Enhance documentation and validation for various indicators

2026-08-24 21:48:03 +00:00 · 2025-12-22 20:42:26 -08:00
parent 5bb8c122c0
commit 4efa0e773e
81 changed files with 4267 additions and 640 deletions
@@ -0,0 +1,62 @@
+using System.Drawing;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+public class MacdIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Fast Period", sortIndex: 1, 1, 2000, 1, 0)]
+    public int FastPeriod { get; set; } = 12;
+
+    [InputParameter("Slow Period", sortIndex: 2, 1, 2000, 1, 0)]
+    public int SlowPeriod { get; set; } = 26;
+
+    [InputParameter("Signal Period", sortIndex: 3, 1, 2000, 1, 0)]
+    public int SignalPeriod { get; set; } = 9;
+
+    private Macd? _macd;
+    protected LineSeries? MacdSeries;
+    protected LineSeries? SignalSeries;
+    protected LineSeries? HistSeries;
+
+    public int MinHistoryDepths => Math.Max(FastPeriod, SlowPeriod) + SignalPeriod;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public override string ShortName => $"MACD({FastPeriod},{SlowPeriod},{SignalPeriod})";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/momentum/macd/Macd.Quantower.cs";
+
+    public MacdIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = true;
+        Name = "MACD - Moving Average Convergence Divergence";
+        Description = "Trend-following momentum indicator";
+
+        MacdSeries = new(name: "MACD", color: Color.Blue, width: 2, style: LineStyle.Solid);
+        SignalSeries = new(name: "Signal", color: Color.Red, width: 2, style: LineStyle.Solid);
+        HistSeries = new(name: "Histogram", color: Color.Green, width: 2, style: LineStyle.Solid); // Quantower LineStyle doesn't have Histogram, use Solid and we'll paint it manually if needed, or just use Solid for now. Actually, Quantower usually handles Histogram via a different series type or style, but LineSeries only supports lines. Let's stick to Solid for now to fix compilation.
+
+        AddLineSeries(MacdSeries);
+        AddLineSeries(SignalSeries);
+        AddLineSeries(HistSeries);
+    }
+
+    protected override void OnInit()
+    {
+        _macd = new Macd(FastPeriod, SlowPeriod, SignalPeriod);
+        base.OnInit();
+    }
+
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
+
+        TValue input = this.GetInputValue(args, SourceType.Close);
+
+        _macd!.Update(input, isNew);
+
+        MacdSeries!.SetValue(_macd.Last.Value);
+        SignalSeries!.SetValue(_macd.Signal.Value);
+        HistSeries!.SetValue(_macd.Histogram.Value);
+    }
+}