diff --git a/QuanTAlib.sln b/QuanTAlib.sln index 068fcd79..ad664505 100644 --- a/QuanTAlib.sln +++ b/QuanTAlib.sln @@ -12,6 +12,14 @@ Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Averages", "quantower\Avera EndProject Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Volatility", "quantower\Volatility\_Volatility.csproj", "{B7DC44F7-D3A3-4C70-9025-513E0182B646}" EndProject +Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Oscillators", "quantower\Oscillators\_Oscillators.csproj", "{C4D8F5D0-E6A7-4B7D-B8E9-F55C3F8D9D01}" +EndProject +Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Volume", "quantower\Volume\_Volume.csproj", "{D5E9F6D1-B8A8-4C7E-9FA0-F66C3F8D9D02}" +EndProject +Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Momentum", "quantower\Momentum\_Momentum.csproj", "{E6F0F7D2-C9B9-4D8F-0FA1-F77C4F9D9D03}" +EndProject +Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Experiments", "quantower\Experiments\_Experiments.csproj", "{F7F1F8D3-DAC0-4E9F-1FB2-F88D5F0E0E04}" +EndProject Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "SyntheticVendor", "SyntheticVendor\SyntheticVendor.csproj", "{1CF111D9-33E6-4A11-8FEC-F23300A78D15}" EndProject Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Tests", "Tests\Tests.csproj", "{2D97C971-20BF-40DB-94AA-3279F787D3CB}" @@ -40,12 +48,27 @@ Global {B7DC44F7-D3A3-4C70-9025-513E0182B646}.Debug|Any CPU.ActiveCfg = Debug|Any CPU {B7DC44F7-D3A3-4C70-9025-513E0182B646}.Debug|Any CPU.Build.0 = Debug|Any CPU {B7DC44F7-D3A3-4C70-9025-513E0182B646}.Release|Any CPU.ActiveCfg = Release|Any CPU - {B7DC44F7-D3A3-4C70-9025-513E0182B646}.Release | Any CPU.ActiveCfg = Release | Any CPU - {B7DC44F7-D3A3-4C70-9025-513E0182B646}.Release | Any CPU.Build.0 = Release | Any CPU - {1CF111D9-33E6-4A11-8FEC-F23300A78D15}.Debug | Any CPU.ActiveCfg = Debug | Any CPU - {1CF111D9-33E6-4A11-8FEC-F23300A78D15}.Debug | Any CPU.Build.0 = Debug | Any CPU - {1CF111D9-33E6-4A11-8FEC-F23300A78D15}.Release | Any CPU.ActiveCfg = Release | Any CPU - {1CF111D9-33E6-4A11-8FEC-F23300A78D15}.Release | Any CPU.Build.0 = Release | Any CPU + {B7DC44F7-D3A3-4C70-9025-513E0182B646}.Release|Any CPU.Build.0 = Release|Any CPU + {C4D8F5D0-E6A7-4B7D-B8E9-F55C3F8D9D01}.Debug|Any CPU.ActiveCfg = Debug|Any CPU + {C4D8F5D0-E6A7-4B7D-B8E9-F55C3F8D9D01}.Debug|Any CPU.Build.0 = Debug|Any CPU + {C4D8F5D0-E6A7-4B7D-B8E9-F55C3F8D9D01}.Release|Any CPU.ActiveCfg = Release|Any CPU + {C4D8F5D0-E6A7-4B7D-B8E9-F55C3F8D9D01}.Release|Any CPU.Build.0 = Release|Any CPU + {D5E9F6D1-B8A8-4C7E-9FA0-F66C3F8D9D02}.Debug|Any CPU.ActiveCfg = Debug|Any CPU + {D5E9F6D1-B8A8-4C7E-9FA0-F66C3F8D9D02}.Debug|Any CPU.Build.0 = Debug|Any CPU + {D5E9F6D1-B8A8-4C7E-9FA0-F66C3F8D9D02}.Release|Any CPU.ActiveCfg = Release|Any CPU + {D5E9F6D1-B8A8-4C7E-9FA0-F66C3F8D9D02}.Release|Any CPU.Build.0 = Release|Any CPU + {E6F0F7D2-C9B9-4D8F-0FA1-F77C4F9D9D03}.Debug|Any CPU.ActiveCfg = Debug|Any CPU + {E6F0F7D2-C9B9-4D8F-0FA1-F77C4F9D9D03}.Debug|Any CPU.Build.0 = Debug|Any CPU + {E6F0F7D2-C9B9-4D8F-0FA1-F77C4F9D9D03}.Release|Any CPU.ActiveCfg = Release|Any CPU + {E6F0F7D2-C9B9-4D8F-0FA1-F77C4F9D9D03}.Release|Any CPU.Build.0 = Release|Any CPU + {F7F1F8D3-DAC0-4E9F-1FB2-F88D5F0E0E04}.Debug|Any CPU.ActiveCfg = Debug|Any CPU + {F7F1F8D3-DAC0-4E9F-1FB2-F88D5F0E0E04}.Debug|Any CPU.Build.0 = Debug|Any CPU + {F7F1F8D3-DAC0-4E9F-1FB2-F88D5F0E0E04}.Release|Any CPU.ActiveCfg = Release|Any CPU + {F7F1F8D3-DAC0-4E9F-1FB2-F88D5F0E0E04}.Release|Any CPU.Build.0 = Release|Any CPU + {1CF111D9-33E6-4A11-8FEC-F23300A78D15}.Debug|Any CPU.ActiveCfg = Debug|Any CPU + {1CF111D9-33E6-4A11-8FEC-F23300A78D15}.Debug|Any CPU.Build.0 = Debug|Any CPU + {1CF111D9-33E6-4A11-8FEC-F23300A78D15}.Release|Any CPU.ActiveCfg = Release|Any CPU + {1CF111D9-33E6-4A11-8FEC-F23300A78D15}.Release|Any CPU.Build.0 = Release|Any CPU {2D97C971-20BF-40DB-94AA-3279F787D3CB}.Debug|Any CPU.ActiveCfg = Debug|Any CPU {2D97C971-20BF-40DB-94AA-3279F787D3CB}.Debug|Any CPU.Build.0 = Debug|Any CPU {2D97C971-20BF-40DB-94AA-3279F787D3CB}.Release|Any CPU.ActiveCfg = Release|Any CPU @@ -55,5 +78,9 @@ Global {2E9427C7-144F-488E-A29D-789ACC1C32AE} = {1B9AC248-76F8-44DD-958D-F1DC08EE1E87} {6BE10C39-4127-446C-818B-7976FCDD51D5} = {1B9AC248-76F8-44DD-958D-F1DC08EE1E87} {B7DC44F7-D3A3-4C70-9025-513E0182B646} = {1B9AC248-76F8-44DD-958D-F1DC08EE1E87} + {C4D8F5D0-E6A7-4B7D-B8E9-F55C3F8D9D01} = {1B9AC248-76F8-44DD-958D-F1DC08EE1E87} + {D5E9F6D1-B8A8-4C7E-9FA0-F66C3F8D9D02} = {1B9AC248-76F8-44DD-958D-F1DC08EE1E87} + {E6F0F7D2-C9B9-4D8F-0FA1-F77C4F9D9D03} = {1B9AC248-76F8-44DD-958D-F1DC08EE1E87} + {F7F1F8D3-DAC0-4E9F-1FB2-F88D5F0E0E04} = {1B9AC248-76F8-44DD-958D-F1DC08EE1E87} EndGlobalSection EndGlobal diff --git a/lib/momentum/Dmi.cs b/lib/momentum/Dmi.cs index d71b284f..432e2c53 100644 --- a/lib/momentum/Dmi.cs +++ b/lib/momentum/Dmi.cs @@ -24,10 +24,13 @@ namespace QuanTAlib; /// /// Formula: /// TR = max(high-low, abs(high-prevClose), abs(low-prevClose)) -/// +DM = if(high-prevHigh > prevLow-low) then max(high-prevHigh, 0) else 0 -/// -DM = if(prevLow-low > high-prevHigh) then max(prevLow-low, 0) else 0 -/// +DI = 100 * smoothed(+DM) / smoothed(TR) -/// -DI = 100 * smoothed(-DM) / smoothed(TR) +/// +DM = if(high-prevHigh > prevLow-low && high-prevHigh > 0) then high-prevHigh else 0 +/// -DM = if(prevLow-low > high-prevHigh && prevLow-low > 0) then prevLow-low else 0 +/// Smoothed TR = Wilder's smoothing of TR (ATR) +/// Smoothed +DM = Wilder's smoothing of +DM +/// Smoothed -DM = Wilder's smoothing of -DM +/// +DI = 100 * Smoothed(+DM) / Smoothed(TR) +/// -DI = 100 * Smoothed(-DM) / Smoothed(TR) /// /// Sources: /// J. Welles Wilder Jr. - "New Concepts in Technical Trading Systems" (1978) @@ -36,49 +39,41 @@ namespace QuanTAlib; /// Note: Default period of 14 was recommended by Wilder /// [SkipLocalsInit] -public sealed class Dmi : AbstractBarBase +public sealed class Dmi : AbstractBase { - private readonly Rma _smoothedTr; + private readonly Atr _atr; private readonly Rma _smoothedPlusDm; private readonly Rma _smoothedMinusDm; - private double _prevHigh, _prevLow, _prevClose; - private double _p_prevHigh, _p_prevLow, _p_prevClose; + private double _prevHigh, _prevLow; + private double _p_prevHigh, _p_prevLow; private double _plusDi, _minusDi; private const double ScalingFactor = 100.0; private const int DefaultPeriod = 14; - /// - /// Gets the most recent +DI value - /// public double PlusDI => _plusDi; - - /// - /// Gets the most recent -DI value - /// public double MinusDI => _minusDi; - /// The number of periods used in the DMI calculation (default 14). - /// Thrown when period is less than 1. - [MethodImpl(MethodImplOptions.AggressiveInlining)] public Dmi(int period = DefaultPeriod) { if (period < 1) throw new ArgumentOutOfRangeException(nameof(period)); - _smoothedTr = new(period, useSma: true); - _smoothedPlusDm = new(period, useSma: true); - _smoothedMinusDm = new(period, useSma: true); - _index = 0; + _atr = new(period); + _smoothedPlusDm = new(period); + _smoothedMinusDm = new(period); WarmupPeriod = period + 1; Name = $"DMI({period})"; } - /// The data source object that publishes updates. - /// The number of periods used in the DMI calculation. - [MethodImpl(MethodImplOptions.AggressiveInlining)] - public Dmi(object source, int period) : this(period) + public override void Init() { - var pubEvent = source.GetType().GetEvent("Pub"); - pubEvent?.AddEventHandler(source, new BarSignal(Sub)); + base.Init(); + _atr.Init(); + _smoothedPlusDm.Init(); + _smoothedMinusDm.Init(); + _prevHigh = _prevLow = double.NaN; + _p_prevHigh = _p_prevLow = double.NaN; + _plusDi = _minusDi = 0; + _index = 0; } [MethodImpl(MethodImplOptions.AggressiveInlining)] @@ -89,25 +84,14 @@ public sealed class Dmi : AbstractBarBase _index++; _p_prevHigh = _prevHigh; _p_prevLow = _prevLow; - _p_prevClose = _prevClose; } else { _prevHigh = _p_prevHigh; _prevLow = _p_prevLow; - _prevClose = _p_prevClose; } } - [MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)] - private static double CalculateTrueRange(double high, double low, double prevClose) - { - double hl = high - low; - double hpc = Math.Abs(high - prevClose); - double lpc = Math.Abs(low - prevClose); - return Math.Max(hl, Math.Max(hpc, lpc)); - } - [MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)] private static (double plusDm, double minusDm) CalculateDirectionalMovement( double high, double low, double prevHigh, double prevLow) @@ -115,13 +99,8 @@ public sealed class Dmi : AbstractBarBase double upMove = high - prevHigh; double downMove = prevLow - low; - double plusDm = 0.0; - double minusDm = 0.0; - - if (upMove > downMove && upMove > 0) - plusDm = upMove; - else if (downMove > upMove && downMove > 0) - minusDm = downMove; + double plusDm = (upMove > downMove && upMove > 0) ? upMove : 0; + double minusDm = (downMove > upMove && downMove > 0) ? downMove : 0; return (plusDm, minusDm); } @@ -129,38 +108,36 @@ public sealed class Dmi : AbstractBarBase [MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)] protected override double Calculation() { - ManageState(Input.IsNew); + ManageState(BarInput.IsNew); - if (_index == 1) + if (double.IsNaN(_prevHigh)) { - _prevHigh = Input.High; - _prevLow = Input.Low; - _prevClose = Input.Close; + _prevHigh = BarInput.High; + _prevLow = BarInput.Low; return 0.0; } - // Calculate True Range and Directional Movement - double tr = CalculateTrueRange(Input.High, Input.Low, _prevClose); + // Calculate ATR + double atr = _atr.Calc(BarInput).Value; + + // Calculate Directional Movement