mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-20 11:38:05 +00:00
Rebase
This commit is contained in:
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using System.Drawing;
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using TradingPlatform.BusinessLayer;
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namespace QuanTAlib;
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public class BIAS_chart : Indicator
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{
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#region Parameters
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[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
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private int Period = 10;
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[InputParameter("Data source", 1, 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 DataSource = 1;
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#endregion Parameters
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private readonly TBars bars = new();
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///////
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private BIAS_Series indicator;
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///////
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public BIAS_chart()
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{
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this.SeparateWindow = true;
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this.Name = "BIAS - Rate of change";
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this.Description = "Bias description";
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this.AddLineSeries("BIAS", Color.RoyalBlue, 3, LineStyle.Solid);
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}
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protected override void OnInit()
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{
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this.ShortName =
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"BIAS (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
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this.indicator =
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new(source: bars.Select(this.DataSource), period: this.Period);
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}
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protected void OnNewData(bool update = false) { this.indicator.Add(update); }
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protected override void OnUpdate(UpdateArgs args)
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{
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bool update = !(args.Reason == UpdateReason.NewBar ||
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args.Reason == UpdateReason.HistoricalBar);
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this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
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this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
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this.GetPrice(PriceType.Close),
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this.GetPrice(PriceType.Volume), update);
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this.OnNewData(update);
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double result = this.indicator[this.indicator.Count - 1].v;
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this.SetValue(result, 0);
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}
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}
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@@ -0,0 +1,56 @@
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using System.Drawing;
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using TradingPlatform.BusinessLayer;
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namespace QuanTAlib;
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public class DEMA_chart : Indicator
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{
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#region Parameters
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[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
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private int Period = 10;
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[InputParameter("Data source", 1, 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 DataSource = 3;
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#endregion Parameters
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private readonly TBars bars = new();
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///////
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private DEMA_Series indicator;
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///////
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public DEMA_chart()
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{
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this.SeparateWindow = false;
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this.Name = "DEMA - Double Exponential Moving Average";
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this.Description = "Double Exponential Moving Average description";
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this.AddLineSeries("DEMA", Color.RoyalBlue, 3, LineStyle.Solid);
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}
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protected override void OnInit()
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{
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this.ShortName =
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"DEMA (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
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this.indicator = new(source: bars.Select(this.DataSource),
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period: this.Period, useNaN: false);
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}
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protected void OnNewData(bool update = false) { this.indicator.Add(update); }
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protected override void OnUpdate(UpdateArgs args)
