charts for Quantower
This commit is contained in:
Miha Kralj
2024-11-06 20:56:32 -08:00
parent 0bae9ce15b
commit 582a0256ec
75 changed files with 652 additions and 281 deletions
+1 -1
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@@ -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);
}
+1 -1
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@@ -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);
}
+1 -1
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@@ -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);
}
+1 -1
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@@ -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);
}
+1 -1
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@@ -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);
}
+2 -2
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@@ -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);
}
+1 -1
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@@ -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);
}
+1 -1
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@@ -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);
}
+1 -1
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@@ -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);
}
+1 -1
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@@ -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);
}
+1 -1
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@@ -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);
}
+1 -1
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@@ -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);
}
+1 -1
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@@ -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);
}
+3 -3
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@@ -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);
}
+1 -1
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@@ -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);
}
+1 -1
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@@ -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);
}
+1 -1
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@@ -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);
}
+1 -1
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@@ -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);
+1 -1
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@@ -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);
}
+1 -1
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@@ -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);
}
+1 -1
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@@ -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);
}
+1 -1
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@@ -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);
}
+1 -1
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@@ -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);
}
+1 -1
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@@ -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);
}
+1 -1
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@@ -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);
}
+1 -1
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@@ -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);
}
+1 -1
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@@ -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);
}
+1 -1
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@@ -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);
}
+1 -1
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@@ -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);
}
+1 -1
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@@ -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);
}
+1 -1
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@@ -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);
}
+1 -1
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@@ -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);
}
+1 -1
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@@ -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);
}
@@ -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: $"{Name}", color: IndicatorExtensions.Volatility, width: 2, style: LineStyle.Solid);
AddLineSeries(Series);
}
+30
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@@ -0,0 +1,30 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<AssemblyName>Experiments</AssemblyName>
<AlgoType>Indicator</AlgoType>
<OutputPath>bin\$(Configuration)\</OutputPath>
<EnableDefaultCompileItems>false</EnableDefaultCompileItems>
</PropertyGroup>
<ItemGroup>
<PackageReference Include="System.Drawing.Common" Version="8.0.0" />
</ItemGroup>
<ItemGroup>
<Compile Include="..\*.cs" />
<Compile Include="*.cs" />
<Compile Include="..\..\lib\**\*.cs" Exclude="..\..\lib\bin\**;..\..\lib\obj\**" />
<Reference Include="TradingPlatform.BusinessLayer">
<HintPath>..\..\.github\TradingPlatform.BusinessLayer.dll</HintPath>
</Reference>
<None Include="..\..\.github\TradingPlatform.BusinessLayer.xml">
<Link>TradingPlatform.BusinessLayer.xml</Link>
</None>
</ItemGroup>
<Target Name="CopyCustomContent" AfterTargets="AfterBuild"
Condition="'$(IsLocalBuild)' == 'true' AND $([MSBuild]::IsOSPlatform('Windows'))">
<Copy SourceFiles="$(OutputPath)\Experiments.dll" DestinationFolder="$(QuantowerRoot)\Settings\Scripts\Indicators\QuanTAlib\Experiments" />
</Target>
</Project>
+6 -5
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@@ -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
};
}
}
+53
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@@ -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 => $"ADX ({Periods})";
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, AdxSeries!, adx!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
}
}
+55
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@@ -0,0 +1,55 @@
using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class AdxrIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Periods", sortIndex: 1, 1, 2000, 1, 0)]
public int Periods { get; set; } = 14;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Adxr? adxr;
protected LineSeries? AdxrSeries;
public int MinHistoryDepths => Math.Max(5, Periods * 4); // Need extra periods for ADXR calculation
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public AdxrIndicator()
{
Name = "ADXR - Average Directional Movement Index Rating";
Description = "Measures trend strength by comparing current ADX with historical ADX values.";
SeparateWindow = true;
AdxrSeries = new($"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 => $"ADXR ({Periods})";
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintHLine(args, 25, new Pen(color: IndicatorExtensions.Momentum, width: 1)); // Strong trend line
this.PaintHLine(args, 20, new Pen(color: IndicatorExtensions.Momentum, width: 1)); // Weak trend line
this.PaintSmoothCurve(args, AdxrSeries!, adxr!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
}
}
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@@ -0,0 +1,71 @@
using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class ApoIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Fast Period", sortIndex: 1, 1, 2000, 1, 0)]
