feat: add MADH (Ehlers Moving Average Difference with Hann) indicator

2026-08-25 22:08:05 +00:00 · 2026-03-17 13:48:34 -07:00
parent 4fa29c04b7
commit b4523b5cca
16 changed files with 1410 additions and 0 deletions
@@ -0,0 +1,59 @@
+using System.Drawing;
+using System.Runtime.CompilerServices;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+[SkipLocalsInit]
+public sealed class MadhIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Short Length", sortIndex: 1, 1, 1000, 1, 0)]
+    public int ShortLength { get; set; } = 8;
+
+    [InputParameter("Dominant Cycle", sortIndex: 2, 2, 1000, 1, 0)]
+    public int DominantCycle { get; set; } = 27;
+
+    [IndicatorExtensions.DataSourceInput]
+    public SourceType Source { get; set; } = SourceType.Close;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Madh _ma = 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 => $"MADH {ShortLength},{DominantCycle}:{_sourceName}";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/oscillators/madh/Madh.Quantower.cs";
+
+    public MadhIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = true;
+        _sourceName = Source.ToString();
+        Name = "MADH - Ehlers Moving Average Difference with Hann";
+        Description = "Zero-centered percentage oscillator comparing dual Hann-windowed FIR averages";
+        _series = new LineSeries(name: $"MADH {ShortLength},{DominantCycle}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        AddLineSeries(_series);
+    }
+
+    protected override void OnInit()
+    {
+        _ma = new Madh(ShortLength, DominantCycle);
+        _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 = _ma.Update(new TValue(item.TimeLeft.Ticks, _priceSelector(item)), isNew: args.IsNewBar());
+        _series.SetValue(result.Value, _ma.IsHot, ShowColdValues);
+    }
+}