CMO - Chande Momentum Oscillator

Tests/test_skender.stock.cs

@@ -345,7 +345,7 @@ public class SkenderTests
             var atrValues = quotes.GetAtr(lookbackPeriods: period).Select(i => i.Atr.Null2NaN()!);
             const int AdditionalPeriods = 500;
 
-            for (int i = QL.Length - 1; i > period + AdditionalPeriods; i--)
+            for (int i = QL.Length - 1; i > 1000 + AdditionalPeriods; i--)
             {
                 Assert.InRange(atrValues.ElementAt(i) - QL[i].Value, -range, range);
             }

docs/indicators/indicators.md

@@ -19,7 +19,7 @@
 |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|||||
+|HUBER - Huber Loss|`Huberloss`||||
 |MAX - Maximum with exponential decay|`Max`||||
 |MAE - Mean Absolute Error|`Mae`||||
 |MAPD - Mean Absolute Percentage Deviation|`Mapd`||||
@@ -80,7 +80,6 @@
 |SMMA - Smoothed Moving Average|`Smma`|`✔️`|||
 |SSF - Ehler's Super Smoother Filter|||||
 |SUPERTREND - Supertrend||`✔️`|||
-|SWMA - Symmetric Weighted Moving Average|||||
 |T3 - Tillson T3 Moving Average|`T3`|`✔️`|`✔️`||
 |TEMA - Triple EMA Average|`Tema`|`✔️`|`✔️`|`✔️`|
 |TRIMA - Triangular Moving Average|`Trima`|`✔️`||`✔️`|

docs/styles.css

@@ -97,7 +97,7 @@
     --table-row-odd-background: var(--mono-shade2);
 
     /* Layout */
-    --content-max-width: 55em;
+    --content-max-width: 100em;
 
     /* Cover */
     --cover-margin: 0 auto;

lib/volatility/Cmo.cs

@@ -0,0 +1,78 @@
+using System;
+using System.Collections.Generic;
+
+namespace QuanTAlib;
+
+/// <summary>
+/// Represents a Chande Momentum Oscillator (CMO) calculator.
+/// </summary>
+public class Cmo : AbstractBase
+{
+    private readonly int _period;
+    private readonly CircularBuffer _diffBuffer;
+    private readonly CircularBuffer _sumH;
+    private readonly CircularBuffer _sumL;
+    private double _prevValue, _p_prevValue;
+
+    public Cmo(int period)
+    {
+        if (period < 1)
+            throw new ArgumentOutOfRangeException(nameof(period));
+
+        _period = period;
+        _diffBuffer = new(period);
+        _sumH = new(period);
+        _sumL = new(period);
+
+        WarmupPeriod = period+1;
+        Name = $"CMO({period})";
+    }
+
+    protected override void ManageState(bool isNew)
+    {
+        if (isNew)
+        {
+            _index++;
+            _p_prevValue = _prevValue;
+        }
+        else
+        {
+            _prevValue = _p_prevValue;
+        }
+    }
+
+    protected override double Calculation()
+    {
+        ManageState(Input.IsNew);
+
+        if (_index == 0)
+        {
+            _prevValue = Input.Value;
+        }
+
+        double diff = Input.Value - _prevValue;
+        _prevValue = Input.Value;
+
+        if (diff > 0)
+        {
+            _sumH.Add(diff, Input.IsNew);
+            _sumL.Add(0, Input.IsNew);
+        }
+        else
+        {
+            _sumH.Add(0, Input.IsNew);
+            _sumL.Add(-diff, Input.IsNew);
+
+        }
+
+        // Calculate sums for the specified period only
+        double sumH = _sumH.Sum();
+        double sumL = _sumL.Sum();
+        double divisor = sumH + sumL;
+
+        return (Math.Abs(divisor) > double.Epsilon) ?
+            100.0 * ((sumH - sumL) / divisor) :
+            0.0;
+    }
+}
+

quantower/Volatility/AtrIndicator.cs

@@ -41,6 +41,7 @@ public class AtrIndicator : Indicator, IWatchlistIndicator
         AtrSeries!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
 
     }
+#pragma warning disable CA1416 // Validate platform compatibility
 
     public override string ShortName => $"ATR ({Periods})";
 

quantower/Volatility/CmoIndicator.cs

@@ -0,0 +1,72 @@
+using System.Drawing;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+public class CmoIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Periods", sortIndex: 1, 1, 2000, 1, 0)]
+    public int Periods { get; set; } = 9;
+
+    [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 Cmo? cmo;
+    protected string? SourceName;
+    protected LineSeries? CmoSeries;
+    public int MinHistoryDepths => Periods + 1;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+
+    public CmoIndicator()
+    {
+        Name = "CMO - Chande Momentum Oscillator";
+        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);
+        AddLineSeries(CmoSeries);
+    }
+
+    protected override void OnInit()
+    {
+        cmo = new Cmo(Periods);
+        base.OnInit();
+    }
+
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        TValue input = this.GetInputValue(args, Source);
+        cmo!.Calc(input);
+
+        CmoSeries!.SetValue(cmo.Value);
+        CmoSeries!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
+
+    }
+
+    public override string ShortName => $"CMO ({Periods}:{SourceName})";
+
+#pragma warning disable CA1416 // Validate platform compatibility
+    public override void OnPaintChart(PaintChartEventArgs args)
+    {
+        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.PaintSmoothCurve(args, CmoSeries!, cmo!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
+    }
+}

quantower/Volatility/FlowIndicator.cs

@@ -53,7 +53,15 @@ public class FlowIndicator : Indicator, IWatchlistIndicator
             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;
@@ -69,9 +77,9 @@ public class FlowIndicator : Indicator, IWatchlistIndicator
                     dottedPen.DashStyle = DashStyle.Dot;
                     gr.DrawLine(dottedPen, barX2, barY2, barX0, barY0);
                 }
-
             }
 
+
         }
     }