period})", color: IndicatorExtensions.Momentum, width: 2, style: LineStyle.Solid);
|
||||
AddLineSeries(Series);
|
||||
}
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
mom = new Mom(period: Period);
|
||||
SourceName = Source.ToString();
|
||||
base.OnInit();
|
||||
}
|
||||
|
||||
protected override void OnUpdate(UpdateArgs args)
|
||||
{
|
||||
TValue input = this.GetInputValue(args, Source);
|
||||
TValue result = mom!.Calc(input);
|
||||
|
||||
Series!.SetValue(result.Value);
|
||||
Series!.SetMarker(0, Color.Transparent);
|
||||
}
|
||||
|
||||
public override void OnPaintChart(PaintChartEventArgs args)
|
||||
{
|
||||
base.OnPaintChart(args);
|
||||
this.PaintSmoothCurve(args, Series!, mom!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,70 @@
|
||||
using System.Drawing;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
|
||||
namespace QuanTAlib;
|
||||
|
||||
public class PmoIndicator : Indicator
|
||||
{
|
||||
[InputParameter("First Period", sortIndex: 1, minimum: 1, maximum: 2000, increment: 1)]
|
||||
public int Period1 { get; set; } = 35;
|
||||
|
||||
[InputParameter("Second Period", sortIndex: 2, minimum: 1, maximum: 2000, increment: 1)]
|
||||
public int Period2 { get; set; } = 20;
|
||||
|
||||
[InputParameter("Data source", sortIndex: 3, variants: [
|
||||
"Open", SourceType.Open,
|
||||
"High", SourceType.High,
|
||||
"Low", SourceType.Low,
|
||||
"Close", SourceType.Close,
|
||||
"HL/2 (Median)", SourceType.HL2,
|
||||
"OC/2 (Midpoint)", SourceType.OC2,
|
||||
"OHL/3 (Mean)", SourceType.OHL3,
|
||||
"HLC/3 (Typical)", SourceType.HLC3,
|
||||
"OHLC/4 (Average)", SourceType.OHLC4,
|
||||
"HLCC/4 (Weighted)", SourceType.HLCC4
|
||||
])]
|
||||
public SourceType Source { get; set; } = SourceType.Close;
|
||||
|
||||
[InputParameter("Show cold values", sortIndex: 21)]
|
||||
public bool ShowColdValues { get; set; } = true;
|
||||
|
||||
private Pmo? pmo;
|
||||
protected LineSeries? Series;
|
||||
protected string? SourceName;
|
||||
|
||||
public override string ShortName => $"PMO({Period1},{Period2})";
|
||||
|
||||
public PmoIndicator()
|
||||
{
|
||||
OnBackGround = true;
|
||||
SeparateWindow = true;
|
||||
SourceName = Source.ToString();
|
||||
Name = "PMO - Price Momentum Oscillator";
|
||||
Description = "A momentum indicator that uses exponential moving averages of ROC to identify overbought and oversold conditions";
|
||||
|
||||
Series = new(name: $"PMO({Period1},{Period2})", color: IndicatorExtensions.Momentum, width: 2, style: LineStyle.Solid);
|
||||
AddLineSeries(Series);
|
||||
}
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
pmo = new Pmo(period1: Period1, period2: Period2);
|
||||
SourceName = Source.ToString();
|
||||
base.OnInit();
|
||||
}
|
||||
|
||||
protected override void OnUpdate(UpdateArgs args)
|
||||
{
|
||||
TValue input = this.GetInputValue(args, Source);
|
||||
TValue result = pmo!.Calc(input);
|
||||
|
||||
Series!.SetValue(result.Value);
|
||||
Series!.SetMarker(0, Color.Transparent);
|
||||
}
|
||||
|
||||
public override void OnPaintChart(PaintChartEventArgs args)
|
||||
{
|
||||
base.OnPaintChart(args);
|
||||
