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Refactor COMPARE and CROSS classes, plus add xMA chart

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This commit is contained in:
Miha Kralj
2023-04-06 11:39:53 -07:00
parent 69fae888d5
commit 90fa331e0e
32 changed files with 245 additions and 1356 deletions
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Calculations/Basics/TBars.cs
+3 -3
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@@ -70,9 +70,9 @@ public class TBars : System.Collections.Generic.List<(DateTime t, double o, doub
4 => "HL2",
5 => "OC2",
6 => "OHL3",
7 => "Typical",
8 => "Mean",
_ => "Weighted",
7 => "HLC3",
8 => "OHLC4",
_ => "HLCC4",
};
}
Calculations/Logic/COMPARE_Series.cs
+34
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@@ -0,0 +1,34 @@
namespace QuanTAlib;
using System;
/* <summary>
COMPARE - Generates +1 if A is above B, -1 if A is below B and 0 if A=B
</summary> */
public class COMPARE_Series : Pair_TSeries_Indicator {
public COMPARE_Series(TSeries d1, TSeries d2) : base(d1, d2) {
if (base._d1.Count > 0 && base._d2.Count > 0) { for (int i = 0; i < base._d1.Count; i++) { this.Add(base._d1[i], base._d2[i], false); } }
}
public COMPARE_Series(TSeries d1, double dd2) : base(d1, dd2) {
if (base._d1.Count > 0) { for (int i = 0; i < base._d1.Count; i++) { this.Add(base._d1[i], (base._d1[i].t, dd2), false); } }
}
public COMPARE_Series(double dd1, TSeries d2) : base(dd1, d2) {
if (base._d2.Count > 0) { for (int i = 0; i < base._d2.Count; i++) { this.Add((base._d2[i].t, dd1), base._d2[i], false); } }
}
public override void Add((System.DateTime t, double v) TValue1, (System.DateTime t, double v) TValue2, bool update) {
double val = TValue1.v > TValue2.v ? 1 : -1;
val = TValue1.v == TValue2.v ? 0 : val;
(System.DateTime t, double v) over = ((TValue1.t > TValue2.t) ? TValue1.t : TValue2.t, TValue1.v > TValue2.v ? 1 : val);
if (update) { base[^1] = over; }
else { base.Add(over); }
}
}
Calculations/Basics/ABOVE_Series.cs → Calculations/Logic/CROSS_Series.cs
+8 -10
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@@ -9,17 +9,17 @@ Remarks:
</summary> */
public class OVER_Series : Pair_TSeries_Indicator {
public class CROSS_Series : Pair_TSeries_Indicator {
public TSeries Cross { get; set; } = new();
private double _previous = double.NaN;
public OVER_Series(TSeries d1, TSeries d2) : base(d1, d2) {
public CROSS_Series(TSeries d1, TSeries d2) : base(d1, d2) {
if (base._d1.Count > 0 && base._d2.Count > 0) { for (int i = 0; i < base._d1.Count; i++) { this.Add(base._d1[i], base._d2[i], false); } }
}
public OVER_Series(TSeries d1, double dd2) : base(d1, dd2) {
public CROSS_Series(TSeries d1, double dd2) : base(d1, dd2) {
if (base._d1.Count > 0) { for (int i = 0; i < base._d1.Count; i++) { this.Add(base._d1[i], (base._d1[i].t, dd2), false); } }
}
public OVER_Series(double dd1, TSeries d2) : base(dd1, d2) {
public CROSS_Series(double dd1, TSeries d2) : base(dd1, d2) {
if (base._d2.Count > 0) { for (int i = 0; i < base._d2.Count; i++) { this.Add((base._d2[i].t, dd1), base._d2[i], false); } }
}
@@ -27,15 +27,13 @@ public class OVER_Series : Pair_TSeries_Indicator {
double val = TValue1.v > TValue2.v ? 1 : -1;
val = TValue1.v == TValue2.v ? 0 : val;
(System.DateTime t, double v) over = ((TValue1.t > TValue2.t) ? TValue1.t : TValue2.t, TValue1.v > TValue2.v ? 1 : val);
if (update) { this.Cross[^1] = over; }
else { this.Cross.Add(over); }
double over = TValue1.v > TValue2.v ? 1 : val;
val = (this._previous < over.v) ? 1 : -1;
val = (this._previous < over) ? 1 : -1;
(System.DateTime t, double v) result = ((TValue1.t > TValue2.t) ? TValue1.t : TValue2.t,
((this._previous == over.v) || Double.IsNaN(this._previous) || (this._previous == 0)) ? 0 : val);
((this._previous == over) || Double.IsNaN(this._previous) || (this._previous == 0)) ? 0 : val);
this._previous = over.v;
this._previous = over;
if (update) { base[^1] = result; }
else { base.Add(result); }
Indicators/Charts/ATR_chart.cs
-32
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@@ -1,32 +0,0 @@
using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class ATR_chart : QuanTAlib_Indicator {
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private readonly int Period = 10;
#endregion Parameters
private ATR_Series indicator;
public ATR_chart()
{
this.SeparateWindow = true;
this.Name = "ATR - Average True Range";
this.Description = "Average True Range description";
