mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-01 03:07:43 +00:00
MACD histogram
This commit is contained in:
Miha Kralj
@@ -4,95 +4,11 @@
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✔️= Validation tests passed<br>
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❌= Issue
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|**BASIC TRANSFORMS**|**QuanTALib**|Skender.Stock|TALib.NETCore|Tulip.NETCore|Trady|
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||||
|--|:--:|:--:|:--:|:--:|:--:|
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|OC2 - Midpoint price|️`.OC2`|CandlePart.OC2|MidPoint||
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|HL2 - Median Price|️`.HL2`|CandlePart.HL2|MedPrice||
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|HLC3 - Typical Price|️`.HLC3`|CandlePart.HLC3|TypPrice||
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|OHL3 - Mean Price|`️.OHL3`|CandlePart.OHL3`|||
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|OHLC4 - Average Price|`️.OHLC4`|CandlePart.OHLC4|AvgPrice||
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|HLCC4 - Weighted Price|`️.HLCC4`||WclPrice||
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|<br>||||
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|**STATISTICS, ERRORS AND NUMERICAL ANALYSIS**|**QuanTALib**|Skender.Stock|TALib.NETCore|Tulip.NETCore|Trady|
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|BETA - Beta coefficient|||||
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|CORR - Correlation Coefficient|||||
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|CURVATURE - Rate of Change in Direction or Slope|`Curvature`||||
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|ENTROPY - Measure of Uncertainty or Disorder|`Entropy`||||
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|KURTOSIS - Measure of Tails/Peakedness|`Kurtosis`||||
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|HUBER - Huber Loss|`Huberloss`||||
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|MAX - Maximum with exponential decay|`Max`||||
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|MAE - Mean Absolute Error|`Mae`||||
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|MAPD - Mean Absolute Percentage Deviation|`Mapd`||||
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|MAPE - Mean Absolute Percentage Error|`Mape`||||
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|MASE - Mean Absolute Scaled Error|`Mase`||||
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|MDA - Mean Directional Accuracy|||||
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|ME - Mean Error|`Me`||||
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|MEDIAN - Middle value|`Median`||||
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|MIN - Minimum with exponential decay|`Min`||||
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|MODE - Most Frequent Value|`Mode`||||
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|MPE - Pean Percentage Error|`Mpe`||||
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|MSE - Mean Squared Error|`Mse`||||
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|MSLE - Mean Squared Logarithmic Error|`Msle`||||
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|PERCENTILE - Rank Order|`Percentile`||||
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|RSQUARED - Coefficient of Determination R-Squared|||||
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|RAE - Relative Absolute Error|`Rae`||||
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|RMSE - Root Mean Squared Error|`Rmse`||||
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|RSE - Relateive Squared Error|`Rse`||||
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|RMSLE - Root Mean Squared Logarithmic Error|`Rmsle`||||
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|SKEW - Skewness, asymmetry of distribution|`Skew`||||
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|SLOPE - Rate of Change, Linear Regression|`Slope`||||
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|SMAPE - Symmetric Mean Absolute Percentage Error|`Smape`||||
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|STDDEV - Standard Deviation, Measure of Spread|`Stddev`||||
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|THEIL - Theil's U Statistics|||||
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|VARIANCE - Average of Squared Deviations|`Variance`||||
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|ZSCORE - Standardized Score|`Zscore`||||
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|<br>|||||
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|**AVERAGES & TRENDS**|**QuanTALib**|Skender.Stock|TALib.NETCore|Tulip.NETCore|Trady|
