more volatilty

2026-08-22 20:48:04 +00:00 · 2026-02-02 13:42:47 -08:00
parent dde19f2226
commit a03d7aa0ce
89 changed files with 21551 additions and 438 deletions
@@ -0,0 +1,63 @@
+using System.Drawing;
+using System.Runtime.CompilerServices;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+/// <summary>
+/// Quantower adapter for MASSI (Mass Index) indicator.
+/// </summary>
+[SkipLocalsInit]
+public sealed class MassiIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("EMA Length", sortIndex: 1, 1, 100, 1, 0)]
+    public int EmaLength { get; set; } = 9;
+
+    [InputParameter("Sum Length", sortIndex: 2, 1, 100, 1, 0)]
+    public int SumLength { get; set; } = 25;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Massi _massi = null!;
+    private readonly LineSeries _series;
+
+    public static int MinHistoryDepths => 0;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public override string ShortName => $"MASSI {EmaLength},{SumLength}";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/volatility/massi/Massi.Quantower.cs";
+
+    public MassiIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = true;
+        Name = "MASSI - Mass Index";
+        Description = "Mass Index identifies trend reversals by measuring the narrowing and widening of the range between high and low prices. A 'reversal bulge' occurs when MASSI rises above 27 and then drops below 26.5.";
+
+        _series = new LineSeries(name: "MASSI", color: IndicatorExtensions.Volatility, width: 2, style: LineStyle.Solid);
+        AddLineSeries(_series);
+    }
+
+    protected override void OnInit()
+    {
+        _massi = new Massi(EmaLength, SumLength);
+        base.OnInit();
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
+        var bar = new TBar(
+            item.TimeLeft.Ticks,
+            item[PriceType.Open],
+            item[PriceType.High],
+            item[PriceType.Low],
+            item[PriceType.Close],
+            item[PriceType.Volume]
+        );
+        TValue result = _massi.Update(bar, isNew: args.IsNewBar());
+        _series.SetValue(result.Value, _massi.IsHot, ShowColdValues);
+    }
+}