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{
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bool update = !(args.Reason == UpdateReason.NewBar ||
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args.Reason == UpdateReason.HistoricalBar);
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this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
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this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
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this.GetPrice(PriceType.Close),
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this.GetPrice(PriceType.Volume), update);
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this.OnNewData(update);
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double result = this.indicator[this.indicator.Count - 1].v;
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this.SetValue(result);
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}
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}
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using System.Drawing;
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using TradingPlatform.BusinessLayer;
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namespace QuanTAlib;
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public class EMA_chart : Indicator
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{
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#region Parameters
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[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
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private int Period = 10;
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[InputParameter("Data source", 1, 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 DataSource = 3;
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#endregion Parameters
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private readonly TBars bars = new();
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///////
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private EMA_Series indicator;
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///////
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public EMA_chart()
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{
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this.SeparateWindow = false;
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this.Name = "EMA - Exponential Moving Average";
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this.Description = "Exponential Moving Average description";
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this.AddLineSeries("EMA", Color.RoyalBlue, 3, LineStyle.Solid);
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}
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protected override void OnInit()
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{
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this.ShortName =
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"EMA (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
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this.indicator = new(source: bars.Select(this.DataSource),
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period: this.Period, useNaN: false);
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}
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protected void OnNewData(bool update = false) { this.indicator.Add(update); }
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protected override void OnUpdate(UpdateArgs args)
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{
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bool update = !(args.Reason == UpdateReason.NewBar ||
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args.Reason == UpdateReason.HistoricalBar);
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this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
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this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
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this.GetPrice(PriceType.Close),
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this.GetPrice(PriceType.Volume), update);
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this.OnNewData(update);
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double result = this.indicator[this.indicator.Count - 1].v;
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this.SetValue(result);
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}
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}
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using System.Drawing;
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using TradingPlatform.BusinessLayer;
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namespace QuanTAlib;
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public class ENTP_chart : Indicator
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{
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#region Parameters
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[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
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private int Period = 5;
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[InputParameter("Data source", 1, 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 DataSource = 8;
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#endregion Parameters
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private readonly TBars bars = new();
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///////
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private ENTP_Series indicator;
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///////
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public ENTP_chart()
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{
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this.SeparateWindow = true;
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this.Name = "ENTP - Entropy (Unpredictability)";
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this.Description = "Entropy description";
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this.AddLineSeries("ENTROPY", Color.RoyalBlue, 3, LineStyle.Solid);
