mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-15 17:18:05 +00:00
Update file paths for QuanTAlib packages in main_automation.yml
This commit is contained in:
Miha Kralj
+265
-121
@@ -1,136 +1,280 @@
|
||||
using System;
|
||||
using System.Drawing;
|
||||
using System.Linq;
|
||||
using TradingPlatform.BusinessLayer;
|
||||
namespace QuanTAlib;
|
||||
|
||||
public class MovingAverage_chart : Indicator
|
||||
{
|
||||
#region Parameters
|
||||
|
||||
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
|
||||
private int Period = 10;
|
||||
|
||||
[InputParameter("Data source", 1, variants: new object[]
|
||||
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
|
||||
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
|
||||
private int DataSource = 3;
|
||||
|
||||
[InputParameter("Moving Average Type", 2, variants: new object[]
|
||||
public class MovingAverage_chart : Indicator {
|
||||
#region Parameters
|
||||
[InputParameter("MA1: Type", 0, variants: new object[]
|
||||
{ "SMA", 0, "EMA", 1, "WMA", 2, "T3", 3, "SMMA", 4, "TRIMA", 5, "DWMA", 6, "FMA", 7, "DEMA", 8, "TEMA", 9,
|
||||
"ALMA", 10, "HMA", 11, "HEMA", 12, "MAMA", 13, "KAMA", 14, "ZLEMA", 15, "JMA", 16})]
|
||||
private int MAtype = 1;
|
||||
private int MA1type = 15;
|
||||
|
||||
[InputParameter("MA1: Smoothing period", 1, 1, 999, 1, 1)]
|
||||
private int MA1Period = 10;
|
||||
|
||||
[InputParameter("MA1: Data source", 2, variants: new object[]
|
||||
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
|
||||
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
|
||||
private int MA1DataSource = 3;
|
||||
|
||||
[InputParameter("MA2: Type", 3, variants: new object[]
|
||||
{ "SMA", 0, "EMA", 1, "WMA", 2, "T3", 3, "SMMA", 4, "TRIMA", 5, "DWMA", 6, "FMA", 7, "DEMA", 8, "TEMA", 9,
|
||||
"ALMA", 10, "HMA", 11, "HEMA", 12, "MAMA", 13, "KAMA", 14, "ZLEMA", 15, "JMA", 16})]
|
||||
private int MA2type = 16;
|
||||
|
||||
[InputParameter("MA2: Smoothing period", 4, 1, 999, 1, 1)]
|
||||
private int MA2Period = 50;
|
||||
|
||||
[InputParameter("MA2: Data source", 5, variants: new object[]
|
||||
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
|
||||
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
|
||||
private int MA2DataSource = 8;
|
||||
|
||||
[InputParameter("Long trades", 6)]
|
||||
private bool LongTrades = true;
|
||||
|
||||
[InputParameter("Short trades", 6)]
|
||||
private bool ShortTrades = false;
|
||||
|
||||
#endregion Parameters
|
||||
|
||||
protected HistoricalData History;
|
||||
private TBars bars ;
|
||||
private TBars bars;
|
||||
|
||||
///////
|
||||
private TSeries indicator;
|
||||
///////
|
||||
///////
|
||||
private TSeries MA1, MA2;
|
||||
private CROSS_Series trades;
|
||||
private COMPARE_Series overunder;
|
||||
private EQUITY_Series equity;
|
||||
///////
|
||||
|
||||
public MovingAverage_chart()
|
||||
{
|
||||
this.SeparateWindow = false;
|
||||
this.Name = "Flexible Moving Average";
|
||||
this.AddLineSeries("MA", Color.Yellow, 3, LineStyle.Solid);
|
||||
}
|
||||
|
||||
protected override void OnInit()
|
||||
{
|
||||
this.bars = new();
|
||||
this.History = this.Symbol.GetHistory(period: this.HistoricalData.Period, fromTime: HistoricalData.FromTime);
|
||||
for (int i = this.History.Count - 1; i >= 0; i--) {
|
||||
var rec = this.History[i, SeekOriginHistory.Begin];
|
||||
bars.Add(rec.TimeLeft, rec[PriceType.Open],
|
