gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-18 18:48:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

MACD histogram

Browse Source
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
Download Patch File Download Diff File Expand all files Collapse all files
docs/indicators/indicators.md
+88 -91
View File
@@ -4,95 +4,11 @@
✔️= Validation tests passed<br> ✔️= Validation tests passed<br>
❌= Issue ❌= Issue
|**BASIC TRANSFORMS**|**QuanTALib**|Skender.Stock|TALib.NETCore|Tulip.NETCore|Trady| |**VOLATILITY INDICATORS**|QuanTALib|Skender.Stock|TALib.NETCore|
|--|:--:|:--:|:--:|:--:|:--:| |--|:--:|:--:|:--:|
|OC2 - Midpoint price|️`.OC2`|CandlePart.OC2|MidPoint||
|HL2 - Median Price|️`.HL2`|CandlePart.HL2|MedPrice||
|HLC3 - Typical Price|️`.HLC3`|CandlePart.HLC3|TypPrice||
|OHL3 - Mean Price|`️.OHL3`|CandlePart.OHL3`|||
|OHLC4 - Average Price|`️.OHLC4`|CandlePart.OHLC4|AvgPrice||
|HLCC4 - Weighted Price|`️.HLCC4`||WclPrice||
|<br>||||
|**STATISTICS, ERRORS AND NUMERICAL ANALYSIS**|**QuanTALib**|Skender.Stock|TALib.NETCore|Tulip.NETCore|Trady|
|BETA - Beta coefficient|||||
|CORR - Correlation Coefficient|||||
|CURVATURE - Rate of Change in Direction or Slope|`Curvature`||||
|ENTROPY - Measure of Uncertainty or Disorder|`Entropy`||||
|KURTOSIS - Measure of Tails/Peakedness|`Kurtosis`||||
|HUBER - Huber Loss|`Huberloss`||||
|MAX - Maximum with exponential decay|`Max`||||
|MAE - Mean Absolute Error|`Mae`||||
|MAPD - Mean Absolute Percentage Deviation|`Mapd`||||
|MAPE - Mean Absolute Percentage Error|`Mape`||||
|MASE - Mean Absolute Scaled Error|`Mase`||||
|MDA - Mean Directional Accuracy|||||
|ME - Mean Error|`Me`||||
|MEDIAN - Middle value|`Median`||||
|MIN - Minimum with exponential decay|`Min`||||
|MODE - Most Frequent Value|`Mode`||||
|MPE - Pean Percentage Error|`Mpe`||||
|MSE - Mean Squared Error|`Mse`||||
|MSLE - Mean Squared Logarithmic Error|`Msle`||||
|PERCENTILE - Rank Order|`Percentile`||||
|RSQUARED - Coefficient of Determination R-Squared|||||
|RAE - Relative Absolute Error|`Rae`||||
|RMSE - Root Mean Squared Error|`Rmse`||||
|RSE - Relateive Squared Error|`Rse`||||
|RMSLE - Root Mean Squared Logarithmic Error|`Rmsle`||||
|SKEW - Skewness, asymmetry of distribution|`Skew`||||
|SLOPE - Rate of Change, Linear Regression|`Slope`||||
|SMAPE - Symmetric Mean Absolute Percentage Error|`Smape`||||
|STDDEV - Standard Deviation, Measure of Spread|`Stddev`||||
|THEIL - Theil's U Statistics|||||
|VARIANCE - Average of Squared Deviations|`Variance`||||
|ZSCORE - Standardized Score|`Zscore`||||
|<br>|||||
|**AVERAGES & TRENDS**|**QuanTALib**|Skender.Stock|TALib.NETCore|Tulip.NETCore|Trady|
|AFIRMA - Autoregressive Finite Impulse Response Moving Average|`Afirma`||||
|ALMA - Arnaud Legoux Moving Average|`Alma`|`✔️`|||
|⭐DEMA - Double EMA Average|`Dema`|`⭐`|`⭐`|`⭐`||
|DSMA - Deviation Scaled Moving Average|`Dsma`||||
|DWMA - Double WMA Average|`Dwma`||||
|⭐EMA - Exponential Moving Average|`Ema`|`⭐`|`⭐`|`⭐`|`⭐`|
|EPMA - Endpoint Moving Average|`Epma`|`✔️`|||
|FRAMA - Fractal Adaptive Moving Average|`Frama`||||
|FWMA - Fibonacci Weighted Moving Average|`Fwma`||||
|HILO - Gann High-Low Activator|||||
|HTIT - Hilbert Transform Instantaneous Trendline|`Htit`|`✔️`|`✔️`||
|GMA - Gaussian-Weighted Moving Average|`Gma`||||