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|AFIRMA - Autoregressive Finite Impulse Response Moving Average|`Afirma`||||
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|ALMA - Arnaud Legoux Moving Average|`Alma`|`✔️`|||
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|⭐DEMA - Double EMA Average|`Dema`|`⭐`|`⭐`|`⭐`||
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|DSMA - Deviation Scaled Moving Average|`Dsma`||||
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|DWMA - Double WMA Average|`Dwma`||||
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|⭐EMA - Exponential Moving Average|`Ema`|`⭐`|`⭐`|`⭐`|`⭐`|
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|EPMA - Endpoint Moving Average|`Epma`|`✔️`|||
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|FRAMA - Fractal Adaptive Moving Average|`Frama`||||
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|FWMA - Fibonacci Weighted Moving Average|`Fwma`||||
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|HILO - Gann High-Low Activator|||||
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|HTIT - Hilbert Transform Instantaneous Trendline|`Htit`|`✔️`|`✔️`||
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|GMA - Gaussian-Weighted Moving Average|`Gma`||||
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|HMA - Hull Moving Average|`Hma`|`✔️`||`✔️`|
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|HWMA - Holt-Winter Moving Average|`Hwma`||||
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|JMA - Jurik Moving Average|`Jma`||||
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|KAMA - Kaufman's Adaptive Moving Average|`Kama`|`✔️`|`✔️`|`✔️`|
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|KDJ - KDJ Indicator (trend reversal)|||||
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|LTMA - Laguerre Transform Moving Average|`Ltma`||||
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|MAAF - Median-Average Adaptive Filter|`Maaf`||||
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|MACD - Movign Average Convergence/Divergence||`✔️`|`✔️`||
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|MAMA - MESA Adaptive Moving Average|`Mama`|`✔️`|`✔️`||
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|MGDI - McGinley Dynamic Indicator|`Mgdi`|`✔️`|||
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|MMA - Modified Moving Average|`Mma`||||
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|PPMA - Pivot Point Moving Average|||||
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|PWMA - Pascal's Weighted Moving Average|`Pwma`||||
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|QEMA - Quad Exponential Moving Average|`Qema`||||
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|RMA - WildeR's Moving Average|`Rma`||||
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|SINEMA - Sine Weighted Moving Average|`Sinema`||||
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|⭐SMA - Simple Moving Average|`Sma`|`⭐`|`⭐`|`⭐`|`⭐`|
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|SMMA - Smoothed Moving Average|`Smma`|`✔️`|||
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|SSF - Ehler's Super Smoother Filter|||||
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|SUPERTREND - Supertrend||`✔️`|||
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|T3 - Tillson T3 Moving Average|`T3`|`✔️`|`✔️`||
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|TEMA - Triple EMA Average|`Tema`|`✔️`|`✔️`|`✔️`|
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|TRIMA - Triangular Moving Average|`Trima`|`✔️`||`✔️`|
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|TSF - Time Series Forecast|||`✔️`|`✔️`|
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|VIDYA - Variable Index Dynamic Average|`Vidya`|||`✔️`|
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|VORTEX - Vortex Indicator||`✔️`|||
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|WMA - Weighted Moving Average|`Wma`|`✔️`||`✔️`|
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|ZLEMA - Zero Lag EMA Average|`Zlema`|||`✔️`|
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|<br>||||
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|**VOLATILITY INDICATORS**|**QuanTALib**|Skender.Stock|TALib.NETCore|Tulip.NETCore|Trady|
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|**VOLATILITY INDICATORS**|QuanTALib|Skender.Stock|TALib.NETCore|
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|--|:--:|:--:|:--:|
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|ADL - Chaikin Accumulation Distribution Line||GetAdl|Ad||
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|ADOSC - Chaikin Accumulation Distribution Oscillator||GetChaikinOsc|AdOsc||
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|ATR - Average True Range||GetAtr|Atr||
