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.
2026-08-21 20:18:05 +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 +1,74 @@
+using System.Drawing;
+using TradingPlatform.BusinessLayer;
+using static QuanTAlib.IndicatorExtensions;
+
+namespace QuanTAlib;
+
+/// <summary>
+/// Maenv: Moving Average Envelope - Quantower Indicator Adapter
+/// A percentage-based envelope using a selectable moving average as the middle line.
+/// Middle = MA(source, period) - SMA, EMA, or WMA
+/// Upper = Middle + (Middle × percentage / 100)
+/// Lower = Middle - (Middle × percentage / 100)
+/// </summary>
+public sealed class MaenvIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Period", sortIndex: 10, minimum: 1, maximum: 500, increment: 1, decimalPlaces: 0)]
+    public int Period { get; set; } = 20;
+
+    [InputParameter("Percentage", sortIndex: 20, minimum: 0.01, maximum: 100.0, increment: 0.1, decimalPlaces: 2)]
+    public double Percentage { get; set; } = 1.0;
+
+    [InputParameter("MA Type", sortIndex: 30)]
+    public MaenvType MaType { get; set; } = MaenvType.EMA;
+
+    [InputParameter("Price Type", sortIndex: 40)]
+    public PriceType SourceType { get; set; } = PriceType.Close;
+
+    [InputParameter("Show Cold Values", sortIndex: 100)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Maenv? _indicator;
+
+    public int MinHistoryDepths => Period;
+    public override string ShortName => $"Maenv({Period},{Percentage},{MaType})";
+
+    public MaenvIndicator()
+    {
+        Name = "Maenv - Moving Average Envelope";
+        Description = "Percentage-based envelope using selectable MA (SMA/EMA/WMA)";
+        SeparateWindow = false;
+        OnBackGround = true;
+    }
+
+    protected override void OnInit()
+    {
+        _indicator = new Maenv(Period, Percentage, MaType);
+
+        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();
+
+        TValue input = new(
+            time: item.TimeLeft,
+            value: item[SourceType]
+        );
+
+        _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);
+    }
+}