var (plusDm, minusDm) = CalculateDirectionalMovement( - Input.High, Input.Low, _prevHigh, _prevLow); + BarInput.High, BarInput.Low, _prevHigh, _prevLow); - // Update previous values - _prevHigh = Input.High; - _prevLow = Input.Low; - _prevClose = Input.Close; + // Update previous values for next calculation + _prevHigh = BarInput.High; + _prevLow = BarInput.Low; - // Smooth the indicators using Wilder's method - _smoothedTr.Calc(tr, Input.IsNew); - _smoothedPlusDm.Calc(plusDm, Input.IsNew); - _smoothedMinusDm.Calc(minusDm, Input.IsNew); + // Smooth DM values using Wilder's method + double smoothedPlusDm = _smoothedPlusDm.Calc(plusDm, BarInput.IsNew).Value; + double smoothedMinusDm = _smoothedMinusDm.Calc(minusDm, BarInput.IsNew).Value; - // Calculate +DI and -DI - double smoothedTr = _smoothedTr.Value; - if (smoothedTr > 0) + // Calculate DI values + if (atr > 0) { - _plusDi = ScalingFactor * _smoothedPlusDm.Value / smoothedTr; - _minusDi = ScalingFactor * _smoothedMinusDm.Value / smoothedTr; - return _plusDi - _minusDi; // Return the difference as main value + _plusDi = ScalingFactor * smoothedPlusDm / atr; + _minusDi = ScalingFactor * smoothedMinusDm / atr; + return _plusDi - _minusDi; } _plusDi = 0.0; diff --git a/lib/momentum/Dmx.cs b/lib/momentum/Dmx.cs index b3c3efbf..a5acf5e6 100644 --- a/lib/momentum/Dmx.cs +++ b/lib/momentum/Dmx.cs @@ -4,16 +4,13 @@ namespace QuanTAlib; /// /// DMX: Enhanced Directional Movement Index using JMA smoothing /// An improvement over the traditional DMI indicator that uses Jurik Moving Average (JMA) -/// for smoothing instead of Wilder's moving average. This enhancement provides better -/// noise reduction while maintaining responsiveness to significant price movements. +/// for smoothing. This enhancement provides better noise reduction while maintaining +/// responsiveness to significant price movements. /// /// /// The DMX calculation process: -/// 1. Calculate True Range (TR) -/// 2. Calculate +DM (Positive Directional Movement) -/// 3. Calculate -DM (Negative Directional Movement) -/// 4. Smooth TR, +DM, and -DM using JMA instead of Wilder's smoothing -/// 5. Calculate +DI and -DI as percentages +/// 1. Calculate DMI using the standard Dmi class +/// 2. Apply JMA smoothing to the +DI and -DI values /// /// Key improvements over DMI: /// - Uses JMA's adaptive volatility-based smoothing @@ -22,11 +19,9 @@ namespace QuanTAlib; /// - Reduced lag through JMA's phase-shifting /// /// Formula: -/// TR = max(high-low, abs(high-prevClose), abs(low-prevClose)) -/// +DM = if(high-prevHigh > prevLow-low) then max(high-prevHigh, 0) else 0 -/// -DM = if(prevLow-low > high-prevHigh) then max(prevLow-low, 0) else 0 -/// +DI = 100 * JMA(+DM) / JMA(TR) -/// -DI = 100 * JMA(-DM) / JMA(TR) +/// DMI calculation as per standard DMI +/// DMX +DI = JMA(DMI +DI) +/// DMX -DI = JMA(DMI -DI) /// /// Sources: /// Original DMI by J. Welles Wilder Jr. - "New Concepts in Technical Trading Systems" (1978) @@ -35,53 +30,40 @@ namespace QuanTAlib; [SkipLocalsInit] public sealed class Dmx : AbstractBarBase { - private readonly Jma _smoothedTr; - private readonly Jma _smoothedPlusDm; - private readonly Jma _smoothedMinusDm; - private double _prevHigh, _prevLow, _prevClose; - private double _p_prevHigh, _p_prevLow, _p_prevClose; + private readonly Dmi _dmi; + private readonly Jma _smoothedPlusDi; + private readonly Jma _smoothedMinusDi; private double _plusDi, _minusDi; - private const double ScalingFactor = 100.0; - private const int DefaultPeriod = 10; + private const int DefaultDmiPeriod = 14; + private const int DefaultJmaPeriod = 7; private const int DefaultPhase = 100; private const double DefaultFactor = 0.25; /// - /// Gets the most recent +DI value + /// Gets the most recent smoothed +DI value /// public double PlusDI => _plusDi; /// - /// Gets the most recent -DI value + /// Gets the most recent smoothed -DI value /// public double MinusDI => _minusDi; - /// The number of periods used in the DMX calculation (default 14). - /// The phase for the JMA smoothing (default 0). - /// The factor for the JMA smoothing (default 0.45). + /// The number of periods used in the DMI calculation (default 14). + /// The number of periods used in the JMA smoothing (default 10). + /// The phase for the JMA smoothing (default 100). + /// The factor for the JMA smoothing (default 0.25). /// Thrown when period is less than 1. [MethodImpl(MethodImplOptions.AggressiveInlining)] - public Dmx(int period = DefaultPeriod, int phase = DefaultPhase, double factor = DefaultFactor) + public Dmx(int period = DefaultDmiPeriod, int jmaPeriod = DefaultJmaPeriod, int phase = DefaultPhase, double factor = DefaultFactor) { - if (period < 1) - throw new ArgumentOutOfRangeException(nameof(period)); - _smoothedTr = new(period, phase, factor); - _smoothedPlusDm = new(period, phase, factor); - _smoothedMinusDm = new(period, phase, factor); - _index = 0; - WarmupPeriod = period * 2; // JMA needs more warmup periods than RMA - Name = $"DMX({period})"; - } - - /// The data source object that publishes updates. - /// The number of periods used in the DMX calculation. - /// The phase for the JMA smoothing. - /// The factor for the JMA smoothing. - [MethodImpl(MethodImplOptions.AggressiveInlining)] - public Dmx(object source, int period, int phase = DefaultPhase, double factor = DefaultFactor) : this(period, phase, factor) - { - var pubEvent = source.GetType().GetEvent("Pub"); - pubEvent?.AddEventHandler(source, new BarSignal(Sub)); + if (period < 1 || jmaPeriod < 1) + throw new ArgumentOutOfRangeException(nameof(period), "Periods must be greater than or equal to 1."); + _dmi = new(period); + _smoothedPlusDi = new(jmaPeriod, phase, factor); + _smoothedMinusDi = new(jmaPeriod, phase, factor); + WarmupPeriod = period + jmaPeriod; + Name = $"DMX({period},{jmaPeriod})"; } [MethodImpl(MethodImplOptions.AggressiveInlining)] @@ -90,43 +72,7 @@ public sealed class Dmx : AbstractBarBase if (isNew) { _index++; - _p_prevHigh = _prevHigh; - _p_prevLow = _prevLow; - _p_prevClose = _prevClose; } - else - { - _prevHigh = _p_prevHigh; - _prevLow = _p_prevLow; - _prevClose = _p_prevClose; - } - } - - [MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)] - private static double CalculateTrueRange(double high, double low, double prevClose) - { - double hl = high - low; - double hpc = Math.Abs(high - prevClose); - double lpc = Math.Abs(low - prevClose); - return Math.Max(hl, Math.Max(hpc, lpc)); - } - - [MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)] - private static (double plusDm, double minusDm) CalculateDirectionalMovement( - double high, double low, double prevHigh, double prevLow) - { - double upMove = high - prevHigh; - double downMove = prevLow - low; - - double plusDm = 0.0; - double minusDm = 0.0; - - if (upMove > downMove && upMove > 0) - plusDm = upMove; - else if (downMove > upMove && downMove > 0) - minusDm = downMove; - - return (plusDm, minusDm); } [MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)] @@ -134,40 +80,13 @@ public sealed class Dmx : AbstractBarBase { ManageState(Input.IsNew); - if (_index == 1) - { - _prevHigh = Input.High; - _prevLow = Input.Low; - _prevClose = Input.Close; - return 0.0; - } + // Calculate DMI + _dmi.Calc(Input); - // Calculate True Range and Directional Movement - double tr = CalculateTrueRange(Input.High, Input.Low, _prevClose); - var (plusDm, minusDm) = CalculateDirectionalMovement( - Input.High, Input.Low, _prevHigh, _prevLow); + // Smooth the DMI values using JMA + _plusDi = _smoothedPlusDi.Calc(_dmi.PlusDI, Input.IsNew).Value; + _minusDi = _smoothedMinusDi.Calc(_dmi.MinusDI, Input.IsNew).Value; - // Update previous values - _prevHigh = Input.High; - _prevLow = Input.Low; - _prevClose = Input.Close; - - // Smooth the indicators using JMA - _smoothedTr.Calc(tr, Input.IsNew); - _smoothedPlusDm.Calc(plusDm, Input.IsNew); - _smoothedMinusDm.Calc(minusDm, Input.IsNew); - - // Calculate +DI and -DI - double smoothedTr = _smoothedTr.Value; - if (smoothedTr > 0) - { - _plusDi = ScalingFactor * _smoothedPlusDm.Value / smoothedTr; - _minusDi = ScalingFactor * _smoothedMinusDm.Value / smoothedTr; - return _plusDi - _minusDi; // Return the difference as main value - } - - _plusDi = 0.0; - _minusDi = 0.0; - return 0.0; + return _plusDi - _minusDi; // Return the difference as main value } } diff --git a/lib/momentum/Dpo.cs b/lib/momentum/Dpo.cs index 87273cb4..1e19bed6 100644 --- a/lib/momentum/Dpo.cs +++ b/lib/momentum/Dpo.cs @@ -82,12 +82,13 @@ public sealed class Dpo : AbstractBase [MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)] protected override double Calculation() { + ManageState(BarInput.IsNew); // Add current price to buffer - _prices.Add(BarInput.Close); - + _prices.Add(BarInput.Close, BarInput.IsNew); // Need enough prices for the shifted SMA calculation + if (_index <= _shift) { return 0; @@ -96,12 +97,6 @@ public sealed class Dpo : AbstractBase // Add price from shift periods ago to SMA buffer _sma.Add(_prices[_shift]); - // Need enough prices for full calculation - if (_index <= WarmupPeriod) - { - return 0; - } - // Calculate DPO double dpo = BarInput.Close - _sma.Average(); diff --git a/lib/momentum/_list.md b/lib/momentum/_list.md index 85cc2072..ccfdf582 100644 --- a/lib/momentum/_list.md +++ b/lib/momentum/_list.md @@ -1,5 +1,4 @@ # Momentum indicators -Done: 15, Todo: 2 ✔️ ADX - Average Directional Movement Index ✔️ ADXR - Average Directional Movement Index Rating diff --git a/quantower/Averages/AfirmaIndicator.cs