Add Standardize class for Z-Score normalization and update project files

- Implemented the Standardize class for calculating Z-Score normalization over a specified lookback period. - Updated NDepend badge SVG files to reflect new metrics. - Modified NDepend project files to reference the updated solution file name. - Removed outdated documentation files related to indicator proposals and channel documentation remediation. - Updated workspace configuration to point to the new solution file.
2026-08-26 06:18:05 +00:00 · 2026-02-07 12:47:13 -08:00
parent 58f0812584
commit 915d7a007b
59 changed files with 12387 additions and 698 deletions
@@ -0,0 +1,90 @@
+using System.Drawing;
+using System.Runtime.CompilerServices;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+/// <summary>
+/// Ichimoku Kinko Hyo (One Glance Equilibrium Chart) for Quantower.
+/// Displays all five Ichimoku components: Tenkan-sen, Kijun-sen, Senkou Span A/B, and Chikou Span.
+/// The cloud (Kumo) is formed between Senkou Span A and B.
+/// </summary>
+[SkipLocalsInit]
+public sealed class IchimokuIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Tenkan Period", sortIndex: 1, 1, 500, 1, 0)]
+    public int TenkanPeriod { get; set; } = 9;
+
+    [InputParameter("Kijun Period", sortIndex: 2, 1, 500, 1, 0)]
+    public int KijunPeriod { get; set; } = 26;
+
+    [InputParameter("Senkou B Period", sortIndex: 3, 1, 500, 1, 0)]
+    public int SenkouBPeriod { get; set; } = 52;
+
+    [InputParameter("Displacement", sortIndex: 4, 1, 500, 1, 0)]
+    public int Displacement { get; set; } = 26;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Ichimoku _ichimoku = null!;
+    private readonly LineSeries _tenkanSeries;
+    private readonly LineSeries _kijunSeries;
+    private readonly LineSeries _senkouASeries;
+    private readonly LineSeries _senkouBSeries;
+    private readonly LineSeries _chikouSeries;
+
+    public static int MinHistoryDepths => 0;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public override string ShortName => $"ICHIMOKU({TenkanPeriod},{KijunPeriod},{SenkouBPeriod})";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/dynamics/ichimoku/Ichimoku.Quantower.cs";
+
+    public IchimokuIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = false; // Overlay on price chart
+        Name = "Ichimoku Kinko Hyo";
+        Description = "Japanese equilibrium chart with Tenkan-sen, Kijun-sen, Senkou Spans, and Chikou Span";
+
+        // Standard Ichimoku colors following traditional conventions
+        _tenkanSeries = new LineSeries(name: "Tenkan-sen", color: Color.Blue, width: 1, style: LineStyle.Solid);
+        _kijunSeries = new LineSeries(name: "Kijun-sen", color: Color.Red, width: 2, style: LineStyle.Solid);
+        _senkouASeries = new LineSeries(name: "Senkou A", color: Color.Green, width: 1, style: LineStyle.Solid);
+        _senkouBSeries = new LineSeries(name: "Senkou B", color: Color.Salmon, width: 1, style: LineStyle.Solid);
+        _chikouSeries = new LineSeries(name: "Chikou", color: Color.Purple, width: 1, style: LineStyle.Solid);
+
+        AddLineSeries(_tenkanSeries);
+        AddLineSeries(_kijunSeries);
+        AddLineSeries(_senkouASeries);
+        AddLineSeries(_senkouBSeries);
+        AddLineSeries(_chikouSeries);
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnInit()
+    {
+        _ichimoku = new Ichimoku(TenkanPeriod, KijunPeriod, SenkouBPeriod, Displacement);
+        base.OnInit();
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        _ichimoku.Update(this.GetInputBar(args), args.IsNewBar());
+
+        // Tenkan-sen and Kijun-sen are plotted at current bar (no offset)
+        _tenkanSeries.SetValue(_ichimoku.Tenkan.Value, _ichimoku.IsHot, ShowColdValues);
+        _kijunSeries.SetValue(_ichimoku.Kijun.Value, _ichimoku.IsHot, ShowColdValues);
+
+        // Senkou Spans are plotted Displacement bars forward
+        // Note: In Quantower, LineSeries offset handling may need platform-specific implementation
+        // The values here represent current calculations; charting offset is handled by platform
+        _senkouASeries.SetValue(_ichimoku.SenkouA.Value, _ichimoku.IsHot, ShowColdValues);
+        _senkouBSeries.SetValue(_ichimoku.SenkouB.Value, _ichimoku.IsHot, ShowColdValues);
+
+        // Chikou Span is plotted Displacement bars backward
+        // Note: Similar to above, the offset is a display concern
+        _chikouSeries.SetValue(_ichimoku.Chikou.Value, _ichimoku.IsHot, ShowColdValues);
+    }
+}