This commit is contained in:
Miha
2022-04-19 15:46:34 -07:00
commit 50ed6f6504
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using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class BIAS_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 BIAS_Series indicator;
///////
public BIAS_chart()
{
this.SeparateWindow = true;
this.Name = "BIAS - Rate of change";
this.Description = "Bias description";
this.AddLineSeries("BIAS", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.ShortName =
"BIAS (" + 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);
}
}
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using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class DEMA_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 DEMA_Series indicator;
///////
public DEMA_chart()
{
this.SeparateWindow = false;
this.Name = "DEMA - Double Exponential Moving Average";
this.Description = "Double Exponential Moving Average description";
this.AddLineSeries("DEMA", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.ShortName =
"DEMA (" + 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);
}
}
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using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class EMA_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 EMA_Series indicator;
///////
public EMA_chart()
{
this.SeparateWindow = false;
this.Name = "EMA - Exponential Moving Average";
this.Description = "Exponential Moving Average description";
this.AddLineSeries("EMA", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.ShortName =
"EMA (" + 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);
}
}
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using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class ENTP_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 5;
[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 ENTP_Series indicator;
///////
public ENTP_chart()
{
this.SeparateWindow = true;
this.Name = "ENTP - Entropy (Unpredictability)";
this.Description = "Entropy description";
this.AddLineSeries("ENTROPY", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.ShortName =
"ENTP (" + 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);
}
}
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using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class HEMA_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 HEMA_Series indicator;
///////
public HEMA_chart()
{
this.SeparateWindow = false;
this.Name = "HEMA - Hull-EMA Moving Average";
this.Description = "Hull-EMA Moving Average description";
this.AddLineSeries("HEMA", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.ShortName =
"HEMA (" + 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);
}
}
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using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class HMA_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 HMA_Series indicator;
///////
public HMA_chart()
{
this.SeparateWindow = false;
this.Name = "HMA - Hull Moving Average";
this.Description = "Hull Moving Average description";
this.AddLineSeries("HMA", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.ShortName =
"HMA (" + 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);
}
}
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using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class JMA_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "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 JMA_Series indicator;
///////
public JMA_chart()
{
this.SeparateWindow = false;
this.Name = "JMA - Jurik Moving Average";
this.Description = "Jurik Moving Average description";
this.AddLineSeries("JMA", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.ShortName =
"JMA (" + 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);
}
}
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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);
}
}
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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);
}
}
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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);
}
}
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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);
}
}
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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);
}
}
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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);
}
}
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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);
}
}
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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);
}
}
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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);
}
}
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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);
}
}
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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);
}
}
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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);
}
}
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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);
}
}
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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);
}
}
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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);
}
}
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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);
}
}
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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);
}
}
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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);
}
}