mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-19 02:58:05 +00:00
Momentum
charts for Quantower
This commit is contained in:
@@ -50,7 +50,7 @@ public class AfirmaIndicator : Indicator, IWatchlistIndicator
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Name = "AFIRMA - Adaptive Finite Impulse Response Moving Average";
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Description = "Adaptive Finite Impulse Response Moving Average with ARMA component";
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Series = new(name: $"AFIRMA {Taps}:{Periods}:{Window}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
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Series = new(name: $"AFIRMA {Taps}:{Periods}:{Window}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
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AddLineSeries(Series);
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}
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@@ -46,7 +46,7 @@ public class AlmaIndicator : Indicator, IWatchlistIndicator
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SourceName = Source.ToString();
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Name = "ALMA - Arnaud Legoux Moving Average";
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Description = "Arnaud Legoux Moving Average";
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Series = new(name: $"ALMA {Period}:{Offset:F2}:{Sigma:F0}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
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Series = new(name: $"ALMA {Period}:{Offset:F2}:{Sigma:F0}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
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AddLineSeries(Series);
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}
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@@ -40,7 +40,7 @@ public class DemaIndicator : Indicator, IWatchlistIndicator
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SourceName = Source.ToString();
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Name = "DEMA - Double Exponential Moving Average";
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Description = "A faster-responding moving average that reduces lag by applying the EMA twice.";
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Series = new(name: $"DEMA {Period}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
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Series = new(name: $"DEMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
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AddLineSeries(Series);
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}
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@@ -43,7 +43,7 @@ public class DsmaIndicator : Indicator, IWatchlistIndicator
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SourceName = Source.ToString();
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Name = "DSMA - Deviation Scaled Moving Average";
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Description = "A moving average that adjusts its responsiveness based on price deviations from the mean.";
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Series = new(name: $"DSMA {Period}:{Scale:F2}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
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Series = new(name: $"DSMA {Period}:{Scale:F2}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
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AddLineSeries(Series);
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}
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@@ -40,7 +40,7 @@ public class DwmaIndicator : Indicator, IWatchlistIndicator
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SourceName = Source.ToString();
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Name = "DWMA - Double Weighted Moving Average";
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Description = "A moving average that applies double weighting to recent prices for increased responsiveness.";
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Series = new(name: $"DWMA {Period}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
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Series = new(name: $"DWMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
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AddLineSeries(Series);
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}
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@@ -7,7 +7,7 @@ public class EmaIndicator : Indicator, IWatchlistIndicator
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{
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[InputParameter("Periods", sortIndex: 1, 1, 1000, 1, 0)]
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public int Periods { get; set; } = 10;
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[InputParameter("Use SMA for warmup period", sortIndex: 2)]
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[InputParameter("Use SMA for warmup period", sortIndex: 2)]
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public bool UseSMA { get; set; } = false;
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[InputParameter("Data source", sortIndex: 3, variants: [
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@@ -42,7 +42,7 @@ public class EmaIndicator : Indicator, IWatchlistIndicator
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SourceName = Source.ToString();
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Name = "EMA - Exponential Moving Average";
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Description = "Exponential Moving Average";
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Series = new(name: $"EMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
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Series = new(name: $"EMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
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AddLineSeries(Series);
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}