b/quantower/Averages/AfirmaIndicator.cs index a094c320..486052da 100644 --- a/quantower/Averages/AfirmaIndicator.cs +++ b/quantower/Averages/AfirmaIndicator.cs @@ -50,7 +50,7 @@ public class AfirmaIndicator : Indicator, IWatchlistIndicator Name = "AFIRMA - Adaptive Finite Impulse Response Moving Average"; Description = "Adaptive Finite Impulse Response Moving Average with ARMA component"; - Series = new(name: $"AFIRMA {Taps}:{Periods}:{Window}", color: Color.Yellow, width: 2, style: LineStyle.Solid); + Series = new(name: $"AFIRMA {Taps}:{Periods}:{Window}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); AddLineSeries(Series); } diff --git a/quantower/Averages/AlmaIndicator.cs b/quantower/Averages/AlmaIndicator.cs index 50b49d30..95bee6b7 100644 --- a/quantower/Averages/AlmaIndicator.cs +++ b/quantower/Averages/AlmaIndicator.cs @@ -46,7 +46,7 @@ public class AlmaIndicator : Indicator, IWatchlistIndicator SourceName = Source.ToString(); Name = "ALMA - Arnaud Legoux Moving Average"; Description = "Arnaud Legoux Moving Average"; - Series = new(name: $"ALMA {Period}:{Offset:F2}:{Sigma:F0}", color: Color.Yellow, width: 2, style: LineStyle.Solid); + Series = new(name: $"ALMA {Period}:{Offset:F2}:{Sigma:F0}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); AddLineSeries(Series); } diff --git a/quantower/Averages/DemaIndicator.cs b/quantower/Averages/DemaIndicator.cs index 7ca1824f..6db92ee5 100644 --- a/quantower/Averages/DemaIndicator.cs +++ b/quantower/Averages/DemaIndicator.cs @@ -40,7 +40,7 @@ public class DemaIndicator : Indicator, IWatchlistIndicator SourceName = Source.ToString(); Name = "DEMA - Double Exponential Moving Average"; Description = "A faster-responding moving average that reduces lag by applying the EMA twice."; - Series = new(name: $"DEMA {Period}", color: Color.Yellow, width: 2, style: LineStyle.Solid); + Series = new(name: $"DEMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); AddLineSeries(Series); } diff --git a/quantower/Averages/DsmaIndicator.cs b/quantower/Averages/DsmaIndicator.cs index 8c22a636..f26fc389 100644 --- a/quantower/Averages/DsmaIndicator.cs +++ b/quantower/Averages/DsmaIndicator.cs @@ -43,7 +43,7 @@ public class DsmaIndicator : Indicator, IWatchlistIndicator SourceName = Source.ToString(); Name = "DSMA - Deviation Scaled Moving Average"; Description = "A moving average that adjusts its responsiveness based on price deviations from the mean."; - Series = new(name: $"DSMA {Period}:{Scale:F2}", color: Color.Yellow, width: 2, style: LineStyle.Solid); + Series = new(name: $"DSMA {Period}:{Scale:F2}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); AddLineSeries(Series); } diff --git a/quantower/Averages/DwmaIndicator.cs b/quantower/Averages/DwmaIndicator.cs index 6b195215..6f88e496 100644 --- a/quantower/Averages/DwmaIndicator.cs +++ b/quantower/Averages/DwmaIndicator.cs @@ -40,7 +40,7 @@ public class DwmaIndicator : Indicator, IWatchlistIndicator SourceName = Source.ToString(); Name = "DWMA - Double Weighted Moving Average"; Description = "A moving average that applies double weighting to recent prices for increased responsiveness."; - Series = new(name: $"DWMA {Period}", color: Color.Yellow, width: 2, style: LineStyle.Solid); + Series = new(name: $"DWMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); AddLineSeries(Series); } diff --git a/quantower/Averages/EmaIndicator.cs b/quantower/Averages/EmaIndicator.cs index 3e16cd9b..a50eaf48 100644 --- a/quantower/Averages/EmaIndicator.cs +++ b/quantower/Averages/EmaIndicator.cs @@ -7,7 +7,7 @@ public class EmaIndicator : Indicator, IWatchlistIndicator { [InputParameter("Periods", sortIndex: 1, 1, 1000, 1, 0)] public int Periods { get; set; } = 10; - [InputParameter("Use SMA for warmup period", sortIndex: 2)] + [InputParameter("Use SMA for warmup period", sortIndex: 2)] public bool UseSMA { get; set; } = false; [InputParameter("Data source", sortIndex: 3, variants: [ @@ -42,7 +42,7 @@ public class EmaIndicator : Indicator, IWatchlistIndicator SourceName = Source.ToString(); Name = "EMA - Exponential Moving Average"; Description = "Exponential Moving Average"; - Series = new(name: $"EMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid); + Series = new(name: $"EMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); AddLineSeries(Series); } diff --git a/quantower/Averages/EpmaIndicator.cs b/quantower/Averages/EpmaIndicator.cs index 39aad553..eaa32fd0 100644 --- a/quantower/Averages/EpmaIndicator.cs +++ b/quantower/Averages/EpmaIndicator.cs @@ -40,7 +40,7 @@ public class EpmaIndicator : Indicator, IWatchlistIndicator SourceName = Source.ToString(); Name = "EPMA - Exponential Percentage Moving Average"; Description = "Exponential Percentage Moving Average"; - Series = new(name: $"EPMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid); + Series = new(name: $"EPMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); AddLineSeries(Series); } diff --git a/quantower/Averages/FramaIndicator.cs b/quantower/Averages/FramaIndicator.cs index ddcceede..038165ae 100644 --- a/quantower/Averages/FramaIndicator.cs +++ b/quantower/Averages/FramaIndicator.cs @@ -40,7 +40,7 @@ public class FramaIndicator : Indicator, IWatchlistIndicator SourceName = Source.ToString(); Name = "FRAMA - Fractal Adaptive Moving Average"; Description = "Fractal Adaptive Moving Average"; - Series = new(name: $"FRAMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid); + Series = new(name: $"FRAMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); AddLineSeries(Series); } diff --git a/quantower/Averages/FwmaIndicator.cs b/quantower/Averages/FwmaIndicator.cs index bb9c89a1..2a6a90a2 100644 --- a/quantower/Averages/FwmaIndicator.cs +++ b/quantower/Averages/FwmaIndicator.cs @@ -40,7 +40,7 @@ public class FwmaIndicator : Indicator, IWatchlistIndicator SourceName = Source.ToString(); Name = "FWMA - Fibonacci Weighted Moving Average"; Description = "Fibonacci Weighted Moving Average"; - Series = new(name: $"FWMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid); + Series = new(name: $"FWMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); AddLineSeries(Series); } diff --git a/quantower/Averages/GmaIndicator.cs b/quantower/Averages/GmaIndicator.cs index f4cfce92..ab93afe3 100644 --- a/quantower/Averages/GmaIndicator.cs +++ b/quantower/Averages/GmaIndicator.cs @@ -40,7 +40,7 @@ public class GmaIndicator : Indicator, IWatchlistIndicator SourceName = Source.ToString(); Name = "GMA - Gaussian Moving Average"; Description = "Gaussian Moving Average"; - Series = new(name: $"GMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid); + Series = new(name: $"GMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); AddLineSeries(Series); } diff --git a/quantower/Averages/HmaIndicator.cs b/quantower/Averages/HmaIndicator.cs index e9241249..d1d159da 100644 --- a/quantower/Averages/HmaIndicator.cs +++ b/quantower/Averages/HmaIndicator.cs @@ -40,7 +40,7 @@ public class HmaIndicator : Indicator, IWatchlistIndicator SourceName = Source.ToString(); Name = "HMA - Hull Moving Average"; Description = "Hull Moving Average"; - Series = new(name: $"HMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid); + Series = new(name: $"HMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); AddLineSeries(Series); } diff --git a/quantower/Averages/HtitIndicator.cs b/quantower/Averages/HtitIndicator.cs index 411d8afa..04daa1b4 100644 --- a/quantower/Averages/HtitIndicator.cs +++ b/quantower/Averages/HtitIndicator.cs @@ -37,7 +37,7 @@ public class HtitIndicator : Indicator, IWatchlistIndicator SourceName = Source.ToString(); Name = "HTIT - Hilbert Transform Instantaneous Trendline"; Description = "Hilbert Transform Instantaneous Trendline (Note: This indicator may not be fully functional)"; - Series = new(name: "HTIT", color: Color.Yellow, width: 2, style: LineStyle.Solid); + Series = new(name: "HTIT", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); AddLineSeries(Series); } diff --git a/quantower/Averages/HwmaIndicator.cs b/quantower/Averages/HwmaIndicator.cs index de81b817..b201a20a 100644 --- a/quantower/Averages/HwmaIndicator.cs +++ b/quantower/Averages/HwmaIndicator.cs @@ -49,7 +49,7 @@ public class HwmaIndicator : Indicator, IWatchlistIndicator SourceName = Source.ToString(); Name = "HWMA - Holt-Winter Moving Average"; Description = "Holt-Winter Moving Average"; - Series = new(name: $"HWMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid); + Series = new(name: $"HWMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); AddLineSeries(Series); } diff --git a/quantower/Averages/JmaIndicator.cs b/quantower/Averages/JmaIndicator.cs index 5050d3da..382e93c0 100644 --- a/quantower/Averages/JmaIndicator.cs +++ b/quantower/Averages/JmaIndicator.cs @@ -11,7 +11,7 @@ public class JmaIndicator : Indicator, IWatchlistIndicator [InputParameter("Phase", sortIndex: 2, -100, 100, 1, 0)] public int Phase { get; set; } = 0; - [InputParameter("Beta factor", sortIndex: 3, minimum: 0, maximum:5 , increment: 0.01, decimalPlaces: 2)] + [InputParameter("Beta factor", sortIndex: 3, minimum: 0, maximum: 5, increment: 0.01, decimalPlaces: 2)] public double Factor { get; set; } = 0.45; [InputParameter("Data source", sortIndex: 4, variants: [ @@ -34,7 +34,7 @@ public class JmaIndicator : Indicator, IWatchlistIndicator private Jma? ma; protected LineSeries? Series; protected string? SourceName; - public int MinHistoryDepths => Math.Max(65,Periods * 2); + public int MinHistoryDepths => Math.Max(65, Periods * 