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}
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protected override void OnInit()
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{
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this.ShortName =
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"ENTP (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
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this.indicator = new(source: bars.Select(this.DataSource),
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period: this.Period, useNaN: true);
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}
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protected void OnNewData(bool update = false) { this.indicator.Add(update); }
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protected override void OnUpdate(UpdateArgs args)
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{
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bool update = !(args.Reason == UpdateReason.NewBar ||
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args.Reason == UpdateReason.HistoricalBar);
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this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
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this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
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this.GetPrice(PriceType.Close),
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this.GetPrice(PriceType.Volume), update);
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this.OnNewData(update);
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double result = this.indicator[this.indicator.Count - 1].v;
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this.SetValue(result, 0);
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}
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}
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@@ -0,0 +1,56 @@
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using System.Drawing;
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using TradingPlatform.BusinessLayer;
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namespace QuanTAlib;
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public class HEMA_chart : Indicator
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{
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#region Parameters
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[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
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private int Period = 10;
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[InputParameter("Data source", 1, 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 DataSource = 3;
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#endregion Parameters
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private readonly TBars bars = new();
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///////
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private HEMA_Series indicator;
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///////
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public HEMA_chart()
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{
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this.SeparateWindow = false;
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this.Name = "HEMA - Hull-EMA Moving Average";
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this.Description = "Hull-EMA Moving Average description";
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this.AddLineSeries("HEMA", Color.RoyalBlue, 3, LineStyle.Solid);
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}
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protected override void OnInit()
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{
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this.ShortName =
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"HEMA (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
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this.indicator = new(source: bars.Select(this.DataSource),
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period: this.Period, useNaN: false);
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}
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protected void OnNewData(bool update = false) { this.indicator.Add(update); }
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protected override void OnUpdate(UpdateArgs args)
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{
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bool update = !(args.Reason == UpdateReason.NewBar ||
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args.Reason == UpdateReason.HistoricalBar);
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this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
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this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
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this.GetPrice(PriceType.Close),
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this.GetPrice(PriceType.Volume), update);
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this.OnNewData(update);
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double result = this.indicator[this.indicator.Count - 1].v;
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this.SetValue(result);
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}
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}
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@@ -0,0 +1,56 @@
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using System.Drawing;
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using TradingPlatform.BusinessLayer;
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namespace QuanTAlib;
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public class HMA_chart : Indicator
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{
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#region Parameters
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[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
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private int Period = 10;
