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https://github.com/mihakralj/QuanTAlib.git
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refresh with new QT DLL
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@@ -1,24 +1,58 @@
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using TradingPlatform.BusinessLayer;
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using System.Drawing;
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using TradingPlatform.BusinessLayer;
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namespace QuanTAlib;
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public class LtmaIndicator : IndicatorBase
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public class LtmaIndicator : Indicator, IWatchlistIndicator
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{
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[InputParameter("Gamma", sortIndex: 1, 0, 1, 0.01, 2)]
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public double Gamma { get; set; } = 0.10;
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[InputParameter("Gamma", sortIndex: 1, 0.01, 1, 0.01, 2)]
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public double Gamma { get; set; } = 0.1;
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[InputParameter("Data source", sortIndex: 2, variants: [
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"Open", SourceType.Open,
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"High", SourceType.High,
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"Low", SourceType.Low,
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"Close", SourceType.Close,
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"HL/2 (Median)", SourceType.HL2,
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"OC/2 (Midpoint)", SourceType.OC2,
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"OHL/3 (Mean)", SourceType.OHL3,
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"HLC/3 (Typical)", SourceType.HLC3,
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"OHLC/4 (Average)", SourceType.OHLC4,
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"HLCC/4 (Weighted)", SourceType.HLCC4
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])]
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public SourceType Source { get; set; } = SourceType.Close;
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private Ltma? ma;
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protected override AbstractBase QuanTAlib => ma!;
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public override string ShortName => $"Laguerre {Gamma:F2} : {SourceName}";
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protected LineSeries? Series;
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protected string? SourceName;
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public int MinHistoryDepths => 4; // Based on WarmupPeriod in Ltma
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int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
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public LtmaIndicator() : base()
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public LtmaIndicator()
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{
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Name = "LTMA - Laguerre Transform Moving Average";
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Description = "Moving average using Laguerre polynomials, offering adjustable smoothing and lag reduction.";
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OnBackGround = true;
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SeparateWindow = false;
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SourceName = Source.ToString();
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Name = "LTMA - Laguerre Time Moving Average";
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Description = "Laguerre Time Moving Average";
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Series = new(name: $"LTMA {Gamma}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
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AddLineSeries(Series);
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}
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protected override void InitIndicator()
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protected override void OnInit()
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{
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ma = new Ltma(gamma: Gamma);
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base.InitIndicator();
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ma = new Ltma(Gamma);
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SourceName = Source.ToString();
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base.OnInit();
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}
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protected override void OnUpdate(UpdateArgs args)
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{
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TValue input = this.GetInputValue(args, Source);
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TValue result = ma!.Calc(input);
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Series!.SetValue(result.Value);
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}
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public override string ShortName => $"LTMA {Gamma}:{SourceName}";
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}
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