2); int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths; public override string ShortName => $"JMA {Periods}:{Phase}:{Factor:F2}:{SourceName}"; @@ -46,7 +46,7 @@ public class JmaIndicator : Indicator, IWatchlistIndicator SourceName = Source.ToString(); Name = "JMA - Jurik Moving Average"; Description = "Jurik Moving Average (Note: This indicator may have consistency issues)"; - Series = new(name: $"JMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid); + Series = new(name: $"JMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); AddLineSeries(Series); } diff --git a/quantower/Averages/KamaIndicator.cs b/quantower/Averages/KamaIndicator.cs index dfc14a90..f84c87df 100644 --- a/quantower/Averages/KamaIndicator.cs +++ b/quantower/Averages/KamaIndicator.cs @@ -46,7 +46,7 @@ public class KamaIndicator : Indicator, IWatchlistIndicator SourceName = Source.ToString(); Name = "KAMA - Kaufman's Adaptive Moving Average"; Description = "Kaufman's Adaptive Moving Average"; - Series = new(name: $"KAMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid); + Series = new(name: $"KAMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); AddLineSeries(Series); } diff --git a/quantower/Averages/LtmaIndicator.cs b/quantower/Averages/LtmaIndicator.cs index 77f2f868..ce1c4ad4 100644 --- a/quantower/Averages/LtmaIndicator.cs +++ b/quantower/Averages/LtmaIndicator.cs @@ -40,7 +40,7 @@ public class LtmaIndicator : Indicator, IWatchlistIndicator SourceName = Source.ToString(); Name = "LTMA - Laguerre Time Moving Average"; Description = "Laguerre Time Moving Average"; - Series = new(name: $"LTMA {Gamma}", color: Color.Yellow, width: 2, style: LineStyle.Solid); + Series = new(name: $"LTMA {Gamma}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); AddLineSeries(Series); } diff --git a/quantower/Averages/MaafIndicator.cs b/quantower/Averages/MaafIndicator.cs index fc474704..3a5a9647 100644 --- a/quantower/Averages/MaafIndicator.cs +++ b/quantower/Averages/MaafIndicator.cs @@ -43,7 +43,7 @@ public class MaafIndicator : Indicator, IWatchlistIndicator SourceName = Source.ToString(); Name = "MAAF - Median Adaptive Averaging Filter"; Description = "Median Adaptive Averaging Filter (Note: This indicator may have consistency issues)"; - Series = new(name: $"MAAF {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid); + Series = new(name: $"MAAF {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); AddLineSeries(Series); } diff --git a/quantower/Averages/MamaIndicator.cs b/quantower/Averages/MamaIndicator.cs index 39b31438..09b9e086 100644 --- a/quantower/Averages/MamaIndicator.cs +++ b/quantower/Averages/MamaIndicator.cs @@ -44,7 +44,7 @@ public class MamaIndicator : Indicator, IWatchlistIndicator SourceName = Source.ToString(); Name = "MAMA - MESA Adaptive Moving Average"; Description = "MESA Adaptive Moving Average"; - MamaSeries = new(name: "MAMA", color: Color.Yellow, width: 2, style: LineStyle.Solid); + MamaSeries = new(name: "MAMA", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); FamaSeries = new(name: "FAMA", color: Color.Red, width: 2, style: LineStyle.Solid); AddLineSeries(MamaSeries); AddLineSeries(FamaSeries); diff --git a/quantower/Averages/MgdiIndicator.cs b/quantower/Averages/MgdiIndicator.cs index 7a865b5b..7e63ffa2 100644 --- a/quantower/Averages/MgdiIndicator.cs +++ b/quantower/Averages/MgdiIndicator.cs @@ -43,7 +43,7 @@ public class MgdiIndicator : Indicator, IWatchlistIndicator SourceName = Source.ToString(); Name = "MGDI - McGinley Dynamic Indicator"; Description = "McGinley Dynamic Indicator"; - Series = new(name: $"MGDI {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid); + Series = new(name: $"MGDI {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); AddLineSeries(Series); } diff --git a/quantower/Averages/MmaIndicator.cs b/quantower/Averages/MmaIndicator.cs index c7701c74..e4c4fb50 100644 --- a/quantower/Averages/MmaIndicator.cs +++ b/quantower/Averages/MmaIndicator.cs @@ -40,7 +40,7 @@ public class MmaIndicator : Indicator, IWatchlistIndicator SourceName = Source.ToString(); Name = "MMA - Modified Moving Average"; Description = "Modified Moving Average"; - Series = new(name: $"MMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid); + Series = new(name: $"MMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); AddLineSeries(Series); } diff --git a/quantower/Averages/PwmaIndicator.cs b/quantower/Averages/PwmaIndicator.cs index 14eb349d..52d9ea72 100644 --- a/quantower/Averages/PwmaIndicator.cs +++ b/quantower/Averages/PwmaIndicator.cs @@ -40,7 +40,7 @@ public class PwmaIndicator : Indicator, IWatchlistIndicator SourceName = Source.ToString(); Name = "PWMA - Pascal's Weighted Moving Average"; Description = "Pascal's Weighted Moving Average"; - Series = new(name: $"PWMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid); + Series = new(name: $"PWMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); AddLineSeries(Series); } diff --git a/quantower/Averages/QemaIndicator.cs b/quantower/Averages/QemaIndicator.cs index d9a114eb..1c0e908f 100644 --- a/quantower/Averages/QemaIndicator.cs +++ b/quantower/Averages/QemaIndicator.cs @@ -49,7 +49,7 @@ public class QemaIndicator : Indicator, IWatchlistIndicator SourceName = Source.ToString(); Name = "QEMA - Quadruple Exponential Moving Average"; Description = "Quadruple Exponential Moving Average"; - Series = new(name: $"QEMA {K1},{K2},{K3},{K4}", color: Color.Yellow, width: 2, style: LineStyle.Solid); + Series = new(name: $"QEMA {K1},{K2},{K3},{K4}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); AddLineSeries(Series); } diff --git a/quantower/Averages/RemaIndicator.cs b/quantower/Averages/RemaIndicator.cs index 3197b9bf..b48147d3 100644 --- a/quantower/Averages/RemaIndicator.cs +++ b/quantower/Averages/RemaIndicator.cs @@ -43,7 +43,7 @@ public class RemaIndicator : Indicator, IWatchlistIndicator SourceName = Source.ToString(); Name = "REMA - Regularized Exponential Moving Average"; Description = "Regularized Exponential Moving Average"; - Series = new(name: $"REMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid); + Series = new(name: $"REMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); AddLineSeries(Series); } diff --git a/quantower/Averages/RmaIndicator.cs b/quantower/Averages/RmaIndicator.cs index b0cf4306..5265517e 100644 --- a/quantower/Averages/RmaIndicator.cs +++ b/quantower/Averages/RmaIndicator.cs @@ -40,7 +40,7 @@ public class RmaIndicator : Indicator, IWatchlistIndicator SourceName = Source.ToString(); Name = "RMA - Relative Moving Average (Wilder's Moving Average)"; Description = "Relative Moving Average, also known as Wilder's Moving Average"; - Series = new(name: $"RMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid); + Series = new(name: $"RMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); AddLineSeries(Series); } diff --git a/quantower/Averages/SinemaIndicator.cs b/quantower/Averages/SinemaIndicator.cs index 0aa8feb8..8c788f8d 100644 --- a/quantower/Averages/SinemaIndicator.cs +++ b/quantower/Averages/SinemaIndicator.cs @@ -40,7 +40,7 @@ public class SinemaIndicator : Indicator, IWatchlistIndicator SourceName = Source.ToString(); Name = "SINEMA - Sine-Weighted Moving Average"; Description = "Sine-Weighted Moving Average"; - Series = new(name: $"SINEMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid); + Series = new(name: $"SINEMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); AddLineSeries(Series); } diff --git a/quantower/Averages/SmaIndicator.cs b/quantower/Averages/SmaIndicator.cs index 692b5545..66b3d853 100644 --- a/quantower/Averages/SmaIndicator.cs +++ b/quantower/Averages/SmaIndicator.cs @@ -39,7 +39,7 @@ public class SmaIndicator : Indicator, IWatchlistIndicator SourceName = Source.ToString(); Name = "SMA - Simple Moving Average"; Description = "Simple Moving Average"; - Series = new(name: $"SMA {Period}", color: Color.Yellow, width: 2, style: LineStyle.Solid); + Series = new(name: $"SMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); AddLineSeries(Series); } diff --git a/quantower/Averages/SmmaIndicator.cs b/quantower/Averages/SmmaIndicator.cs index befb1816..eae89e0a 100644 --- a/quantower/Averages/SmmaIndicator.cs +++ b/quantower/Averages/SmmaIndicator.cs @@ -40,7 +40,7 @@ public class SmmaIndicator : Indicator, IWatchlistIndicator SourceName = Source.ToString(); Name = "SMMA - Smoothed Moving Average"; Description = "Smoothed Moving Average"; - Series = new(name: $"SMMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid); + Series = new(name: $"SMMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); AddLineSeries(Series); } diff --git a/quantower/Averages/T3Indicator.cs b/quantower/Averages/T3Indicator.cs index 7ab6d14e..953cc773 100644 --- a/quantower/Averages/T3Indicator.cs +++ b/quantower/Averages/T3Indicator.cs @@ -46,7 +46,7 @@ public class T3Indicator : Indicator, IWatchlistIndicator SourceName = Source.ToString(); Name = "T3 - Tillson T3 Moving Average"; Description = "Tillson T3 Moving Average"; - Series = new(name: $"T3 {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid); + Series = new(name: $"T3 {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); AddLineSeries(Series); } diff --git a/quantower/Averages/TemaIndicator.cs b/quantower/Averages/TemaIndicator.cs index 23862874..5fe12a90 100644 --- a/quantower/Averages/TemaIndicator.cs +++ b/quantower/Averages/TemaIndicator.cs @@ -40,7 +40,7 @@ public class TemaIndicator : Indicator, IWatchlistIndicator SourceName = Source.ToString(); Name = "TEMA - Triple