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[InputParameter("Data source", 1, 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 DataSource = 3;
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#endregion Parameters
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private readonly TBars bars = new();
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///////
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private HMA_Series indicator;
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///////
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public HMA_chart()
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{
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this.SeparateWindow = false;
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this.Name = "HMA - Hull Moving Average";
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this.Description = "Hull Moving Average description";
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this.AddLineSeries("HMA", Color.RoyalBlue, 3, LineStyle.Solid);
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}
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protected override void OnInit()
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{
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this.ShortName =
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"HMA (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
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this.indicator = new(source: bars.Select(this.DataSource),
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period: this.Period, useNaN: false);
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}
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protected void OnNewData(bool update = false) { this.indicator.Add(update); }
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protected override void OnUpdate(UpdateArgs args)
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{
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bool update = !(args.Reason == UpdateReason.NewBar ||
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args.Reason == UpdateReason.HistoricalBar);
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this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
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this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
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this.GetPrice(PriceType.Close),
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this.GetPrice(PriceType.Volume), update);
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this.OnNewData(update);
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double result = this.indicator[this.indicator.Count - 1].v;
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this.SetValue(result);
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}
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}
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@@ -0,0 +1,56 @@
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using System.Drawing;
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using TradingPlatform.BusinessLayer;
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namespace QuanTAlib;
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public class JMA_chart : Indicator
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{
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#region Parameters
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[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
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private int Period = 10;
|
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|
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[InputParameter("Data source", 1, 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 DataSource = 3;
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#endregion Parameters
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||||
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private readonly TBars bars = new();
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///////
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private JMA_Series indicator;
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///////
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public JMA_chart()
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{
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this.SeparateWindow = false;
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this.Name = "JMA - Jurik Moving Average";
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this.Description = "Jurik Moving Average description";
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this.AddLineSeries("JMA", Color.RoyalBlue, 3, LineStyle.Solid);
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}
|
||||
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protected override void OnInit()
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{
|
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this.ShortName =
|
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"JMA (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator = new(source: bars.Select(this.DataSource),
|
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period: this.Period, useNaN: false);
|
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}
|
||||
|
||||
protected void OnNewData(bool update = false) { this.indicator.Add(update); }
|
||||
|
||||
protected override void OnUpdate(UpdateArgs args)
|
||||
{
|
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bool update = !(args.Reason == UpdateReason.NewBar ||
|
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args.Reason == UpdateReason.HistoricalBar);
|
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this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
|
||||
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
|
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this.GetPrice(PriceType.Close),
|
||||
this.GetPrice(PriceType.Volume), update);
|
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this.OnNewData(update);
|
||||
|
||||
double result = this.indicator[this.indicator.Count - 1].v;
|