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|ATR - Average True Range|`Atr`|GetAtr|Atr||
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|ATRP - Average True Range Percent|||||
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|ATRSTOP - ATR Trailing Stop ||GetAtrStop|||
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|BBANDS - Bollinger Bands®||BollingerBands|||
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@@ -114,8 +30,82 @@
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|TR - True Range|||||
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|UI - Ulcer Index||GetUlcerIndex|||
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|VSTOP - Volatility Stop||GetVolatilityStop|||
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|<br>||||
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|**MOMENTUM INDICATORS & OSCILLATORS**|**QuanTALib**|Skender.Stock|TALib.NETCore|Tulip.NETCore|Trady|
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|**NUMERICAL ANALYSIS**|QuanTALib|Skender.Stock|TALib.NETCore|
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|BETA - Beta coefficient|||||
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|CORR - Correlation Coefficient|||||
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|CURVATURE - Rate of Change in Direction or Slope|`Curvature`||||
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|ENTROPY - Measure of Uncertainty or Disorder|`Entropy`||||
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|KURTOSIS - Measure of Tails/Peakedness|`Kurtosis`||||
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|HUBER - Huber Loss|`Huberloss`||||
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|MAX - Maximum with exponential decay|`Max`||||
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|MEDIAN - Middle value|`Median`||||
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|MIN - Minimum with exponential decay|`Min`||||
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|MODE - Most Frequent Value|`Mode`||||
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|PERCENTILE - Rank Order|`Percentile`||||
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|RSQUARED - Coefficient of Determination R-Squared|||||
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|SKEW - Skewness, asymmetry of distribution|`Skew`||||
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|SLOPE - Rate of Change, Linear Regression|`Slope`||||
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|STDDEV - Standard Deviation, Measure of Spread|`Stddev`||||
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|THEIL - Theil's U Statistics|||||
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|VARIANCE - Average of Squared Deviations|`Variance`||||
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|ZSCORE - Standardized Score|`Zscore`||||
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|**ERRORS**|QuanTALib|Skender.Stock|TALib.NETCore|
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|MAE - Mean Absolute Error|`Mae`||||
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|MAPD - Mean Absolute Percentage Deviation|`Mapd`||||
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|MAPE - Mean Absolute Percentage Error|`Mape`||||
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|MASE - Mean Absolute Scaled Error|`Mase`||||
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|MDA - Mean Directional Accuracy|||||
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|ME - Mean Error|`Me`||||
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|MPE - Pean Percentage Error|`Mpe`||||
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|MSE - Mean Squared Error|`Mse`||||
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|MSLE - Mean Squared Logarithmic Error|`Msle`||||
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|RAE - Relative Absolute Error|`Rae`||||
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|RMSE - Root Mean Squared Error|`Rmse`||||
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|RSE - Relateive Squared Error|`Rse`||||
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|RMSLE - Root Mean Squared Logarithmic Error|`Rmsle`||||
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|SMAPE - Symmetric Mean Absolute Percentage Error|`Smape`||||
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|**AVERAGES & TRENDS**QuanTALib|Skender.Stock|TALib.NETCore|
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|AFIRMA - Autoregressive Finite Impulse Response Moving Average|`Afirma`||||
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|ALMA - Arnaud Legoux Moving Average|`Alma`|`✔️`|||
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|⭐DEMA - Double EMA Average|`Dema`|`⭐`|`⭐`|`⭐`||
