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https://github.com/mihakralj/QuanTAlib.git
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New: Slopes convergence indicator
This commit is contained in:
@@ -6,28 +6,28 @@ namespace QuanTAlib;
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public class MovingAverage_chart : Indicator {
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public class MovingAverage_chart : Indicator {
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#region Parameters
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#region Parameters
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[InputParameter("MA1: Type", 0, variants: new object[]
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[InputParameter("MA1: Type:", 0, variants: new object[]
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{ "SMA", 0, "EMA", 1, "WMA", 2, "T3", 3, "SMMA", 4, "TRIMA", 5, "DWMA", 6, "FMA", 7, "DEMA", 8, "TEMA", 9,
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{ "SMA", 0, "EMA", 1, "WMA", 2, "T3", 3, "SMMA", 4, "TRIMA", 5, "DWMA", 6, "FMA", 7, "DEMA", 8, "TEMA", 9,
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"ALMA", 10, "HMA", 11, "HEMA", 12, "MAMA", 13, "KAMA", 14, "ZLEMA", 15, "JMA", 16})]
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"ALMA", 10, "HMA", 11, "HEMA", 12, "MAMA", 13, "KAMA", 14, "ZLEMA", 15, "JMA", 16})]
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private int MA1type = 15;
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private int MA1type = 15;
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[InputParameter("MA1: Smoothing period", 1, 1, 999, 1, 1)]
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[InputParameter("MA1: Smoothing period:", 1, 1, 999, 1, 1)]
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private int MA1Period = 10;
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private int MA1Period = 10;
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[InputParameter("MA1: Data source", 2, variants: new object[]
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[InputParameter("MA1: Data source:", 2, variants: new object[]
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{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
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{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
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"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
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"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
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private int MA1DataSource = 3;
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private int MA1DataSource = 3;
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[InputParameter("MA2: Type", 3, variants: new object[]
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[InputParameter("MA2: Type:", 3, variants: new object[]
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{ "SMA", 0, "EMA", 1, "WMA", 2, "T3", 3, "SMMA", 4, "TRIMA", 5, "DWMA", 6, "FMA", 7, "DEMA", 8, "TEMA", 9,
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{ "SMA", 0, "EMA", 1, "WMA", 2, "T3", 3, "SMMA", 4, "TRIMA", 5, "DWMA", 6, "FMA", 7, "DEMA", 8, "TEMA", 9,
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"ALMA", 10, "HMA", 11, "HEMA", 12, "MAMA", 13, "KAMA", 14, "ZLEMA", 15, "JMA", 16})]
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"ALMA", 10, "HMA", 11, "HEMA", 12, "MAMA", 13, "KAMA", 14, "ZLEMA", 15, "JMA", 16})]
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private int MA2type = 16;
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private int MA2type = 16;
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[InputParameter("MA2: Smoothing period", 4, 1, 999, 1, 1)]
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[InputParameter("MA2: Smoothing period:", 4, 1, 999, 1, 1)]
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private int MA2Period = 50;
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private int MA2Period = 50;
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[InputParameter("MA2: Data source", 5, variants: new object[]
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[InputParameter("MA2: Data source:", 5, variants: new object[]
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{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
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{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
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"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
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"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
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private int MA2DataSource = 8;
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private int MA2DataSource = 8;
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@@ -36,7 +36,7 @@ public class MovingAverage_chart : Indicator {
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private bool LongTrades = true;
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private bool LongTrades = true;
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[InputParameter("Short trades", 6)]