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this.SetValue(result);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,55 @@
|
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using System.Drawing;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
namespace QuanTAlib;
|
||||
|
||||
public class KURT_chart : Indicator
|
||||
{
|
||||
#region Parameters
|
||||
|
||||
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
|
||||
private int Period = 40;
|
||||
|
||||
[InputParameter("Data source", 1, 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 = 8;
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
private readonly TBars bars = new();
|
||||
|
||||
///////
|
||||
private KURT_Series indicator;
|
||||
///////
|
||||
|
||||
public KURT_chart()
|
||||
{
|
||||
this.SeparateWindow = true;
|
||||
this.Name = "KURT - Kurtosis (Flatness)";
|
||||
this.Description = "Kurtosis description";
|
||||
this.AddLineSeries("KURTOSIS", Color.RoyalBlue, 3, LineStyle.Solid);
|
||||
}
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
this.ShortName =
|
||||
"KURT (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator = new(source: bars.Select(this.DataSource),
|
||||
period: this.Period, useNaN: true);
|
||||
}
|
||||
|
||||
protected void OnNewData(bool update = false) { this.indicator.Add(update); }
|
||||
|
||||
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.OnNewData(update);
|
||||
double result = this.indicator[this.indicator.Count - 1].v;
|
||||
this.SetValue(result, 0);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,57 @@
|
||||
using System.Drawing;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
namespace QuanTAlib;
|
||||
|
||||
public class MAD_chart : Indicator
|
||||
{
|
||||
#region Parameters
|
||||
|
||||
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
|
||||
private int Period = 10;
|
||||
|
||||
[InputParameter("Data source", 1, 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 = 8;
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
private readonly TBars bars = new();
|
||||
|
||||
///////
|
||||
private MAD_Series indicator;
|
||||
///////
|
||||
|
||||
public MAD_chart()
|
||||
{
|
||||
this.SeparateWindow = true;
|
||||
this.Name = "MAD - Mean Absolute Deviation";
|
||||
this.Description = "MAD description";
|
||||
this.AddLineSeries("MAD", Color.RoyalBlue, 3, LineStyle.Solid);
|
||||
}
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
this.ShortName =
|
||||
"MAD (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator = new(source: bars.Select(this.DataSource),
|
||||
period: this.Period, useNaN: true);
|
||||
}
|
||||
|
||||
protected void OnNewData(bool update = false) { this.indicator.Add(update); }
|
||||
|
||||
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.OnNewData(update);
|
||||
|
||||
double result = this.indicator[this.indicator.Count - 1].v;
|
||||
|
||||
this.SetValue(result, 0);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,57 @@
|
||||
using System.Drawing;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
namespace QuanTAlib;
|
||||
|
||||
public class MAPE_chart : Indicator
|
||||
{
|
||||
#region Parameters
|
||||
|
||||
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
|
||||
private int Period = 10;
|
||||
|
||||
[InputParameter("Data source", 1, 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 = 8;
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
private readonly TBars bars = new();
|
||||
|
||||
///////dotnet
|
||||
private MAPE_Series indicator;
|
||||
///////
|
||||
|
||||
public MAPE_chart()
|
||||
{
|
||||
this.SeparateWindow = true;
|
||||
this.Name = "MAPE - Mean Absolute Percentage Error";
|
||||
this.Description = "MAPE description";
|
||||
this.AddLineSeries("MAPE", Color.RoyalBlue, 3, LineStyle.Solid);
|
||||
}
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
this.ShortName =
|
||||
"MAPE (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator = new(source: bars.Select(this.DataSource),
|
||||
period: this.Period, useNaN: true);
|
||||
}
|
||||
|
||||
protected void OnNewData(bool update = false) { this.indicator.Add(update); }
|
||||
|
||||
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.OnNewData(update);
|
||||
|
||||
double result = this.indicator[this.indicator.Count - 1].v;
|
||||
|
||||
this.SetValue(result, 0);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,57 @@
|
||||
using System.Drawing;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
namespace QuanTAlib;
|
||||
|
||||
public class MAX_chart : Indicator
|
||||
{
|
||||
#region Parameters
|
||||
|
||||
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
|
||||
private int Period = 10;
|
||||
|
||||
[InputParameter("Data source", 1, 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 = 1;
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
private readonly TBars bars = new();
|
||||
|
||||
///////
|
||||
private MAX_Series indicator;
|
||||
///////
|
||||
|
||||
public MAX_chart()
|
||||
{
|
||||
this.SeparateWindow = false;
|
||||
this.Name = "MAX - Moving Maximum";
|
||||
this.Description = "Moving Maximum description";
|
||||
this.AddLineSeries("MAX", Color.RoyalBlue, 3, LineStyle.Solid);
|
||||
}
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
this.ShortName =
|
||||
"MAX (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator =
|
||||
new(source: bars.Select(this.DataSource), period: this.Period);
|
||||
}
|
||||
|
||||
protected void OnNewData(bool update = false) { this.indicator.Add(update); }
|
||||
|
||||
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.OnNewData(update);
|
||||
|
||||
double result = this.indicator[this.indicator.Count - 1].v;
|
||||
|
||||
this.SetValue(result, 0);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,54 @@
|
||||
using System.Drawing;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
namespace QuanTAlib;
|
||||
|
||||
public class MED_chart : Indicator
|
||||
{
|
||||
#region Parameters
|
||||
|
||||
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
|
||||
private int Period = 10;
|
||||
|
||||
[InputParameter("Data source", 1, 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 = 8;
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
private readonly TBars bars = new();
|
||||
|
||||
///////
|
||||
private MED_Series indicator;
|
||||
///////
|
||||
|
||||
public MED_chart()
|
||||