this.PaintSmoothCurve(args, Series!, pmo!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,75 @@
|
||||
using System.Drawing;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
|
||||
namespace QuanTAlib;
|
||||
|
||||
public class PoIndicator : Indicator
|
||||
{
|
||||
[InputParameter("Fast Period", sortIndex: 1, minimum: 1, maximum: 2000, increment: 1)]
|
||||
public int FastPeriod { get; set; } = 10;
|
||||
|
||||
[InputParameter("Slow Period", sortIndex: 2, minimum: 1, maximum: 2000, increment: 1)]
|
||||
public int SlowPeriod { get; set; } = 21;
|
||||
|
||||
[InputParameter("Data source", sortIndex: 3, variants: [
|
||||
"Open", SourceType.Open,
|
||||
"High", SourceType.High,
|
||||
"Low", SourceType.Low,
|
||||
"Close", SourceType.Close,
|
||||
"HL/2 (Median)", SourceType.HL2,
|
||||
"OC/2 (Midpoint)", SourceType.OC2,
|
||||
"OHL/3 (Mean)", SourceType.OHL3,
|
||||
"HLC/3 (Typical)", SourceType.HLC3,
|
||||
"OHLC/4 (Average)", SourceType.OHLC4,
|
||||
"HLCC/4 (Weighted)", SourceType.HLCC4
|
||||
])]
|
||||
public SourceType Source { get; set; } = SourceType.Close;
|
||||
|
||||
[InputParameter("Show cold values", sortIndex: 21)]
|
||||
public bool ShowColdValues { get; set; } = true;
|
||||
|
||||
private Po? po;
|
||||
protected LineSeries? Series;
|
||||
protected string? SourceName;
|
||||
|
||||
public override string ShortName => $"PO({FastPeriod},{SlowPeriod})";
|
||||
|
||||
public PoIndicator()
|
||||
{
|
||||
OnBackGround = true;
|
||||
SeparateWindow = true;
|
||||
SourceName = Source.ToString();
|
||||
Name = "PO - Price Oscillator";
|
||||
Description = "A momentum indicator that measures the difference between two moving averages to identify price momentum";
|
||||
|
||||
Series = new(name: $"PO({FastPeriod},{SlowPeriod})", color: IndicatorExtensions.Momentum, width: 2, style: LineStyle.Solid);
|
||||
AddLineSeries(Series);
|
||||
}
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
if (FastPeriod >= SlowPeriod)
|
||||
{
|
||||
FastPeriod = 10;
|
||||
SlowPeriod = 21;
|
||||
}
|
||||
po = new Po(fastPeriod: FastPeriod, slowPeriod: SlowPeriod);
|
||||
SourceName = Source.ToString();
|
||||
base.OnInit();
|
||||
}
|
||||
|
||||
protected override void OnUpdate(UpdateArgs args)
|
||||
{
|
||||
TValue input = this.GetInputValue(args, Source);
|
||||
TValue result = po!.Calc(input);
|
||||
|
||||
Series!.SetValue(result.Value);
|
||||
Series!.SetMarker(0, Color.Transparent);
|
||||
}
|
||||
|
||||
public override void OnPaintChart(PaintChartEventArgs args)
|
||||
{
|
||||
base.OnPaintChart(args);
|
||||
this.PaintSmoothCurve(args, Series!, po!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,75 @@
|
||||
using System.Drawing;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
|
||||
namespace QuanTAlib;
|
||||
|
||||
public class PpoIndicator : Indicator
|
||||
{
|
||||
[InputParameter("Fast Period", sortIndex: 1, minimum: 1, maximum: 2000, increment: 1)]
|
||||
public int FastPeriod { get; set; } = 12;
|
||||
|
||||
[InputParameter("Slow Period", sortIndex: 2, minimum: 1, maximum: 2000, increment: 1)]
|
||||
public int SlowPeriod { get; set; } = 26;
|
||||
|
||||