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[InputParameter("Short trades", 6)]
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private bool ShortTrades = false;
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private bool ShortTrades = true;
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#endregion Parameters
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#endregion Parameters
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@@ -47,14 +47,14 @@ public class MovingAverage_chart : Indicator {
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private TSeries MA1, MA2;
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private TSeries MA1, MA2;
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private CROSS_Series trades;
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private CROSS_Series trades;
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private COMPARE_Series overunder;
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private COMPARE_Series overunder;
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private EQUITY_Series equity;
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///////
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///////
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public MovingAverage_chart() {
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public MovingAverage_chart() {
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this.SeparateWindow = false;
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this.SeparateWindow = false;
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this.Name = "2MA Crossover";
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this.Name = "MAs Crossover";
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this.AddLineSeries("MA1", Color.SeaGreen, 3, LineStyle.Solid);
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this.AddLineSeries("MA1", Color.LimeGreen, 2, LineStyle.Solid);
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this.AddLineSeries("MA2", Color.OrangeRed, 3, LineStyle.Solid);
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this.AddLineSeries("MA2", Color.OrangeRed, 2, LineStyle.Solid);
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}
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}
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protected override void OnInit() {
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protected override void OnInit() {
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@@ -66,7 +66,7 @@ public class MovingAverage_chart : Indicator {
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rec[PriceType.High], rec[PriceType.Low],
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rec[PriceType.High], rec[PriceType.Low],
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rec[PriceType.Close], rec[PriceType.Volume]);
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rec[PriceType.Close], rec[PriceType.Volume]);
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}
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}
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this.Name = "Crossover[ ";
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this.Name = "MAs Cross: [ ";
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switch (MA1type) {
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switch (MA1type) {
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case 0:
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case 0:
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MA1 = new SMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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MA1 = new SMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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@@ -216,7 +216,6 @@ public class MovingAverage_chart : Indicator {
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overunder = new(MA1, MA2);
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overunder = new(MA1, MA2);
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trades = new(MA1, MA2);
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trades = new(MA1, MA2);
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equity = new(trades,price: bars.Open,warmup:MA1Period+MA2Period);
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}
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}
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protected override void OnUpdate(UpdateArgs args) {
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protected override void OnUpdate(UpdateArgs args) {
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@@ -233,21 +232,21 @@ public class MovingAverage_chart : Indicator {
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if (trades[^1].v == 1) {
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if (trades[^1].v == 1) {
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this.EndCloud(0, 1, Color.Empty);
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this.EndCloud(0, 1, Color.Empty);
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if (LongTrades) {
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if (LongTrades) {
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this.LinesSeries[0].SetMarker(0, new IndicatorLineMarker(Color.SeaGreen, upperIcon: IndicatorLineMarkerIconType.UpArrow));