this.AddLineSeries("ATR", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit() { base.OnInit();
indicator = new(source: bars, period: Period, useNaN: false);
}
protected override void OnUpdate(UpdateArgs args) {
base.OnUpdate(args);
this.SetValue(indicator[^1].v, lineIndex: 0);
}
}
Indicators/Charts/BIAS_chart.cs
-50
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@@ -1,50 +0,0 @@
using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class BIAS_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 1;
#endregion Parameters
private TBars bars;
///////
private BIAS_Series indicator;
///////
public BIAS_chart()
{
this.SeparateWindow = true;
this.Name = "BIAS - Rate of change";
this.Description = "Bias description";
this.AddLineSeries("BIAS", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator = new(source: bars.Select(this.DataSource), period: this.Period);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result, 0);
}
}
Indicators/Charts/CCI_chart.cs
-43
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@@ -1,43 +0,0 @@
using System.Diagnostics;
using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class CCI_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private readonly int Period = 10;
#endregion Parameters
private TBars bars;
///////
private CCI_Series indicator;
///////
public CCI_chart()
{
this.SeparateWindow = true;
this.Name = "CCI - Commodity Channel Index";
this.Description = "CCI description";
this.AddLineSeries("CCI", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator = new(source: bars, period: this.Period, useNaN: false);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = (args.Reason != UpdateReason.NewBar && args.Reason != UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open), this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close), this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result);
}
}
Indicators/Charts/DEMA_chart.cs
-51
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@@ -1,51 +0,0 @@
using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class DEMA_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 3;
#endregion Parameters
private TBars bars ;
///////
private DEMA_Series indicator;
///////
public DEMA_chart()
{
this.SeparateWindow = false;
this.Name = "DEMA - Double Exponential Moving Average";
this.Description = "Double Exponential Moving Average description";
this.AddLineSeries("DEMA", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator = new(source: bars.Select(this.DataSource),
period: this.Period, useNaN: false);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result);
}
}
Indicators/Charts/DJMA_chart.cs
-78
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@@ -1,78 +0,0 @@
using System;
using System.Diagnostics;
using System.Drawing;
using System.Linq;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class DJMA_chart : Indicator {
#region Parameters
[InputParameter("Fast Data source", 0, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int FDataSource = 3;
[InputParameter("Fast Smoothing period", 1, 1, 999, 1, 1)]
private int FPeriod = 12;
[InputParameter("Fast Volatility short", 2, 3, 50, 1, 1)]
private int FVshort = 10;
[InputParameter("Fast Volatility long", 3, 20, 500, 5, 1)]
private int FVlong = 65;
[InputParameter("Fast Phase", 4, -100, 100, 1, 2)]
private double FJphase = 100.0;
[InputParameter("Slow Data source", 5, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int SDataSource = 3;
[InputParameter("Slow Smoothing period", 6, 1, 999, 1, 1)]
private int SPeriod = 26;
[InputParameter("Slow Volatility short", 7, 3, 50, 1, 1)]
private int SVshort = 10;
[InputParameter("Slow Volatility long", 8, 20, 500, 5, 1)]
private int SVlong = 65;
[InputParameter("Slow Phase", 9, -100, 100, 1, 2)]
private double SJphase = -100.0;
#endregion Parameters
private TBars bars;
///////
private JMA_Series fJma, sJma;
///////
public DJMA_chart() {
this.SeparateWindow = false;
this.Name = "DJMA - Two JMAs";
this.Description = "Jurik Moving Average description";
this.AddLineSeries("JMA-fast", Color.Blue, 2, LineStyle.Solid);
this.AddLineSeries("JMA-slow", Color.Green, 2, LineStyle.Solid);
}
protected override void OnInit() {
this.bars = new();
this.fJma = new(source: bars.Select(this.FDataSource), period: this.FPeriod, phase: FJphase, vshort: FVshort, vlong: FVlong, useNaN: false);
this.sJma = new(source: bars.Select(this.SDataSource), period: this.SPeriod, phase: SJphase, vshort: SVshort, vlong: SVlong, useNaN: false);
