Momentum

charts for Quantower
2026-08-16 17:48:05 +00:00 · 2024-11-06 20:56:32 -08:00
parent 0bae9ce15b
commit 582a0256ec
75 changed files with 652 additions and 281 deletions
@@ -0,0 +1,83 @@
+using System.Drawing;
+using System.Drawing.Drawing2D;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+public class FlowIndicator : Indicator, IWatchlistIndicator
+{
+    protected string? SourceName;
+    public static int MinHistoryDepths => 2;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public FlowIndicator()
+    {
+        Name = "Flow Visualization";
+        SeparateWindow = false;
+    }
+
+    protected override void OnInit()
+    {
+        // placeholder
+    }
+
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        // placeholder
+    }
+
+#pragma warning disable CA1416 // Validate platform compatibility
+
+    public override void OnPaintChart(PaintChartEventArgs args)
+    {
+        base.OnPaintChart(args);
+        Graphics gr = args.Graphics;
+        gr.SmoothingMode = System.Drawing.Drawing2D.SmoothingMode.AntiAlias;
+        var mainWindow = this.CurrentChart.Windows[args.WindowIndex];
+        var converter = mainWindow.CoordinatesConverter;
+        var clientRect = mainWindow.ClientRectangle;
+        gr.SetClip(clientRect);
+        DateTime leftTime = new[] { converter.GetTime(clientRect.Left), this.HistoricalData.Time(this!.Count - 1) }.Max();
+        DateTime rightTime = new[] { converter.GetTime(clientRect.Right), this.HistoricalData.Time(0) }.Min();
+
+        int leftIndex = (int)this.HistoricalData.GetIndexByTime(leftTime.Ticks) + 1;
+        int rightIndex = (int)this.HistoricalData.GetIndexByTime(rightTime.Ticks);
+        int width = this.CurrentChart.BarsWidth;
+
+        for (int i = rightIndex; i < leftIndex; i++)
+        {
+            int barX1 = (int)converter.GetChartX(this.HistoricalData.Time(i));
+            int barY1 = (int)converter.GetChartY(this.HistoricalData.Open(i));
+            int barYHigh = (int)converter.GetChartY(this.HistoricalData.High(i));
+            int barYLow = (int)converter.GetChartY(this.HistoricalData.Low(i));
+            int barX2 = barX1 + width;
+            int barY2 = (int)converter.GetChartY(this.HistoricalData.Close(i));
+            using (Brush transparentBrush = new SolidBrush(Color.FromArgb(250, 70, 70, 70)))
+            {
+                gr.FillRectangle(transparentBrush, barX1, barYHigh - 1, CurrentChart.BarsWidth, Math.Abs(barYLow - barYHigh) + 2);
+            }
+            using (Brush circ = new SolidBrush(Color.FromArgb(100, 255, 255, 0)))
+            {
+                int size = 3;
+                gr.FillEllipse(circ, barX1 - size, barY1 - size, 2 * size, 2 * size);
+                gr.FillEllipse(circ, barX2 - size, barY2 - size, 2 * size, 2 * size);
+            }
+            using (Pen defaultPen = new(Color.Yellow, 3))
+            {
+                defaultPen.StartCap = LineCap.Round;
+                defaultPen.EndCap = LineCap.Round;
+                gr.DrawLine(defaultPen, barX1, barY1, barX2, barY2);
+            }
+            if (i > 0)
+            {
+                int barX0 = (int)converter.GetChartX(this.HistoricalData.Time(i - 1));
+                int barY0 = (int)converter.GetChartY(this.HistoricalData.Open(i - 1));
+                using (Pen dottedPen = new(Color.Yellow, 1))
+                {
+                    dottedPen.DashStyle = DashStyle.Dot;
+                    gr.DrawLine(dottedPen, barX2, barY2, barX0, barY0);
+                }
+            }
+        }
+    }
+}
@@ -0,0 +1,65 @@
+using System.Drawing;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+public class TestIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
+    public int Period { get; set; } = 10;
+
+    [InputParameter("Data source", sortIndex: 20, 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 Sma? ma;
+    protected LineSeries? Series;
+    public int MinHistoryDepths { get; set; }
+    int IWatchlistIndicator.MinHistoryDepths => 0; //QuanTAlib indicators generate value immediately
+
+
+    public TestIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = false;
+        Name = "TEST";
+        Description = "test and test and test and more test.";
+        Series = new(name: $"{Name}", color: IndicatorExtensions.Volatility, width: 2, style: LineStyle.Solid);
+        AddLineSeries(Series);
+    }
+
+    protected override void OnInit()
+    {
+        ma = new Sma(Period);
+        base.OnInit();
+    }
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        TValue input = this.GetInputValue(args, Source);
+        TValue result = ma!.Calc(input);
+
+        Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
+        Series!.SetValue(result);
+    }
+
+    public override void OnPaintChart(PaintChartEventArgs args)
+    {
+        base.OnPaintChart(args);
+        this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, ShowColdValues, tension: 0.2);
+        this.DrawText(args, Description);
+    }
+}
+
@@ -0,0 +1,30 @@
+<Project Sdk="Microsoft.NET.Sdk">
+  <PropertyGroup>
+    <AssemblyName>Experiments</AssemblyName>
+    <AlgoType>Indicator</AlgoType>
+    <OutputPath>bin\$(Configuration)\</OutputPath>
+    <EnableDefaultCompileItems>false</EnableDefaultCompileItems>
+  </PropertyGroup>
+
+  <ItemGroup>
+    <PackageReference Include="System.Drawing.Common" Version="8.0.0" />
+  </ItemGroup>
+
+  <ItemGroup>
+    <Compile Include="..\*.cs" />
+    <Compile Include="*.cs" />
+    <Compile Include="..\..\lib\**\*.cs" Exclude="..\..\lib\bin\**;..\..\lib\obj\**" />
+    <Reference Include="TradingPlatform.BusinessLayer">
+      <HintPath>..\..\.github\TradingPlatform.BusinessLayer.dll</HintPath>
+    </Reference>
+    <None Include="..\..\.github\TradingPlatform.BusinessLayer.xml">
+      <Link>TradingPlatform.BusinessLayer.xml</Link>
+    </None>
+  </ItemGroup>
+
+  <Target Name="CopyCustomContent" AfterTargets="AfterBuild"
+        Condition="'$(IsLocalBuild)' == 'true' AND $([MSBuild]::IsOSPlatform('Windows'))">
+    <Copy SourceFiles="$(OutputPath)\Experiments.dll" DestinationFolder="$(QuantowerRoot)\Settings\Scripts\Indicators\QuanTAlib\Experiments" />
+  </Target>
+
+</Project>