Exponential Moving Average"; Description = "Triple Exponential Moving Average"; - Series = new(name: $"TEMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid); + Series = new(name: $"TEMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); AddLineSeries(Series); } diff --git a/quantower/Averages/TrimaIndicator.cs b/quantower/Averages/TrimaIndicator.cs index 14e477df..73e138db 100644 --- a/quantower/Averages/TrimaIndicator.cs +++ b/quantower/Averages/TrimaIndicator.cs @@ -40,7 +40,7 @@ public class TrimaIndicator : Indicator, IWatchlistIndicator SourceName = Source.ToString(); Name = "TRIMA - Triangular Moving Average"; Description = "Triangular Moving Average"; - Series = new(name: $"TRIMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid); + Series = new(name: $"TRIMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); AddLineSeries(Series); } diff --git a/quantower/Averages/VidyaIndicator.cs b/quantower/Averages/VidyaIndicator.cs index 5e411693..54a6b18f 100644 --- a/quantower/Averages/VidyaIndicator.cs +++ b/quantower/Averages/VidyaIndicator.cs @@ -46,7 +46,7 @@ public class VidyaIndicator : Indicator, IWatchlistIndicator SourceName = Source.ToString(); Name = "VIDYA - Variable Index Dynamic Average"; Description = "Variable Index Dynamic Average"; - Series = new(name: $"VIDYA {ShortPeriod}", color: Color.Yellow, width: 2, style: LineStyle.Solid); + Series = new(name: $"VIDYA {ShortPeriod}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); AddLineSeries(Series); } diff --git a/quantower/Averages/WmaIndicator.cs b/quantower/Averages/WmaIndicator.cs index ba8d8d60..ef1653dd 100644 --- a/quantower/Averages/WmaIndicator.cs +++ b/quantower/Averages/WmaIndicator.cs @@ -40,7 +40,7 @@ public class WmaIndicator : Indicator, IWatchlistIndicator SourceName = Source.ToString(); Name = "WMA - Weighted Moving Average"; Description = "Weighted Moving Average"; - Series = new(name: $"WMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid); + Series = new(name: $"WMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); AddLineSeries(Series); } diff --git a/quantower/Averages/ZlemaIndicator.cs b/quantower/Averages/ZlemaIndicator.cs index a6ffd28e..268d142b 100644 --- a/quantower/Averages/ZlemaIndicator.cs +++ b/quantower/Averages/ZlemaIndicator.cs @@ -41,7 +41,7 @@ public class ZlemaIndicator : Indicator, IWatchlistIndicator SourceName = Source.ToString(); Name = "ZLEMA - Zero Lag Exponential Moving Average"; Description = "Zero Lag Exponential Moving Average"; - Series = new(name: $"ZLEMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid); + Series = new(name: $"ZLEMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); AddLineSeries(Series); } diff --git a/quantower/Volatility/FlowIndicator.cs b/quantower/Experiments/FlowIndicator.cs similarity index 100% rename from quantower/Volatility/FlowIndicator.cs rename to quantower/Experiments/FlowIndicator.cs diff --git a/quantower/Volatility/TestIndicator.cs b/quantower/Experiments/TestIndicator.cs similarity index 94% rename from quantower/Volatility/TestIndicator.cs rename to quantower/Experiments/TestIndicator.cs index fbb60c9a..665f2b09 100644 --- a/quantower/Volatility/TestIndicator.cs +++ b/quantower/Experiments/TestIndicator.cs @@ -37,7 +37,7 @@ public class TestIndicator : Indicator, IWatchlistIndicator SeparateWindow = false; Name = "TEST"; Description = "test and test and test and more test."; - Series = new(name: $"{Name}", color: Color.Yellow, width: 2, style: LineStyle.Solid); + Series = new(name: $"{Name}", color: IndicatorExtensions.Volatility, width: 2, style: LineStyle.Solid); AddLineSeries(Series); } diff --git a/quantower/Experiments/_Experiments.csproj b/quantower/Experiments/_Experiments.csproj new file mode 100644 index 00000000..a788a51e --- /dev/null +++ b/quantower/Experiments/_Experiments.csproj @@ -0,0 +1,30 @@ + + + Experiments + Indicator + bin\$(Configuration)\ + false + + + + + + + + + + + + ..\..\.github\TradingPlatform.BusinessLayer.dll + + + TradingPlatform.BusinessLayer.xml + + + + + + + + diff --git a/quantower/IndicatorExtensions.cs b/quantower/IndicatorExtensions.cs index 1bfd2d5f..7bcbc61d 100644 --- a/quantower/IndicatorExtensions.cs +++ b/quantower/IndicatorExtensions.cs @@ -16,6 +16,12 @@ public enum MaType public static class IndicatorExtensions { + public static readonly Color Averages = Color.FromArgb(255, 255, 128); // #FFFF80 - Yellow + public static readonly Color Volume = Color.FromArgb(128, 255, 128); // #80FF80 - Green + public static readonly Color Volatility = Color.FromArgb(255, 128, 128); // #FF8080 - Red + public static readonly Color Statistics = Color.FromArgb(128, 128, 255); // #8080FF - Blue + public static readonly Color Oscillators = Color.FromArgb(255, 128, 255); // #FF80FF - Magenta + public static readonly Color Momentum = Color.FromArgb(128, 255, 255); // #80FFFF - Cyan public static TValue GetInputValue(this Indicator indicator, UpdateArgs args, SourceType source) { var historicalData = indicator.HistoricalData; @@ -179,7 +185,6 @@ public static class IndicatorExtensions } } - public static void DrawText(this Indicator indicator, PaintChartEventArgs args, string text) { if (indicator.CurrentChart == null) @@ -210,7 +215,3 @@ public static class IndicatorExtensions }; } } - - - - diff --git a/quantower/Momentum/AdxIndicator.cs b/quantower/Momentum/AdxIndicator.cs new file mode 100644 index 00000000..d376d60d --- /dev/null +++ b/quantower/Momentum/AdxIndicator.cs @@ -0,0 +1,53 @@ +using System.Drawing; +using TradingPlatform.BusinessLayer; + +namespace QuanTAlib; + +public class AdxIndicator : Indicator, IWatchlistIndicator +{ + [InputParameter("Periods", sortIndex: 1, 1, 2000, 1, 0)] + public int Periods { get; set; } = 14; + + [InputParameter("Show cold values", sortIndex: 21)] + public bool ShowColdValues { get; set; } = true; + + private Adx? adx; + protected LineSeries? AdxSeries; + public int MinHistoryDepths => Math.Max(5, Periods * 3); // Need extra periods for ADX calculation + int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths; + + public AdxIndicator() + { + Name = "ADX - Average Directional Movement Index"; + Description = "Measures the strength of a trend, regardless of its direction."; + SeparateWindow = true; + + AdxSeries = new($"ADX {Periods}", color: IndicatorExtensions.Momentum, 2, LineStyle.Solid); + AddLineSeries(AdxSeries); + } + + protected override void OnInit() + { + adx = new Adx(Periods); + base.OnInit(); + } + + protected override void OnUpdate(UpdateArgs args) + { + TBar input = IndicatorExtensions.GetInputBar(this, args); + TValue result = adx!.Calc(input); + + AdxSeries!.SetValue(result.Value); + AdxSeries!.SetMarker(0, Color.Transparent); + } + +#pragma warning disable CA1416 // Validate platform compatibility + + public override string ShortName => $"ADX ({Periods})"; + + public override void OnPaintChart(PaintChartEventArgs args) + { + base.OnPaintChart(args); + this.PaintSmoothCurve(args, AdxSeries!, adx!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2); + } +} diff --git a/quantower/Momentum/AdxrIndicator.cs b/quantower/Momentum/AdxrIndicator.cs new file mode 100644 index 00000000..2a55689a --- /dev/null +++ b/quantower/Momentum/AdxrIndicator.cs @@ -0,0 +1,55 @@ +using System.Drawing; +using TradingPlatform.BusinessLayer; + +namespace QuanTAlib; + +public class AdxrIndicator : Indicator, IWatchlistIndicator +{ + [InputParameter("Periods", sortIndex: 1, 1, 2000, 1, 0)] + public int Periods { get; set; } = 14; + + [InputParameter("Show cold values", sortIndex: 21)] + public bool ShowColdValues { get; set; } = true; + + private Adxr? adxr; + protected LineSeries? AdxrSeries; + public int MinHistoryDepths => Math.Max(5, Periods * 4); // Need extra periods for ADXR calculation + int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths; + + public AdxrIndicator() + { + Name = "ADXR - Average Directional Movement Index Rating"; + Description = "Measures trend strength by comparing current ADX with historical ADX values."; + SeparateWindow = true; + + AdxrSeries = new($"ADXR {Periods}", Color.Blue, 2, LineStyle.Solid); + AddLineSeries(AdxrSeries); + } + + protected override void OnInit() + { + adxr = new Adxr(Periods); + base.OnInit(); + } + + protected override void OnUpdate(UpdateArgs args) + { + TBar input = IndicatorExtensions.GetInputBar(this, args); + TValue result = adxr!.Calc(input); + + AdxrSeries!.SetValue(result.Value); + AdxrSeries!.SetMarker(0, Color.Transparent); + } + +#pragma warning disable CA1416 // Validate platform compatibility + + public override string ShortName => $"ADXR ({Periods})"; + + public override void OnPaintChart(PaintChartEventArgs args) + { + base.OnPaintChart(args); + this.PaintHLine(args, 25, new Pen(color: IndicatorExtensions.Momentum, width: 1)); // Strong trend line + this.PaintHLine(args, 20, new Pen(color: IndicatorExtensions.Momentum, width: 1)); // Weak trend line + this.PaintSmoothCurve(args, AdxrSeries!, adxr!