adding missing validations

2026-08-24 05:28:05 +00:00 · 2026-02-26 09:59:44 -08:00
parent 467a8c1cef
commit 9ab37c1200
231 changed files with 60015 additions and 302 deletions
@@ -0,0 +1,74 @@
+using System.Drawing;
+using System.Runtime.CompilerServices;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+[SkipLocalsInit]
+public sealed class QqeIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("RSI Period", sortIndex: 1, 1, 500, 1, 0)]
+    public int RsiPeriod { get; set; } = 14;
+
+    [InputParameter("Smooth Factor", sortIndex: 2, 1, 100, 1, 0)]
+    public int SmoothFactor { get; set; } = 5;
+
+    [InputParameter("QQE Factor", sortIndex: 3, 0.001, 50.0, 0.001, 3)]
+    public double QqeFactor { get; set; } = 4.236;
+
+    [IndicatorExtensions.DataSourceInput(sortIndex: 4)]
+    public SourceType Source { get; set; } = SourceType.Close;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Qqe _qqe = null!;
+    private readonly LineSeries _qqeSeries;
+    private readonly LineSeries _signalSeries;
+
+    public static int MinHistoryDepths => 0;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public override string ShortName => $"QQE ({RsiPeriod},{SmoothFactor},{QqeFactor:G}):{Source}";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/oscillators/qqe/Qqe.cs";
+
+    public QqeIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = true;
+        Name = "QQE - Quantitative Qualitative Estimation";
+        Description = "Multi-stage smoothed RSI oscillator with dynamic volatility-based trailing bands";
+
+        _qqeSeries    = new LineSeries("QQE",    Color.Yellow, 2, LineStyle.Solid);
+        _signalSeries = new LineSeries("Signal", Color.Cyan,   1, LineStyle.Solid);
+
+        AddLineSeries(_qqeSeries);
+        AddLineSeries(_signalSeries);
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnInit()
+    {
+        _qqe = new Qqe(RsiPeriod, SmoothFactor, QqeFactor);
+        base.OnInit();
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        var priceSelector = Source.GetPriceSelector();
+        var item = HistoricalData[0, SeekOriginHistory.End];
+        double price = priceSelector(item);
+
+        TValue input = new(item.TimeLeft, price);
+        _ = _qqe.Update(input, args.IsNewBar());
+
+        if (!_qqe.IsHot && !ShowColdValues)
+        {
+            return;
+        }
+
+        _qqeSeries.SetValue(_qqe.QqeValue);
+        _signalSeries.SetValue(_qqe.Signal);
+    }
+}