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@@ -40,7 +40,7 @@ public class EpmaIndicator : Indicator, IWatchlistIndicator
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SourceName = Source.ToString();
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Name = "EPMA - Exponential Percentage Moving Average";
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Description = "Exponential Percentage Moving Average";
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Series = new(name: $"EPMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
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Series = new(name: $"EPMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
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AddLineSeries(Series);
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}
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@@ -40,7 +40,7 @@ public class FramaIndicator : Indicator, IWatchlistIndicator
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SourceName = Source.ToString();
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Name = "FRAMA - Fractal Adaptive Moving Average";
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Description = "Fractal Adaptive Moving Average";
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Series = new(name: $"FRAMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
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Series = new(name: $"FRAMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
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AddLineSeries(Series);
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}
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@@ -40,7 +40,7 @@ public class FwmaIndicator : Indicator, IWatchlistIndicator
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SourceName = Source.ToString();
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Name = "FWMA - Fibonacci Weighted Moving Average";
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Description = "Fibonacci Weighted Moving Average";
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Series = new(name: $"FWMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
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Series = new(name: $"FWMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
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AddLineSeries(Series);
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}
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@@ -40,7 +40,7 @@ public class GmaIndicator : Indicator, IWatchlistIndicator
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SourceName = Source.ToString();
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Name = "GMA - Gaussian Moving Average";
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Description = "Gaussian Moving Average";
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Series = new(name: $"GMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
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Series = new(name: $"GMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
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AddLineSeries(Series);
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}
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@@ -40,7 +40,7 @@ public class HmaIndicator : Indicator, IWatchlistIndicator
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SourceName = Source.ToString();
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Name = "HMA - Hull Moving Average";
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Description = "Hull Moving Average";
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Series = new(name: $"HMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
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Series = new(name: $"HMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
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AddLineSeries(Series);
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}
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@@ -37,7 +37,7 @@ public class HtitIndicator : Indicator, IWatchlistIndicator
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SourceName = Source.ToString();
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Name = "HTIT - Hilbert Transform Instantaneous Trendline";
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Description = "Hilbert Transform Instantaneous Trendline (Note: This indicator may not be fully functional)";
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Series = new(name: "HTIT", color: Color.Yellow, width: 2, style: LineStyle.Solid);
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Series = new(name: "HTIT", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
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AddLineSeries(Series);
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}
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@@ -49,7 +49,7 @@ public class HwmaIndicator : Indicator, IWatchlistIndicator
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SourceName = Source.ToString();
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Name = "HWMA - Holt-Winter Moving Average";
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Description = "Holt-Winter Moving Average";
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Series = new(name: $"HWMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
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Series = new(name: $"HWMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
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AddLineSeries(Series);
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}
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@@ -11,7 +11,7 @@ public class JmaIndicator : Indicator, IWatchlistIndicator
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[InputParameter("Phase", sortIndex: 2, -100, 100, 1, 0)]
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public int Phase { get; set; } = 0;
