gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-19 02:58:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

refresh with new QT DLL

Browse Source
This commit is contained in:
Miha Kralj
2024-10-12 20:36:37 -07:00
parent cc45cebeb4
commit b3b3b24a25
65 changed files with 2593 additions and 1189 deletions
Download Patch File Download Diff File Expand all files Collapse all files
quantower/Averages/QemaIndicator.cs
+55 -18
View File
@@ -1,30 +1,67 @@
using TradingPlatform.BusinessLayer;
using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class QemaIndicator : IndicatorBase
public class QemaIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("alpha 1", sortIndex: 1, minimum: 0.01, maximum: 1.0, increment: 0.01, decimalPlaces: 2)]
public double k1 { get; set; } = 0.2;
[InputParameter("K1", sortIndex: 1, 0.01, 1, 0.01, 2)]
public double K1 { get; set; } = 0.2;
[InputParameter("K2", sortIndex: 2, 0.01, 1, 0.01, 2)]
public double K2 { get; set; } = 0.2;
[InputParameter("K3", sortIndex: 3, 0.01, 1, 0.01, 2)]
public double K3 { get; set; } = 0.2;
[InputParameter("K4", sortIndex: 4, 0.01, 1, 0.01, 2)]
public double K4 { get; set; } = 0.2;
[InputParameter("Data source", sortIndex: 5, variants: [
"Open", SourceType.Open,
"High", SourceType.High,
"Low", SourceType.Low,
"Close", SourceType.Close,
"HL/2 (Median)", SourceType.HL2,
"OC/2 (Midpoint)", SourceType.OC2,
"OHL/3 (Mean)", SourceType.OHL3,
"HLC/3 (Typical)", SourceType.HLC3,
"OHLC/4 (Average)", SourceType.OHLC4,
"HLCC/4 (Weighted)", SourceType.HLCC4
])]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("alpha 2", sortIndex: 2, minimum: 0.01, maximum: 1.0, increment: 0.01, decimalPlaces: 2)]
public double k2 { get; set; } = 0.3;
[InputParameter("alpha 3", sortIndex: 3, minimum: 0.01, maximum: 1.0, increment: 0.01, decimalPlaces: 2)]
public double k3 { get; set; } = 0.4;
[InputParameter("alpha 4", sortIndex: 4, minimum: 0.01, maximum: 1.0, increment: 0.01, decimalPlaces: 2)]
public double k4 { get; set; } = 0.5;
private Qema? ma;
protected override AbstractBase QuanTAlib => ma!;
public override string ShortName => $"QEMA {k1:F2} : {k2:F2} : {k3:F2} : {k4:F2} :{SourceName}";
protected LineSeries? Series;
protected string? SourceName;
public int MinHistoryDepths => (int)((2 - Math.Min(Math.Min(K1, K2), Math.Min(K3, K4))) / Math.Min(Math.Min(K1, K2), Math.Min(K3, K4)));
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public QemaIndicator() : base()
public QemaIndicator()
{
Name = "QEMA - Quad Exponential Moving Average";
Description = "Combines four EMAs with different smoothing factors to reduce lag and improve trend following.";
OnBackGround = true;
SeparateWindow = false;
SourceName = Source.ToString();
Name = "QEMA - Quadruple Exponential Moving Average";
Description = "Quadruple Exponential Moving Average";
Series = new(name: $"QEMA {K1},{K2},{K3},{K4}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
AddLineSeries(Series);
}
protected override void InitIndicator()
protected override void OnInit()
{
base.InitIndicator();
ma = new Qema(k1, k2, k3, k4);
ma = new Qema(K1, K2, K3, K4);
SourceName = Source.ToString();
base.OnInit();
}
protected override void OnUpdate(UpdateArgs args)
{
TValue input = this.GetInputValue(args, Source);
TValue result = ma!.Calc(input);
Series!.SetValue(result.Value);
}
public override string ShortName => $"QEMA {K1},{K2},{K3},{K4}:{SourceName}";
}