feat: Add Blackman Window Moving Average (BLMA) implementation and documentation

2026-08-18 18:48:05 +00:00 · 2025-12-22 22:15:27 -08:00
parent 7b1e0c738d
commit 57aaec1ac8
14 changed files with 755 additions and 215 deletions
@@ -0,0 +1,63 @@
+using System;
+using System.Drawing;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+public class BlmaIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
+    public int Period { get; set; } = 14;
+
+    [IndicatorExtensions.DataSourceInput]
+    public SourceType Source { get; set; } = SourceType.Close;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Blma? _ma;
+    protected LineSeries? _series;
+
+    public int MinHistoryDepths => Period;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public override string ShortName => $"BLMA {Period}";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/trends/blma/Blma.Quantower.cs";
+
+    public BlmaIndicator()
+    {
+        Name = "BLMA - Blackman Window Moving Average";
+        Description = "A moving average using the Blackman window function for superior noise suppression.";
+        SeparateWindow = false;
+
+        _series = new(name: "BLMA", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        AddLineSeries(_series);
+    }
+
+    protected override void OnInit()
+    {
+        _ma = new Blma(Period);
+        base.OnInit();
+    }
+
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        TValue input = this.GetInputValue(args, Source);
+        
+        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
+        TValue result = _ma!.Update(input, isNew);
+
+        if (!_ma.IsHot && !ShowColdValues)
+        {
+            return;
+        }
+
+        _series!.SetValue(result.Value);
+    }
+
+    public override void OnPaintChart(PaintChartEventArgs args)
+    {
+        base.OnPaintChart(args);
+        this.PaintSmoothCurve(args, _series!, _ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
+    }
+}