Momentum

charts for Quantower

quantower/Volatility/AtrIndicator.cs

@@ -47,7 +47,7 @@ public class AtrIndicator : Indicator, IWatchlistIndicator
     public override void OnPaintChart(PaintChartEventArgs args)
     {
         base.OnPaintChart(args);
-        this.PaintHLine(args, 0.05, new Pen(Color.DarkRed, width: 2));
+        this.PaintHLine(args, 0.05, new Pen(color: IndicatorExtensions.Volatility, width: 2));
         this.PaintSmoothCurve(args, AtrSeries!, atr!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
     }
 }

quantower/Volatility/CmoIndicator.cs

@@ -38,7 +38,7 @@ public class CmoIndicator : Indicator, IWatchlistIndicator
         Description = "Measures the momentum of price changes using the difference between the sum of recent gains and the sum of recent losses.";
         SeparateWindow = true;
         SourceName = Source.ToString();
-        CmoSeries = new($"CMO {Periods}", Color.Blue, 2, LineStyle.Solid);
+        CmoSeries = new($"CMO {Periods}", color: IndicatorExtensions.Volatility, 2, LineStyle.Solid);
         AddLineSeries(CmoSeries);
     }
 

quantower/Volatility/CviIndicator.cs

@@ -22,7 +22,7 @@ public class CviIndicator : Indicator, IWatchlistIndicator
         Description = "Measures the volatility of a financial instrument by comparing the spread between the high and low prices.";
         SeparateWindow = true;
 
-        CviSeries = new($"CVI {Periods}", Color.Blue, 2, LineStyle.Solid);
+        CviSeries = new($"CVI {Periods}", color: IndicatorExtensions.Volatility, 2, LineStyle.Solid);
         AddLineSeries(CviSeries);
     }
 
@@ -48,7 +48,7 @@ public class CviIndicator : Indicator, IWatchlistIndicator
     public override void OnPaintChart(PaintChartEventArgs args)
     {
         base.OnPaintChart(args);
-        this.PaintHLine(args, 0.05, new Pen(Color.DarkRed, width: 2));
+        this.PaintHLine(args, 0.05, new Pen(color: IndicatorExtensions.Volatility, width: 2));
         this.PaintSmoothCurve(args, CviSeries!, cvi!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
     }
 }

quantower/Volatility/FlowIndicator.cs

@@ -1,83 +0,0 @@
-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);
-                }
-            }
-        }
-    }
-}

quantower/Volatility/HistoricalIndicator.cs

@@ -22,7 +22,7 @@ public class HistoricalIndicator : Indicator, IWatchlistIndicator
         Description = "Measures price fluctuations over time, indicating market volatility based on past price movements.";
         SeparateWindow = true;
 
-        HvSeries = new("HV", Color.Blue, 2, LineStyle.Solid);
+        HvSeries = new("HV", color: IndicatorExtensions.Volatility, 2, LineStyle.Solid);
         AddLineSeries(HvSeries);
     }
 

quantower/Volatility/JbandsIndicator.cs

@@ -39,8 +39,8 @@ public class JbandsIndicator : Indicator, IWatchlistIndicator
         Description = "Upper and Lower Bands.";
         SeparateWindow = false;
 
-        UbSeries = new("UB", Color.Blue, 2, LineStyle.Solid);
-        LbSeries = new("LB", Color.Red, 2, LineStyle.Solid);
+        UbSeries = new("UB", color: IndicatorExtensions.Volatility, 2, LineStyle.Solid);
+        LbSeries = new("LB", color: IndicatorExtensions.Volatility, 2, LineStyle.Solid);
         AddLineSeries(UbSeries);
         AddLineSeries(LbSeries);
     }

quantower/Volatility/JvoltyIndicator.cs

@@ -35,7 +35,7 @@ public class JvoltyIndicator : Indicator, IWatchlistIndicator
         Description = "Measures market volatility according to Mark Jurik.";
         SeparateWindow = true;
 
-        JvoltySeries = new("JVOLTY", Color.Blue, 2, LineStyle.Solid);
+        JvoltySeries = new("JVOLTY", color: IndicatorExtensions.Volatility, 2, LineStyle.Solid);
         AddLineSeries(JvoltySeries);
     }
 

quantower/Volatility/RealizedIndicator.cs

@@ -22,7 +22,7 @@ public class RealizedIndicator : Indicator, IWatchlistIndicator
         Description = "Measures actual price volatility over a specific period, useful for risk assessment and forecasting.";
         SeparateWindow = true;
 