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[InputParameter("Beta factor", sortIndex: 3, minimum: 0, maximum:5 , increment: 0.01, decimalPlaces: 2)]
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[InputParameter("Beta factor", sortIndex: 3, minimum: 0, maximum: 5, increment: 0.01, decimalPlaces: 2)]
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public double Factor { get; set; } = 0.45;
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[InputParameter("Data source", sortIndex: 4, variants: [
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@@ -34,7 +34,7 @@ public class JmaIndicator : Indicator, IWatchlistIndicator
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private Jma? ma;
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protected LineSeries? Series;
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protected string? SourceName;
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public int MinHistoryDepths => Math.Max(65,Periods * 2);
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public int MinHistoryDepths => Math.Max(65, Periods * 2);
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int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
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public override string ShortName => $"JMA {Periods}:{Phase}:{Factor:F2}:{SourceName}";
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@@ -46,7 +46,7 @@ public class JmaIndicator : Indicator, IWatchlistIndicator
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SourceName = Source.ToString();
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Name = "JMA - Jurik Moving Average";
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Description = "Jurik Moving Average (Note: This indicator may have consistency issues)";
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Series = new(name: $"JMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
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Series = new(name: $"JMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
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AddLineSeries(Series);
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}
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@@ -46,7 +46,7 @@ public class KamaIndicator : Indicator, IWatchlistIndicator
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SourceName = Source.ToString();
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Name = "KAMA - Kaufman's Adaptive Moving Average";
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Description = "Kaufman's Adaptive Moving Average";
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Series = new(name: $"KAMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
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Series = new(name: $"KAMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
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AddLineSeries(Series);
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}
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@@ -40,7 +40,7 @@ public class LtmaIndicator : Indicator, IWatchlistIndicator
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SourceName = Source.ToString();
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Name = "LTMA - Laguerre Time Moving Average";
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Description = "Laguerre Time Moving Average";
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Series = new(name: $"LTMA {Gamma}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
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Series = new(name: $"LTMA {Gamma}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
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AddLineSeries(Series);
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}
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@@ -43,7 +43,7 @@ public class MaafIndicator : Indicator, IWatchlistIndicator
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SourceName = Source.ToString();
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Name = "MAAF - Median Adaptive Averaging Filter";
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Description = "Median Adaptive Averaging Filter (Note: This indicator may have consistency issues)";
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Series = new(name: $"MAAF {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
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Series = new(name: $"MAAF {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
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AddLineSeries(Series);
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}
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@@ -44,7 +44,7 @@ public class MamaIndicator : Indicator, IWatchlistIndicator
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SourceName = Source.ToString();
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Name = "MAMA - MESA Adaptive Moving Average";
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Description = "MESA Adaptive Moving Average";
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MamaSeries = new(name: "MAMA", color: Color.Yellow, width: 2, style: LineStyle.Solid);
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MamaSeries = new(name: "MAMA", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
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FamaSeries = new(name: "FAMA", color: Color.Red, width: 2, style: LineStyle.Solid);
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AddLineSeries(MamaSeries);
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AddLineSeries(FamaSeries);
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@@ -43,7 +43,7 @@ public class MgdiIndicator : Indicator, IWatchlistIndicator
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SourceName = Source.ToString();
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Name = "MGDI - McGinley Dynamic Indicator";
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Description = "McGinley Dynamic Indicator";