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this.LinesSeries[0].SetMarker(0, new IndicatorLineMarker(Color.LimeGreen, bottomIcon: IndicatorLineMarkerIconType.UpArrow));
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this.BeginCloud(0, 1, Color.FromArgb(127, Color.Green));
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this.BeginCloud(0, 1, Color.FromArgb(127, Color.Green));
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}
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}
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if (ShortTrades) {
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if (ShortTrades) {
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this.LinesSeries[1].SetMarker(0, new IndicatorLineMarker(Color.OrangeRed, bottomIcon: IndicatorLineMarkerIconType.DownArrow));
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this.LinesSeries[1].SetMarker(0, new IndicatorLineMarker(Color.OrangeRed, upperIcon: IndicatorLineMarkerIconType.DownArrow));
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}
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}
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}
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}
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if (trades[^1].v == -1) {
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if (trades[^1].v == -1) {
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this.EndCloud(0, 1, Color.Empty);
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this.EndCloud(0, 1, Color.Empty);
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if (ShortTrades) {
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if (ShortTrades) {
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this.LinesSeries[1].SetMarker(0, new IndicatorLineMarker(Color.OrangeRed, bottomIcon: IndicatorLineMarkerIconType.UpArrow));
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this.LinesSeries[1].SetMarker(0, new IndicatorLineMarker(Color.OrangeRed, upperIcon: IndicatorLineMarkerIconType.UpArrow));
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this.BeginCloud(0, 1, Color.FromArgb(127, Color.Red));
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this.BeginCloud(0, 1, Color.FromArgb(127, Color.Red));
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}
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}
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if (LongTrades) {
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if (LongTrades) {
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this.LinesSeries[0].SetMarker(0, new IndicatorLineMarker(Color.SeaGreen, upperIcon: IndicatorLineMarkerIconType.DownArrow));
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this.LinesSeries[0].SetMarker(0, new IndicatorLineMarker(Color.LimeGreen, bottomIcon: IndicatorLineMarkerIconType.DownArrow));
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}
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}
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}
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}
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}
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}
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@@ -260,21 +259,20 @@ public class MovingAverage_chart : Indicator {
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int rightIndex = (int)Math.Ceiling(mainWindow.CoordinatesConverter.GetBarIndex(mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Right)));
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int rightIndex = (int)Math.Ceiling(mainWindow.CoordinatesConverter.GetBarIndex(mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Right)));
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int historycount = HistoricalData.Count;
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int historycount = HistoricalData.Count;
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int ymax = mainWindow.ClientRectangle.Height;
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int ymax = mainWindow.ClientRectangle.Height;
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int ymin = ymax - (int)(ymax / 4);
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int xmax = mainWindow.ClientRectangle.Width;
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double eqmin = equity.v.Min();
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double eqmax = equity.v.Max();
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double proportion = (ymax-ymin) / (eqmax-eqmin);
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for (int i = leftIndex; i <= rightIndex; i++) {
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/*
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int xi = (int)Math.Round(mainWindow.CoordinatesConverter.GetChartX(Time(Count - 1 - i)));
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for (int i = leftIndex; i <= rightIndex; i++) {
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int width = this.CurrentChart.BarsWidth;
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int xi = (int)Math.Round(mainWindow.CoordinatesConverter.GetChartX(Time(Count - 1 - i)));
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int height = (int)((equity[i+historycount].v) *proportion);
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int width = this.CurrentChart.BarsWidth;