{
|
||||
this.SeparateWindow = false;
|
||||
this.Name = "MED - Moving Median";
|
||||
this.Description = "Moving Median description";
|
||||
this.AddLineSeries("MED", Color.RoyalBlue, 3, LineStyle.Solid);
|
||||
}
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
this.ShortName =
|
||||
"MED (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator =
|
||||
new(source: bars.Select(this.DataSource), period: this.Period);
|
||||
}
|
||||
|
||||
protected void OnNewData(bool update = false) { this.indicator.Add(update); }
|
||||
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.OnNewData(update);
|
||||
double result = this.indicator[this.indicator.Count - 1].v;
|
||||
this.SetValue(result, 0);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,57 @@
|
||||
using System.Drawing;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
namespace QuanTAlib;
|
||||
|
||||
public class MIN_chart : Indicator
|
||||
{
|
||||
#region Parameters
|
||||
|
||||
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
|
||||
private int Period = 10;
|
||||
|
||||
[InputParameter("Data source", 1, 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 = 2;
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
private readonly TBars bars = new();
|
||||
|
||||
///////
|
||||
private MIN_Series indicator;
|
||||
///////
|
||||
|
||||
public MIN_chart()
|
||||
{
|
||||
this.SeparateWindow = false;
|
||||
this.Name = "MIN - Moving Minimum";
|
||||
this.Description = "Moving Minimum description";
|
||||
this.AddLineSeries("MIN", Color.RoyalBlue, 3, LineStyle.Solid);
|
||||
}
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
this.ShortName =
|
||||
"MIN (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator =
|
||||
new(source: bars.Select(this.DataSource), period: this.Period);
|
||||
}
|
||||
|
||||
protected void OnNewData(bool update = false) { this.indicator.Add(update); }
|
||||
|
||||
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.OnNewData(update);
|
||||
|
||||
double result = this.indicator[this.indicator.Count - 1].v;
|
||||
|
||||
this.SetValue(result, 0);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,57 @@
|
||||
using System.Drawing;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
namespace QuanTAlib;
|
||||
|
||||
public class MSE_chart : Indicator
|
||||
{
|
||||
#region Parameters
|
||||
|
||||
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
|
||||
private int Period = 10;
|
||||
|
||||
[InputParameter("Data source", 1, 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 = 8;
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
private readonly TBars bars = new();
|
||||
|
||||
///////
|
||||
private MSE_Series indicator;
|
||||
///////
|
||||
|
||||
public MSE_chart()
|
||||
{
|
||||
this.SeparateWindow = true;
|
||||
this.Name = "MSE = Mean Square Error";
|
||||
this.Description = "MSE description";
|
||||
this.AddLineSeries("MSE", Color.RoyalBlue, 3, LineStyle.Solid);
|
||||
}
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
this.ShortName =
|
||||
"MSE (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator = new(source: bars.Select(this.DataSource),
|
||||
period: this.Period, useNaN: true);
|
||||
}
|
||||
|
||||
protected void OnNewData(bool update = false) { this.indicator.Add(update); }
|
||||
|
||||
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.OnNewData(update);
|
||||
|
||||
double result = this.indicator[this.indicator.Count - 1].v;
|
||||
|
||||
this.SetValue(result, 0);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,57 @@
|
||||
using System.Drawing;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
namespace QuanTAlib;
|
||||
|
||||
public class PSDEV_chart : Indicator
|
||||
{
|
||||
#region Parameters
|
||||
|
||||
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
|
||||
private int Period = 10;
|
||||
|
||||
[InputParameter("Data source", 1, 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 = 8;
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
private readonly TBars bars = new();
|
||||
|
||||
///////dotnet
|
||||
private PSDEV_Series indicator;
|
||||
///////
|
||||
|
||||
public PSDEV_chart()
|
||||
{
|
||||
this.SeparateWindow = true;
|
||||
this.Name = "PSDEV - Population Standard Deviation (Biased)";
|
||||
this.Description = "PSDEV description";
|
||||
this.AddLineSeries("PSDEV", Color.RoyalBlue, 3, LineStyle.Solid);
|
||||
}
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
this.ShortName =
|
||||
"PSDEV (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator = new(source: bars.Select(this.DataSource),
|
||||
period: this.Period, useNaN: true);
|
||||
}
|
||||
|
||||
protected void OnNewData(bool update = false) { this.indicator.Add(update); }
|
||||
|
||||
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.OnNewData(update);
|
||||
|
||||
double result = this.indicator[this.indicator.Count - 1].v;
|
||||
|
||||
this.SetValue(result, 0);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,57 @@
|
||||
using System.Drawing;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
namespace QuanTAlib;
|
||||
|
||||
public class PVAR_chart : Indicator
|
||||
{
|
||||
#region Parameters
|
||||
|
||||
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
|
||||
private int Period = 10;
|
||||
|
||||
[InputParameter("Data source", 1, 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 = 8;
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
private readonly TBars bars = new();
|
||||
|
||||
///////dotnet
|
||||
private PVAR_Series indicator;
|
||||
///////
|
||||
|
||||
public PVAR_chart()
|
||||
{
|
||||
this.SeparateWindow = true;
|
||||
this.Name = "PVAR - Population Variance (Biased)";
|
||||
this.Description = "PVAR description";
|
||||
this.AddLineSeries("PVAR", Color.RoyalBlue, 3, LineStyle.Solid);
|
||||
}
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
this.ShortName =
|
||||
"PVAR (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator = new(source: bars.Select(this.DataSource),
|
||||
period: this.Period, useNaN: true);
|
||||
}
|
||||
|
||||
protected void OnNewData(bool update = false) { this.indicator.Add(update); }
|
||||
|
||||
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.OnNewData(update);
|
||||
|
||||
double result = this.indicator[this.indicator.Count - 1].v;
|
||||
|
||||