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Series = new(name: $"MGDI {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
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Series = new(name: $"MGDI {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
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AddLineSeries(Series);
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}
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@@ -40,7 +40,7 @@ public class MmaIndicator : Indicator, IWatchlistIndicator
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SourceName = Source.ToString();
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Name = "MMA - Modified Moving Average";
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Description = "Modified Moving Average";
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Series = new(name: $"MMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
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Series = new(name: $"MMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
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AddLineSeries(Series);
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}
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@@ -40,7 +40,7 @@ public class PwmaIndicator : Indicator, IWatchlistIndicator
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SourceName = Source.ToString();
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Name = "PWMA - Pascal's Weighted Moving Average";
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Description = "Pascal's Weighted Moving Average";
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Series = new(name: $"PWMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
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Series = new(name: $"PWMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
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AddLineSeries(Series);
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}
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@@ -49,7 +49,7 @@ public class QemaIndicator : Indicator, IWatchlistIndicator
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SourceName = Source.ToString();
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Name = "QEMA - Quadruple Exponential Moving Average";
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Description = "Quadruple Exponential Moving Average";
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Series = new(name: $"QEMA {K1},{K2},{K3},{K4}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
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Series = new(name: $"QEMA {K1},{K2},{K3},{K4}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
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AddLineSeries(Series);
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}
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@@ -43,7 +43,7 @@ public class RemaIndicator : Indicator, IWatchlistIndicator
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SourceName = Source.ToString();
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Name = "REMA - Regularized Exponential Moving Average";
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Description = "Regularized Exponential Moving Average";
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Series = new(name: $"REMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
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Series = new(name: $"REMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
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AddLineSeries(Series);
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}
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@@ -40,7 +40,7 @@ public class RmaIndicator : Indicator, IWatchlistIndicator
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SourceName = Source.ToString();
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Name = "RMA - Relative Moving Average (Wilder's Moving Average)";
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Description = "Relative Moving Average, also known as Wilder's Moving Average";
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Series = new(name: $"RMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
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Series = new(name: $"RMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
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AddLineSeries(Series);
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}
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@@ -40,7 +40,7 @@ public class SinemaIndicator : Indicator, IWatchlistIndicator
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SourceName = Source.ToString();
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Name = "SINEMA - Sine-Weighted Moving Average";
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Description = "Sine-Weighted Moving Average";
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Series = new(name: $"SINEMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
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Series = new(name: $"SINEMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
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AddLineSeries(Series);
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}
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@@ -39,7 +39,7 @@ public class SmaIndicator : Indicator, IWatchlistIndicator
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SourceName = Source.ToString();
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Name = "SMA - Simple Moving Average";
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Description = "Simple Moving Average";
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Series = new(name: $"SMA {Period}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
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Series = new(name: $"SMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
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AddLineSeries(Series);