|HMA - Hull Moving Average|`Hma`|`✔️`||`✔️`|
|HWMA - Holt-Winter Moving Average|`Hwma`||||
|JMA - Jurik Moving Average|`Jma`||||
|KAMA - Kaufman's Adaptive Moving Average|`Kama`|`✔️`|`✔️`|`✔️`|
|KDJ - KDJ Indicator (trend reversal)|||||
|LTMA - Laguerre Transform Moving Average|`Ltma`||||
|MAAF - Median-Average Adaptive Filter|`Maaf`||||
|MACD - Movign Average Convergence/Divergence||`✔️`|`✔️`||
|MAMA - MESA Adaptive Moving Average|`Mama`|`✔️`|`✔️`||
|MGDI - McGinley Dynamic Indicator|`Mgdi`|`✔️`|||
|MMA - Modified Moving Average|`Mma`||||
|PPMA - Pivot Point Moving Average|||||
|PWMA - Pascal's Weighted Moving Average|`Pwma`||||
|QEMA - Quad Exponential Moving Average|`Qema`||||
|RMA - WildeR's Moving Average|`Rma`||||
|SINEMA - Sine Weighted Moving Average|`Sinema`||||
|⭐SMA - Simple Moving Average|`Sma`|`⭐`|`⭐`|`⭐`|`⭐`|
|SMMA - Smoothed Moving Average|`Smma`|`✔️`|||
|SSF - Ehler's Super Smoother Filter|||||
|SUPERTREND - Supertrend||`✔️`|||
|T3 - Tillson T3 Moving Average|`T3`|`✔️`|`✔️`||
|TEMA - Triple EMA Average|`Tema`|`✔️`|`✔️`|`✔️`|
|TRIMA - Triangular Moving Average|`Trima`|`✔️`||`✔️`|
|TSF - Time Series Forecast|||`✔️`|`✔️`|
|VIDYA - Variable Index Dynamic Average|`Vidya`|||`✔️`|
|VORTEX - Vortex Indicator||`✔️`|||
|WMA - Weighted Moving Average|`Wma`|`✔️`||`✔️`|
|ZLEMA - Zero Lag EMA Average|`Zlema`|||`✔️`|
|<br>||||
|**VOLATILITY INDICATORS**|**QuanTALib**|Skender.Stock|TALib.NETCore|Tulip.NETCore|Trady|
|ADL - Chaikin Accumulation Distribution Line||GetAdl|Ad|| |ADL - Chaikin Accumulation Distribution Line||GetAdl|Ad||
|ADOSC - Chaikin Accumulation Distribution Oscillator||GetChaikinOsc|AdOsc|| |ADOSC - Chaikin Accumulation Distribution Oscillator||GetChaikinOsc|AdOsc||
|ATR - Average True Range||GetAtr|Atr|| |ATR - Average True Range|`Atr`|GetAtr|Atr||
|ATRP - Average True Range Percent||||| |ATRP - Average True Range Percent|||||
|ATRSTOP - ATR Trailing Stop ||GetAtrStop||| |ATRSTOP - ATR Trailing Stop ||GetAtrStop|||
|BBANDS - Bollinger Bands®||BollingerBands||| |BBANDS - Bollinger Bands®||BollingerBands|||
@@ -114,8 +30,82 @@
|TR - True Range||||| |TR - True Range|||||
|UI - Ulcer Index||GetUlcerIndex||| |UI - Ulcer Index||GetUlcerIndex|||
|VSTOP - Volatility Stop||GetVolatilityStop||| |VSTOP - Volatility Stop||GetVolatilityStop|||
|<br>|||| |**NUMERICAL ANALYSIS**|QuanTALib|Skender.Stock|TALib.NETCore|
|**MOMENTUM INDICATORS & OSCILLATORS**|**QuanTALib**|Skender.Stock|TALib.NETCore|Tulip.NETCore|Trady| |BETA - Beta coefficient|||||
|CORR - Correlation Coefficient|||||
|CURVATURE - Rate of Change in Direction or Slope|`Curvature`||||
|ENTROPY - Measure of Uncertainty or Disorder|`Entropy`||||
|KURTOSIS - Measure of Tails/Peakedness|`Kurtosis`||||
|HUBER - Huber Loss|`Huberloss`||||
|MAX - Maximum with exponential decay|`Max`||||
|MEDIAN - Middle value|`Median`||||
|MIN - Minimum with exponential decay|`Min`||||
|MODE - Most Frequent Value|`Mode`||||
|PERCENTILE - Rank Order|`Percentile`||||
|RSQUARED - Coefficient of Determination R-Squared|||||
|SKEW - Skewness, asymmetry of distribution|`Skew`||||
|SLOPE - Rate of Change, Linear Regression|`Slope`||||
|STDDEV - Standard Deviation, Measure of Spread|`Stddev`||||
|THEIL - Theil's U Statistics|||||
|VARIANCE - Average of Squared Deviations|`Variance`||||
|ZSCORE - Standardized Score|`Zscore`||||
