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 - Removed outdated documentation files related to indicator proposals and channel documentation remediation.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.
2026-08-21 12:08:05 +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 +1,99 @@
+using System.Drawing;
+using System.Runtime.CompilerServices;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+/// <summary>
+/// TTM Squeeze: Volatility Breakout Indicator - Quantower Indicator Adapter
+/// Combines Bollinger Bands and Keltner Channels to identify squeeze conditions.
+/// Momentum histogram shows price deviation from donchian midline.
+/// </summary>
+[SkipLocalsInit]
+public sealed class TtmSqueezeIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("BB Period", sortIndex: 1, 2, 200, 1, 0)]
+    public int BbPeriod { get; set; } = 20;
+
+    [InputParameter("BB Multiplier", sortIndex: 2, 0.1, 10.0, 0.1, 1)]
+    public double BbMult { get; set; } = 2.0;
+
+    [InputParameter("KC Period", sortIndex: 3, 1, 200, 1, 0)]
+    public int KcPeriod { get; set; } = 20;
+
+    [InputParameter("KC Multiplier", sortIndex: 4, 0.1, 10.0, 0.1, 1)]
+    public double KcMult { get; set; } = 1.5;
+
+    [InputParameter("Momentum Period", sortIndex: 5, 2, 200, 1, 0)]
+    public int MomPeriod { get; set; } = 20;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    public static int MinHistoryDepths => 0;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    private TtmSqueeze _squeeze = null!;
+    private readonly LineSeries _momentumSeries;
+    private readonly LineSeries _squeezeOnSeries;
+
+    public override string ShortName => $"TTM_SQZ({BbPeriod},{BbMult:F1},{KcPeriod},{KcMult:F1},{MomPeriod})";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/dynamics/ttm_squeeze/TtmSqueeze.Quantower.cs";
+
+    public TtmSqueezeIndicator()
+    {
+        Name = "TTM Squeeze";
+        Description = "John Carter's volatility breakout indicator combining Bollinger Bands and Keltner Channels";
+        SeparateWindow = true;
+        OnBackGround = true;
+
+        _momentumSeries = new LineSeries("Momentum", Color.Cyan, 2, LineStyle.Histogramm);
+        _squeezeOnSeries = new LineSeries("Squeeze", Color.Red, 4, LineStyle.Dot);
+
+        AddLineSeries(_momentumSeries);
+        AddLineSeries(_squeezeOnSeries);
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnInit()
+    {
+        _squeeze = new TtmSqueeze(BbPeriod, BbMult, KcPeriod, KcMult, MomPeriod);
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        TBar bar = this.GetInputBar(args);
+        bool isNew = args.Reason != UpdateReason.NewTick;
+
+        TValue result = _squeeze.Update(bar, isNew);
+
+        if (!ShowColdValues && !_squeeze.IsHot)
+        {
+            return;
+        }
+
+        int offset = args.Reason == UpdateReason.HistoricalBar ? 0 : -1;
+
+        // Set momentum histogram with color coding
+        _momentumSeries.SetValue(result.Value, offset);
+
+        // Set momentum color based on direction and sign
+        Color momentumColor = _squeeze.ColorCode switch
+        {
+            0 => Color.Cyan,   // Rising above zero
+            1 => Color.Blue,   // Falling above zero
+            2 => Color.Red,    // Falling below zero
+            3 => Color.Yellow, // Rising below zero
+            _ => Color.Cyan
+        };
+        _momentumSeries.SetMarker(offset, momentumColor);
+
+        // Set squeeze indicator - dot at zero line
+        _squeezeOnSeries.SetValue(0, offset);
+
+        // Red dot = squeeze on, Green dot = squeeze off
+        Color squeezeColor = _squeeze.SqueezeOn ? Color.Red : Color.Green;
+        _squeezeOnSeries.SetMarker(offset, squeezeColor);
+    }
+}