public int FastPeriod { get; set; } = 12;
[InputParameter("Slow Period", sortIndex: 2, 1, 2000, 1, 0)]
public int SlowPeriod { get; set; } = 26;
[InputParameter("Data source", sortIndex: 4, variants: [
"Open", SourceType.Open,
"High", SourceType.High,
"Low", SourceType.Low,
"Close", SourceType.Close,
"HL/2 (Median)", SourceType.HL2,
"OC/2 (Midpoint)", SourceType.OC2,
"OHL/3 (Mean)", SourceType.OHL3,
"HLC/3 (Typical)", SourceType.HLC3,
"OHLC/4 (Average)", SourceType.OHLC4,
"HLCC/4 (Weighted)", SourceType.HLCC4
])]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Apo? apo;
protected LineSeries? ApoSeries;
public int MinHistoryDepths => Math.Max(FastPeriod, SlowPeriod) * 2;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public ApoIndicator()
{
Name = "APO - Absolute Price Oscillator";
Description = "Shows the difference between two moving averages of different periods.";
SeparateWindow = true;
ApoSeries = new($"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 => $"APO ({FastPeriod},{SlowPeriod})";
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, ApoSeries!, apo!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
}
}
+59
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@@ -0,0 +1,59 @@
using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class DmiIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Periods", sortIndex: 1, 1, 2000, 1, 0)]
public int Periods { get; set; } = 14;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Dmi? dmi;
protected LineSeries? PlusDiSeries;
protected LineSeries? MinusDiSeries;
public int MinHistoryDepths => Math.Max(5, Periods * 2);
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public DmiIndicator()
{
Name = "DMI - Directional Movement Index";
Description = "Identifies the directional movement of a price by comparing successive highs and lows.";
SeparateWindow = true;
PlusDiSeries = new($"+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 => $"DMI ({Periods})";
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, PlusDiSeries!, dmi!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
this.PaintSmoothCurve(args, MinusDiSeries!, dmi!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
}
}
+68
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@@ -0,0 +1,68 @@
using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class DmxIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("DMI Periods", sortIndex: 1, 1, 2000, 1, 0)]
public int DmiPeriods { get; set; } = 14;
[InputParameter("JMA Smoothing Periods", sortIndex: 2, 1, 2000, 1, 0)]
public int JmaPeriods { get; set; } = 12;
[InputParameter("JMA Phase", sortIndex: 3, -100, 100, 1, 0)]
public int JmaPhase { get; set; } = 100;
[InputParameter("JMA Factor", sortIndex: 4, 0.01, 1, 0.01, 2)]
public double JmaFactor { get; set; } = 0.3;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Dmx? dmx;
protected LineSeries? PlusDiSeries;
protected LineSeries? MinusDiSeries;
public int MinHistoryDepths => Math.Max(5, (DmiPeriods + JmaPeriods) * 2);
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public DmxIndicator()
{
Name = "DMX - Enhanced Directional Movement Index";
Description = "An enhanced version of DMI using JMA smoothing for better noise reduction and responsiveness.";
SeparateWindow = true;
PlusDiSeries = new($"+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 => $"DMX ({DmiPeriods})";
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, PlusDiSeries!, dmx!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
this.PaintSmoothCurve(args, MinusDiSeries!, dmx!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
}
}
+67
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@@ -0,0 +1,67 @@
using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class DpoIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
public int Period { get; set; } = 20;
[InputParameter("Data source", sortIndex: 2, variants: [
"Open", SourceType.Open,
"High", SourceType.High,
"Low", SourceType.Low,
"Close", SourceType.Close,
"HL/2 (Median)", SourceType.HL2,
"OC/2 (Midpoint)", SourceType.OC2,
"OHL/3 (Mean)", SourceType.OHL3,
"HLC/3 (Typical)", SourceType.HLC3,
"OHLC/4 (Average)", SourceType.OHLC4,
"HLCC/4 (Weighted)", SourceType.HLCC4
])]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 3)]
public bool ShowColdValues { get; set; } = true;
private Dpo? Dpo;
protected LineSeries? DpoSeries;
public int MinHistoryDepths => Period * 2;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public DpoIndicator()
{
Name = "DPO - Detrended Price Oscillator";
Description = "Removes trend from price by comparing current price to a past moving average, helping identify cycles in the price.";
SeparateWindow = true;
DpoSeries = new($"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);
}
}
+1 -1
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@@ -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);
}
+1 -1
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@@ -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);
}
+1 -1
View File
@@ -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);
}
+1 -1
View File
@@ -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);
}
+1 -1
View File
@@ -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);
}
+1 -1
View File
@@ -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);
}
+1 -1
View File
@@ -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);
}
+1 -1
View File
@@ -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);
}
+1 -1
View File
@@ -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);
}
+1 -1
View File
@@ -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);
}
+1 -1
View File
@@ -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);
+1 -1
View File
@@ -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);
}
+1 -1
View File
@@ -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);
}
+1 -1
View File
@@ -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);
}
+1 -1
View File
@@ -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);
}
}
+1 -1
View File
@@ -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($"CMO {Periods}", color: IndicatorExtensions.Volatility, 2, LineStyle.Solid);
AddLineSeries(CmoSeries);
}
+2 -2
View File
@@ -22,7 +22,7 @@ public class CviIndicator : Indicator, IWatchlistIndicator
Description = "Measures the volatility of a financial instrument by comparing the spread between the high and low prices.";
SeparateWindow = true;
CviSeries = new($"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);
}
}
+1 -1
View File
@@ -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);
}
+2 -2
View File
@@ -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);
}
+1 -1
View File
@@ -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);
}
+1 -1
View File
@@ -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);
}
+1 -1
View File
@@ -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);
}
+51
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@@ -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);
}
}
+1 -1
View File
@@ -27,4 +27,4 @@
<Copy SourceFiles="$(OutputPath)\Volume.dll" DestinationFolder="$(QuantowerRoot)\Settings\Scripts\Indicators\QuanTAlib\Volume" />
</Target>
</Project>
</Project>