|**ERRORS**|QuanTALib|Skender.Stock|TALib.NETCore|
|MAE - Mean Absolute Error|`Mae`||||
|MAPD - Mean Absolute Percentage Deviation|`Mapd`||||
|MAPE - Mean Absolute Percentage Error|`Mape`||||
|MASE - Mean Absolute Scaled Error|`Mase`||||
|MDA - Mean Directional Accuracy|||||
|ME - Mean Error|`Me`||||
|MPE - Pean Percentage Error|`Mpe`||||
|MSE - Mean Squared Error|`Mse`||||
|MSLE - Mean Squared Logarithmic Error|`Msle`||||
|RAE - Relative Absolute Error|`Rae`||||
|RMSE - Root Mean Squared Error|`Rmse`||||
|RSE - Relateive Squared Error|`Rse`||||
|RMSLE - Root Mean Squared Logarithmic Error|`Rmsle`||||
|SMAPE - Symmetric Mean Absolute Percentage Error|`Smape`||||
|**AVERAGES & TRENDS**QuanTALib|Skender.Stock|TALib.NETCore|
|AFIRMA - Autoregressive Finite Impulse Response Moving Average|`Afirma`||||
|ALMA - Arnaud Legoux Moving Average|`Alma`|`✔️`|||
|⭐DEMA - Double EMA Average|`Dema`|`⭐`|`⭐`|`⭐`||
|DSMA - Deviation Scaled Moving Average|`Dsma`||||
|DWMA - Double WMA Average|`Dwma`||||
|⭐EMA - Exponential Moving Average|`Ema`|`⭐`|`⭐`|`⭐`|`⭐`|
|EPMA - Endpoint Moving Average|`Epma`|`✔️`|||
|FRAMA - Fractal Adaptive Moving Average|`Frama`||||
|FWMA - Fibonacci Weighted Moving Average|`Fwma`||||
|HILO - Gann High-Low Activator|||||
|HTIT - Hilbert Transform Instantaneous Trendline|`Htit`|`✔️`|`✔️`||
|GMA - Gaussian-Weighted Moving Average|`Gma`||||
|HMA - Hull Moving Average|`Hma`|`✔️`||`✔️`|
|HWMA - Holt-Winter Moving Average|`Hwma`||||
|JMA - Jurik Moving Average|`Jma`||||
|KAMA - Kaufman's Adaptive Moving Average|`Kama`|`✔️`|`✔️`|`✔️`|
|KDJ - KDJ Indicator (trend reversal)|||||
|LTMA - Laguerre Transform Moving Average|`Ltma`||||
|MAAF - Median-Average Adaptive Filter|`Maaf`||||
|MAMA - MESA Adaptive Moving Average|`Mama`|`✔️`|`✔️`||
|MGDI - McGinley Dynamic Indicator|`Mgdi`|`✔️`|||
|MMA - Modified Moving Average|`Mma`||||
|PPMA - Pivot Point Moving Average|||||
|PWMA - Pascal's Weighted Moving Average|`Pwma`||||
|QEMA - Quad Exponential Moving Average|`Qema`||||
|RMA - WildeR's Moving Average|`Rma`||||
|SINEMA - Sine Weighted Moving Average|`Sinema`||||
|⭐SMA - Simple Moving Average|`Sma`|`⭐`|`⭐`|`⭐`|`⭐`|
|SMMA - Smoothed Moving Average|`Smma`|`✔️`|||
|SSF - Ehler's Super Smoother Filter|||||
|SUPERTREND - Supertrend||`✔️`|||
|T3 - Tillson T3 Moving Average|`T3`|`✔️`|`✔️`||
|TEMA - Triple EMA Average|`Tema`|`✔️`|`✔️`|`✔️`|
|TRIMA - Triangular Moving Average|`Trima`|`✔️`||`✔️`|
|TSF - Time Series Forecast|||`✔️`|`✔️`|
|VIDYA - Variable Index Dynamic Average|`Vidya`|||`✔️`|
|VORTEX - Vortex Indicator||`✔️`|||
|WMA - Weighted Moving Average|`Wma`|`✔️`||`✔️`|
|ZLEMA - Zero Lag EMA Average|`Zlema`|||`✔️`|
|**MOMENTUM INDICATORS & OSCILLATORS**|QuanTALib|Skender.Stock|TALib.NETCore|
|AC - Acceleration Oscillator||||| |AC - Acceleration Oscillator|||||
|ADX - Average Directional Movement Index||GetAdx|Adx|| |ADX - Average Directional Movement Index||GetAdx|Adx||
|ADXR - Average Directional Movement Index||Rating|Adxr|| |ADXR - Average Directional Movement Index||Rating|Adxr||
@@ -138,6 +128,7 @@
|HURST - Hurst Exponent||GetHurst||| |HURST - Hurst Exponent||GetHurst|||
|KRI - Kairi Relative Index||||| |KRI - Kairi Relative Index|||||
|KVO - Klinger Volume Oscillator||GetKvo|||| |KVO - Klinger Volume Oscillator||GetKvo||||
