Refactor COMPARE and CROSS classes, plus add xMA chart

2026-08-21 03:58:04 +00:00 · 2023-04-06 11:39:53 -07:00
parent 69fae888d5
commit 90fa331e0e
32 changed files with 245 additions and 1356 deletions
@@ -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);
+	}
+}