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2); + } +} diff --git a/quantower/Momentum/ApoIndicator.cs b/quantower/Momentum/ApoIndicator.cs new file mode 100644 index 00000000..23748888 --- /dev/null +++ b/quantower/Momentum/ApoIndicator.cs @@ -0,0 +1,71 @@ +using System.Drawing; +using TradingPlatform.BusinessLayer; + +namespace QuanTAlib; + +public class ApoIndicator : Indicator, IWatchlistIndicator +{ + [InputParameter("Fast Period", sortIndex: 1, 1, 2000, 1, 0)] + public int FastPeriod { get; set; } = 12; + + [InputParameter("Slow Period", sortIndex: 2, 1, 2000, 1, 0)] + public int SlowPeriod { get; set; } = 26; + + [InputParameter("Data source", sortIndex: 4, variants: [ + "Open", SourceType.Open, + "High", SourceType.High, + "Low", SourceType.Low, + "Close", SourceType.Close, + "HL/2 (Median)", SourceType.HL2, + "OC/2 (Midpoint)", SourceType.OC2, + "OHL/3 (Mean)", SourceType.OHL3, + "HLC/3 (Typical)", SourceType.HLC3, + "OHLC/4 (Average)", SourceType.OHLC4, + "HLCC/4 (Weighted)", SourceType.HLCC4 + ])] + public SourceType Source { get; set; } = SourceType.Close; + + + [InputParameter("Show cold values", sortIndex: 21)] + public bool ShowColdValues { get; set; } = true; + + private Apo? apo; + protected LineSeries? ApoSeries; + public int MinHistoryDepths => Math.Max(FastPeriod, SlowPeriod) * 2; + int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths; + + public ApoIndicator() + { + Name = "APO - Absolute Price Oscillator"; + Description = "Shows the difference between two moving averages of different periods."; + SeparateWindow = true; + + ApoSeries = new($"APO {FastPeriod},{SlowPeriod}", color: IndicatorExtensions.Momentum, 2, LineStyle.Solid); + AddLineSeries(ApoSeries); + } + + protected override void OnInit() + { + apo = new Apo(FastPeriod, SlowPeriod); + base.OnInit(); + } + + protected override void OnUpdate(UpdateArgs args) + { + TValue input = this.GetInputValue(args, Source); + TValue result = apo!.Calc(input); + + ApoSeries!.SetValue(result.Value); + ApoSeries!.SetMarker(0, Color.Transparent); + } + +#pragma warning disable CA1416 // Validate platform compatibility + + public override string ShortName => $"APO ({FastPeriod},{SlowPeriod})"; + + public override void OnPaintChart(PaintChartEventArgs args) + { + base.OnPaintChart(args); + this.PaintSmoothCurve(args, ApoSeries!, apo!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2); + } +} diff --git a/quantower/Momentum/DmiIndicator.cs b/quantower/Momentum/DmiIndicator.cs new file mode 100644 index 00000000..7cd72f7b --- /dev/null +++ b/quantower/Momentum/DmiIndicator.cs @@ -0,0 +1,59 @@ +using System.Drawing; +using TradingPlatform.BusinessLayer; + +namespace QuanTAlib; + +public class DmiIndicator : Indicator, IWatchlistIndicator +{ + [InputParameter("Periods", sortIndex: 1, 1, 2000, 1, 0)] + public int Periods { get; set; } = 14; + + [InputParameter("Show cold values", sortIndex: 21)] + public bool ShowColdValues { get; set; } = true; + + private Dmi? dmi; + protected LineSeries? PlusDiSeries; + protected LineSeries? MinusDiSeries; + public int MinHistoryDepths => Math.Max(5, Periods * 2); + int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths; + + public DmiIndicator() + { + Name = "DMI - Directional Movement Index"; + Description = "Identifies the directional movement of a price by comparing successive highs and lows."; + SeparateWindow = true; + + PlusDiSeries = new($"+DI {Periods}", color: Color.Red, 2, LineStyle.Solid); + MinusDiSeries = new($"-DI {Periods}", color: Color.Blue, 2, LineStyle.Solid); + AddLineSeries(PlusDiSeries); + AddLineSeries(MinusDiSeries); + } + + protected override void OnInit() + { + dmi = new Dmi(Periods); + base.OnInit(); + } + + protected override void OnUpdate(UpdateArgs args) + { + TBar input = IndicatorExtensions.GetInputBar(this, args); + var result = dmi!.Calc(input); + + PlusDiSeries!.SetValue(dmi.PlusDI); + MinusDiSeries!.SetValue(dmi.MinusDI); + PlusDiSeries!.SetMarker(0, Color.Transparent); + MinusDiSeries!.SetMarker(0, Color.Transparent); + } + +#pragma warning disable CA1416 // Validate platform compatibility + + public override string ShortName => $"DMI ({Periods})"; + + public override void OnPaintChart(PaintChartEventArgs args) + { + base.OnPaintChart(args); + this.PaintSmoothCurve(args, PlusDiSeries!, dmi!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2); + this.PaintSmoothCurve(args, MinusDiSeries!, dmi!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2); + } +} diff --git a/quantower/Momentum/DmxIndicator.cs b/quantower/Momentum/DmxIndicator.cs new file mode 100644 index 00000000..fa55606a --- /dev/null +++ b/quantower/Momentum/DmxIndicator.cs @@ -0,0 +1,68 @@ +using System.Drawing; +using TradingPlatform.BusinessLayer; + +namespace QuanTAlib; + +public class DmxIndicator : Indicator, IWatchlistIndicator +{ + [InputParameter("DMI Periods", sortIndex: 1, 1, 2000, 1, 0)] + public int DmiPeriods { get; set; } = 14; + + [InputParameter("JMA Smoothing Periods", sortIndex: 2, 1, 2000, 1, 0)] + public int JmaPeriods { get; set; } = 12; + + [InputParameter("JMA Phase", sortIndex: 3, -100, 100, 1, 0)] + public int JmaPhase { get; set; } = 100; + + [InputParameter("JMA Factor", sortIndex: 4, 0.01, 1, 0.01, 2)] + public double JmaFactor { get; set; } = 0.3; + + [InputParameter("Show cold values", sortIndex: 21)] + public bool ShowColdValues { get; set; } = true; + + private Dmx? dmx; + protected LineSeries? PlusDiSeries; + protected LineSeries? MinusDiSeries; + public int MinHistoryDepths => Math.Max(5, (DmiPeriods + JmaPeriods) * 2); + int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths; + + public DmxIndicator() + { + Name = "DMX - Enhanced Directional Movement Index"; + Description = "An enhanced version of DMI using JMA smoothing for better noise reduction and responsiveness."; + SeparateWindow = true; + + PlusDiSeries = new($"+DI {DmiPeriods}", color: Color.Red, 2, LineStyle.Solid); + MinusDiSeries = new($"-DI {DmiPeriods}", color: Color.Blue, 2, LineStyle.Solid); + AddLineSeries(PlusDiSeries); + AddLineSeries(MinusDiSeries); + } + + protected override void OnInit() + { + dmx = new Dmx(DmiPeriods, JmaPeriods, JmaPhase, JmaFactor); + base.OnInit(); + } + + protected override void OnUpdate(UpdateArgs args) + { + TBar input = IndicatorExtensions.GetInputBar(this, args); + var result = dmx!.Calc(input); + + PlusDiSeries!.SetValue(dmx.PlusDI); + MinusDiSeries!.SetValue(dmx.MinusDI); + PlusDiSeries!.SetMarker(0, Color.Transparent); + MinusDiSeries!.SetMarker(0, Color.Transparent); + } + +#pragma warning disable CA1416 // Validate platform compatibility + + public override string ShortName => $"DMX ({DmiPeriods})"; + + public override void OnPaintChart(PaintChartEventArgs args) + { + base.OnPaintChart(args); + this.PaintSmoothCurve(args, PlusDiSeries!, dmx!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2); + this.PaintSmoothCurve(args, MinusDiSeries!, dmx!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2); + } +} diff --git a/quantower/Momentum/DpoIndicator.cs b/quantower/Momentum/DpoIndicator.cs new file mode 100644 index 00000000..61ea6f3f --- /dev/null +++ b/quantower/Momentum/DpoIndicator.cs @@ -0,0 +1,67 @@ +using System.Drawing; +using TradingPlatform.BusinessLayer; + +namespace QuanTAlib; + +public class DpoIndicator : Indicator, IWatchlistIndicator +{ + [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)] + public int Period { get; set; } = 20; + + [InputParameter("Data source", sortIndex: 2, variants: [ + "Open", SourceType.Open, + "High", SourceType.High, + "Low", SourceType.Low, + "Close", SourceType.Close, + "HL/2 (Median)", SourceType.HL2, + "OC/2 (Midpoint)", SourceType.OC2, + "OHL/3 (Mean)", SourceType.OHL3, + "HLC/3 (Typical)", SourceType.HLC3, + "OHLC/4 (Average)", SourceType.OHLC4, + "HLCC/4 (Weighted)", SourceType.HLCC4 + ])] + public SourceType Source { get; set; } = SourceType.Close; + + [InputParameter("Show cold values", sortIndex: 3)] + public bool ShowColdValues { get; set; } = true; + + private Dpo? Dpo; + protected LineSeries? DpoSeries; + public int MinHistoryDepths => Period * 2; + int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths; + + public DpoIndicator() + { + Name = "DPO - Detrended Price Oscillator"; + Description = "Removes trend from price by comparing current price to a past moving average, helping identify cycles in the price."; + SeparateWindow = true; + + DpoSeries = new($"DPO {Period}", color: IndicatorExtensions.Momentum, 2, LineStyle.Solid); + AddLineSeries(DpoSeries); + } + + protected override void OnInit() + { + Dpo = new Dpo(Period); + base.OnInit(); + } + + protected override void OnUpdate(UpdateArgs args) + { + TBar input = this.GetInputBar(args); + TValue result = Dpo!.Calc(input); + + DpoSeries!.SetValue(result.Value); + DpoSeries!.SetMarker(0, Color.Transparent); + } + +#pragma warning disable CA1416 // Validate platform compatibility + + public override string ShortName => $"DPO ({Period})"; + + public override void OnPaintChart(PaintChartEventArgs args) + { + base.OnPaintChart(args); + this.PaintSmoothCurve(args, DpoSeries!, Dpo!