|MACD - Movign Average Convergence/Divergence||`✔️`|`✔️`||
|MFI - Money Flow Index||GetMfi||| |MFI - Money Flow Index||GetMfi|||
|MOM - Momentum||||| |MOM - Momentum|||||
|NVI - Negative Volume Index||||| |NVI - Negative Volume Index|||||
@@ -155,8 +146,7 @@
|UO - Ultimate Oscillator||GetUltimate||| |UO - Ultimate Oscillator||GetUltimate|||
|WILLR - Larry Williams' %R||GetWilliamsR||| |WILLR - Larry Williams' %R||GetWilliamsR|||
|WGAT - Williams Alligator||GetAlligator||| |WGAT - Williams Alligator||GetAlligator|||
|<br>|||| |**VOLUME INDICATORS**|QuanTALib|Skender.Stock|TALib.NETCore|
|**VOLUME INDICATORS**|**QuanTALib**|Skender.Stock|TALib.NETCore|Tulip.NETCore|Trady|
|AOBV - Archer On-Balance Volume||||| |AOBV - Archer On-Balance Volume|||||
|CMF - Chaikin Money Flow||GetCmf||| |CMF - Chaikin Money Flow||GetCmf|||
|EOM - Ease of Movement||||| |EOM - Ease of Movement|||||
@@ -170,3 +160,10 @@
|VP - Volume Profile||||| |VP - Volume Profile|||||
|VWAP - Volume Weighted Average Price||GetVwap||| |VWAP - Volume Weighted Average Price||GetVwap|||
|VWMA - Volume Weighted Moving Average||GetVwma|||| |VWMA - Volume Weighted Moving Average||GetVwma||||
|**BASIC TRANSFORMS**|QuanTALib|Skender.Stock|TALib.NETCore|
|OC2 - Midpoint price|️`.OC2`|CandlePart.OC2|MidPoint|
|HL2 - Median Price|️`.HL2`|CandlePart.HL2|MedPrice|
|HLC3 - Typical Price|️`.HLC3`|CandlePart.HLC3|TypPrice|
|OHL3 - Mean Price|`️.OHL3`|CandlePart.OHL3|
|OHLC4 - Average Price|`️.OHLC4`|CandlePart.OHLC4|AvgPrice|
|HLCC4 - Weighted Price|`️.HLCC4`||WclPrice|
docs/styles.css
+24 -9
View File
@@ -31,12 +31,12 @@
--base-background-color: var(--mono-base); --base-background-color: var(--mono-base);
--base-color: #d3d3d3; --base-color: #d3d3d3;
--base-font-family: -apple-system, BlinkMacSystemFont, "Segoe UI", Helvetica, Arial, sans-serif, "Apple Color Emoji", "Segoe UI Emoji", "Segoe UI Symbol"; --base-font-family: -apple-system, BlinkMacSystemFont, "Segoe UI", Helvetica, Arial, sans-serif, "Apple Color Emoji", "Segoe UI Emoji", "Segoe UI Symbol";
--base-font-size: 16px; --base-font-size: 14px;
--base-font-weight: normal; --base-font-weight: normal;
--base-line-height: 1.7; --base-line-height: 1.7;
/* Modular Scale */ /* Modular Scale */
--modular-scale: 1.333; --modular-scale: 1.0;
--modular-scale--2: calc(var(--modular-scale--1) / var(--modular-scale)); --modular-scale--2: calc(var(--modular-scale--1) / var(--modular-scale));
--modular-scale--1: calc(var(--modular-scale-1) / var(--modular-scale)); --modular-scale--1: calc(var(--modular-scale-1) / var(--modular-scale));
--modular-scale-1: 1rem; --modular-scale-1: 1rem;
@@ -313,10 +313,12 @@ body:not([data-platform^=Mac]) * ::-webkit-scrollbar-track{
background:hsla(var(--mono-hue), var(--mono-saturation), 50%, 0.1) background:hsla(var(--mono-hue), var(--mono-saturation), 50%, 0.1)
} }
::-moz-selection{ ::-moz-selection{
background:var(--selection-color) background: var(--selection-color, #0074d9);
color: #ffffff;
} }
::selection{ ::selection{
background:var(--selection-color) background: var(--selection-color, #0074d9);
color: #ffffff;
} }
.emoji{ .emoji{
height:var(--emoji-size); height:var(--emoji-size);
@@ -629,9 +631,6 @@ pre[data-lang]::selection,pre[data-lang] ::selection,code[class*=lang-]::selecti
border-spacing:0; border-spacing:0;