}
protected override void OnUpdate(UpdateArgs args) {
bool update = !(args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close), this.GetPrice(PriceType.Volume), update);
this.SetValue(this.fJma[^1].v, lineIndex: 0);
this.SetValue(this.sJma[^1].v, lineIndex: 1);
}
}
Indicators/Charts/EMA_chart.cs
-50
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@@ -1,50 +0,0 @@
using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class EMA_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 3;
#endregion Parameters
private TBars bars;
///////
private EMA_Series indicator;
///////
public EMA_chart()
{
this.SeparateWindow = false;
this.Name = "EMA - Exponential Moving Average";
this.Description = "Exponential Moving Average description";
this.AddLineSeries("EMA", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator = new(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result);
}
}
Indicators/Charts/ENTP_chart.cs
-51
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@@ -1,51 +0,0 @@
using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class ENTP_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 5;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 8;
#endregion Parameters
private TBars bars;
///////
private ENTROPY_Series indicator;
///////
public ENTP_chart()
{
this.SeparateWindow = true;
this.Name = "ENTROPY - Entropy (Unpredictability)";
this.Description = "Entropy description";
this.AddLineSeries("ENTROPY", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator = new(source: bars.Select(this.DataSource), period: this.Period, useNaN: true);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result, 0);
}
}
Indicators/Charts/HEMA_chart.cs
-51
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@@ -1,51 +0,0 @@
using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class HEMA_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 3;
#endregion Parameters
private TBars bars;
///////
private HEMA_Series indicator;
///////
public HEMA_chart()
{
this.SeparateWindow = false;
this.Name = "HEMA - Hull-EMA Moving Average";
this.Description = "Hull-EMA Moving Average description";
this.AddLineSeries("HEMA", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator = new(source: bars.Select(this.DataSource),
period: this.Period, useNaN: false);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result);
}
}
Indicators/Charts/HMA_chart.cs
-52
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@@ -1,52 +0,0 @@
using System.Diagnostics;
using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class HMA_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 3;
#endregion Parameters
private TBars bars;
///////
private HMA_Series indicator;
///////
public HMA_chart()
{
this.SeparateWindow = false;
this.Name = "HMA - Hull Moving Average";
this.Description = "Hull Moving Average description";
this.AddLineSeries("HMA", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator = new(source: bars.Select(this.DataSource),
period: this.Period, useNaN: false);
Debug.WriteLine("Send to debug output.");
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result);
}
}
Indicators/Charts/JMA_chart.cs
+2 -2
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@@ -28,7 +28,7 @@ public class JMA_chart : QuanTAlib_Indicator {
#endregion Parameters
///////
private EMA_Series indicator;
private JMA_Series indicator;
///////
public JMA_chart() :base() {
@@ -43,7 +43,7 @@ public class JMA_chart : QuanTAlib_Indicator {
protected override void OnInit() {
base.OnInit();
indicator = new(source: bars.Select(DataSource), period: Period,
// phase: Jphase, vshort: Vshort, vlong: Vlong,
phase: Jphase, vshort: Vshort, vlong: Vlong,
useNaN: true);
}
Indicators/Charts/KURT_chart.cs
-51
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@@ -1,51 +0,0 @@
using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class KURT_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 40;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 8;
#endregion Parameters
private TBars bars;
///////
private KURTOSIS_Series indicator;
///////
public KURT_chart()
{
this.SeparateWindow = true;
this.Name = "KURTOSIS - Kurtosis (Flatness)";
this.Description = "Kurtosis description";
this.AddLineSeries("KURTOSIS", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator = new(source: bars.Select(this.DataSource),
period: this.Period, useNaN: true);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result, 0);
}
}
