feat(dynamics): add PTA - Ehlers Precision Trend Analysis

TASC Sep 2024. Dual 2-pole Butterworth highpass bandpass for near-zero-lag trend extraction. HP(long) - HP(short) preserves cycles between shortPeriod and longPeriod. - Core: Pta.cs with O(1) streaming, Span batch, state rollback - Quantower: PtaIndicator adapter with LineSeries + SetValue - Tests: 31 lib + 11 Quantower (all passing) - Pine: pta.pine PineScript v6 reference - Docs: Pta.md canonical template v3 - Python: Exports.Generated.cs + _bridge.py + dynamics.py - Indexes: _sidebar.md, lib/_index.md, dynamics/_index.md, docs/indicators.md, docs/pinescript.md
2026-08-12 15:48:05 +00:00 · 2026-03-17 17:25:17 -07:00
parent 84d12e5706
commit aec3a64e4e
14 changed files with 1023 additions and 1 deletions
@@ -0,0 +1,59 @@
+using System.Drawing;
+using System.Runtime.CompilerServices;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+[SkipLocalsInit]
+public sealed class PtaIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Long Period", sortIndex: 1, 3, 9999, 1, 0)]
+    public int LongPeriod { get; set; } = 250;
+
+    [InputParameter("Short Period", sortIndex: 2, 2, 9999, 1, 0)]
+    public int ShortPeriod { get; set; } = 40;
+
+    [IndicatorExtensions.DataSourceInput]
+    public SourceType Source { get; set; } = SourceType.Close;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Pta _ind = null!;
+    private readonly LineSeries _series;
+    private string _sourceName = null!;
+    private Func<IHistoryItem, double> _priceSelector = null!;
+
+    public static int MinHistoryDepths => 0;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public override string ShortName => $"PTA {LongPeriod},{ShortPeriod}:{_sourceName}";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/dynamics/pta/Pta.Quantower.cs";
+
+    public PtaIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = true;
+        _sourceName = Source.ToString();
+        Name = "PTA - Ehlers Precision Trend Analysis";
+        Description = "Dual highpass filter bandpass for near-zero-lag trend extraction.";
+        _series = new LineSeries(name: $"PTA {LongPeriod},{ShortPeriod}", color: Color.Red, width: 2, style: LineStyle.Solid);
+        AddLineSeries(_series);
+    }
+
+    protected override void OnInit()
+    {
+        _ind = new Pta(LongPeriod, ShortPeriod);
+        _sourceName = Source.ToString();
+        _priceSelector = Source.GetPriceSelector();
+        base.OnInit();
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
+        TValue result = _ind.Update(new TValue(item.TimeLeft.Ticks, _priceSelector(item)), isNew: args.IsNewBar());
+        _series.SetValue(result.Value, _ind.IsHot, ShowColdValues);
+    }
+}