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int height = (int)((equity[i+historycount].v) *proportion);
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Brush bb = Brushes.DarkSlateGray;
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Brush bb = Brushes.DarkSlateGray;
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bb = (overunder[i+historycount].v>0 && LongTrades)? Brushes.Green : bb;
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bb = (overunder[i+historycount].v>0 && LongTrades)? Brushes.Green : bb;
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bb = (overunder[i + historycount].v < 0 && ShortTrades) ? Brushes.Red : bb;
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bb = (overunder[i + historycount].v < 0 && ShortTrades) ? Brushes.Red : bb;
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graphics.FillRectangle(bb, xi, ymax - height, width, height);
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graphics.FillRectangle(bb, xi, ymax - height, width, height);
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}
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}
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*/
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}
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}
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}
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}
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@@ -0,0 +1,293 @@
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using System;
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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 MovingAverageSlope_chart : Indicator {
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#region Parameters
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[InputParameter("MA1: Type:", 0, variants: new object[]
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{ "SMA", 0, "EMA", 1, "WMA", 2, "T3", 3, "SMMA", 4, "TRIMA", 5, "DWMA", 6, "FMA", 7, "DEMA", 8, "TEMA", 9,
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"ALMA", 10, "HMA", 11, "HEMA", 12, "MAMA", 13, "KAMA", 14, "ZLEMA", 15, "JMA", 16})]
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private int MA1type = 16;
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[InputParameter("MA1: Smoothing period:", 1, 1, 999, 1, 1)]
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private int MA1Period = 10;
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[InputParameter("MA1: Data source:", 2, variants: new object[]
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{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
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"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
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private int MA1DataSource = 3;
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[InputParameter("MA2: Type:", 3, variants: new object[]
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{ "SMA", 0, "EMA", 1, "WMA", 2, "T3", 3, "SMMA", 4, "TRIMA", 5, "DWMA", 6, "FMA", 7, "DEMA", 8, "TEMA", 9,
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"ALMA", 10, "HMA", 11, "HEMA", 12, "MAMA", 13, "KAMA", 14, "ZLEMA", 15, "JMA", 16})]
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private int MA2type = 6;
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[InputParameter("MA2: Smoothing period:", 4, 1, 999, 1, 1)]
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private int MA2Period = 50;
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[InputParameter("MA2: Data source:", 5, variants: new object[]
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{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
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"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
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private int MA2DataSource = 8;
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[InputParameter("Data required for slope calc:", 6, 2, 10, 1, 1)]
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private int SlopePeriod = 3;
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[InputParameter("Long trades", 7)]
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private bool LongTrades = true;
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[InputParameter("Short trades", 8)]
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private bool ShortTrades = false;
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#endregion Parameters
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protected HistoricalData History;
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private TBars bars;
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///////
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private TSeries MA1, MA2;
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private LINREG_Series sMA1, sMA2;
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private CROSS_Series sig1, sig2;
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///////
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public MovingAverageSlope_chart() {
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this.SeparateWindow = false;
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this.Name = "Slopes convergence";