this.SetValue(result, 0);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,56 @@
|
||||
using System.Drawing;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
namespace QuanTAlib;
|
||||
|
||||
public class RMA_chart : Indicator
|
||||
{
|
||||
#region Parameters
|
||||
|
||||
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
|
||||
private int Period = 10;
|
||||
|
||||
[InputParameter("Data source", 1, 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 readonly TBars bars = new();
|
||||
|
||||
///////
|
||||
private RMA_Series indicator;
|
||||
///////
|
||||
|
||||
public RMA_chart()
|
||||
{
|
||||
this.SeparateWindow = false;
|
||||
this.Name = "RMA - WildeR Moving Average";
|
||||
this.Description = "WildeR Moving Average description";
|
||||
this.AddLineSeries("RMA", Color.RoyalBlue, 3, LineStyle.Solid);
|
||||
}
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
this.ShortName =
|
||||
"RMA (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator = new(source: bars.Select(this.DataSource),
|
||||
period: this.Period, useNaN: false);
|
||||
}
|
||||
|
||||
protected void OnNewData(bool update = false) { this.indicator.Add(update); }
|
||||
|
||||
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.OnNewData(update);
|
||||
|
||||
double result = this.indicator[this.indicator.Count - 1].v;
|
||||
this.SetValue(result);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,57 @@
|
||||
using System.Drawing;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
namespace QuanTAlib;
|
||||
|
||||
public class SDEV_chart : Indicator
|
||||
{
|
||||
#region Parameters
|
||||
|
||||
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
|
||||
private int Period = 10;
|
||||
|
||||
[InputParameter("Data source", 1, 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 = 8;
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
private readonly TBars bars = new();
|
||||
|
||||
///////dotnet
|
||||
private SDEV_Series indicator;
|
||||
///////
|
||||
|
||||
public SDEV_chart()
|
||||
{
|
||||
this.SeparateWindow = true;
|
||||
this.Name = "SDEV - Sample Standard Deviation (Unbiased)";
|
||||
this.Description = "SDEV description";
|
||||
this.AddLineSeries("SDEV", Color.RoyalBlue, 3, LineStyle.Solid);
|
||||
}
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
this.ShortName =
|
||||
"SDEV (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator = new(source: bars.Select(this.DataSource),
|
||||
period: this.Period, useNaN: true);
|
||||
}
|
||||
|
||||
protected void OnNewData(bool update = false) { this.indicator.Add(update); }
|
||||
|
||||
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.OnNewData(update);
|
||||
|
||||
double result = this.indicator[this.indicator.Count - 1].v;
|
||||
|
||||
this.SetValue(result, 0);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,57 @@
|
||||
using System.Drawing;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
namespace QuanTAlib;
|
||||
|
||||
public class SMAPE_chart : Indicator
|
||||
{
|
||||
#region Parameters
|
||||
|
||||
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
|
||||
private int Period = 10;
|
||||
|
||||
[InputParameter("Data source", 1, 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 = 8;
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
private readonly TBars bars = new();
|
||||
|
||||
///////dotnet
|
||||
private SMAPE_Series indicator;
|
||||
///////
|
||||
|
||||
public SMAPE_chart()
|
||||
{
|
||||
this.SeparateWindow = true;
|
||||
this.Name = "SMAPE - Symmetric Mean Absolute Percentage Error";
|
||||
this.Description = "SMAPE description";
|
||||
this.AddLineSeries("SMAPE", Color.RoyalBlue, 3, LineStyle.Solid);
|
||||
}
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
this.ShortName =
|
||||
"SMAPE (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator = new(source: bars.Select(this.DataSource),
|
||||
period: this.Period, useNaN: true);
|
||||
}
|
||||
|
||||
protected void OnNewData(bool update = false) { this.indicator.Add(update); }
|
||||
|
||||
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.OnNewData(update);
|
||||
|
||||
double result = this.indicator[this.indicator.Count - 1].v;
|
||||
|
||||
this.SetValue(result, 0);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,56 @@
|
||||
using System.Drawing;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
namespace QuanTAlib;
|
||||
|
||||
public class SMA_chart : Indicator
|
||||
{
|
||||
#region Parameters
|
||||
|
||||
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
|
||||
private int Period = 10;
|
||||
|
||||
[InputParameter("Data source", 1, 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 readonly TBars bars = new();
|
||||
|
||||
///////
|
||||
private SMA_Series indicator;
|
||||
///////
|
||||
|
||||
public SMA_chart()
|
||||
{
|
||||
this.SeparateWindow = false;
|
||||
this.Name = "SMA - Simple Moving Average";
|
||||
this.Description = "Simple Moving Average description";
|
||||
this.AddLineSeries("SMA", Color.RoyalBlue, 3, LineStyle.Solid);
|
||||
}
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
this.ShortName =
|
||||
"SMA (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator = new(source: bars.Select(this.DataSource),
|
||||
period: this.Period, useNaN: false);
|
||||
}
|
||||
|
||||
protected void OnNewData(bool update = false) { this.indicator.Add(update); }
|
||||
|
||||
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.OnNewData(update);
|
||||
|
||||
double result = this.indicator[this.indicator.Count - 1].v;
|
||||
this.SetValue(result);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,56 @@
|
||||
using System.Drawing;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
namespace QuanTAlib;
|
||||
|
||||
public class TEMA_chart : Indicator
|
||||
{
|
||||
#region Parameters
|
||||
|
||||
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
|
||||
private int Period = 10;
|
||||
|
||||
[InputParameter("Data source", 1, 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 readonly TBars bars = new();
|
||||
|
||||
///////
|
||||
private TEMA_Series indicator;
|
||||
///////
|
||||
|
||||
public TEMA_chart()
|
||||
{
|
||||
this.SeparateWindow = false;
|
||||
this.Name = "TEMA - Triple Exponential Moving Average";
|
||||
this.Description = "Triple Exponential Moving Average description";