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|DSMA - Deviation Scaled Moving Average|`Dsma`||||
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|DWMA - Double WMA Average|`Dwma`||||
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|⭐EMA - Exponential Moving Average|`Ema`|`⭐`|`⭐`|`⭐`|`⭐`|
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|EPMA - Endpoint Moving Average|`Epma`|`✔️`|||
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|FRAMA - Fractal Adaptive Moving Average|`Frama`||||
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|FWMA - Fibonacci Weighted Moving Average|`Fwma`||||
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|HILO - Gann High-Low Activator|||||
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|HTIT - Hilbert Transform Instantaneous Trendline|`Htit`|`✔️`|`✔️`||
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|GMA - Gaussian-Weighted Moving Average|`Gma`||||
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|HMA - Hull Moving Average|`Hma`|`✔️`||`✔️`|
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|HWMA - Holt-Winter Moving Average|`Hwma`||||
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|JMA - Jurik Moving Average|`Jma`||||
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|KAMA - Kaufman's Adaptive Moving Average|`Kama`|`✔️`|`✔️`|`✔️`|
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|KDJ - KDJ Indicator (trend reversal)|||||
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|LTMA - Laguerre Transform Moving Average|`Ltma`||||
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|MAAF - Median-Average Adaptive Filter|`Maaf`||||
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|MAMA - MESA Adaptive Moving Average|`Mama`|`✔️`|`✔️`||
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|MGDI - McGinley Dynamic Indicator|`Mgdi`|`✔️`|||
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|MMA - Modified Moving Average|`Mma`||||
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|PPMA - Pivot Point Moving Average|||||
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|PWMA - Pascal's Weighted Moving Average|`Pwma`||||
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|QEMA - Quad Exponential Moving Average|`Qema`||||
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|RMA - WildeR's Moving Average|`Rma`||||
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|SINEMA - Sine Weighted Moving Average|`Sinema`||||
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|⭐SMA - Simple Moving Average|`Sma`|`⭐`|`⭐`|`⭐`|`⭐`|
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|SMMA - Smoothed Moving Average|`Smma`|`✔️`|||
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|SSF - Ehler's Super Smoother Filter|||||
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|SUPERTREND - Supertrend||`✔️`|||
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|T3 - Tillson T3 Moving Average|`T3`|`✔️`|`✔️`||
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|TEMA - Triple EMA Average|`Tema`|`✔️`|`✔️`|`✔️`|
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|TRIMA - Triangular Moving Average|`Trima`|`✔️`||`✔️`|
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|TSF - Time Series Forecast|||`✔️`|`✔️`|
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|VIDYA - Variable Index Dynamic Average|`Vidya`|||`✔️`|
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|VORTEX - Vortex Indicator||`✔️`|||
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|WMA - Weighted Moving Average|`Wma`|`✔️`||`✔️`|
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|ZLEMA - Zero Lag EMA Average|`Zlema`|||`✔️`|
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|**MOMENTUM INDICATORS & OSCILLATORS**|QuanTALib|Skender.Stock|TALib.NETCore|
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|AC - Acceleration Oscillator|||||
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|ADX - Average Directional Movement Index||GetAdx|Adx||
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|ADXR - Average Directional Movement Index||Rating|Adxr||
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@@ -138,6 +128,7 @@
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|HURST - Hurst Exponent||GetHurst|||
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|KRI - Kairi Relative Index|||||
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|KVO - Klinger Volume Oscillator||GetKvo||||
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|MACD - Movign Average Convergence/Divergence||`✔️`|`✔️`||
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|MFI - Money Flow Index||GetMfi|||
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|MOM - Momentum|||||
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|NVI - Negative Volume Index|||||
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@@ -155,8 +146,7 @@