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}
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@@ -40,7 +40,7 @@ public class SmmaIndicator : Indicator, IWatchlistIndicator
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SourceName = Source.ToString();
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Name = "SMMA - Smoothed Moving Average";
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Description = "Smoothed Moving Average";
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Series = new(name: $"SMMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
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Series = new(name: $"SMMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
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AddLineSeries(Series);
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}
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@@ -46,7 +46,7 @@ public class T3Indicator : Indicator, IWatchlistIndicator
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SourceName = Source.ToString();
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Name = "T3 - Tillson T3 Moving Average";
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Description = "Tillson T3 Moving Average";
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Series = new(name: $"T3 {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
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Series = new(name: $"T3 {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
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AddLineSeries(Series);
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}
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@@ -40,7 +40,7 @@ public class TemaIndicator : Indicator, IWatchlistIndicator
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SourceName = Source.ToString();
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Name = "TEMA - Triple Exponential Moving Average";
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Description = "Triple Exponential Moving Average";
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Series = new(name: $"TEMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
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Series = new(name: $"TEMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
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AddLineSeries(Series);
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}
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@@ -40,7 +40,7 @@ public class TrimaIndicator : Indicator, IWatchlistIndicator
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SourceName = Source.ToString();
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Name = "TRIMA - Triangular Moving Average";
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Description = "Triangular Moving Average";
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Series = new(name: $"TRIMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
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Series = new(name: $"TRIMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
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AddLineSeries(Series);
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}
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@@ -46,7 +46,7 @@ public class VidyaIndicator : Indicator, IWatchlistIndicator
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SourceName = Source.ToString();
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Name = "VIDYA - Variable Index Dynamic Average";
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Description = "Variable Index Dynamic Average";
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Series = new(name: $"VIDYA {ShortPeriod}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
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Series = new(name: $"VIDYA {ShortPeriod}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
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AddLineSeries(Series);
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}
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@@ -40,7 +40,7 @@ public class WmaIndicator : Indicator, IWatchlistIndicator
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SourceName = Source.ToString();
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Name = "WMA - Weighted Moving Average";
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Description = "Weighted Moving Average";
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Series = new(name: $"WMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
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Series = new(name: $"WMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
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AddLineSeries(Series);
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}
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@@ -41,7 +41,7 @@ public class ZlemaIndicator : Indicator, IWatchlistIndicator
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SourceName = Source.ToString();
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Name = "ZLEMA - Zero Lag Exponential Moving Average";
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Description = "Zero Lag Exponential Moving Average";
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Series = new(name: $"ZLEMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
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Series = new(name: $"ZLEMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
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AddLineSeries(Series);
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}
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@@ -37,7 +37,7 @@ public class TestIndicator : Indicator, IWatchlistIndicator
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SeparateWindow = false;
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Name = "TEST";
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Description = "test and test and test and more test.";