Indicators/Charts/MAD_chart.cs
-53
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@@ -1,53 +0,0 @@
using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class MAD_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 8;
#endregion Parameters
private TBars bars;
///////
private MAD_Series indicator;
///////
public MAD_chart()
{
this.SeparateWindow = true;
this.Name = "MAD - Mean Absolute Deviation";
this.Description = "MAD description";
this.AddLineSeries("MAD", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator = new(source: bars.Select(this.DataSource),
period: this.Period, useNaN: true);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result, 0);
}
}
Indicators/Charts/MAMA_chart.cs
+62
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@@ -0,0 +1,62 @@
using System;
using System.Diagnostics;
using System.Drawing;
using System.Linq;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class MAMA_chart : Indicator {
#region Parameters
[InputParameter("Data source", 0, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 3;
[InputParameter("Fastlimit", 1, 0, 1, 0.001, 5)]
private double fastlimit = 0.5;
[InputParameter("Slowlimit", 2, 0, 1, 0.001, 5)]
private double slowlimit = 0.05;
#endregion Parameters
protected HistoricalData History;
private TBars bars;
///////
private MAMA_Series indicator;
///////
public MAMA_chart() :base() {
Name = "MAMA - MESA Adaptive Moving Average";
AddLineSeries(lineName: "MAMA", lineColor: Color.Yellow, lineWidth: 3,lineStyle: LineStyle.Solid);
SeparateWindow = false;
}
protected override void OnInit() {
this.bars = new();
this.History = this.Symbol.GetHistory(period: this.HistoricalData.Period, fromTime: HistoricalData.FromTime);
for (int i = this.History.Count - 1; i >= 0; i--) {
var rec = this.History[i, SeekOriginHistory.Begin];
bars.Add(rec.TimeLeft, rec[PriceType.Open],
rec[PriceType.High], rec[PriceType.Low],
rec[PriceType.Close], rec[PriceType.Volume]);
}
indicator = new(source: bars.Select(DataSource),
fastlimit: fastlimit, slowlimit: fastlimit,
useNaN: true)
;
}
protected override void OnUpdate(UpdateArgs args) {
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High),
this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
this.SetValue(indicator[^1].v, lineIndex: 0);
}
}
Indicators/Charts/MAPE_chart.cs
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using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class MAPE_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 8;
#endregion Parameters
private TBars bars;
///////dotnet
private MAPE_Series indicator;
///////
public MAPE_chart()
{
this.SeparateWindow = true;
this.Name = "MAPE - Mean Absolute Percentage Error";
this.Description = "MAPE description";
this.AddLineSeries("MAPE", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator = new(source: bars.Select(this.DataSource),
period: this.Period, useNaN: true);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result, 0);
}
}
Indicators/Charts/MAX_chart.cs
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using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class MAX_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 1;
#endregion Parameters
private TBars bars;
///////
private MAX_Series indicator;
///////
public MAX_chart()
{
this.SeparateWindow = false;
this.Name = "MAX - Moving Maximum";
this.Description = "Moving Maximum description";
this.AddLineSeries("MAX", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator =
new(source: bars.Select(this.DataSource), period: this.Period);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result, 0);
}
}
Indicators/Charts/MED_chart.cs
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using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class MED_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 8;
#endregion Parameters
private TBars bars;
///////
private MEDIAN_Series indicator;
///////
public MED_chart()
{
this.SeparateWindow = false;
this.Name = "MED - Moving Median";
this.Description = "Moving Median description";
this.AddLineSeries("MED", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator =
new(source: bars.Select(this.DataSource), period: this.Period);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result, 0);
}
}
Indicators/Charts/MIN_chart.cs
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using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class MIN_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 2;