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this.AddLineSeries("MA1", Color.DarkSlateGray, 2, LineStyle.Solid);
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this.AddLineSeries("MA2", Color.DarkSlateGray, 2, LineStyle.Solid);
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}
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protected override void OnInit() {
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this.bars = new();
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this.History = this.Symbol.GetHistory(period: this.HistoricalData.Period, fromTime: HistoricalData.FromTime);
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for (int i = this.History.Count - 1; i >= 0; i--) {
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var rec = this.History[i, SeekOriginHistory.Begin];
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bars.Add(rec.TimeLeft, rec[PriceType.Open],
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rec[PriceType.High], rec[PriceType.Low],
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rec[PriceType.Close], rec[PriceType.Volume]);
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}
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this.Name = "Slopes convergence: [ ";
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switch (MA1type) {
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case 0:
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MA1 = new SMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"SMA";
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break;
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case 1:
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MA1 = new EMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"EMA";
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break;
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case 2:
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MA1 = new WMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"WMA";
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break;
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case 3:
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MA1 = new T3_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"T3";
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break;
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case 4:
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MA1 = new SMMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"SMMA";
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break;
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case 5:
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MA1 = new TRIMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"TRIMA";
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break;
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case 6:
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MA1 = new DWMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"DWMA";
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break;
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case 7:
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MA1 = new FMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period);
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this.Name += $"FMA";
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break;
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case 8:
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MA1 = new DEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"DEMA";
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break;
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case 9:
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MA1 = new TEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"TEMA";
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break;
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case 10:
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MA1 = new ALMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"ALMA";
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break;
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case 11:
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MA1 = new HMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"HMA";
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break;
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case 12:
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MA1 = new HEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"HEMA";
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break;
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case 13:
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double factor = 1.015 * Math.Exp(-0.043 * (double)this.MA1Period);
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MA1 = new MAMA_Series(source: bars.Select(this.MA1DataSource), fastlimit: factor, slowlimit: factor * 0.1, useNaN: false);
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this.Name += $"MAMA";
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break;
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case 14:
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MA1 = new KAMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"KAMA";
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break;
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case 15:
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MA1 = new ZLEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"ZLEMA";
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break;
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default:
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MA1 = new JMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
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this.Name += $"JMA";
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break;
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}
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this.Name = this.Name + $" ({MA1Period}:{TBars.SelectStr(this.MA1DataSource)}) : ";
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switch (MA2type) {
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case 0:
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MA2 = new SMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
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this.Name += $"SMA";
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break;
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case 1:
|
||||||
|
MA2 = new EMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||||
|
this.Name += $"EMA";
|
||||||
|
break;
|
||||||
|
case 2:
|
||||||
|
MA2 = new WMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||||
|
this.Name += $"WMA";
|
||||||
|
break;
|
||||||
|
case 3:
|
||||||
|
MA2 = new T3_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||||
|
this.Name += $"T3";
|
||||||
|
break;
|
||||||
|
case 4:
|
||||||
|
MA2 = new SMMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||||
|
this.Name += $"SMMA";
|
||||||
|
break;
|
||||||
|
case 5:
|
||||||
|
MA2 = new TRIMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||||
|
this.Name += $"TRIMA";
|
||||||
|
break;
|
||||||
|
case 6:
|
||||||
|
MA2 = new DWMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||||
|
this.Name += $"DWMA";
|
||||||
|
break;
|
||||||
|
case 7:
|
||||||
|
MA2 = new FMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period);
|
||||||
|
this.Name += $"FMA";
|
||||||
|
break;
|
||||||
|
case 8:
|
||||||
|
MA2 = new DEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||||
|
this.Name += $"DEMA";
|
||||||
|
break;
|
||||||
|
case 9:
|
||||||
|
MA2 = new TEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||||
|
this.Name += $"TEMA";
|
||||||
|
break;
|
||||||
|
case 10:
|
||||||
|
MA2 = new ALMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||||
|
this.Name += $"ALMA";
|
||||||
|
break;
|
||||||
|
case 11:
|
||||||
|
MA2 = new HMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||||
|
this.Name += $"HMA";
|
||||||
|
break;
|
||||||
|
case 12:
|
||||||
|
MA2 = new HEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||||
|
this.Name += $"HEMA";
|
||||||
|
break;
|
||||||
|
case 13:
|
||||||
|
double factor = 1.015 * Math.Exp(-0.043 * (double)this.MA2Period);
|
||||||
|
MA2 = new MAMA_Series(source: bars.Select(this.MA2DataSource), fastlimit: factor, slowlimit: factor * 0.1, useNaN: false);
|
||||||
|
this.Name += $"MAMA";
|
||||||
|
break;
|
||||||
|
case 14:
|
||||||
|
MA2 = new KAMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||||
|
this.Name += $"KAMA";
|
||||||
|
break;
|
||||||
|
case 15:
|
||||||
|
MA2 = new ZLEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||||
|
this.Name += $"ZLEMA";
|
||||||
|
break;
|
||||||
|
default:
|
||||||
|
MA2 = new JMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||||
|
this.Name += $"JMA";
|
||||||
|
break;
|
||||||
|
}
|
||||||
|
this.Name += $"({MA2Period}:{TBars.SelectStr(this.MA2DataSource)}) ]";
|
||||||
|
|
||||||
|
sMA1 = new(MA1, SlopePeriod);
|
||||||
|
sMA2 = new(MA2, SlopePeriod);
|
||||||
|
sig1 = new(sMA1, 0);
|
||||||
|
sig2 = new(sMA2, 0);
|
||||||
|
}
|
||||||
|
|
||||||
|
protected override void OnUpdate(UpdateArgs args) {
|
||||||
|
bool update = !(args.Reason == UpdateReason.NewBar ||
|
||||||
|
args.Reason == UpdateReason.HistoricalBar);
|
||||||
|
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
|
||||||
|
this.GetPrice(PriceType.High),
|
||||||
|
this.GetPrice(PriceType.Low),
|
||||||
|
this.GetPrice(PriceType.Close),
|
||||||
|
this.GetPrice(PriceType.Volume), update);
|
||||||
|
this.SetValue(this.MA1[^1].v, lineIndex: 0);
|
||||||
|
this.SetValue(this.MA2[^1].v, lineIndex: 1);
|
||||||
|
|
||||||
|
Color s1Color= (this.sMA1[^1].v > 0)?Color.LimeGreen:Color.OrangeRed;
|
||||||
|
Color s2Color = (this.sMA2[^1].v > 0) ? Color.LimeGreen : Color.OrangeRed;
|
||||||
|
|
||||||
|
this.LinesSeries[0].SetMarker(0,s1Color);
|
||||||
|
this.LinesSeries[1].SetMarker(0,s2Color);
|
||||||
|
|
||||||
|
if (sig1[^1].v > 0 || sig2[^1].v > 0) {
|
||||||
|
if (sMA1[^1].v >= 0 && sMA2[^1].v >= 0)
|
||||||
|
{
|
||||||
|
this.BeginCloud(0, 1, Color.FromArgb(127, Color.DarkGreen));
|
||||||
|
this.LinesSeries[(this.MA1[^1].v < this.MA2[^1].v)? 0 : 1 ].SetMarker(0, new IndicatorLineMarker(Color.LimeGreen, bottomIcon: IndicatorLineMarkerIconType.UpArrow));
|
||||||
|
}
|
||||||
|
else {
|
||||||
|
this.EndCloud(0, 1, Color.Empty);
|
||||||
|
this.LinesSeries[(this.MA1[^1].v < this.MA2[^1].v) ? 1 : 0].SetMarker(1, new IndicatorLineMarker(Color.OrangeRed, upperIcon: IndicatorLineMarkerIconType.DownArrow));
|
||||||
|
}
|
||||||
|
|
||||||
|
}
|
||||||
|
|
||||||
|
