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https://github.com/mihakralj/QuanTAlib.git
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refresh with new QT DLL
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@@ -1,26 +1,58 @@
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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 ZScoreIndicator : IndicatorBase
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public class ZscoreIndicator : Indicator, IWatchlistIndicator
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{
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[InputParameter("Period", sortIndex: 1, 2, 2000, 1, 0)]
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public int Period { get; set; } = 20;
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[InputParameter("Periods", sortIndex: 1, 2, 2000, 1, 0)]
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public int Periods { get; set; } = 20;
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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 Zscore? zScore;
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protected override AbstractBase QuanTAlib => zScore!;
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public override string ShortName => $"ZSCORE {Period} : {SourceName}";
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protected LineSeries? ZscoreSeries;
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protected string? SourceName;
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public int MinHistoryDepths => 2;
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int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
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public ZScoreIndicator() : base()
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public ZscoreIndicator()
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{
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Name = "ZSCORE - Standard Score";
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Name = "Z-Score";
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Description = "Measures how many standard deviations a price is from the mean, indicating overbought/oversold levels.";
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SeparateWindow = true;
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SourceName = Source.ToString();
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ZscoreSeries = new("Z-Score", Color.Blue, 2, LineStyle.Solid);
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AddLineSeries(ZscoreSeries);
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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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zScore = new(Period);
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MinHistoryDepths = zScore.WarmupPeriod;
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base.InitIndicator();
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zScore = new Zscore(Periods);
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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 = zScore!.Calc(input);
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ZscoreSeries!.SetValue(result.Value);
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}
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public override string ShortName => $"Z-Score ({Periods}:{SourceName})";
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}
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