#endregion Parameters
private TBars bars;
///////
private MIN_Series indicator;
///////
public MIN_chart()
{
this.SeparateWindow = false;
this.Name = "MIN - Moving Minimum";
this.Description = "Moving Minimum description";
this.AddLineSeries("MIN", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator =
new(source: bars.Select(this.DataSource), period: this.Period);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result, 0);
}
}
Indicators/Charts/MSE_chart.cs
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using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class MSE_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 8;
#endregion Parameters
private TBars bars;
///////
private MSE_Series indicator;
///////
public MSE_chart()
{
this.SeparateWindow = true;
this.Name = "MSE = Mean Square Error";
this.Description = "MSE description";
this.AddLineSeries("MSE", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator = new(source: bars.Select(this.DataSource),
period: this.Period, useNaN: true);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result, 0);
}
}
Indicators/Charts/RMA_chart.cs
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using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class RMA_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 3;
#endregion Parameters
private TBars bars;
///////
private RMA_Series indicator;
///////
public RMA_chart()
{
this.SeparateWindow = false;
this.Name = "RMA - WildeR Moving Average";
this.Description = "WildeR Moving Average description";
this.AddLineSeries("RMA", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator = new(source: bars.Select(this.DataSource),
period: this.Period, useNaN: false);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result);
}
}
Indicators/Charts/RSI_chart.cs
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using System;
using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class RSI_chart : QuanTAlib_Indicator {
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 8;
[InputParameter("Overbought level", 2, 1, 100, 1, 1)]
private int Overbought = 70;
[InputParameter("Oversold level", 2, 1, 100, 1, 1)]
private int Oversold = 30;
#endregion Parameters
///////
private RSI_Series indicator;
///////
public RSI_chart() : base() {
this.Name = "RSI - Relative Strength Index";
this.Description = "RSI description";
this.AddLineSeries("RSI", Color.RoyalBlue, 3, LineStyle.Solid);
this.SeparateWindow = true;
}
protected override void OnInit() {
base.OnInit();
indicator = new(source: bars.Select(this.DataSource), period: this.Period, useNaN: true);
}
protected override void OnUpdate(UpdateArgs args) {
base.OnUpdate(args);
SetValue(indicator[^1].v, lineIndex: 0);
if (indicator[^1].v >= Overbought)
LinesSeries[0].SetMarker(0, color: Color.Red);
if (indicator[^1].v <= Oversold)
LinesSeries[0].SetMarker(0, color: Color.Red);
}
public override void OnPaintChart(PaintChartEventArgs args) {
base.OnPaintChart(args);
for (int i = firstOnScreenBarIndex; i <= lastOnScreenBarIndex; i++) {
int xLeft = (int)Math.Round(mainWindow.CoordinatesConverter.GetChartX(Time(Count - i - 1)));
int y = (int)Math.Round((mainWindow.CoordinatesConverter.GetChartY(Overbought)));
}
}
}
Indicators/Charts/SDEV_chart.cs
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using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class SDEV_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 8;
#endregion Parameters
private TBars bars;
///////dotnet
private SDEV_Series indicator;
///////
public SDEV_chart()
{
this.SeparateWindow = true;
this.Name = "SDEV - Standard Deviation";
this.Description = "SDEV description";
this.AddLineSeries("SDEV", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator = new(source: bars.Select(this.DataSource),
period: this.Period, useNaN: true);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result, 0);
}
}
Indicators/Charts/SMAPE_chart.cs
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using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class SMAPE_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 8;
#endregion Parameters
private TBars bars;
///////dotnet
private SMAPE_Series indicator;
///////
public SMAPE_chart()
{
this.SeparateWindow = true;
this.Name = "SMAPE - Symmetric Mean Absolute Percentage Error";
this.Description = "SMAPE description";
this.AddLineSeries("SMAPE", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator = new(source: bars.Select(this.DataSource),