|
||||
this.AddLineSeries("TEMA", Color.RoyalBlue, 3, LineStyle.Solid);
|
||||
}
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
this.ShortName =
|
||||
"TEMA (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator = new(source: bars.Select(this.DataSource),
|
||||
period: this.Period, useNaN: false);
|
||||
}
|
||||
|
||||
protected void OnNewData(bool update = false) { this.indicator.Add(update); }
|
||||
|
||||
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.OnNewData(update);
|
||||
|
||||
double result = this.indicator[this.indicator.Count - 1].v;
|
||||
this.SetValue(result);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,57 @@
|
||||
using System.Drawing;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
namespace QuanTAlib;
|
||||
|
||||
public class VAR_chart : Indicator
|
||||
{
|
||||
#region Parameters
|
||||
|
||||
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
|
||||
private int Period = 10;
|
||||
|
||||
[InputParameter("Data source", 1, 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 = 8;
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
private readonly TBars bars = new();
|
||||
|
||||
///////dotnet
|
||||
private VAR_Series indicator;
|
||||
///////
|
||||
|
||||
public VAR_chart()
|
||||
{
|
||||
this.SeparateWindow = true;
|
||||
this.Name = "VAR - Sample Variance (Unbiased)";
|
||||
this.Description = "VAR description";
|
||||
this.AddLineSeries("VAR", Color.RoyalBlue, 3, LineStyle.Solid);
|
||||
}
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
this.ShortName =
|
||||
"VAR (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator = new(source: bars.Select(this.DataSource),
|
||||
period: this.Period, useNaN: true);
|
||||
}
|
||||
|
||||
protected void OnNewData(bool update = false) { this.indicator.Add(update); }
|
||||
|
||||
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.OnNewData(update);
|
||||
|
||||
double result = this.indicator[this.indicator.Count - 1].v;
|
||||
|
||||
this.SetValue(result, 0);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,68 @@
|
||||
using System.Drawing;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
|
||||
public class WMAPE_chart : Indicator
|
||||
{
|
||||
#region Parameters
|
||||
|
||||
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
|
||||
private int Period = 10;
|
||||
|
||||
[InputParameter("Data source", 1, 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 = 8;
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
private readonly QuanTAlib.TBars bars = new();
|
||||
|
||||
///////dotnet
|
||||
private QuanTAlib.WMAPE_Series indicator;
|
||||
///////
|
||||
|
||||
public WMAPE_chart()
|
||||
{
|
||||
this.SeparateWindow = true;
|
||||
this.Name = "WMAPE - Weighted Mean Absolute Percentage Error";
|
||||
this.Description = "WMAPE description";
|
||||
this.AddLineSeries("WMAPE", Color.RoyalBlue, 3, LineStyle.Solid);
|
||||
}
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
this.ShortName = "WMAPE (" + QuantLib.TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator = new(source: bars.Select(this.DataSource), period: this.Period, useNaN: true);
|
||||
}
|
||||
|
||||
protected void OnNewData(bool update = false)
|
||||
{
|
||||
this.indicator.Add(update);
|
||||
|
||||
}
|
||||
|
||||
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.OnNewData(update);
|
||||
|
||||
double result = this.indicator[this.indicator.Count - 1].v;
|
||||
|
||||
|
||||
this.SetValue(result, 0);
|
||||
|
||||
|
||||
|
||||
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,56 @@
|
||||
using System.Drawing;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
namespace QuanTAlib;
|
||||
|
||||
public class WMA_chart : Indicator
|
||||
{
|
||||
#region Parameters
|
||||
|
||||
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
|
||||
private int Period = 10;
|
||||
|
||||
[InputParameter("Data source", 1, 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 readonly TBars bars = new();
|
||||
|
||||
///////
|
||||
private WMA_Series indicator;
|
||||
///////
|
||||
|
||||
public WMA_chart()
|
||||
{
|
||||
this.SeparateWindow = false;
|
||||
this.Name = "WMA - Weighted Moving Average";
|
||||
this.Description = "Weighted Moving Average description";
|
||||
this.AddLineSeries("WMA", Color.RoyalBlue, 3, LineStyle.Solid);
|
||||
}
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
this.ShortName =
|
||||
"WMA (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator = new(source: bars.Select(this.DataSource),
|
||||
period: this.Period, useNaN: false);
|
||||
}
|
||||
|
||||
protected void OnNewData(bool update = false) { this.indicator.Add(update); }
|
||||
|
||||
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.OnNewData(update);
|
||||
|
||||
double result = this.indicator[this.indicator.Count - 1].v;
|
||||
this.SetValue(result);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,56 @@
|
||||
using System.Drawing;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
namespace QuanTAlib;
|
||||
|
||||
public class ZLEMA_chart : Indicator
|
||||
{
|
||||
#region Parameters
|
||||
|
||||
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
|
||||
private int Period = 10;
|
||||
|
||||
[InputParameter("Data source", 1, 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 readonly TBars bars = new();
|
||||
|
||||
///////
|
||||
private ZLEMA_Series indicator;
|
||||
///////
|
||||
|
||||
public ZLEMA_chart()
|
||||
{
|
||||
this.SeparateWindow = false;
|
||||
this.Name = "ZLEMA - Zero-lag Exponential Moving Average";
|
||||
this.Description = "Zero-Lag Exponential Moving Average description";
|
||||
this.AddLineSeries("ZLEMA", Color.RoyalBlue, 3, LineStyle.Solid);
|
||||
}
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
this.ShortName =
|
||||
"ZLEMA (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
||||
this.indicator = new(source: bars.Select(this.DataSource),
|
||||
period: this.Period, useNaN: false);
|
||||
}
|
||||
|
||||
protected void OnNewData(bool update = false) { this.indicator.Add(update); }
|
||||
|
||||
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.OnNewData(update);
|
||||
|
||||
double result = this.indicator[this.indicator.Count - 1].v;
|
||||
this.SetValue(result);
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user