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moar Chart indicators

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Miha Kralj
2024-11-07 21:40:02 -08:00
parent 2a72b2881b
commit 351214ed31
49 changed files with 697 additions and 42 deletions
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quantower/Experiments/ConvolutionIndicator.cs
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using System.Drawing;
using System.Linq;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class ConvolutionIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Kernel (comma/space/semicolon separated numbers)", sortIndex: 1)]
public string KernelString { get; set; } = "0.25, 0.5, 0.25, -0.5";
[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 Convolution? conv;
private Mape? error;
protected LineSeries? Series;
protected string? SourceName;
private double[]? kernel;
public int MinHistoryDepths => kernel?.Length ?? 3;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public ConvolutionIndicator()
{
OnBackGround = true;
SeparateWindow = false;
SourceName = Source.ToString();
Name = "CONV - Convolution Filter";
Description = "Convolution Filter with custom kernel";
kernel = ParseKernel(KernelString);
Series = new(name: $"CONV {string.Join(",", kernel.Select(x => x.ToString("F2")))}",
color: IndicatorExtensions.Averages,
width: 2,
style: LineStyle.Solid);
AddLineSeries(Series);
}
private static double[] ParseKernel(string kernelStr)
{
// 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];
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);
}
}
quantower/Experiments/QemaIndicator.cs
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using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class QemaIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("K1", sortIndex: 1, 0.01, 1, 0.01, 2)]
public double K1 { get; set; } = 0.2;
[InputParameter("K2", sortIndex: 2, 0.01, 1, 0.01, 2)]
public double K2 { get; set; } = 0.2;
[InputParameter("K3", sortIndex: 3, 0.01, 1, 0.01, 2)]
public double K3 { get; set; } = 0.2;
[InputParameter("K4", sortIndex: 4, 0.01, 1, 0.01, 2)]
public double K4 { get; set; } = 0.2;
[InputParameter("Data source", sortIndex: 5, 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 Qema? ma;
protected LineSeries? Series;
protected string? SourceName;
public int MinHistoryDepths => (int)((2 - Math.Min(Math.Min(K1, K2), Math.Min(K3, K4))) / Math.Min(Math.Min(K1, K2), Math.Min(K3, K4)));
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"QEMA {K1},{K2},{K3},{K4}:{SourceName}";
public QemaIndicator()
{
OnBackGround = true;
SeparateWindow = false;
SourceName = Source.ToString();
Name = "QEMA - Quadruple Exponential Moving Average";
Description = "Quadruple Exponential Moving Average";
Series = new(name: $"QEMA {K1},{K2},{K3},{K4}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
AddLineSeries(Series);
}
protected override void OnInit()
{
ma = new Qema(K1, K2, K3, K4);
SourceName = Source.ToString();
base.OnInit();
}
protected override void OnUpdate(UpdateArgs args)
{
TValue input = this.GetInputValue(args, Source);
TValue result = ma!.Calc(input);
Series!.SetValue(result.Value);
Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
}
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
}
}
quantower/Experiments/TestIndicator.cs
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@@ -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);
}
}