DWMA Indicator implementation and tests

2026-08-23 13:08:04 +00:00 · 2025-12-10 18:22:10 -05:00
parent 81830c9031
commit 8df3480d1f
11 changed files with 525 additions and 31 deletions
@@ -0,0 +1,63 @@
+using System.Drawing;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+public class DwmaIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
+    public int Period { get; set; } = 10;
+
+    [IndicatorExtensions.DataSourceInput]
+    public SourceType Source { get; set; } = SourceType.Close;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Dwma? ma;
+    private int _warmupBarIndex = -1;
+    protected LineSeries? Series;
+    protected string? SourceName;
+
+    public int MinHistoryDepths => Period * 2; // DWMA needs roughly 2x period to warm up
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public override string ShortName => $"DWMA {Period}:{SourceName}";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/trends/dwma/Dwma.Quantower.cs";
+
+    public DwmaIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = false;
+        SourceName = Source.ToString();
+        Name = "DWMA - Double Weighted Moving Average";
+        Description = "Double Weighted Moving Average";
+        Series = new(name: $"DWMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
+        AddLineSeries(Series);
+    }
+
+    protected override void OnInit()
+    {
+        ma = new Dwma(Period);
+        _warmupBarIndex = -1;
+        SourceName = Source.ToString();
+        base.OnInit();
+    }
+
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        TValue input = this.GetInputValue(args, Source);
+        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
+        TValue result = ma!.Update(input, isNew);
+        if (_warmupBarIndex < 0 && ma!.IsHot)
+            _warmupBarIndex = Count;
+        Series!.SetValue(result.Value);
+        Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
+    }
+
+    public override void OnPaintChart(PaintChartEventArgs args)
+    {
+        base.OnPaintChart(args);
+        this.PaintSmoothCurve(args, Series!, _warmupBarIndex, showColdValues: ShowColdValues, tension: 0.2);
+    }
+}