Add Standard Deviation Channel (SDCHANNEL) implementation and documentation

- Implemented Sdchannel class for calculating standard deviation channels based on linear regression. - Added detailed documentation for SDCHANNEL, including overview, calculation methods, and interpretation. - Updated project files to include new numerics library components in Channels and Volatility projects.
2026-08-20 03:28:05 +00:00 · 2026-01-21 14:41:31 -05:00
parent b2c1787782
commit 3eae9a76fe
71 changed files with 15716 additions and 772 deletions
@@ -0,0 +1,69 @@
+using System.Drawing;
+using TradingPlatform.BusinessLayer;
+using static QuanTAlib.IndicatorExtensions;
+
+namespace QuanTAlib;
+
+/// <summary>
+/// Fcb: Fractal Chaos Bands - Quantower Indicator Adapter
+/// Tracks the highest fractal high and lowest fractal low over a lookback period.
+/// A fractal high occurs when high[1] > high[0] and high[1] > high[2] (3-bar pattern).
+/// A fractal low occurs when low[1] < low[0] and low[1] < low[2] (3-bar pattern).
+/// Uses monotonic deques for O(1) amortized complexity.
+/// </summary>
+public sealed class FcbIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Period", sortIndex: 10, minimum: 1, maximum: 500, increment: 1, decimalPlaces: 0)]
+    public int Period { get; set; } = 20;
+
+    [InputParameter("Show Cold Values", sortIndex: 100)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Fcb? _indicator;
+
+    public int MinHistoryDepths => Period + 2; // Period + 2 for fractal detection
+    public override string ShortName => $"Fcb({Period})";
+
+    public FcbIndicator()
+    {
+        Name = "Fcb - Fractal Chaos Bands";
+        Description = "Price channel using fractal highs and lows with midpoint average";
+        SeparateWindow = false;
+        OnBackGround = true;
+    }
+
+    protected override void OnInit()
+    {
+        _indicator = new Fcb(Period);
+
+        AddLineSeries(new LineSeries("Middle", Color.DodgerBlue, 2, LineStyle.Solid));
+        AddLineSeries(new LineSeries("Upper", Color.FromArgb(255, 180, 180), 1, LineStyle.Dash));
+        AddLineSeries(new LineSeries("Lower", Color.FromArgb(180, 180, 255), 1, LineStyle.Dash));
+    }
+
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        if (_indicator is null)
+            return;
+
+        var item = HistoricalData[0, SeekOriginHistory.End];
+        bool isNew = args.IsNewBar();
+
+        TBar input = new(
+            time: item.TimeLeft,
+            open: item[PriceType.Open],
+            high: item[PriceType.High],
+            low: item[PriceType.Low],
+            close: item[PriceType.Close],
+            volume: item[PriceType.Volume]
+        );
+
+        _indicator.Update(input, isNew);
+
+        bool isHot = _indicator.IsHot;
+
+        LinesSeries[0].SetValue(_indicator.Last.Value, isHot, ShowColdValues);
+        LinesSeries[1].SetValue(_indicator.Upper.Value, isHot, ShowColdValues);
+        LinesSeries[2].SetValue(_indicator.Lower.Value, isHot, ShowColdValues);
+    }
+}