period: this.Period, useNaN: true);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result, 0);
}
}
Indicators/Charts/SMA_chart.cs
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using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class SMA_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private readonly int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private readonly int DataSource = 3;
#endregion Parameters
private TBars bars;
///////
private SMA_Series indicator;
///////
public SMA_chart()
{
this.SeparateWindow = false;
this.Name = "SMA - Simple Moving Average";
this.Description = "Simple Moving Average description";
this.AddLineSeries("SMA", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator = new(source: bars.Select(this.DataSource),
period: this.Period, useNaN: false);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result);
}
}
Indicators/Charts/SMMA_chart.cs
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using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class SMMA_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 3;
#endregion Parameters
private TBars bars;
///////
private SMMA_Series indicator;
///////
public SMMA_chart()
{
this.SeparateWindow = false;
this.Name = "SMMA - Smoothed Moving Average";
this.Description = "Smoothed Moving Average description";
this.AddLineSeries("SMMA", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator = new(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result);
}
}
Indicators/Charts/TEMA_chart.cs
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using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class TEMA_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 3;
#endregion Parameters
private TBars bars;
///////
private TEMA_Series indicator;
///////
public TEMA_chart()
{
this.SeparateWindow = false;
this.Name = "TEMA - Triple Exponential Moving Average";
this.Description = "Triple Exponential Moving Average description";
this.AddLineSeries("TEMA", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator = new(source: bars.Select(this.DataSource),
period: this.Period, useNaN: false);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result);
}
}
Indicators/Charts/VAR_chart.cs
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using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class VAR_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 8;
#endregion Parameters
private TBars bars;
///////dotnet
private VAR_Series indicator;
///////
public VAR_chart()
{
this.SeparateWindow = true;
this.Name = "VAR - Variance";
this.Description = "VAR description";
this.AddLineSeries("VAR", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator = new(source: bars.Select(this.DataSource),
period: this.Period, useNaN: true);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result, 0);
}
}
Indicators/Charts/WMAPE_chart.cs
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namespace QuanTAlib;
using System.Drawing;
using TradingPlatform.BusinessLayer;
public class WMAPE_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private readonly int Period = 10;
[InputParameter("Data source", 1, variants: new object[]{
"Open", 0,
"High", 1,
"Low", 2,
"Close", 3,
"HL2", 4,
"OC2", 5,
"OHL3", 6,
"HLC3", 7,
"OHLC4", 8,
"Weighted (HLCC4)", 9
})]
private readonly int DataSource = 8;
#endregion Parameters
private TBars bars;
///////dotnet
private QuanTAlib.WMAPE_Series indicator;
///////
public WMAPE_chart()
{
this.SeparateWindow = true;
this.Name = "WMAPE - Weighted Mean Absolute Percentage Error";
this.Description = "WMAPE description";
this.AddLineSeries("WMAPE", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator = new(source: this.bars.Select(this.DataSource), period: this.Period, useNaN: true);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open), this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low), this.GetPrice(PriceType.Close), this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result, 0);
}
}
Indicators/Charts/WMA_chart.cs
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using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class WMA_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 3;
#endregion Parameters
private TBars bars;
///////
private WMA_Series indicator;
///////
public WMA_chart()
{
this.SeparateWindow = false;
this.Name = "WMA - Weighted Moving Average";
this.Description = "Weighted Moving Average description";
