JMA finalization

This commit is contained in:
Miha Kralj
2023-03-30 14:44:05 -07:00
parent 38c920c49d
commit 468ea7a0af
10 changed files with 198 additions and 141 deletions
+15 -13
View File
@@ -8,17 +8,22 @@ namespace QuanTAlib;
public class JMA_chart : Indicator {
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
[InputParameter("Data source", 0, 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 DataSource = 3
;
[InputParameter("Slope calc", 2, 2, 10, 1, 1)]
private int SlopePeriod = 3;
private int DataSource = 3;
[InputParameter("Smoothing period", 1, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Volatility short", 2, 3, 50, 1, 1)]
private int Vshort = 10;
[InputParameter("Volatility long", 3, 20, 500, 1, 1)]
private int Vlong = 65;
[InputParameter("Phase", 4, -100, 100, 1, 2)]
private double Jphase = 0.0;
#endregion Parameters
@@ -26,21 +31,19 @@ public class JMA_chart : Indicator {
///////
private JMA_Series indicator;
private LINREG_Series slope;
///////
public JMA_chart() {
this.SeparateWindow = false;
this.Name = "JMA - Jurik Moving Avg";
this.Description = "Jurik Moving Average description";
this.AddLineSeries("JMA", Color.Blue, 4, LineStyle.Solid);
this.AddLineSeries("JMA", Color.Yellow, 3, LineStyle.Solid);
}
protected override void OnInit() {
this.bars = new();
this.indicator = new(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
this.slope = new(source: this.indicator, period: this.SlopePeriod);
this.indicator = new(source: bars.Select(this.DataSource), period: this.Period, phase: Jphase, vshort: Vshort, vlong: Vlong, useNaN: false);
}
protected override void OnUpdate(UpdateArgs args) {
@@ -51,7 +54,6 @@ public class JMA_chart : Indicator {
this.GetPrice(PriceType.Close), this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.LinesSeries[0].SetMarker(offset: 0,color: this.slope > 0 ? Color.FromArgb(0,160,0) : Color.FromArgb(255, 0, 0));
this.SetValue(result, lineIndex: 0);
}
}