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|UO - Ultimate Oscillator||GetUltimate|||
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|WILLR - Larry Williams' %R||GetWilliamsR|||
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|WGAT - Williams Alligator||GetAlligator|||
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|<br>||||
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|**VOLUME INDICATORS**|**QuanTALib**|Skender.Stock|TALib.NETCore|Tulip.NETCore|Trady|
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|**VOLUME INDICATORS**|QuanTALib|Skender.Stock|TALib.NETCore|
|
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|AOBV - Archer On-Balance Volume|||||
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|CMF - Chaikin Money Flow||GetCmf|||
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|EOM - Ease of Movement|||||
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@@ -170,3 +160,10 @@
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|VP - Volume Profile|||||
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|VWAP - Volume Weighted Average Price||GetVwap|||
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|VWMA - Volume Weighted Moving Average||GetVwma||||
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|**BASIC TRANSFORMS**|QuanTALib|Skender.Stock|TALib.NETCore|
|
||||
|OC2 - Midpoint price|️`.OC2`|CandlePart.OC2|MidPoint|
|
||||
|HL2 - Median Price|️`.HL2`|CandlePart.HL2|MedPrice|
|
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|HLC3 - Typical Price|️`.HLC3`|CandlePart.HLC3|TypPrice|
|
||||
|OHL3 - Mean Price|`️.OHL3`|CandlePart.OHL3|
|
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|OHLC4 - Average Price|`️.OHLC4`|CandlePart.OHLC4|AvgPrice|
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|HLCC4 - Weighted Price|`️.HLCC4`||WclPrice|
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+24
-9
@@ -31,12 +31,12 @@
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--base-background-color: var(--mono-base);
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--base-color: #d3d3d3;
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--base-font-family: -apple-system, BlinkMacSystemFont, "Segoe UI", Helvetica, Arial, sans-serif, "Apple Color Emoji", "Segoe UI Emoji", "Segoe UI Symbol";
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--base-font-size: 16px;
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--base-font-size: 14px;
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--base-font-weight: normal;
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--base-line-height: 1.7;
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/* Modular Scale */
|
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--modular-scale: 1.333;
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--modular-scale: 1.0;
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--modular-scale--2: calc(var(--modular-scale--1) / var(--modular-scale));
|
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--modular-scale--1: calc(var(--modular-scale-1) / var(--modular-scale));
|
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--modular-scale-1: 1rem;
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@@ -313,10 +313,12 @@ body:not([data-platform^=Mac]) * ::-webkit-scrollbar-track{
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background:hsla(var(--mono-hue), var(--mono-saturation), 50%, 0.1)
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}
|
||||
::-moz-selection{
|
||||
background:var(--selection-color)
|
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background: var(--selection-color, #0074d9);
|
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color: #ffffff;
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||||
}
|
||||
::selection{
|
||||
background:var(--selection-color)
|
||||
background: var(--selection-color, #0074d9);
|
||||
color: #ffffff;
|
||||
}
|
||||
.emoji{
|
||||
height:var(--emoji-size);
|
||||
@@ -629,9 +631,6 @@ pre[data-lang]::selection,pre[data-lang] ::selection,code[class*=lang-]::selecti
|
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border-spacing:0;
|
||||
border-collapse:collapse
|
||||
}
|
||||
.markdown-section th,.markdown-section td{
|
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padding:var(--table-cell-padding)
|
||||
}
|
||||
.markdown-section th:not([align]){
|
||||
text-align:left
|
||||
}
|
||||
@@ -642,14 +641,30 @@ pre[data-lang]::selection,pre[data-lang] ::selection,code[class*=lang-]::selecti
|
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background:var(--table-head-background)
|
||||
}
|
||||
.markdown-section th{
|
||||
font-weight:var(--table-head-font-weight);
|
||||
color:var(--strong-color)
|
||||
font-weight:var(--table-head-font-weight, 700);