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2); + } +} diff --git a/quantower/Averages/MacdIndicator.cs b/quantower/Momentum/MacdIndicator.cs similarity index 85% rename from quantower/Averages/MacdIndicator.cs rename to quantower/Momentum/MacdIndicator.cs index cc98d2c6..fd39ce81 100644 --- a/quantower/Averages/MacdIndicator.cs +++ b/quantower/Momentum/MacdIndicator.cs @@ -36,9 +36,7 @@ public class MacdIndicator : Indicator, IWatchlistIndicator [InputParameter("Show cold values", sortIndex: 21)] public bool ShowColdValues { get; set; } = true; - private Ema? slow_ma; - private Ema? fast_ma; - private Ema? signal_ma; + private Macd? macd; private Slope? histSlope; protected LineSeries? MainSeries; protected LineSeries? SignalSeries; @@ -58,8 +56,8 @@ public class MacdIndicator : Indicator, IWatchlistIndicator SourceName = Source.ToString(); Name = "MACD - Moving Average Convergence Divergence"; Description = "MACD"; - MainSeries = new(name: $"MAIN", color: Color.Blue, width: 2, style: LineStyle.Solid); - SignalSeries = new(name: $"SIGNAL", color: Color.Yellow, width: 2, style: LineStyle.Solid); + MainSeries = new(name: $"MAIN", color: Color.RoyalBlue, width: 2, style: LineStyle.Solid); + SignalSeries = new(name: $"SIGNAL", color: Color.Red, width: 2, style: LineStyle.Solid); HistogramSeries = new(name: $"HISTOGRAM", color: Color.White, width: 2, style: LineStyle.Solid); HistSlopeSeries = new(name: $"SLOPE", color: Color.Transparent, width: 2, style: LineStyle.Solid); HistSlopeSeries.Visible = false; @@ -72,9 +70,7 @@ public class MacdIndicator : Indicator, IWatchlistIndicator protected override void OnInit() { - slow_ma = new(Slow, useSma: UseSMA); - fast_ma = new(Fast, useSma: UseSMA); - signal_ma = new(Signal, useSma: UseSMA); + macd = new(fastPeriod: Fast, slowPeriod: Slow, signalPeriod: Signal); histSlope = new(2); SourceName = Source.ToString(); base.OnInit(); @@ -83,19 +79,22 @@ public class MacdIndicator : Indicator, IWatchlistIndicator protected override void OnUpdate(UpdateArgs args) { TValue input = this.GetInputValue(args, Source); - slow_ma!.Calc(input); - fast_ma!.Calc(input); - double main = fast_ma.Value - slow_ma.Value; - double signal = signal_ma!.Calc(main); - double histogram = main - signal; + macd!.Calc(input); + + double main = macd.MacdLine; + double signal = macd.SignalLine; + double histogram = macd.Value; histSlope!.Calc(histogram); MainSeries!.SetValue(main); MainSeries!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here + SignalSeries!.SetValue(signal); SignalSeries!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here + HistogramSeries!.SetValue(histogram); HistogramSeries!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here + HistSlopeSeries!.SetValue(histSlope.Value); HistSlopeSeries!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here } @@ -118,7 +117,7 @@ public class MacdIndicator : Indicator, IWatchlistIndicator for (int i = rightIndex; i < leftIndex; i++) { int barX = (int)converter.GetChartX(this.HistoricalData.Time(i)); - int barY = (int)converter.GetChartY(HistogramSeries![i]*2.0); + int barY = (int)converter.GetChartY(HistogramSeries![i] * 2.0); int barY0 = (int)converter.GetChartY(0); int HistBarWidth = this.CurrentChart.BarsWidth - 2; @@ -139,8 +138,8 @@ public class MacdIndicator : Indicator, IWatchlistIndicator } } - this.PaintSmoothCurve(args, MainSeries!, slow_ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.3); - this.PaintSmoothCurve(args, SignalSeries!, slow_ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2); + this.PaintSmoothCurve(args, MainSeries!, macd!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.3); + this.PaintSmoothCurve(args, SignalSeries!, macd!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2); base.OnPaintChart(args); } } diff --git a/quantower/Momentum/_Momentum.csproj b/quantower/Momentum/_Momentum.csproj index 29adbe09..f82befdd 100644 --- a/quantower/Momentum/_Momentum.csproj +++ b/quantower/Momentum/_Momentum.csproj @@ -27,4 +27,4 @@ - \ No newline at end of file + diff --git a/quantower/Volatility/RsiIndicator.cs b/quantower/Oscillators/RsiIndicator.cs similarity index 95% rename from quantower/Volatility/RsiIndicator.cs rename to quantower/Oscillators/RsiIndicator.cs index fd0a4eec..0f4fd41d 100644 --- a/quantower/Volatility/RsiIndicator.cs +++ b/quantower/Oscillators/RsiIndicator.cs @@ -37,7 +37,7 @@ public class RsiIndicator : Indicator, IWatchlistIndicator Description = "Measures the speed and magnitude of recent price changes to evaluate overbought or oversold conditions."; SeparateWindow = true; SourceName = Source.ToString(); - RsiSeries = new($"RSI {Periods}", Color.Blue, 2, LineStyle.Solid); + RsiSeries = new($"RSI {Periods}", color: IndicatorExtensions.Oscillators, 2, LineStyle.Solid); AddLineSeries(RsiSeries); } diff --git a/quantower/Volatility/RsxIndicator.cs b/quantower/Oscillators/RsxIndicator.cs similarity index 95% rename from quantower/Volatility/RsxIndicator.cs rename to quantower/Oscillators/RsxIndicator.cs index 5158bc77..16fb8d43 100644 --- a/quantower/Volatility/RsxIndicator.cs +++ b/quantower/Oscillators/RsxIndicator.cs @@ -37,7 +37,7 @@ public class RsxIndicator : Indicator, IWatchlistIndicator Description = "Measures the speed and magnitude of recent price changes to evaluate overbought or oversold conditions."; SeparateWindow = true; SourceName = Source.ToString(); - RsxSeries = new($"RSX {Period}", Color.Blue, 2, LineStyle.Solid); + RsxSeries = new($"RSX {Period}", color: IndicatorExtensions.Oscillators, 2, LineStyle.Solid); AddLineSeries(RsxSeries); } diff --git a/quantower/Statistics/CurvatureIndicator.cs b/quantower/Statistics/CurvatureIndicator.cs index 2180cd61..7bade979 100644 --- a/quantower/Statistics/CurvatureIndicator.cs +++ b/quantower/Statistics/CurvatureIndicator.cs @@ -36,7 +36,7 @@ public class CurvatureIndicator : Indicator, IWatchlistIndicator SeparateWindow = true; SourceName = Source.ToString(); - CurvatureSeries = new("Curvature", Color.Blue, 2, LineStyle.Solid); + CurvatureSeries = new("Curvature", color: IndicatorExtensions.Statistics, 2, LineStyle.Solid); AddLineSeries(CurvatureSeries); } diff --git a/quantower/Statistics/EntropyIndicator.cs b/quantower/Statistics/EntropyIndicator.cs index 5fb2a517..cea46fa5 100644 --- a/quantower/Statistics/EntropyIndicator.cs +++ b/quantower/Statistics/EntropyIndicator.cs @@ -34,7 +34,7 @@ public class EntropyIndicator : Indicator, IWatchlistIndicator SeparateWindow = true; SourceName = Source.ToString(); - EntropySeries = new("Entropy", Color.Blue, 2, LineStyle.Solid); + EntropySeries = new("Entropy", color: IndicatorExtensions.Statistics, 2, LineStyle.Solid); AddLineSeries(EntropySeries); } diff --git a/quantower/Statistics/KurtosisIndicator.cs b/quantower/Statistics/KurtosisIndicator.cs index 620f53dd..4e8a0e3d 100644 --- a/quantower/Statistics/KurtosisIndicator.cs +++ b/quantower/Statistics/KurtosisIndicator.cs @@ -35,7 +35,7 @@ public class KurtosisIndicator : Indicator, IWatchlistIndicator SeparateWindow = true; SourceName = Source.ToString(); - KurtosisSeries = new("Kurtosis", Color.Blue, 2, LineStyle.Solid); + KurtosisSeries = new("Kurtosis", color: IndicatorExtensions.Statistics, 2, LineStyle.Solid); AddLineSeries(KurtosisSeries); } diff --git a/quantower/Statistics/MaxIndicator.cs b/quantower/Statistics/MaxIndicator.cs index 5c696095..ee5edb0f 100644 --- a/quantower/Statistics/MaxIndicator.cs +++ b/quantower/Statistics/MaxIndicator.cs @@ -38,7 +38,7 @@ public class MaxIndicator : Indicator, IWatchlistIndicator SeparateWindow = false; SourceName = Source.ToString(); - MaxSeries = new("Max", Color.Blue, 2, LineStyle.Solid); + MaxSeries = new("Max", color: IndicatorExtensions.Statistics, 2, LineStyle.Solid); AddLineSeries(MaxSeries); } diff --git a/quantower/Statistics/MedianIndicator.cs b/quantower/Statistics/MedianIndicator.cs index 471ace45..c2195066 100644 --- a/quantower/Statistics/MedianIndicator.cs +++ b/quantower/Statistics/MedianIndicator.cs @@ -35,7 +35,7 @@ public class MedianIndicator : Indicator, IWatchlistIndicator SeparateWindow = false; SourceName = Source.ToString(); - MedianSeries = new("Median", Color.Blue, 2, LineStyle.Solid); + MedianSeries = new("Median", color: IndicatorExtensions.Statistics, 2, LineStyle.Solid); AddLineSeries(MedianSeries); } diff --git a/quantower/Statistics/MinIndicator.cs b/quantower/Statistics/MinIndicator.cs index 7f55fcd4..e7545a57 100644 --- a/quantower/Statistics/MinIndicator.cs +++ b/quantower/Statistics/MinIndicator.cs @@ -38,7 +38,7 @@ public class MinIndicator : Indicator, IWatchlistIndicator SeparateWindow = false; SourceName = Source.ToString(); - MinSeries = new("Min", Color.Blue, 2, LineStyle.Solid); + MinSeries = new("Min", color: IndicatorExtensions.Statistics, 2, LineStyle.Solid); AddLineSeries(MinSeries); } diff --git a/quantower/Statistics/ModeIndicator.cs b/quantower/Statistics/ModeIndicator.cs index 7294ed2c..2df23e93 100644 --- a/quantower/Statistics/ModeIndicator.cs +++ b/quantower/Statistics/ModeIndicator.cs @@ -35,7 +35,7 @@ public class ModeIndicator : Indicator, IWatchlistIndicator SeparateWindow = false; SourceName = Source.ToString(); - ModeSeries = new("Mode", Color.Blue, 2, LineStyle.Solid); + ModeSeries = new("Mode", color: IndicatorExtensions.Statistics, 2, LineStyle.Solid); AddLineSeries(ModeSeries); } diff --git a/quantower/Statistics/PercentileIndicator.cs b/quantower/Statistics/PercentileIndicator.cs index a6cc5a2d..96c1cf65 100644 --- a/quantower/Statistics/PercentileIndicator.cs +++ b/quantower/Statistics/PercentileIndicator.cs @@ -38,7 +38,7 @@ public class PercentileIndicator : Indicator, IWatchlistIndicator SeparateWindow = false; SourceName = Source.ToString(); - PercentileSeries = new("Percentile", Color.Blue, 2, LineStyle.Solid); + PercentileSeries = new("Percentile", color: IndicatorExtensions.Statistics, 2, LineStyle.Solid); AddLineSeries(PercentileSeries); } diff --git a/quantower/Statistics/SkewIndicator.cs b/quantower/Statistics/SkewIndicator.cs index 0430c064..decd7444 100644 --- a/quantower/Statistics/SkewIndicator.cs +++ b/quantower/Statistics/SkewIndicator.cs @@ -35,7 +35,7 @@ public class SkewIndicator : Indicator, IWatchlistIndicator SeparateWindow = true; SourceName = Source.ToString(); - SkewSeries = new("Skew", Color.Blue, 2, LineStyle.Solid); + SkewSeries = new("Skew", color: IndicatorExtensions.Statistics, 2, LineStyle.Solid); AddLineSeries(SkewSeries); } diff --git a/quantower/Statistics/SlopeIndicator.cs