Momentum

charts for Quantower

quantower/Momentum/MacdIndicator.cs

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+using System.Diagnostics.Metrics;
+using System.Drawing;
+using System.Drawing.Drawing2D;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+public class MacdIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Slow EMA", sortIndex: 1, 1, 1000, 1, 0)]
+    public int Slow { get; set; } = 26;
+
+    [InputParameter("Fast EMA", sortIndex: 2, 1, 2000, 1, 0)]
+    public int Fast { get; set; } = 12;
+
+    [InputParameter("Signal line", sortIndex: 3, 1, 2000, 1, 0)]
+    public int Signal { get; set; } = 9;
+
+    [InputParameter("Use SMA for warmup period", sortIndex: 2)]
+    public bool UseSMA { get; set; } = false;
+
+    [InputParameter("Data source", sortIndex: 3, 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 Macd? macd;
+    private Slope? histSlope;
+    protected LineSeries? MainSeries;
+    protected LineSeries? SignalSeries;
+    protected LineSeries? HistogramSeries;
+    protected LineSeries? HistSlopeSeries;
+
+    protected string? SourceName;
+    public int MinHistoryDepths => Slow;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public override string ShortName => $"MACD {Slow}:{Fast}:{Signal}";
+
+    public MacdIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = true;
+        SourceName = Source.ToString();
+        Name = "MACD - Moving Average Convergence Divergence";
+        Description = "MACD";
+        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;
+
+        AddLineSeries(MainSeries);
+        AddLineSeries(SignalSeries);
+        AddLineSeries(HistogramSeries);
+        AddLineSeries(HistSlopeSeries);
+    }
+
+    protected override void OnInit()
+    {
+        macd = new(fastPeriod: Fast, slowPeriod: Slow, signalPeriod: Signal);
+        histSlope = new(2);
+        SourceName = Source.ToString();
+        base.OnInit();
+    }
+
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        TValue input = this.GetInputValue(args, Source);
+        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
+    }
+#pragma warning disable CA1416 // Validate platform compatibility
+
+    public override void OnPaintChart(PaintChartEventArgs args)
+    {
+        Graphics gr = args.Graphics;
+        gr.SmoothingMode = 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);
+
+        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 barY0 = (int)converter.GetChartY(0);
+            int HistBarWidth = this.CurrentChart.BarsWidth - 2;
+
+            Brush lowGreen = new SolidBrush(Color.FromArgb(255, 0, 100, 0));
+            Brush highGreen = new SolidBrush(Color.FromArgb(255, 50, 255, 50));
+            Brush lowRed = new SolidBrush(Color.FromArgb(255, 100, 0, 0));
+            Brush highRed = new SolidBrush(Color.FromArgb(255, 255, 50, 50));
+
+            if (HistogramSeries[i] > 0)
+            {
+                Brush col = HistSlopeSeries![i] > 0 ? highGreen : lowGreen;
+                gr.FillRectangle(col, barX, barY, HistBarWidth, Math.Abs(barY - barY0));
+            }
+            else
+            {
+                Brush col = HistSlopeSeries![i] < 0 ? highRed : lowRed;
+                gr.FillRectangle(col, barX, barY0, HistBarWidth, Math.Abs(barY0 - barY));
+            }
+        }
+
+        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);
+    }
+}
+