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https://github.com/mihakralj/QuanTAlib.git
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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 - Removed outdated documentation files related to indicator proposals and channel documentation remediation.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.
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using System.Drawing;
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using TradingPlatform.BusinessLayer;
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using static QuanTAlib.IndicatorExtensions;
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namespace QuanTAlib;
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/// <summary>
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/// STANDARDIZE (Z-Score Normalization) Quantower indicator.
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/// Calculates the z-score of values over a lookback period using sample standard deviation.
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/// </summary>
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public class StandardizeIndicator : Indicator, IWatchlistIndicator
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{
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[DataSourceInput]
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public SourceType Source { get; set; } = SourceType.Close;
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[InputParameter("Period", sortIndex: 0, minimum: 2, maximum: 1000, increment: 1)]
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public int Period { get; set; } = 20;
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[InputParameter("Show Cold Values", sortIndex: 100)]
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public bool ShowColdValues { get; set; } = true;
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private Standardize? _standardize;
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private Func<IHistoryItem, double>? _selector;
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public int MinHistoryDepths => Period;
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public override string ShortName => $"STND({Period})";
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public StandardizeIndicator()
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{
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Name = "STANDARDIZE - Z-Score Normalization";
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Description = "Calculates the z-score of values over a lookback period using sample standard deviation";
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SeparateWindow = true;
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OnBackGround = true;
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}
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protected override void OnInit()
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{
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_standardize = new Standardize(Period);
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_selector = Source.GetPriceSelector();
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AddLineSeries(new LineSeries("Z-Score", Color.Yellow, 2, LineStyle.Solid));
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}
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protected override void OnUpdate(UpdateArgs args)
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{
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if (_standardize == null || _selector == null)
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{
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return;
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}
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var item = HistoricalData[0, SeekOriginHistory.End];
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double value = _selector(item);
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bool isNew = args.IsNewBar();
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TValue input = new(item.TimeLeft, value);
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_standardize.Update(input, isNew);
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bool isHot = _standardize.IsHot;
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LinesSeries[0].SetValue(_standardize.Last.Value, isHot, ShowColdValues);
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}
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}
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