border-collapse:collapse border-collapse:collapse
} }
.markdown-section th,.markdown-section td{
padding:var(--table-cell-padding)
}
.markdown-section th:not([align]){ .markdown-section th:not([align]){
text-align:left text-align:left
} }
@@ -642,14 +641,30 @@ pre[data-lang]::selection,pre[data-lang] ::selection,code[class*=lang-]::selecti
background:var(--table-head-background) background:var(--table-head-background)
} }
.markdown-section th{ .markdown-section th{
font-weight:var(--table-head-font-weight); font-weight:var(--table-head-font-weight, 700);
color:var(--strong-color) color:var(--strong-color);
} }
.markdown-section td{ .markdown-section td{
border-color:var(--table-cell-border-color); border-color:var(--table-cell-border-color);
border-style:solid; border-style:solid;
border-width:var(--table-cell-border-width, 0) 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,
.markdown-section th b,
.markdown-section th em,
.markdown-section td strong,
.markdown-section td b,
.markdown-section td em {
font-size: 1.2em;
font-weight: var(--table-head-font-weight, 700);
color: var(--strong-color);
line-height: 2.0;
}
.markdown-section tbody{ .markdown-section tbody{
border-color:var(--table-body-border-color); border-color:var(--table-body-border-color);
border-style:solid; border-style:solid;
lib/volatility/Cmo.cs
-5
View File
@@ -8,8 +8,6 @@ namespace QuanTAlib;
/// </summary> /// </summary>
public class Cmo : AbstractBase public class Cmo : AbstractBase
{ {
private readonly int _period;
private readonly CircularBuffer _diffBuffer;
private readonly CircularBuffer _sumH; private readonly CircularBuffer _sumH;
private readonly CircularBuffer _sumL; private readonly CircularBuffer _sumL;
private double _prevValue, _p_prevValue; private double _prevValue, _p_prevValue;
@@ -18,9 +16,6 @@ public class Cmo : AbstractBase
{ {
if (period < 1) if (period < 1)
throw new ArgumentOutOfRangeException(nameof(period)); throw new ArgumentOutOfRangeException(nameof(period));
_period = period;
_diffBuffer = new(period);
_sumH = new(period); _sumH = new(period);
_sumL = new(period); _sumL = new(period);
lib/volatility/todo.md
+6 -5
View File
@@ -4,7 +4,12 @@
- **Jurik Volatility (Volty)** - **Jurik Volatility (Volty)**
- **Standard Deviation** - **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 - Ulcer Index
- ARCH/GARCH Models - ARCH/GARCH Models
- Exponential Weighted Moving Average (EWMA) Volatility - Exponential Weighted Moving Average (EWMA) Volatility
@@ -15,10 +20,6 @@
- Volatility Cone - Volatility Cone
- Bollinger Bands - Bollinger Bands
- Stochastic Volatility: Typically modeled using closing prices, but can incorporate other price information - 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 - Garman-Klass Volatility
- Rogers-Satchell Volatility - Rogers-Satchell Volatility
- Yang-Zhang Volatility - Yang-Zhang Volatility
quantower/Averages/MacdIndicator.cs
+62 -8
View File
@@ -1,5 +1,6 @@
using System.Diagnostics.Metrics; using System.Diagnostics.Metrics;
using System.Drawing; using System.Drawing;
using System.Drawing.Drawing2D;
using TradingPlatform.BusinessLayer; using TradingPlatform.BusinessLayer;
namespace QuanTAlib; namespace QuanTAlib;
@@ -38,8 +39,11 @@ public class MacdIndicator : Indicator, IWatchlistIndicator
private Ema? slow_ma; private Ema? slow_ma;