|
||||
color:var(--strong-color);
|
||||
}
|
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.markdown-section td{
|
||||
border-color:var(--table-cell-border-color);
|
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border-style:solid;
|
||||
border-width:var(--table-cell-border-width, 0)
|
||||
}
|
||||
.markdown-section td,
|
||||
.markdown-section th {
|
||||
padding:var(--table-cell-padding);
|
||||
line-height: 1.1; /* Reduced from default 1.7 */
|
||||
}
|
||||
.markdown-section th strong,
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.markdown-section th b,
|
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.markdown-section th em,
|
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.markdown-section td strong,
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.markdown-section td b,
|
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.markdown-section td em {
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font-size: 1.2em;
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font-weight: var(--table-head-font-weight, 700);
|
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color: var(--strong-color);
|
||||
line-height: 2.0;
|
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}
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.markdown-section tbody{
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border-color:var(--table-body-border-color);
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border-style:solid;
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||||
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@@ -8,8 +8,6 @@ namespace QuanTAlib;
|
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/// </summary>
|
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public class Cmo : AbstractBase
|
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{
|
||||
private readonly int _period;
|
||||
private readonly CircularBuffer _diffBuffer;
|
||||
private readonly CircularBuffer _sumH;
|
||||
private readonly CircularBuffer _sumL;
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||||
private double _prevValue, _p_prevValue;
|
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@@ -18,9 +16,6 @@ public class Cmo : AbstractBase
|
||||
{
|
||||
if (period < 1)
|
||||
throw new ArgumentOutOfRangeException(nameof(period));
|
||||
|
||||
_period = period;
|
||||
_diffBuffer = new(period);
|
||||
_sumH = new(period);
|
||||
_sumL = new(period);
|
||||
|
||||
|
||||
@@ -4,7 +4,12 @@
|
||||
|
||||
- **Jurik Volatility (Volty)**
|
||||
- **Standard Deviation**
|
||||
- **Relative Volatility Index (RVI)**
|
||||
- **RVI Relative Volatility Index**
|
||||
- **CMO Chande Momentum Oscillator**
|
||||
- **Historical Volatility**
|
||||
- **Average True Range (ATR) (High, Low, Close)**
|
||||
|
||||
- Normalized ATR
|
||||
- Ulcer Index
|
||||
- ARCH/GARCH Models
|
||||
- Exponential Weighted Moving Average (EWMA) Volatility
|
||||
@@ -15,10 +20,6 @@
|
||||
- Volatility Cone
|
||||
- Bollinger Bands
|
||||
- Stochastic Volatility: Typically modeled using closing prices, but can incorporate other price information
|
||||
|
||||
## OHLC Input (Open, High, Low, Close)
|
||||
|
||||
- **Average True Range (ATR) (High, Low, Close)**
|
||||
- Garman-Klass Volatility
|
||||
- Rogers-Satchell Volatility
|
||||
- Yang-Zhang Volatility
|
||||
|
||||
@@ -1,5 +1,6 @@
|
||||
using System.Diagnostics.Metrics;
|
||||
using System.Drawing;
|
||||
using System.Drawing.Drawing2D;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
|
||||
namespace QuanTAlib;
|
||||
@@ -38,8 +39,11 @@ public class MacdIndicator : Indicator, IWatchlistIndicator
|
||||
private Ema? slow_ma;
|
||||
private Ema? fast_ma;
|
||||
private Ema? signal_ma;
|
||||
private Slope? histSlope;
|
||||
protected LineSeries? MainSeries;
|
||||
protected LineSeries? SignalSeries;
|
||||
protected LineSeries? SignalSeries;
|
||||
protected LineSeries? HistogramSeries;
|
||||
protected LineSeries? HistSlopeSeries;
|
||||
|
||||
protected string? SourceName;
|
||||
public int MinHistoryDepths => Slow;
|
||||
@@ -54,11 +58,16 @@ public class MacdIndicator : Indicator, IWatchlistIndicator
|
||||
SourceName = Source.ToString();
|
||||
Name = "MACD - Moving Average Convergence Divergence";
|
||||
Description = "MACD";
|
||||
MainSeries = new(name: $"MAIN", color: Color.Yellow, width: 2, style: LineStyle.Solid);
|
||||
SignalSeries = new(name: $"SIGNAL", color: Color.Blue, width: 2, style: LineStyle.Solid);
|
||||
MainSeries = new(name: $"MAIN", color: Color.Blue, width: 2, style: LineStyle.Solid);
|
||||
SignalSeries = new(name: $"SIGNAL", color: Color.Yellow, 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);
|
||||
|
||||
|
||||
AddLineSeries(MainSeries);
|
||||
AddLineSeries(SignalSeries);
|
||||