b/quantower/Statistics/SlopeIndicator.cs index c5d32741..e5534d7c 100644 --- a/quantower/Statistics/SlopeIndicator.cs +++ b/quantower/Statistics/SlopeIndicator.cs @@ -36,7 +36,7 @@ public class SlopeIndicator : Indicator, IWatchlistIndicator SeparateWindow = true; SourceName = Source.ToString(); - SlopeSeries = new("Slope", Color.Blue, 2, LineStyle.Solid); + SlopeSeries = new("Slope", color: IndicatorExtensions.Statistics, 2, LineStyle.Solid); LineSeries = new("Regression Line", Color.Red, 1, LineStyle.Solid); AddLineSeries(SlopeSeries); AddLineSeries(LineSeries); diff --git a/quantower/Statistics/StddevIndicator.cs b/quantower/Statistics/StddevIndicator.cs index a9139d91..02d5f57a 100644 --- a/quantower/Statistics/StddevIndicator.cs +++ b/quantower/Statistics/StddevIndicator.cs @@ -38,7 +38,7 @@ public class StddevIndicator : Indicator, IWatchlistIndicator SeparateWindow = true; SourceName = Source.ToString(); - StddevSeries = new("StdDev", Color.Blue, 2, LineStyle.Solid); + StddevSeries = new("StdDev", color: IndicatorExtensions.Statistics, 2, LineStyle.Solid); AddLineSeries(StddevSeries); } diff --git a/quantower/Statistics/VarianceIndicator.cs b/quantower/Statistics/VarianceIndicator.cs index e2c6ca2e..5f3511f9 100644 --- a/quantower/Statistics/VarianceIndicator.cs +++ b/quantower/Statistics/VarianceIndicator.cs @@ -38,7 +38,7 @@ public class VarianceIndicator : Indicator, IWatchlistIndicator SeparateWindow = true; SourceName = Source.ToString(); - VarianceSeries = new("Variance", Color.Blue, 2, LineStyle.Solid); + VarianceSeries = new("Variance", color: IndicatorExtensions.Statistics, 2, LineStyle.Solid); AddLineSeries(VarianceSeries); } diff --git a/quantower/Statistics/ZscoreIndicator.cs b/quantower/Statistics/ZscoreIndicator.cs index e2a52ead..ba70a8a5 100644 --- a/quantower/Statistics/ZscoreIndicator.cs +++ b/quantower/Statistics/ZscoreIndicator.cs @@ -35,7 +35,7 @@ public class ZscoreIndicator : Indicator, IWatchlistIndicator SeparateWindow = true; SourceName = Source.ToString(); - ZscoreSeries = new("Z-Score", Color.Blue, 2, LineStyle.Solid); + ZscoreSeries = new("Z-Score", color: IndicatorExtensions.Statistics, 2, LineStyle.Solid); AddLineSeries(ZscoreSeries); } diff --git a/quantower/Volatility/AtrIndicator.cs b/quantower/Volatility/AtrIndicator.cs index 614fecdb..0999533a 100644 --- a/quantower/Volatility/AtrIndicator.cs +++ b/quantower/Volatility/AtrIndicator.cs @@ -47,7 +47,7 @@ public class AtrIndicator : Indicator, IWatchlistIndicator public override void OnPaintChart(PaintChartEventArgs args) { base.OnPaintChart(args); - this.PaintHLine(args, 0.05, new Pen(Color.DarkRed, width: 2)); + this.PaintHLine(args, 0.05, new Pen(color: IndicatorExtensions.Volatility, width: 2)); this.PaintSmoothCurve(args, AtrSeries!, atr!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2); } } diff --git a/quantower/Volatility/CmoIndicator.cs b/quantower/Volatility/CmoIndicator.cs index a5ec940c..a507d652 100644 --- a/quantower/Volatility/CmoIndicator.cs +++ b/quantower/Volatility/CmoIndicator.cs @@ -38,7 +38,7 @@ public class CmoIndicator : Indicator, IWatchlistIndicator Description = "Measures the momentum of price changes using the difference between the sum of recent gains and the sum of recent losses."; SeparateWindow = true; SourceName = Source.ToString(); - CmoSeries = new($"CMO {Periods}", Color.Blue, 2, LineStyle.Solid); + CmoSeries = new($"CMO {Periods}", color: IndicatorExtensions.Volatility, 2, LineStyle.Solid); AddLineSeries(CmoSeries); } diff --git a/quantower/Volatility/CviIndicator.cs b/quantower/Volatility/CviIndicator.cs index 7a43523f..be14de29 100644 --- a/quantower/Volatility/CviIndicator.cs +++ b/quantower/Volatility/CviIndicator.cs @@ -22,7 +22,7 @@ public class CviIndicator : Indicator, IWatchlistIndicator Description = "Measures the volatility of a financial instrument by comparing the spread between the high and low prices."; SeparateWindow = true; - CviSeries = new($"CVI {Periods}", Color.Blue, 2, LineStyle.Solid); + CviSeries = new($"CVI {Periods}", color: IndicatorExtensions.Volatility, 2, LineStyle.Solid); AddLineSeries(CviSeries); } @@ -48,7 +48,7 @@ public class CviIndicator : Indicator, IWatchlistIndicator public override void OnPaintChart(PaintChartEventArgs args) { base.OnPaintChart(args); - this.PaintHLine(args, 0.05, new Pen(Color.DarkRed, width: 2)); + this.PaintHLine(args, 0.05, new Pen(color: IndicatorExtensions.Volatility, width: 2)); this.PaintSmoothCurve(args, CviSeries!, cvi!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2); } } diff --git a/quantower/Volatility/HistoricalIndicator.cs b/quantower/Volatility/HistoricalIndicator.cs index 949b2dde..9637679f 100644 --- a/quantower/Volatility/HistoricalIndicator.cs +++ b/quantower/Volatility/HistoricalIndicator.cs @@ -22,7 +22,7 @@ public class HistoricalIndicator : Indicator, IWatchlistIndicator Description = "Measures price fluctuations over time, indicating market volatility based on past price movements."; SeparateWindow = true; - HvSeries = new("HV", Color.Blue, 2, LineStyle.Solid); + HvSeries = new("HV", color: IndicatorExtensions.Volatility, 2, LineStyle.Solid); AddLineSeries(HvSeries); } diff --git a/quantower/Volatility/JbandsIndicator.cs b/quantower/Volatility/JbandsIndicator.cs index a77312c8..e977bb63 100644 --- a/quantower/Volatility/JbandsIndicator.cs +++ b/quantower/Volatility/JbandsIndicator.cs @@ -39,8 +39,8 @@ public class JbandsIndicator : Indicator, IWatchlistIndicator Description = "Upper and Lower Bands."; SeparateWindow = false; - UbSeries = new("UB", Color.Blue, 2, LineStyle.Solid); - LbSeries = new("LB", Color.Red, 2, LineStyle.Solid); + UbSeries = new("UB", color: IndicatorExtensions.Volatility, 2, LineStyle.Solid); + LbSeries = new("LB", color: IndicatorExtensions.Volatility, 2, LineStyle.Solid); AddLineSeries(UbSeries); AddLineSeries(LbSeries); } diff --git a/quantower/Volatility/JvoltyIndicator.cs b/quantower/Volatility/JvoltyIndicator.cs index 7a49d9bb..c3e5146a 100644 --- a/quantower/Volatility/JvoltyIndicator.cs +++ b/quantower/Volatility/JvoltyIndicator.cs @@ -35,7 +35,7 @@ public class JvoltyIndicator : Indicator, IWatchlistIndicator Description = "Measures market volatility according to Mark Jurik."; SeparateWindow = true; - JvoltySeries = new("JVOLTY", Color.Blue, 2, LineStyle.Solid); + JvoltySeries = new("JVOLTY", color: IndicatorExtensions.Volatility, 2, LineStyle.Solid); AddLineSeries(JvoltySeries); } diff --git a/quantower/Volatility/RealizedIndicator.cs b/quantower/Volatility/RealizedIndicator.cs index 6625a71f..661626f5 100644 --- a/quantower/Volatility/RealizedIndicator.cs +++ b/quantower/Volatility/RealizedIndicator.cs @@ -22,7 +22,7 @@ public class RealizedIndicator : Indicator, IWatchlistIndicator Description = "Measures actual price volatility over a specific period, useful for risk assessment and forecasting."; SeparateWindow = true; - RvSeries = new("RV", Color.Blue, 2, LineStyle.Solid); + RvSeries = new("RV", color: IndicatorExtensions.Volatility, 2, LineStyle.Solid); AddLineSeries(RvSeries); } diff --git a/quantower/Volatility/RviIndicator.cs b/quantower/Volatility/RviIndicator.cs index 005ae679..516f4ac6 100644 --- a/quantower/Volatility/RviIndicator.cs +++ b/quantower/Volatility/RviIndicator.cs @@ -19,7 +19,7 @@ public class RviIndicator : Indicator, IWatchlistIndicator Description = "Measures the direction of volatility, helping to identify overbought or oversold conditions in price."; SeparateWindow = true; - RviSeries = new("RVI", Color.Blue, 2, LineStyle.Solid); + RviSeries = new("RVI", color: IndicatorExtensions.Volatility, 2, LineStyle.Solid); AddLineSeries(RviSeries); } diff --git a/quantower/Volume/ObvIndicator.cs b/quantower/Volume/ObvIndicator.cs new file mode 100644 index 00000000..bbbdb89b --- /dev/null +++ b/quantower/Volume/ObvIndicator.cs @@ -0,0 +1,51 @@ +using System.Drawing; +using TradingPlatform.BusinessLayer; + +namespace QuanTAlib; + +public class ObvIndicator : Indicator, IWatchlistIndicator +{ + [InputParameter("Show cold values", sortIndex: 21)] + public bool ShowColdValues { get; set; } = true; + + private Obv? obv; + protected LineSeries? ObvSeries; + public int MinHistoryDepths => 5; + int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths; + + public ObvIndicator() + { + Name = "OBV - On-Balance Volume"; + Description = "Measures buying and selling pressure by analyzing volume in relation to price changes."; + SeparateWindow = true; + + ObvSeries = new("OBV", color: IndicatorExtensions.Volume, 2, LineStyle.Solid); + AddLineSeries(ObvSeries); + } + + protected override void OnInit() + { + obv = new Obv(); + base.OnInit(); + } + + protected override void OnUpdate(UpdateArgs args) + { + TBar input = IndicatorExtensions.GetInputBar(this, args); + TValue result = obv!.Calc(input); + + ObvSeries!.SetValue(result.Value); + ObvSeries!.SetMarker(0, Color.Transparent); + } + +#pragma warning disable CA1416 // Validate platform compatibility + + public override string ShortName => "OBV"; + + public override void OnPaintChart(PaintChartEventArgs args) + { + base.OnPaintChart(args); + this.PaintHLine(args, 0, new Pen(color: Color.DimGray, width: 1)); + this.PaintSmoothCurve(args, ObvSeries!, obv!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2); + } +} diff --git a/quantower/Volume/_Volume.csproj b/quantower/Volume/_Volume.csproj index db6a0d69..d2004efd 100644 --- a/quantower/Volume/_Volume.csproj +++ b/quantower/Volume/_Volume.csproj @@ -27,4 +27,4 @@ - \ No newline at end of file +