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MACD histogram

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This commit is contained in:
Miha Kralj
2024-10-23 22:04:21 -07:00
parent 7748bdd101
commit 707d81ff72
7 changed files with 235 additions and 120 deletions
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quantower/Averages/MacdIndicator.cs
+62 -8
View File
@@ -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);
}
}
quantower/IndicatorExtensions.cs
+53
View File
@@ -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)
quantower/Volatility/CmoIndicator.cs
+2 -2
View File
@@ -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);
}
}