[InputParameter("Data source", sortIndex: 3, variants: [
|
||||
"Open", SourceType.Open,
|
||||
"High", SourceType.High,
|
||||
"Low", SourceType.Low,
|
||||
"Close", SourceType.Close,
|
||||
"HL/2 (Median)", SourceType.HL2,
|
||||
"OC/2 (Midpoint)", SourceType.OC2,
|
||||
"OHL/3 (Mean)", SourceType.OHL3,
|
||||
"HLC/3 (Typical)", SourceType.HLC3,
|
||||
"OHLC/4 (Average)", SourceType.OHLC4,
|
||||
"HLCC/4 (Weighted)", SourceType.HLCC4
|
||||
])]
|
||||
public SourceType Source { get; set; } = SourceType.Close;
|
||||
|
||||
[InputParameter("Show cold values", sortIndex: 21)]
|
||||
public bool ShowColdValues { get; set; } = true;
|
||||
|
||||
private Ppo? ppo;
|
||||
protected LineSeries? Series;
|
||||
protected string? SourceName;
|
||||
|
||||
public override string ShortName => $"PPO({FastPeriod},{SlowPeriod})";
|
||||
|
||||
public PpoIndicator()
|
||||
{
|
||||
OnBackGround = true;
|
||||
SeparateWindow = true;
|
||||
SourceName = Source.ToString();
|
||||
Name = "PPO - Percentage Price Oscillator";
|
||||
Description = "A momentum indicator that shows the percentage difference between two moving averages";
|
||||
|
||||
Series = new(name: $"PPO({FastPeriod},{SlowPeriod})", color: IndicatorExtensions.Momentum, width: 2, style: LineStyle.Solid);
|
||||
AddLineSeries(Series);
|
||||
}
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
if (FastPeriod >= SlowPeriod)
|
||||
{
|
||||
FastPeriod = 12;
|
||||
SlowPeriod = 26;
|
||||
}
|
||||
ppo = new Ppo(fastPeriod: FastPeriod, slowPeriod: SlowPeriod);
|
||||
SourceName = Source.ToString();
|
||||
base.OnInit();
|
||||
}
|
||||
|
||||
protected override void OnUpdate(UpdateArgs args)
|
||||
{
|
||||
TValue input = this.GetInputValue(args, Source);
|
||||
TValue result = ppo!.Calc(input);
|
||||
|
||||
Series!.SetValue(result.Value);
|
||||
Series!.SetMarker(0, Color.Transparent);
|
||||
}
|
||||
|
||||
public override void OnPaintChart(PaintChartEventArgs args)
|
||||
{
|
||||
base.OnPaintChart(args);
|
||||
this.PaintSmoothCurve(args, Series!, ppo!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,76 @@
|
||||
using System.Drawing;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
|
||||
namespace QuanTAlib;
|
||||
|
||||
public class RocIndicator : Indicator, IWatchlistIndicator
|
||||
{
|
||||
[InputParameter("Period", sortIndex: 1, minimum: 1, maximum: 2000, increment: 1)]
|
||||
public int Period { get; set; } = 12;
|
||||
|
||||
[InputParameter("Data source", sortIndex: 2, variants: [
|
||||
"Open", SourceType.Open,
|
||||
"High", SourceType.High,
|
||||
"Low", SourceType.Low,
|
||||
"Close", SourceType.Close,
|
||||
"HL/2 (Median)", SourceType.HL2,
|
||||
"OC/2 (Midpoint)", SourceType.OC2,
|
||||
"OHL/3 (Mean)", SourceType.OHL3,
|
||||
"HLC/3 (Typical)", SourceType.HLC3,
|
||||
"OHLC/4 (Average)", SourceType.OHLC4,
|
||||
"HLCC/4 (Weighted)", SourceType.HLCC4
|
||||
])]
|
||||
public SourceType Source { get; set; } = SourceType.Close;
|
||||
|
||||
[InputParameter("Show cold values", sortIndex: 21)]
|
||||
public bool ShowColdValues { get; set; } = true;
|
||||
|
||||
private Roc? roc;
|
||||
protected LineSeries? Series;
|
||||
protected LineSeries? ZeroLine;