if (sig1[^1].v < 0 || sig2[^1].v < 0) {
|
||||||
|
if (sMA1[^1].v <= 0 && sMA2[^1].v <= 0)
|
||||||
|
{
|
||||||
|
this.BeginCloud(0, 1, Color.FromArgb(100, Color.Red));
|
||||||
|
this.LinesSeries[(this.MA1[^1].v > this.MA2[^1].v) ? 0 : 1].SetMarker(0, new IndicatorLineMarker(Color.OrangeRed, upperIcon: IndicatorLineMarkerIconType.UpArrow));
|
||||||
|
|
||||||
|
}
|
||||||
|
else {
|
||||||
|
this.EndCloud(0, 1, Color.Empty);
|
||||||
|
this.LinesSeries[(this.MA1[^1].v > this.MA2[^1].v)?1:0].SetMarker(1, new IndicatorLineMarker(Color.LimeGreen, bottomIcon: IndicatorLineMarkerIconType.DownArrow));
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
}
|
||||||
|
public override void OnPaintChart(PaintChartEventArgs args) {
|
||||||
|
base.OnPaintChart(args);
|
||||||
|
if (this.CurrentChart == null) {return;}
|
||||||
|
Graphics graphics = args.Graphics;
|
||||||
|
var mainWindow = this.CurrentChart.MainWindow;
|
||||||
|
int leftIndex = (int)mainWindow.CoordinatesConverter.GetBarIndex(mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Left));
|
||||||
|
int rightIndex = (int)Math.Ceiling(mainWindow.CoordinatesConverter.GetBarIndex(mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Right)));
|
||||||
|
int historycount = HistoricalData.Count;
|
||||||
|
int ymax = mainWindow.ClientRectangle.Height;
|
||||||
|
|
||||||
|
/*
|
||||||
|
for (int i = leftIndex; i <= rightIndex; i++) {
|
||||||
|
int xi = (int)Math.Round(mainWindow.CoordinatesConverter.GetChartX(Time(Count - 1 - i)));
|
||||||
|
int width = this.CurrentChart.BarsWidth;
|
||||||
|
int height = (int)((equity[i+historycount].v) *proportion);
|
||||||
|
|
||||||
|
Brush bb = Brushes.DarkSlateGray;
|
||||||
|
bb = (overunder[i+historycount].v>0 && LongTrades)? Brushes.Green : bb;
|
||||||
|
bb = (overunder[i + historycount].v < 0 && ShortTrades) ? Brushes.Red : bb;
|
||||||
|
|
||||||
|
graphics.FillRectangle(bb, xi, ymax - height, width, height);
|
||||||
|
}
|
||||||
|
*/
|
||||||
|
}
|
||||||
|
}
|
||||||
@@ -1,55 +0,0 @@
|
|||||||
using System.Diagnostics;
|
|
||||||
using System.Drawing;
|
|
||||||
using TradingPlatform.BusinessLayer;
|
|
||||||
namespace QuanTAlib;
|
|
||||||
|
|
||||||
public class KAMA_chart : Indicator
|
|
||||||
{
|
|
||||||
#region Parameters
|
|
||||||
|
|
||||||
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
|
|
||||||
private int Period = 10;
|
|
||||||
[InputParameter("Fastest EMA", 1, 1, 999, 1, 1)]
|
|
||||||
private int Fast = 2;
|
|
||||||
[InputParameter("Slowest EMA", 2, 1, 999, 1, 1)]
|
|
||||||
private int Slow = 30;
|
|
||||||
|
|
||||||
[InputParameter("Data source", 3, 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;
|
|
||||||
|
|
||||||
#endregion Parameters
|
|
||||||
|
|
||||||
private TBars bars;
|
|
||||||
|
|
||||||
///////
|
|
||||||
private KAMA_Series indicator;
|
|
||||||
///////
|
|
||||||
|
|
||||||
public KAMA_chart()
|
|
||||||
{
|
|
||||||
this.SeparateWindow = false;
|
|
||||||
this.Name = "KAMA - Kaufman's Adaptive Moving Average";
|
|
||||||
this.Description = "Kaufman's Adaptive Moving Average description";
|
|
||||||
this.AddLineSeries("KAMA", Color.RoyalBlue, 3, LineStyle.Solid);
|
|
||||||
}
|
|
||||||
|
|
||||||
protected override void OnInit()
|
|
||||||
{
|
|
||||||
this.bars = new();
|
|
||||||
this.indicator = new(source: bars.Select(this.DataSource), period: this.Period, fast: this.Fast, slow: this.Slow, useNaN: false);
|
|
||||||
}
|
|
||||||
|
|
||||||
protected override void OnUpdate(UpdateArgs args)
|
|
||||||
{
|
|
||||||
bool update = !(args.Reason == UpdateReason.NewBar ||
|
|
||||||
args.Reason == UpdateReason.HistoricalBar);
|
|
||||||
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
|
|
||||||
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
|
|
||||||
this.GetPrice(PriceType.Close), this.GetPrice(PriceType.Volume), update);
|
|
||||||
double result = this.indicator;
|
|
||||||
this.SetValue(result);
|
|
||||||
Debug.WriteLine($"{this.indicator[0].v}");
|
|
||||||
}
|
|
||||||
}
|
|
||||||
@@ -1,62 +0,0 @@
|
|||||||
using System;
|
|
||||||
using System.Diagnostics;
|
|
||||||
using System.Drawing;
|
|
||||||
using System.Linq;
|
|
||||||
using TradingPlatform.BusinessLayer;
|
|
||||||
namespace QuanTAlib;
|
|
||||||
|
|
||||||
public class MAMA_chart : Indicator {
|
|
||||||
#region Parameters
|
|
||||||
|
|
||||||
[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("Fastlimit", 1, 0, 1, 0.001, 5)]
|
|
||||||
private double fastlimit = 0.5;
|
|
||||||
|
|
||||||
[InputParameter("Slowlimit", 2, 0, 1, 0.001, 5)]
|
|
||||||
private double slowlimit = 0.05;
|
|
||||||
#endregion Parameters
|
|
||||||
|
|
||||||
protected HistoricalData History;
|
|
||||||
private TBars bars;
|
|
||||||
///////
|
|
||||||
private MAMA_Series indicator;
|
|
||||||
///////
|
|
||||||
|
|
||||||
public MAMA_chart() :base() {
|
|
||||||
Name = "MAMA - MESA Adaptive Moving Average";
|
|
||||||
AddLineSeries(lineName: "MAMA", lineColor: Color.Yellow, lineWidth: 3,lineStyle: LineStyle.Solid);
|
|
||||||
SeparateWindow = false;
|
|
||||||
}
|
|
||||||
|
|
||||||
|
|
||||||
protected override void OnInit() {
|
|
||||||
this.bars = new();
|
|
||||||
|
|
||||||
this.History = this.Symbol.GetHistory(period: this.HistoricalData.Period, fromTime: HistoricalData.FromTime);
|
|
||||||
for (int i = this.History.Count - 1; i >= 0; i--) {
|
|
||||||
