Pwma

quantower/Averages/AlmaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class AlmaIndicator : IndicatorBase
 {
@@ -7,10 +7,10 @@ public class AlmaIndicator : IndicatorBase
     public int Period { get; set; } = 10;
 
     [InputParameter("Offset", sortIndex: 5)]
-    public double Offset = 0.85;
+    public double Offset { get; set; } = 0.85;
 
     [InputParameter("Sigma", sortIndex: 6)]
-    public double Sigma = 6.0;
+    public double Sigma { get; set; } = 6.0;
     private Alma? ma;
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"ALMA {Period} : {Offset:F2} : {Sigma:F0} : {SourceName}";

quantower/Averages/DemaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class DemaIndicator : IndicatorBase
 {

quantower/Averages/DsmaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class DsmaIndicator : IndicatorBase
 {

quantower/Averages/DwmaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class DwmaIndicator : IndicatorBase
 {

quantower/Averages/EmaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class EmaIndicator : IndicatorBase
 {

quantower/Averages/EpmaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class EpmaIndicator : IndicatorBase
 {

quantower/Averages/FramaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class FramaIndicator : IndicatorBase
 {

quantower/Averages/FwmaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class FwmaIndicator : IndicatorBase
 {

quantower/Averages/GmaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class GmaIndicator : IndicatorBase
 {

quantower/Averages/PwmaIndicator.cs

@@ -0,0 +1,23 @@
+using TradingPlatform.BusinessLayer;
+namespace QuanTAlib;
+
+public class PwmaIndicator : IndicatorBase
+{
+    [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
+    public int Period { get; set; } = 10;
+
+    private Pwma? ma;
+    protected override AbstractBase QuanTAlib => ma!;
+    public override string ShortName => $"PWMA {Period} : {SourceName}";
+
+    public PwmaIndicator() : base()
+    {
+        Name = "PWMA - Pascal's Weighted Moving Average";
+    }
+
+    protected override void InitIndicator()
+    {
+        base.InitIndicator();
+        ma = new Pwma(period: Period);
+    }
+}