|
||||
protected string? SourceName;
|
||||
public int MinHistoryDepths => Math.Max(5, Period * 2);
|
||||
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
|
||||
|
||||
public override string ShortName => $"ROC({Period})";
|
||||
|
||||
public RocIndicator()
|
||||
{
|
||||
OnBackGround = true;
|
||||
SeparateWindow = true;
|
||||
SourceName = Source.ToString();
|
||||
Name = "ROC - Rate of Change";
|
||||
Description = "A momentum indicator that measures the percentage change in price over a specified period";
|
||||
|
||||
Series = new(name: $"ROC({Period})", color: IndicatorExtensions.Momentum, width: 2, style: LineStyle.Solid);
|
||||
ZeroLine = new("Zero", Color.Gray, 1, LineStyle.Dot);
|
||||
AddLineSeries(Series);
|
||||
AddLineSeries(ZeroLine);
|
||||
}
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
roc = new Roc(period: Period);
|
||||
SourceName = Source.ToString();
|
||||
base.OnInit();
|
||||
}
|
||||
|
||||
protected override void OnUpdate(UpdateArgs args)
|
||||
{
|
||||
if (args.Reason != UpdateReason.NewTick)
|
||||
return;
|
||||
|
||||
TValue input = this.GetInputValue(args, Source);
|
||||
TValue result = roc!.Calc(input);
|
||||
|
||||
Series!.SetValue(result.Value);
|
||||
ZeroLine!.SetValue(0);
|
||||
Series!.SetMarker(0, Color.Transparent);
|
||||
}
|
||||
|
||||
public override void OnPaintChart(PaintChartEventArgs args)
|
||||
{
|
||||
base.OnPaintChart(args);
|
||||
this.PaintSmoothCurve(args, Series!, roc!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,67 @@
|
||||
using System.Drawing;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
|
||||
namespace QuanTAlib;
|
||||
|
||||
public class TrixIndicator : Indicator
|
||||
{
|
||||
[InputParameter("Period", sortIndex: 1, minimum: 1, maximum: 2000, increment: 1)]
|
||||
public int Period { get; set; } = 18;
|
||||
|
||||
[InputParameter("Data source", sortIndex: 2, variants: [
|
||||
"Open", SourceType.Open,
|
||||
"High", SourceType.High,
|
||||
"Low", SourceType.Low,
|
||||
"Close", SourceType.Close,
|
||||
"HL/2 (Median)", SourceType.HL2,
|
||||
"OC/2 (Midpoint)", SourceType.OC2,
|
||||
"OHL/3 (Mean)", SourceType.OHL3,
|
||||
"HLC/3 (Typical)", SourceType.HLC3,
|
||||
"OHLC/4 (Average)", SourceType.OHLC4,
|
||||
"HLCC/4 (Weighted)", SourceType.HLCC4
|
||||
])]
|
||||
public SourceType Source { get; set; } = SourceType.Close;
|
||||
|
||||
[InputParameter("Show cold values", sortIndex: 21)]
|
||||
public bool ShowColdValues { get; set; } = true;
|
||||
|
||||
private Trix? trix;
|
||||
protected LineSeries? Series;
|
||||
protected string? SourceName;
|
||||
|
||||
public override string ShortName => $"TRIX({Period})";
|
||||
|
||||
public TrixIndicator()
|
||||
{
|
||||
OnBackGround = true;
|
||||
SeparateWindow = true;
|
||||
SourceName = Source.ToString();
|
||||
Name = "TRIX - Triple Exponential Average Rate of Change";
|
||||
Description = "A momentum oscillator that shows the percentage rate of change of a triple exponentially smoothed moving average";
|
||||
|
||||
Series = new(name: $"TRIX({Period})", color: IndicatorExtensions.Momentum, width: 2, style: LineStyle.Solid);
|
||||
