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https://github.com/mihakralj/QuanTAlib.git
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adding missing validations
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@@ -0,0 +1,63 @@
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using System.Drawing;
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using System.Runtime.CompilerServices;
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using TradingPlatform.BusinessLayer;
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namespace QuanTAlib;
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[SkipLocalsInit]
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public sealed class TrimIndicator : Indicator, IWatchlistIndicator
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{
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[InputParameter("Period", sortIndex: 1, 3, 2000, 1, 0)]
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public int Period { get; set; } = 20;
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[InputParameter("Trim %", sortIndex: 2, 0, 49, 1, 0)]
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public double TrimPct { get; set; } = 10.0;
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[IndicatorExtensions.DataSourceInput]
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public SourceType Source { get; set; } = SourceType.Close;
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[InputParameter("Show cold values", sortIndex: 21)]
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public bool ShowColdValues { get; set; } = true;
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private Trim _trim = null!;
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private readonly LineSeries _series;
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private Func<IHistoryItem, double> _priceSelector = null!;
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public static int MinHistoryDepths => 0;
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int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
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public override string ShortName => $"Trim {Period}/{TrimPct}%";
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public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/statistics/trim/Trim.Quantower.cs";
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public TrimIndicator()
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{
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OnBackGround = true;
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SeparateWindow = false;
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Name = "Trim - Trimmed Mean Moving Average";
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Description = "Rolling mean after discarding extreme values from each tail";
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_series = new LineSeries(name: "Trim", color: IndicatorExtensions.Statistics, width: 2, style: LineStyle.Solid);
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AddLineSeries(_series);
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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protected override void OnInit()
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{
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_trim = new Trim(Period, TrimPct);
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_priceSelector = Source.GetPriceSelector();
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base.OnInit();
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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protected override void OnUpdate(UpdateArgs args)
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{
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var item = this.HistoricalData[this.Count - 1, SeekOriginHistory.Begin];
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double value = _priceSelector(item);
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var time = this.HistoricalData.Time();
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var input = new TValue(time, value);
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TValue result = _trim.Update(input, args.IsNewBar());
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_series.SetValue(result.Value, _trim.IsHot, ShowColdValues);
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}
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}
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