private Ema? fast_ma; private Ema? fast_ma;
private Ema? signal_ma; private Ema? signal_ma;
private Slope? histSlope;
protected LineSeries? MainSeries; protected LineSeries? MainSeries;
protected LineSeries? SignalSeries; protected LineSeries? SignalSeries;
protected LineSeries? HistogramSeries;
protected LineSeries? HistSlopeSeries;
protected string? SourceName; protected string? SourceName;
public int MinHistoryDepths => Slow; public int MinHistoryDepths => Slow;
@@ -54,11 +58,16 @@ public class MacdIndicator : Indicator, IWatchlistIndicator
SourceName = Source.ToString(); SourceName = Source.ToString();
Name = "MACD - Moving Average Convergence Divergence"; Name = "MACD - Moving Average Convergence Divergence";
Description = "MACD"; Description = "MACD";
MainSeries = new(name: $"MAIN", color: Color.Yellow, width: 2, style: LineStyle.Solid); MainSeries = new(name: $"MAIN", color: Color.Blue, width: 2, style: LineStyle.Solid);
SignalSeries = new(name: $"SIGNAL", 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(MainSeries);
AddLineSeries(SignalSeries); AddLineSeries(SignalSeries);
AddLineSeries(HistogramSeries);
AddLineSeries(HistSlopeSeries);
} }
protected override void OnInit() protected override void OnInit()
@@ -66,6 +75,7 @@ public class MacdIndicator : Indicator, IWatchlistIndicator
slow_ma = new(Slow, useSma: UseSMA); slow_ma = new(Slow, useSma: UseSMA);
fast_ma = new(Fast, useSma: UseSMA); fast_ma = new(Fast, useSma: UseSMA);
signal_ma = new(Signal, useSma: UseSMA); signal_ma = new(Signal, useSma: UseSMA);
histSlope = new(2);
SourceName = Source.ToString(); SourceName = Source.ToString();
base.OnInit(); base.OnInit();
} }
@@ -76,20 +86,64 @@ public class MacdIndicator : Indicator, IWatchlistIndicator
slow_ma!.Calc(input); slow_ma!.Calc(input);
fast_ma!.Calc(input); fast_ma!.Calc(input);
double main = fast_ma.Value - slow_ma.Value; 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!.SetValue(main);
MainSeries!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here 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 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) 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.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 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 class IndicatorExtensions
{ {
public static TValue GetInputValue(this Indicator indicator, UpdateArgs args, SourceType source) 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) public static void DrawText(this Indicator indicator, PaintChartEventArgs args, string text)
{ {
if (indicator.CurrentChart == null) if (indicator.CurrentChart == null)
quantower/Volatility/CmoIndicator.cs
+2 -2
View File
@@ -65,8 +65,8 @@ public class CmoIndicator : Indicator, IWatchlistIndicator
{ {
base.OnPaintChart(args); base.OnPaintChart(args);
this.PaintHLine(args, 0, new Pen(Color.DarkGray, width: 1)); 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.Blue, width: 1));
this.PaintHLine(args, -50, new Pen(Color.DarkGreen, width: 1)); this.PaintHLine(args, -50, new Pen(Color.Blue, width: 1));
this.PaintSmoothCurve(args, CmoSeries!, cmo!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2); this.PaintSmoothCurve(args, CmoSeries!, cmo!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
} }
} }