AddLineSeries(Series);
|
||||
}
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
trix = new Trix(period: Period);
|
||||
SourceName = Source.ToString();
|
||||
base.OnInit();
|
||||
}
|
||||
|
||||
protected override void OnUpdate(UpdateArgs args)
|
||||
{
|
||||
TValue input = this.GetInputValue(args, Source);
|
||||
TValue result = trix!.Calc(input);
|
||||
|
||||
Series!.SetValue(result.Value);
|
||||
Series!.SetMarker(0, Color.Transparent);
|
||||
}
|
||||
|
||||
public override void OnPaintChart(PaintChartEventArgs args)
|
||||
{
|
||||
base.OnPaintChart(args);
|
||||
this.PaintSmoothCurve(args, Series!, trix!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,82 @@
|
||||
using System.Drawing;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
|
||||
namespace QuanTAlib;
|
||||
|
||||
public class VelIndicator : Indicator, IWatchlistIndicator
|
||||
{
|
||||
[InputParameter("Period", sortIndex: 1, minimum: 1, maximum: 2000, increment: 1)]
|
||||
public int Period { get; set; } = 10;
|
||||
|
||||
[InputParameter("Phase", sortIndex: 2, minimum: -100, maximum: 100, increment: 1)]
|
||||
public int Phase { get; set; } = 100;
|
||||
|
||||
[InputParameter("Factor", sortIndex: 3, minimum: 0.1, maximum: 0.9, increment: 0.1, decimalPlaces: 2)]
|
||||
public double Factor { get; set; } = 0.25;
|
||||
|
||||
[InputParameter("Data source", sortIndex: 4, variants: [
|
||||
"Open", SourceType.Open,
|
||||
"High", SourceType.High,
|
||||
"Low", SourceType.Low,
|
||||
"Close", SourceType.Close,
|
||||
"HL/2 (Median)", SourceType.HL2,
|
||||
"OC/2 (Midpoint)", SourceType.OC2,
|
||||
"OHL/3 (Mean)", SourceType.OHL3,
|
||||
"HLC/3 (Typical)", SourceType.HLC3,
|
||||
"OHLC/4 (Average)", SourceType.OHLC4,
|
||||
"HLCC/4 (Weighted)", SourceType.HLCC4
|
||||
])]
|
||||
public SourceType Source { get; set; } = SourceType.Close;
|
||||
|
||||
[InputParameter("Show cold values", sortIndex: 21)]
|
||||
public bool ShowColdValues { get; set; } = true;
|
||||
|
||||
private Vel? vel;
|
||||
protected LineSeries? Series;
|
||||
protected LineSeries? ZeroLine;
|
||||
protected string? SourceName;
|
||||
public int MinHistoryDepths => Math.Max(5, Period * 2);
|
||||
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
|
||||
|
||||
public override string ShortName => $"VEL({Period})";
|
||||
|
||||
public VelIndicator()
|
||||
{
|
||||
OnBackGround = true;
|
||||
SeparateWindow = true;
|
||||
SourceName = Source.ToString();
|
||||
Name = "VEL - Velocity";
|
||||
Description = "An enhanced momentum indicator that applies JMA smoothing to momentum calculation";
|
||||
|
||||
Series = new(name: $"VEL({Period})", color: IndicatorExtensions.Momentum, width: 2, style: LineStyle.Solid);
|
||||
ZeroLine = new("Zero", Color.Gray, 1, LineStyle.Dot);
|
||||
AddLineSeries(Series);
|
||||
AddLineSeries(ZeroLine);
|
||||
}
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
vel = new Vel(period: Period, phase: Phase, factor: Factor);
|
||||
SourceName = Source.ToString();
|
||||
base.OnInit();
|
||||
}
|
||||
|
||||
protected override void OnUpdate(UpdateArgs args)
|
||||
{
|
||||
if (args.Reason != UpdateReason.NewTick)
|
||||
