feat: implement SuperTrend indicator with tests and documentation

2026-08-24 13:38:05 +00:00 · 2025-12-14 19:28:07 -08:00
parent 18759beb5e
commit 78775c1da0
8 changed files with 710 additions and 6 deletions
@@ -0,0 +1,71 @@
+using System.Drawing;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+public class SuperIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
+    public int Period { get; set; } = 10;
+
+    [InputParameter("Multiplier", sortIndex: 2, 0.1, 100, 0.1, 1)]
+    public double Multiplier { get; set; } = 3.0;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Super? _super;
+    protected LineSeries? UpSeries;
+    protected LineSeries? DownSeries;
+
+    public int MinHistoryDepths => Period;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public override string ShortName => $"Super {Period}:{Multiplier}";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/trends/super/Super.Quantower.cs";
+
+    public SuperIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = false;
+        Name = "SuperTrend";
+        Description = "Trend-following indicator using ATR";
+        
+        UpSeries = new(name: "SuperTrend Up", color: Color.Green, width: 2, style: LineStyle.Solid);
+        DownSeries = new(name: "SuperTrend Down", color: Color.Red, width: 2, style: LineStyle.Solid);
+        
+        AddLineSeries(UpSeries);
+        AddLineSeries(DownSeries);
+    }
+
+    protected override void OnInit()
+    {
+        _super = new Super(Period, Multiplier);
+        base.OnInit();
+    }
+
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
+
+        TBar bar = this.GetInputBar(args);
+
+        TValue result = _super!.Update(bar, isNew);
+        
+        if (!_super.IsHot && !ShowColdValues)
+        {
+            return;
+        }
+
+        if (_super.IsBullish)
+        {
+            UpSeries!.SetValue(result.Value);
+            DownSeries!.SetValue(double.NaN);
+        }
+        else
+        {
+            UpSeries!.SetValue(double.NaN);
+            DownSeries!.SetValue(result.Value);
+        }
+    }
+}