-        RvSeries = new("RV", Color.Blue, 2, LineStyle.Solid);
+        RvSeries = new("RV", color: IndicatorExtensions.Volatility, 2, LineStyle.Solid);
         AddLineSeries(RvSeries);
     }
 

quantower/Volatility/RsiIndicator.cs

@@ -1,67 +0,0 @@
-using System.Drawing;
-using TradingPlatform.BusinessLayer;
-
-namespace QuanTAlib;
-
-public class RsiIndicator : Indicator, IWatchlistIndicator
-{
-    [InputParameter("Periods", sortIndex: 1, 1, 2000, 1, 0)]
-    public int Periods { get; set; } = 14;
-
-    [InputParameter("Data source", sortIndex: 5, 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 Rsi? rsi;
-    protected string? SourceName;
-    protected LineSeries? RsiSeries;
-    public int MinHistoryDepths => Periods + 1;
-    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
-
-    public RsiIndicator()
-    {
-        Name = "RSI - Relative Strength Index";
-        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);
-        AddLineSeries(RsiSeries);
-    }
-
-    protected override void OnInit()
-    {
-        rsi = new Rsi(Periods);
-        base.OnInit();
-    }
-
-    protected override void OnUpdate(UpdateArgs args)
-    {
-        TValue input = this.GetInputValue(args, Source);
-        rsi!.Calc(input);
-
-        RsiSeries!.SetValue(rsi.Value);
-        RsiSeries!.SetMarker(0, Color.Transparent);
-    }
-
-    public override string ShortName => $"RSI ({Periods}:{SourceName})";
-
-#pragma warning disable CA1416 // Validate platform compatibility
-    public override void OnPaintChart(PaintChartEventArgs args)
-    {
-        base.OnPaintChart(args);
-        this.PaintSmoothCurve(args, RsiSeries!, rsi!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
-    }
-}

quantower/Volatility/RsxIndicator.cs

@@ -1,67 +0,0 @@
-using System.Drawing;
-using TradingPlatform.BusinessLayer;
-
-namespace QuanTAlib;
-
-public class RsxIndicator : Indicator, IWatchlistIndicator
-{
-    [InputParameter("Rsi Period", sortIndex: 1, 1, 2000, 1, 0)]
-    public int Period { get; set; } = 14;
-
-    [InputParameter("Data source", sortIndex: 5, 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 Rsx? rsx;
-    protected string? SourceName;
-    protected LineSeries? RsxSeries;
-    public int MinHistoryDepths => Period + 1;
-    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
-
-    public RsxIndicator()
-    {
-        Name = "RSX - Jurik Trend Strengt Index";
-        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);
-        AddLineSeries(RsxSeries);
-    }
-
-    protected override void OnInit()
-    {
-        rsx = new(Period);
-        base.OnInit();
-    }
-
-    protected override void OnUpdate(UpdateArgs args)
-    {
-        TValue input = this.GetInputValue(args, Source);
-        rsx!.Calc(input);
-
-        RsxSeries!.SetValue(rsx.Value);
-        RsxSeries!.SetMarker(0, Color.Transparent);
-    }
-
-    public override string ShortName => $"RSX ({Period}:{SourceName})";
-
-#pragma warning disable CA1416 // Validate platform compatibility
-    public override void OnPaintChart(PaintChartEventArgs args)
-    {
-        base.OnPaintChart(args);
-        this.PaintSmoothCurve(args, RsxSeries!, rsx!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
-    }
-}

quantower/Volatility/RviIndicator.cs

@@ -19,7 +19,7 @@ public class RviIndicator : Indicator, IWatchlistIndicator
         Description = "Measures the direction of volatility, helping to identify overbought or oversold conditions in price.";
         SeparateWindow = true;
 
-        RviSeries = new("RVI", Color.Blue, 2, LineStyle.Solid);
+        RviSeries = new("RVI", color: IndicatorExtensions.Volatility, 2, LineStyle.Solid);
         AddLineSeries(RviSeries);
     }
 

quantower/Volatility/TestIndicator.cs

@@ -1,65 +0,0 @@
-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: Color.Yellow, 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);
-    }
-}
-