Add Vortex Indicator implementation and documentation

- Implemented Vortex Indicator in Vortex.cs, including calculation logic and event handling. - Added detailed documentation for Vortex Indicator in Vortex.md, covering historical context, algorithm, outputs, and trading interpretation. - Updated oscillators index to include TTM Wave indicator. - Added TTM Wave documentation with algorithm and trading interpretation. - Updated reversals index to include TTM Scalper Alert indicator. - Added TTM Scalper Alert documentation with algorithm and trading strategy. - Updated NDepend badges to reflect increased code metrics (classes, methods, lines of code, public types, comments, and complexity).
2026-08-24 13:38:05 +00:00 · 2026-02-06 07:43:40 -08:00
parent 26280ce80b
commit 58f0812584
37 changed files with 4314 additions and 91 deletions
@@ -0,0 +1,75 @@
+using System.Drawing;
+using System.Runtime.CompilerServices;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+[SkipLocalsInit]
+public sealed class HtTrendmodeIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Data source", 10)]
+    public SourceType SourceInput { get; set; } = SourceType.Close;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private HtTrendmode _indicator = null!;
+    private readonly LineSeries _trendModeSeries;
+
+    public static int MinHistoryDepths => 0;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public override string ShortName => "HT_TRENDMODE";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/dynamics/ht_trendmode/HtTrendmode.Quantower.cs";
+
+    public HtTrendmodeIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = true;
+        Name = "HT_TRENDMODE - Hilbert Transform Trend Mode";
+        Description = "Determines if market is trending (1) or cycling (0)";
+
+        _trendModeSeries = new LineSeries(name: "TrendMode", color: Color.Blue, width: 3, style: LineStyle.Solid);
+        AddLineSeries(_trendModeSeries);
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnInit()
+    {
+        _indicator = new HtTrendmode();
+        base.OnInit();
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        double value = SourceInput switch
+        {
+            SourceType.Open => GetPrice(PriceType.Open),
+            SourceType.High => GetPrice(PriceType.High),
+            SourceType.Low => GetPrice(PriceType.Low),
+            SourceType.Close => GetPrice(PriceType.Close),
+            SourceType.HL2 => (GetPrice(PriceType.High) + GetPrice(PriceType.Low)) / 2,
+            SourceType.HLC3 => (GetPrice(PriceType.High) + GetPrice(PriceType.Low) + GetPrice(PriceType.Close)) / 3,
+            SourceType.OHLC4 => (GetPrice(PriceType.Open) + GetPrice(PriceType.High) + GetPrice(PriceType.Low) + GetPrice(PriceType.Close)) / 4,
+            SourceType.HLCC4 => (GetPrice(PriceType.High) + GetPrice(PriceType.Low) + 2 * GetPrice(PriceType.Close)) / 4,
+            _ => GetPrice(PriceType.Close)
+        };
+
+        bool isNew = args.IsNewBar();
+        var result = _indicator.Update(new TValue(Time(), value), isNew);
+        _trendModeSeries.SetValue(result.Value, _indicator.IsHot, ShowColdValues);
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    private double GetPrice(PriceType priceType)
+    {
+        return HistoricalData[0, SeekOriginHistory.End][priceType];
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    private DateTime Time()
+    {
+        return HistoricalData[0, SeekOriginHistory.End].TimeLeft;
+    }
+}