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https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-27 17:27:43 +00:00
feat: add AC (Accelerator) and AO (Awesome) oscillator indicators
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@@ -61,4 +61,36 @@ public class OscillatorsUpdateTests
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Assert.Equal(initialValue, finalValue, precision);
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}
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[Fact]
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public void Ao_Update()
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{
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var indicator = new Ao();
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TBar r = new(DateTime.Now, ReferenceValue, ReferenceValue, ReferenceValue, ReferenceValue, 1000, IsNew: true);
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double initialValue = indicator.Calc(r);
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for (int i = 0; i < RandomUpdates; i++)
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{
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indicator.Calc(new TBar(DateTime.Now, GetRandomDouble(), GetRandomDouble(), GetRandomDouble(), GetRandomDouble(), 1000, IsNew: false));
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}
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double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
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Assert.Equal(initialValue, finalValue, precision);
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}
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[Fact]
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public void Ac_Update()
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{
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var indicator = new Ac();
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TBar r = new(DateTime.Now, ReferenceValue, ReferenceValue, ReferenceValue, ReferenceValue, 1000, IsNew: true);
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double initialValue = indicator.Calc(r);
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for (int i = 0; i < RandomUpdates; i++)
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{
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indicator.Calc(new TBar(DateTime.Now, GetRandomDouble(), GetRandomDouble(), GetRandomDouble(), GetRandomDouble(), 1000, IsNew: false));
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}
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double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
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Assert.Equal(initialValue, finalValue, precision);
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}
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}
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@@ -0,0 +1,71 @@
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using System.Runtime.CompilerServices;
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namespace QuanTAlib;
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/// <summary>
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/// AC: Acceleration/Deceleration Oscillator
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/// A momentum indicator that measures the acceleration and deceleration of the current driving force.
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/// It is derived from the Awesome Oscillator (AO) and helps identify potential trend reversals.
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/// </summary>
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/// <remarks>
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/// The AC calculation process:
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/// 1. Calculate the Awesome Oscillator (AO)
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/// 2. Calculate a 5-period simple moving average of the AO
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/// 3. Subtract the 5-period SMA from the current AO value
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///
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/// Key characteristics:
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/// - Oscillates above and below zero
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/// - Measures the acceleration/deceleration of market driving force
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/// - Positive values indicate increasing momentum
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/// - Negative values indicate decreasing momentum
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/// - Can be used to identify potential trend reversals
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///
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/// Formula:
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/// AC = AO - SMA(AO, 5)
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///
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/// Sources:
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/// Bill Williams - "Trading Chaos" (1995)
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/// https://www.investopedia.com/terms/a/ac.asp
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/// </remarks>
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[SkipLocalsInit]
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public sealed class Ac : AbstractBase
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{
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private readonly Ao _ao;
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private readonly Sma _sma5;
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/// <param name="source">The data source object that publishes updates.</param>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public Ac(object source) : this()
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{
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var pubEvent = source.GetType().GetEvent("Pub");
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pubEvent?.AddEventHandler(source, new BarSignal(Sub));
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public Ac()
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{
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_ao = new Ao();
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_sma5 = new Sma(5);
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WarmupPeriod = 39; // AO requires 34 periods + 5 for AC's SMA
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Name = "AC";
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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protected override void ManageState(bool isNew)
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{
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if (isNew)
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{
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_index++;
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}
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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protected override double Calculation()
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{
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ManageState(BarInput.IsNew);
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var ao = _ao.Calc(BarInput, BarInput.IsNew);
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_sma5.Calc(ao, BarInput.IsNew);
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return ao - _sma5.Value;
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}
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}
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@@ -0,0 +1,71 @@
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using System.Runtime.CompilerServices;
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namespace QuanTAlib;
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/// <summary>
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/// AO: Awesome Oscillator
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/// A momentum indicator that reflects the precise changes in the market driving force.
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/// It is used to affirm trends or to anticipate possible reversals.
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/// </summary>
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/// <remarks>
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/// The AO calculation process:
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/// 1. Calculates the 5-period simple moving average of the HL2 (High+Low)/2 values.
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/// 2. Calculates the 34-period simple moving average of the HL2 (High+Low)/2 values.
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/// 3. Subtracts the 34-period SMA from the 5-period SMA.
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///
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/// Key characteristics:
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/// - Oscillates above and below zero
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/// - Positive values indicate bullish momentum
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/// - Negative values indicate bearish momentum
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/// - Crosses above zero suggest buying opportunities
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/// - Crosses below zero suggest selling opportunities
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///
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/// Formula:
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/// AO = SMA(HL2, 5) - SMA(HL2, 34)
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///
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/// Sources:
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/// Bill Williams - "Trading Chaos" (1995)
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/// https://www.investopedia.com/terms/a/awesomeoscillator.asp
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/// </remarks>
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[SkipLocalsInit]
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public sealed class Ao : AbstractBase
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{
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private readonly Sma _sma5;
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private readonly Sma _sma34;
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/// <param name="source">The data source object that publishes updates.</param>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public Ao(object source) : this()
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{
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var pubEvent = source.GetType().GetEvent("Pub");
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pubEvent?.AddEventHandler(source, new BarSignal(Sub));
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public Ao()
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{
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_sma5 = new Sma(5);
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_sma34 = new Sma(34);
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WarmupPeriod = 34;
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Name = "AO";
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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protected override void ManageState(bool isNew)
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{
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if (isNew)
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{
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_index++;
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}
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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protected override double Calculation()
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{
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ManageState(BarInput.IsNew);
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_sma5.Calc(BarInput.HL2, BarInput.IsNew);
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_sma34.Calc(BarInput.HL2, BarInput.IsNew);
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return _sma5.Value - _sma34.Value;
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}
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}
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@@ -1,7 +1,7 @@
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# Oscillators indicators
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AC - Acceleration Oscillator
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AO - Awesome Oscillator
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✔️ AC - Acceleration Oscillator
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✔️ AO - Awesome Oscillator
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AROON - Aroon oscillator
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BOP - Balance of Power
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CCI - Commodity Channel Index
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