this.AddLineSeries("WMA", Color.RoyalBlue, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.indicator = new(source: bars.Select(this.DataSource),
period: this.Period, useNaN: false);
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
double result = this.indicator[this.indicator.Count - 1].v;
this.SetValue(result);
}
}
Indicators/Charts/xMA_chart.cs
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using System;
using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class MovingAverage_chart : Indicator
{
#region Parameters
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
private int Period = 10;
[InputParameter("Data source", 1, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 3;
[InputParameter("Moving Average Type", 2, variants: new object[]
{ "SMA", 0, "EMA", 1, "WMA", 2, "T3", 3, "SMMA", 4, "TRIMA", 5, "DWMA", 6, "FMA", 7, "DEMA", 8, "TEMA", 9,
"ALMA", 10, "HMA", 11, "HEMA", 12, "MAMA", 13, "KAMA", 14, "ZLEMA", 15, "JMA", 16})]
private int MAtype = 1;
#endregion Parameters
protected HistoricalData History;
private TBars bars ;
///////
private TSeries indicator;
///////
public MovingAverage_chart()
{
this.SeparateWindow = false;
this.Name = "Flexible Moving Average";
this.AddLineSeries("MA", Color.Yellow, 3, LineStyle.Solid);
}
protected override void OnInit()
{
this.bars = new();
this.History = this.Symbol.GetHistory(period: this.HistoricalData.Period, fromTime: HistoricalData.FromTime);
for (int i = this.History.Count - 1; i >= 0; i--) {
var rec = this.History[i, SeekOriginHistory.Begin];
bars.Add(rec.TimeLeft, rec[PriceType.Open],
rec[PriceType.High], rec[PriceType.Low],
rec[PriceType.Close], rec[PriceType.Volume]);
}
switch (MAtype) {
case 0:
indicator = new SMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
this.Name = $"Simple Moving Average - SMA";
break;
case 1:
indicator = new EMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
this.Name = $"Exponential Moving Average - EMA";
break;
case 2:
indicator = new WMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
this.Name = $"Weighted Moving Average - WMA";
break;
case 3:
indicator = new T3_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
this.Name = $"Tillson T3 Moving Average - T3";
break;
case 4:
indicator = new SMMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
this.Name = $"Smoothed Moving Average - SMMA";
break;
case 5:
indicator = new TRIMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
this.Name = $"Triangular Moving Average - TRIMA";
break;
case 6:
indicator = new DWMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
this.Name = $"Double Weighted Moving Average - DWMA";
break;
case 7:
indicator = new FMA_Series(source: bars.Select(this.DataSource), period: this.Period);
this.Name = $"Fibonacci Moving Average - FMA";
break;
case 8:
indicator = new DEMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
this.Name = $"Double Exponential Moving Average - DEMA";
break;
case 9:
indicator = new TEMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
this.Name = $"Triple Exponential Moving Average - TEMA";
break;
case 10:
indicator = new ALMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
this.Name = $"Arnaud Legoux Moving Average - ALMA";
break;
case 11:
indicator = new HMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
this.Name = $"Hull Moving Average - HMA";
break;
case 12:
indicator = new HEMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
this.Name = $"Hull-Exponential Moving Average - HEMA";
break;
case 13:
double factor= 1.015 * Math.Exp(-0.043 * (double)this.Period);
indicator = new MAMA_Series(source: bars.Select(this.DataSource),
fastlimit: factor, slowlimit: factor*0.1,
useNaN: false);
this.Name = $"MESA Adaptive Moving Average - MAMA";
break;
case 14:
indicator = new KAMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
this.Name = $"Kaufman's Adaptive Moving Average - KAMA";
break;
case 15:
indicator = new ZLEMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
this.Name = $"Zero Lag Exponential Moving Average - ZLEMA";
break;
default:
indicator = new JMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
this.Name = $"Jurik Moving Average - JMA";
break;
}
this.Name = this.Name + $" ({Period}:{TBars.SelectStr(this.DataSource)})";
}
protected override void OnUpdate(UpdateArgs args)
{
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High),
this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
this.SetValue(this.indicator[this.indicator.Count - 1].v);
}
}