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Series = new(name: $"{Name}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
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Series = new(name: $"{Name}", color: IndicatorExtensions.Volatility, width: 2, style: LineStyle.Solid);
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AddLineSeries(Series);
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}
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||||
@@ -0,0 +1,30 @@
|
||||
<Project Sdk="Microsoft.NET.Sdk">
|
||||
<PropertyGroup>
|
||||
<AssemblyName>Experiments</AssemblyName>
|
||||
<AlgoType>Indicator</AlgoType>
|
||||
<OutputPath>bin\$(Configuration)\</OutputPath>
|
||||
<EnableDefaultCompileItems>false</EnableDefaultCompileItems>
|
||||
</PropertyGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<PackageReference Include="System.Drawing.Common" Version="8.0.0" />
|
||||
</ItemGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<Compile Include="..\*.cs" />
|
||||
<Compile Include="*.cs" />
|
||||
<Compile Include="..\..\lib\**\*.cs" Exclude="..\..\lib\bin\**;..\..\lib\obj\**" />
|
||||
<Reference Include="TradingPlatform.BusinessLayer">
|
||||
<HintPath>..\..\.github\TradingPlatform.BusinessLayer.dll</HintPath>
|
||||
</Reference>
|
||||
<None Include="..\..\.github\TradingPlatform.BusinessLayer.xml">
|
||||
<Link>TradingPlatform.BusinessLayer.xml</Link>
|
||||
</None>
|
||||
</ItemGroup>
|
||||
|
||||
<Target Name="CopyCustomContent" AfterTargets="AfterBuild"
|
||||
Condition="'$(IsLocalBuild)' == 'true' AND $([MSBuild]::IsOSPlatform('Windows'))">
|
||||
<Copy SourceFiles="$(OutputPath)\Experiments.dll" DestinationFolder="$(QuantowerRoot)\Settings\Scripts\Indicators\QuanTAlib\Experiments" />
|
||||
</Target>
|
||||
|
||||
</Project>
|
||||
@@ -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
|
||||
};
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
@@ -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 => $"ADX ({Periods})";
|
||||
|
||||
public override void OnPaintChart(PaintChartEventArgs args)
|
||||
{
|
||||
base.OnPaintChart(args);
|
||||
this.PaintSmoothCurve(args, AdxSeries!, adx!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,55 @@
|
||||
using System.Drawing;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
|
||||
namespace QuanTAlib;
|
||||
|
||||
public class AdxrIndicator : Indicator, IWatchlistIndicator
|
||||
{
|
||||
[InputParameter("Periods", sortIndex: 1, 1, 2000, 1, 0)]
|
||||
public int Periods { get; set; } = 14;
|
||||
|
||||
[InputParameter("Show cold values", sortIndex: 21)]
|
||||
public bool ShowColdValues { get; set; } = true;
|
||||
|
||||
private Adxr? adxr;
|
||||
protected LineSeries? AdxrSeries;
|
||||
public int MinHistoryDepths => Math.Max(5, Periods * 4); // Need extra periods for ADXR calculation
|
||||
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
|
||||
|
||||
public AdxrIndicator()
|
||||
{
|
||||
Name = "ADXR - Average Directional Movement Index Rating";
|
||||
Description = "Measures trend strength by comparing current ADX with historical ADX values.";
|
||||
SeparateWindow = true;
|
||||
|
||||
AdxrSeries = new($"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);
|
||||
}
|
||||
}
|
||||
@@ -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 => $"APO ({FastPeriod},{SlowPeriod})";
|
||||
|
||||
public override void OnPaintChart(PaintChartEventArgs args)
|
||||
{
|
||||
base.OnPaintChart(args);
|
||||
this.PaintSmoothCurve(args, ApoSeries!, apo!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,59 @@
|
||||
using System.Drawing;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
|
||||
namespace QuanTAlib;
|
||||
|
||||
public class DmiIndicator : Indicator, IWatchlistIndicator
|
||||
{
|
||||
[InputParameter("Periods", sortIndex: 1, 1, 2000, 1, 0)]
|
||||
public int Periods { get; set; } = 14;
|
||||
|
||||
[InputParameter("Show cold values", sortIndex: 21)]
|
||||
public bool ShowColdValues { get; set; } = true;
|
||||
|
||||
private Dmi? dmi;
|
||||
protected LineSeries? PlusDiSeries;
|
||||
protected LineSeries? MinusDiSeries;
|
||||
public int MinHistoryDepths => Math.Max(5, Periods * 2);
|
||||
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
|
||||
|
||||
public DmiIndicator()
|
||||
{
|
||||
Name = "DMI - Directional Movement Index";
|
||||
Description = "Identifies the directional movement of a price by comparing successive highs and lows.";
|
||||
SeparateWindow = true;
|
||||
|
||||
PlusDiSeries = new($"+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 => $"DMI ({Periods})";
|
||||
|
||||
public override void OnPaintChart(PaintChartEventArgs args)
|
||||
{
|
||||
base.OnPaintChart(args);
|
||||
this.PaintSmoothCurve(args, PlusDiSeries!, dmi!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
|
||||
this.PaintSmoothCurve(args, MinusDiSeries!, dmi!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,68 @@
|
||||
using System.Drawing;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
|
||||
namespace QuanTAlib;
|
||||
|
||||
public class DmxIndicator : Indicator, IWatchlistIndicator
|
||||
{
|
||||
[InputParameter("DMI Periods", sortIndex: 1, 1, 2000, 1, 0)]
|
||||
public int DmiPeriods { get; set; } = 14;
|
||||
|
||||
[InputParameter("JMA Smoothing Periods", sortIndex: 2, 1, 2000, 1, 0)]
|
||||
public int JmaPeriods { get; set; } = 12;
|
||||
|
||||
[InputParameter("JMA Phase", sortIndex: 3, -100, 100, 1, 0)]
|
||||
public int JmaPhase { get; set; } = 100;
|
||||
|
||||
[InputParameter("JMA Factor", sortIndex: 4, 0.01, 1, 0.01, 2)]
|
||||
public double JmaFactor { get; set; } = 0.3;
|
||||
|
||||
[InputParameter("Show cold values", sortIndex: 21)]
|
||||
public bool ShowColdValues { get; set; } = true;
|
||||
|
||||
private Dmx? dmx;
|
||||
protected LineSeries? PlusDiSeries;
|
||||
protected LineSeries? MinusDiSeries;
|
||||
public int MinHistoryDepths => Math.Max(5, (DmiPeriods + JmaPeriods) * 2);
|
||||
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
|
||||
|
||||
public DmxIndicator()
|
||||
{
|
||||