AddLineSeries(HistogramSeries);
|
||||
AddLineSeries(HistSlopeSeries);
|
||||
}
|
||||
|
||||
protected override void OnInit()
|
||||
@@ -66,6 +75,7 @@ public class MacdIndicator : Indicator, IWatchlistIndicator
|
||||
slow_ma = new(Slow, useSma: UseSMA);
|
||||
fast_ma = new(Fast, useSma: UseSMA);
|
||||
signal_ma = new(Signal, useSma: UseSMA);
|
||||
histSlope = new(2);
|
||||
SourceName = Source.ToString();
|
||||
base.OnInit();
|
||||
}
|
||||
@@ -76,20 +86,64 @@ public class MacdIndicator : Indicator, IWatchlistIndicator
|
||||
slow_ma!.Calc(input);
|
||||
fast_ma!.Calc(input);
|
||||
double main = fast_ma.Value - slow_ma.Value;
|
||||
signal_ma!.Calc(main);
|
||||
double signal = signal_ma!.Calc(main);
|
||||
double histogram = main - signal;
|
||||
histSlope!.Calc(histogram);
|
||||
|
||||
MainSeries!.SetValue(main);
|
||||
MainSeries!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
|
||||
SignalSeries!.SetValue(signal_ma.Value);
|
||||
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)
|
||||
{
|
||||
base.OnPaintChart(args);
|
||||
this.PaintSmoothCurve(args, MainSeries!, slow_ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
|
||||
|
||||
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]);
|
||||
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!, slow_ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.3);
|
||||
this.PaintSmoothCurve(args, SignalSeries!, slow_ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
|
||||
this.DrawText(args, Description);
|
||||
base.OnPaintChart(args);
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
@@ -8,6 +8,12 @@ public enum SourceType
|
||||
{
|
||||
Open, High, Low, Close, HL2, OC2, OHL3, HLC3, OHLC4, HLCC4
|
||||
}
|
||||
|
||||
public enum MaType
|
||||
{
|
||||
Alma, Dema, Dsma, Dwma, Ema, Epma, Frama, Fwma, Gma, Hma, Hwma, Jma, Kama, Maaf, Mgdi, MMa, Pwma, Rema, Rma, Sinema, Sma, Smma, T3, Tema, Trima, Vidya, Wma, Zlema
|
||||
}
|
||||
|
||||
public static class IndicatorExtensions
|
||||
{
|
||||
public static TValue GetInputValue(this Indicator indicator, UpdateArgs args, SourceType source)
|
||||
@@ -131,6 +137,53 @@ public static class IndicatorExtensions
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
public static void PaintHistogram(this Indicator indicator, PaintChartEventArgs args, LineSeries series, int warmupPeriod, bool showColdValues = true)
|
||||
{
|
||||
if (!series.Visible || indicator.CurrentChart == null)
|
||||
return;
|
||||
|
||||
Graphics gr = args.Graphics;
|
||||
gr.SmoothingMode = SmoothingMode.AntiAlias;
|
||||
var mainWindow = indicator.CurrentChart.Windows[args.WindowIndex];
|
||||
var converter = mainWindow.CoordinatesConverter;
|
||||
var clientRect = mainWindow.ClientRectangle;
|
||||
|
||||
gr.SetClip(clientRect);
|
||||
DateTime leftTime = new[] { converter.GetTime(clientRect.Left), indicator.HistoricalData.Time(indicator!.Count - 1) }.Max();
|
||||
DateTime rightTime = new[] { converter.GetTime(clientRect.Right), indicator.HistoricalData.Time(0) }.Min();
|
||||
int leftIndex = (int)indicator.HistoricalData.GetIndexByTime(leftTime.Ticks) + 1;
|
||||
int rightIndex = (int)indicator.HistoricalData.GetIndexByTime(rightTime.Ticks);
|
||||
|
||||
for (int i = rightIndex; i < leftIndex; i++)
|
||||
{
|
||||
int barX = (int)converter.GetChartX(indicator.HistoricalData.Time(i));
|
||||
int barY = (int)converter.GetChartY(series[i]);
|
||||
int barY0 = (int)converter.GetChartY(0);
|
||||
int HistBarWidth = indicator.CurrentChart.BarsWidth - 2;
|
||||
|
||||
if (series[i] > 0)
|
||||
{
|
||||
using (Brush hist = new SolidBrush(Color.FromArgb(150, 0, 255, 0)))
|
||||
{
|
||||
gr.FillRectangle(hist, barX, barY, HistBarWidth, Math.Abs(barY - barY0));
|
||||
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
using (Brush hist = new SolidBrush(Color.FromArgb(150, 255, 0, 0)))
|
||||
{
|
||||
gr.FillRectangle(hist, barX, barY0, HistBarWidth, Math.Abs(barY0 - barY));
|
||||
|
||||
}
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
|
||||
public static void DrawText(this Indicator indicator, PaintChartEventArgs args, string text)
|
||||
{
|
||||
if (indicator.CurrentChart == null)
|
||||
|
||||
@@ -65,8 +65,8 @@ public class CmoIndicator : Indicator, IWatchlistIndicator
|
||||
{
|
||||
base.OnPaintChart(args);
|
||||
this.PaintHLine(args, 0, new Pen(Color.DarkGray, width: 1));
|
||||
this.PaintHLine(args, 50, new Pen(Color.DarkRed, width: 1));
|
||||
this.PaintHLine(args, -50, new Pen(Color.DarkGreen, width: 1));
|
||||
this.PaintHLine(args, 50, new Pen(Color.Blue, width: 1));
|
||||
this.PaintHLine(args, -50, new Pen(Color.Blue, width: 1));
|
||||
this.PaintSmoothCurve(args, CmoSeries!, cmo!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
|
||||
}
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user