var rec = this.History[i, SeekOriginHistory.Begin];
|
|
||||||
bars.Add(rec.TimeLeft, rec[PriceType.Open],
|
|
||||||
rec[PriceType.High], rec[PriceType.Low],
|
|
||||||
rec[PriceType.Close], rec[PriceType.Volume]);
|
|
||||||
}
|
|
||||||
indicator = new(source: bars.Select(DataSource),
|
|
||||||
fastlimit: fastlimit, slowlimit: fastlimit,
|
|
||||||
useNaN: true)
|
|
||||||
;
|
|
||||||
}
|
|
||||||
|
|
||||||
protected override void OnUpdate(UpdateArgs args) {
|
|
||||||
bool update = !(args.Reason == UpdateReason.NewBar ||
|
|
||||||
args.Reason == UpdateReason.HistoricalBar);
|
|
||||||
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
|
|
||||||
this.GetPrice(PriceType.High),
|
|
||||||
this.GetPrice(PriceType.Low),
|
|
||||||
this.GetPrice(PriceType.Close),
|
|
||||||
this.GetPrice(PriceType.Volume), update);
|
|
||||||
this.SetValue(indicator[^1].v, lineIndex: 0);
|
|
||||||
}
|
|
||||||
}
|
|
||||||
@@ -18,7 +18,7 @@ public class TrailingStop_chart : Indicator {
|
|||||||
private bool _LongTS = true;
|
private bool _LongTS = true;
|
||||||
|
|
||||||
[InputParameter("Short TS", 3)]
|
[InputParameter("Short TS", 3)]
|
||||||
private bool _ShortTS = false;
|
private bool _ShortTS = true;
|
||||||
|
|
||||||
#endregion Parameters
|
#endregion Parameters
|
||||||
|
|
||||||
@@ -26,8 +26,8 @@ public class TrailingStop_chart : Indicator {
|
|||||||
private HistoricalData History;
|
private HistoricalData History;
|
||||||
private TBars bars;
|
private TBars bars;
|
||||||
private ATR_Series _atr;
|
private ATR_Series _atr;
|
||||||
|
|
||||||
private double _tslineL, _ratchetL, _tslineS, _ratchetS;
|
private double _tslineL, _ratchetL, _tslineS, _ratchetS;
|
||||||
|
|
||||||
///////
|
///////
|
||||||
|
|
||||||
public TrailingStop_chart() :base() {
|
public TrailingStop_chart() :base() {
|
||||||
@@ -37,6 +37,7 @@ public class TrailingStop_chart : Indicator {
|
|||||||
|
|
||||||
AddLineSeries(lineName: "TrailingATR Short", lineColor: Color.Yellow, lineWidth: 1, lineStyle: LineStyle.Dot);
|
AddLineSeries(lineName: "TrailingATR Short", lineColor: Color.Yellow, lineWidth: 1, lineStyle: LineStyle.Dot);
|
||||||
AddLineSeries(lineName: "Ratchet Short", lineColor: Color.Yellow, lineWidth: 3, lineStyle: LineStyle.Solid);
|
AddLineSeries(lineName: "Ratchet Short", lineColor: Color.Yellow, lineWidth: 3, lineStyle: LineStyle.Solid);
|
||||||
|
|
||||||
SeparateWindow = false;
|
SeparateWindow = false;
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -73,17 +74,48 @@ public class TrailingStop_chart : Indicator {
|
|||||||
|
|
||||||
_tslineL = bars.High[^1].v - (_factor * _atr[^1].v);
|
_tslineL = bars.High[^1].v - (_factor * _atr[^1].v);
|
||||||
_ratchetL = Math.Max(_tslineL,_ratchetL);
|
_ratchetL = Math.Max(_tslineL,_ratchetL);
|
||||||
_ratchetL = (_ratchetL > bars.Low[^1].v) ? _tslineL : _ratchetL;
|
if (_ratchetL > bars.Low[^1].v) {
|
||||||
|
this.LinesSeries[1].SetMarker(0, new IndicatorLineMarker(Color.Yellow, bottomIcon: IndicatorLineMarkerIconType.DownArrow));
|
||||||
|
_ratchetL = _tslineL;
|
||||||
|
}
|
||||||
|
|
||||||
_tslineS = bars.Low[^1].v + (_factor * _atr[^1].v);
|
_tslineS = bars.High[^1].v + (_factor * _atr[^1].v);
|
||||||
_ratchetS = Math.Min(_tslineS, _ratchetS);
|
_ratchetS = Math.Min(_tslineS, _ratchetS);
|
||||||
_ratchetS = (_ratchetS < bars.High[^1].v) ? _tslineS : _ratchetS;
|
if (_ratchetS < bars.High[^1].v) {
|
||||||
|
this.LinesSeries[3].SetMarker(0, new IndicatorLineMarker(Color.Yellow, upperIcon: IndicatorLineMarkerIconType.UpArrow));
|
||||||
|
_ratchetS = _tslineS;
|
||||||
|
}
|
||||||
|
|
||||||
this.SetValue(_tslineL, lineIndex: 0);
|
this.SetValue(_tslineL, lineIndex: 0);
|
||||||
this.SetValue(_ratchetL, lineIndex: 1);
|
this.SetValue(_ratchetL, lineIndex: 1);
|
||||||
this.SetValue(_tslineS, lineIndex: 2);
|
this.SetValue(_tslineS, lineIndex: 2);
|
||||||
this.SetValue(_ratchetS, lineIndex: 3);
|
this.SetValue(_ratchetS, lineIndex: 3);
|
||||||
|
|
||||||
|
}
|
||||||
|
|
||||||
|
public override void OnPaintChart(PaintChartEventArgs args) {
|
||||||
|
base.OnPaintChart(args);
|
||||||
|
if (this.CurrentChart == null) { return; }
|
||||||
|
Graphics graphics = args.Graphics;
|
||||||
|
var mainWindow = this.CurrentChart.MainWindow;
|
||||||
|
int leftIndex = (int)mainWindow.CoordinatesConverter.GetBarIndex(mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Left));
|
||||||
|
int rightIndex = (int)Math.Ceiling(mainWindow.CoordinatesConverter.GetBarIndex(mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Right)));
|
||||||
|
int historycount = HistoricalData.Count;
|
||||||
|
int ymax = mainWindow.ClientRectangle.Height;
|
||||||
|
|
||||||
|
/*
|
||||||
|
for (int i = leftIndex; i <= rightIndex; i++) {
|
||||||
|
int xi = (int)Math.Round(mainWindow.CoordinatesConverter.GetChartX(Time(Count - 1 - i)));
|
||||||
|
int width = this.CurrentChart.BarsWidth;
|
||||||
|
int height = (int)((equity[i+historycount].v) *proportion);
|
||||||
|
|
||||||
|
Brush bb = Brushes.DarkSlateGray;
|
||||||
|
bb = (overunder[i+historycount].v>0 && LongTrades)? Brushes.Green : bb;
|
||||||
|
bb = (overunder[i + historycount].v < 0 && ShortTrades) ? Brushes.Red : bb;
|
||||||
|
|
||||||
|
graphics.FillRectangle(bb, xi, ymax - height, width, height);
|
||||||
|
}
|
||||||
|
*/
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|||||||
Reference in New Issue
Block a user