Name = "DMX - Enhanced Directional Movement Index";
|
||||
Description = "An enhanced version of DMI using JMA smoothing for better noise reduction and responsiveness.";
|
||||
SeparateWindow = true;
|
||||
|
||||
PlusDiSeries = new($"+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 => $"DMX ({DmiPeriods})";
|
||||
|
||||
public override void OnPaintChart(PaintChartEventArgs args)
|
||||
{
|
||||
base.OnPaintChart(args);
|
||||
this.PaintSmoothCurve(args, PlusDiSeries!, dmx!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
|
||||
this.PaintSmoothCurve(args, MinusDiSeries!, dmx!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,67 @@
|
||||
using System.Drawing;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
|
||||
namespace QuanTAlib;
|
||||
|
||||
public class DpoIndicator : Indicator, IWatchlistIndicator
|
||||
{
|
||||
[InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
|
||||
public int Period { get; set; } = 20;
|
||||
|
||||
[InputParameter("Data source", sortIndex: 2, variants: [
|
||||
"Open", SourceType.Open,
|
||||
"High", SourceType.High,
|
||||
"Low", SourceType.Low,
|
||||
"Close", SourceType.Close,
|
||||
"HL/2 (Median)", SourceType.HL2,
|
||||
"OC/2 (Midpoint)", SourceType.OC2,
|
||||
"OHL/3 (Mean)", SourceType.OHL3,
|
||||
"HLC/3 (Typical)", SourceType.HLC3,
|
||||
"OHLC/4 (Average)", SourceType.OHLC4,
|
||||
"HLCC/4 (Weighted)", SourceType.HLCC4
|
||||
])]
|
||||
public SourceType Source { get; set; } = SourceType.Close;
|
||||
|
||||
[InputParameter("Show cold values", sortIndex: 3)]
|
||||
public bool ShowColdValues { get; set; } = true;
|
||||
|
||||
private Dpo? Dpo;
|
||||
protected LineSeries? DpoSeries;
|
||||
public int MinHistoryDepths => Period * 2;
|
||||
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
|
||||
|
||||
public DpoIndicator()
|
||||
{
|
||||
Name = "DPO - Detrended Price Oscillator";
|
||||
Description = "Removes trend from price by comparing current price to a past moving average, helping identify cycles in the price.";
|
||||
SeparateWindow = true;
|
||||
|
||||
DpoSeries = new($"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);
|
||||
}
|
||||
}
|
||||
@@ -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);
|
||||
}
|
||||
}
|
||||
@@ -27,4 +27,4 @@
|
||||
<Copy SourceFiles="$(OutputPath)\Momentum.dll" DestinationFolder="$(QuantowerRoot)\Settings\Scripts\Indicators\QuanTAlib\Momentum" />
|
||||
</Target>
|
||||
|
||||
</Project>
|
||||
</Project>
|
||||
|
||||
@@ -37,7 +37,7 @@ public class RsiIndicator : Indicator, IWatchlistIndicator
|
||||
Description = "Measures the speed and magnitude of recent price changes to evaluate overbought or oversold conditions.";
|
||||
SeparateWindow = true;
|
||||
SourceName = Source.ToString();
|
||||
RsiSeries = new($"RSI {Periods}", Color.Blue, 2, LineStyle.Solid);
|
||||
RsiSeries = new($"RSI {Periods}", color: IndicatorExtensions.Oscillators, 2, LineStyle.Solid);
|
||||
AddLineSeries(RsiSeries);
|
||||
}
|
||||
|
||||
@@ -37,7 +37,7 @@ public class RsxIndicator : Indicator, IWatchlistIndicator
|
||||
Description = "Measures the speed and magnitude of recent price changes to evaluate overbought or oversold conditions.";
|
||||
SeparateWindow = true;
|
||||
SourceName = Source.ToString();
|
||||
RsxSeries = new($"RSX {Period}", Color.Blue, 2, LineStyle.Solid);
|
||||
RsxSeries = new($"RSX {Period}", color: IndicatorExtensions.Oscillators, 2, LineStyle.Solid);
|
||||
AddLineSeries(RsxSeries);
|
||||
}
|
||||
|
||||
@@ -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);
|
||||
}
|
||||
|
||||
|
||||
@@ -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);
|
||||
}
|
||||
|
||||
|
||||
@@ -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);
|
||||
}
|
||||
|
||||
|
||||
@@ -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);
|
||||
}
|
||||
|
||||
|
||||
@@ -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);
|
||||
}
|
||||
|
||||
|
||||
@@ -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);
|
||||
}
|
||||
|
||||
|
||||
@@ -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);
|
||||
}
|
||||
|
||||
|
||||
@@ -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);
|
||||
}
|
||||
|
||||
|
||||
@@ -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);
|
||||
}
|
||||
|
||||
|
||||
@@ -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);
|
||||
|
||||
@@ -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);
|
||||
}
|
||||
|
||||
|
||||
@@ -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);
|
||||
}
|
||||
|
||||
|
||||
@@ -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);
|
||||
}
|
||||
|
||||
|
||||
@@ -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);
|
||||
}
|
||||
}
|
||||
|
||||
@@ -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($"CMO {Periods}", color: IndicatorExtensions.Volatility, 2, LineStyle.Solid);
|
||||
AddLineSeries(CmoSeries);
|
||||
}
|
||||
|
||||
|
||||
@@ -22,7 +22,7 @@ public class CviIndicator : Indicator, IWatchlistIndicator
|
||||
Description = "Measures the volatility of a financial instrument by comparing the spread between the high and low prices.";
|
||||
SeparateWindow = true;
|
||||
|
||||
CviSeries = new($"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);
|
||||
}
|
||||
}
|
||||
|
||||
@@ -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);
|
||||
}
|
||||
|
||||
|
||||
@@ -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);
|
||||
}
|
||||
|
||||
@@ -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);
|
||||
}
|
||||
|
||||
|
||||
@@ -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);
|
||||
}
|
||||
|
||||
|
||||
@@ -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);
|
||||
}
|
||||
|
||||
|
||||
@@ -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);
|
||||
}
|
||||
}
|
||||
@@ -27,4 +27,4 @@
|
||||
<Copy SourceFiles="$(OutputPath)\Volume.dll" DestinationFolder="$(QuantowerRoot)\Settings\Scripts\Indicators\QuanTAlib\Volume" />
|
||||
</Target>
|
||||
|
||||
</Project>
|
||||
</Project>
|
||||
|
||||
Reference in New Issue
Block a user