return;
|
||||
|
||||
TValue input = this.GetInputValue(args, Source);
|
||||
TValue result = vel!.Calc(input);
|
||||
|
||||
Series!.SetValue(result.Value);
|
||||
ZeroLine!.SetValue(0);
|
||||
Series!.SetMarker(0, Color.Transparent);
|
||||
}
|
||||
|
||||
public override void OnPaintChart(PaintChartEventArgs args)
|
||||
{
|
||||
base.OnPaintChart(args);
|
||||
this.PaintSmoothCurve(args, Series!, vel!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,71 @@
|
||||
using System.Drawing;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
|
||||
namespace QuanTAlib;
|
||||
|
||||
public class VortexIndicator : Indicator, IWatchlistIndicator
|
||||
{
|
||||
[InputParameter("Periods", sortIndex: 1, 1, 2000, 1, 0)]
|
||||
public int Periods { get; set; } = 14;
|
||||
|
||||
[InputParameter("Show cold values", sortIndex: 21)]
|
||||
public bool ShowColdValues { get; set; } = true;
|
||||
|
||||
private Vortex? vortex;
|
||||
protected LineSeries? ValueSeries;
|
||||
protected LineSeries? PlusLine;
|
||||
protected LineSeries? MinusLine;
|
||||
protected LineSeries? ZeroLine;
|
||||
public int MinHistoryDepths => Math.Max(5, Periods * 2);
|
||||
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
|
||||
|
||||
public VortexIndicator()
|
||||
{
|
||||
Name = "VORTEX - Vortex Indicator";
|
||||
Description = "A technical indicator consisting of two oscillating lines that identify trend reversals";
|
||||
SeparateWindow = true;
|
||||
|
||||
ValueSeries = new($"VORTEX({Periods})", color: IndicatorExtensions.Momentum, 2, LineStyle.Solid);
|
||||
PlusLine = new($"VI+({Periods})", color: Color.Green, 2, LineStyle.Solid);
|
||||
MinusLine = new($"VI-({Periods})", color: Color.Red, 2, LineStyle.Solid);
|
||||
ZeroLine = new("Zero", Color.Gray, 1, LineStyle.Dot);
|
||||
|
||||
AddLineSeries(ValueSeries);
|
||||
AddLineSeries(PlusLine);
|
||||
AddLineSeries(MinusLine);
|
||||
AddLineSeries(ZeroLine);
|
||||
}
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
vortex = new Vortex(Periods);
|
||||
base.OnInit();
|
||||
}
|
||||
|
||||
protected override void OnUpdate(UpdateArgs args)
|
||||
{
|
||||
TBar input = IndicatorExtensions.GetInputBar(this, args);
|
||||
var result = vortex!.Calc(input);
|
||||
|
||||
ValueSeries!.SetValue(result);
|
||||
PlusLine!.SetValue(vortex.ViPlus);
|
||||
MinusLine!.SetValue(vortex.ViMinus);
|
||||
ZeroLine!.SetValue(0);
|
||||
|
||||
ValueSeries!.SetMarker(0, Color.Transparent);
|
||||
PlusLine!.SetMarker(0, Color.Transparent);
|
||||
MinusLine!.SetMarker(0, Color.Transparent);
|
||||
}
|
||||
|
||||
#pragma warning disable CA1416 // Validate platform compatibility
|
||||
|
||||
public override string ShortName => $"VORTEX({Periods})";
|
||||
|
||||
public override void OnPaintChart(PaintChartEventArgs args)
|
||||
{
|
||||
base.OnPaintChart(args);
|
||||
this.PaintSmoothCurve(args, ValueSeries!, vortex!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
|
||||
this.PaintSmoothCurve(args, PlusLine!, vortex!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
|
||||
this.PaintSmoothCurve(args, MinusLine!, vortex!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user