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refresh with new QT DLL

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Miha Kralj
2024-10-12 20:36:37 -07:00
parent cc45cebeb4
commit b3b3b24a25
65 changed files with 2593 additions and 1189 deletions
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quantower/Statistics/StddevIndicator.cs
+45 -12
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@@ -1,28 +1,61 @@
using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class StddevIndicator : IndicatorBase
public class StddevIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
public int Period { get; set; } = 20;
[InputParameter("Periods", sortIndex: 1, 2, 1000, 1, 0)]
public int Periods { get; set; } = 20;
[InputParameter("Population", sortIndex: 2)]
public bool IsPopulation { get; set; } = false;
[InputParameter("Data source", sortIndex: 3, 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;
private Stddev? stddev;
protected override AbstractBase QuanTAlib => stddev!;
public override string ShortName => $"STDDEV {Period} : {SourceName}";
public StddevIndicator() : base()
protected LineSeries? StddevSeries;
protected string? SourceName;
public int MinHistoryDepths => 2;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public StddevIndicator()
{
Name = "STDDEV - Standard Deviation";
Description = "Measures price volatility by calculating the dispersion of prices from their average over a period.";
Name = "Standard Deviation";
Description = "Measures the amount of variation or dispersion of a set of values";
SeparateWindow = true;
SourceName = Source.ToString();
StddevSeries = new("StdDev", Color.Blue, 2, LineStyle.Solid);
AddLineSeries(StddevSeries);
}
protected override void InitIndicator()
protected override void OnInit()
{
stddev = new(Period, IsPopulation);
MinHistoryDepths = stddev.WarmupPeriod;
base.InitIndicator();
stddev = new Stddev(Periods, IsPopulation);
SourceName = Source.ToString();
base.OnInit();
}
protected override void OnUpdate(UpdateArgs args)
{
TValue input = this.GetInputValue(args, Source);
TValue result = stddev!.Calc(input);
StddevSeries!.SetValue(result.Value);
}
public override string ShortName => $"StdDev ({Periods}, {(IsPopulation ? "Pop" : "Sample")}:{SourceName})";
}