||||
rec[PriceType.High], rec[PriceType.Low],
|
||||
rec[PriceType.Close], rec[PriceType.Volume]);
|
||||
}
|
||||
|
||||
switch (MAtype) {
|
||||
case 0:
|
||||
indicator = new SMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
|
||||
this.Name = $"Simple Moving Average - SMA";
|
||||
break;
|
||||
case 1:
|
||||
indicator = new EMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
|
||||
this.Name = $"Exponential Moving Average - EMA";
|
||||
break;
|
||||
case 2:
|
||||
indicator = new WMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
|
||||
this.Name = $"Weighted Moving Average - WMA";
|
||||
break;
|
||||
case 3:
|
||||
indicator = new T3_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
|
||||
this.Name = $"Tillson T3 Moving Average - T3";
|
||||
break;
|
||||
case 4:
|
||||
indicator = new SMMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
|
||||
this.Name = $"Smoothed Moving Average - SMMA";
|
||||
break;
|
||||
case 5:
|
||||
indicator = new TRIMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
|
||||
this.Name = $"Triangular Moving Average - TRIMA";
|
||||
break;
|
||||
case 6:
|
||||
indicator = new DWMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
|
||||
this.Name = $"Double Weighted Moving Average - DWMA";
|
||||
break;
|
||||
case 7:
|
||||
indicator = new FMA_Series(source: bars.Select(this.DataSource), period: this.Period);
|
||||
this.Name = $"Fibonacci Moving Average - FMA";
|
||||
break;
|
||||
case 8:
|
||||
indicator = new DEMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
|
||||
this.Name = $"Double Exponential Moving Average - DEMA";
|
||||
break;
|
||||
case 9:
|
||||
indicator = new TEMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
|
||||
this.Name = $"Triple Exponential Moving Average - TEMA";
|
||||
break;
|
||||
case 10:
|
||||
indicator = new ALMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
|
||||
this.Name = $"Arnaud Legoux Moving Average - ALMA";
|
||||
break;
|
||||
case 11:
|
||||
indicator = new HMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
|
||||
this.Name = $"Hull Moving Average - HMA";
|
||||
break;
|
||||
case 12:
|
||||
indicator = new HEMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
|
||||
this.Name = $"Hull-Exponential Moving Average - HEMA";
|
||||
break;
|
||||
case 13:
|
||||
double factor= 1.015 * Math.Exp(-0.043 * (double)this.Period);
|
||||
indicator = new MAMA_Series(source: bars.Select(this.DataSource),
|
||||
fastlimit: factor, slowlimit: factor*0.1,
|
||||
useNaN: false);
|
||||
this.Name = $"MESA Adaptive Moving Average - MAMA";
|
||||
break;
|
||||
case 14:
|
||||
indicator = new KAMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
|
||||
this.Name = $"Kaufman's Adaptive Moving Average - KAMA";
|
||||
break;
|
||||
case 15:
|
||||
indicator = new ZLEMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
|
||||
this.Name = $"Zero Lag Exponential Moving Average - ZLEMA";
|
||||
break;
|
||||
default:
|
||||
indicator = new JMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
|
||||
this.Name = $"Jurik Moving Average - JMA";
|
||||
break;
|
||||
}
|
||||
this.Name = this.Name + $" ({Period}:{TBars.SelectStr(this.DataSource)})";
|
||||
public MovingAverage_chart() {
|
||||
this.SeparateWindow = false;
|
||||
this.Name = "2MA Crossover";
|
||||
this.AddLineSeries("MA1", Color.SeaGreen, 3, LineStyle.Solid);
|
||||
this.AddLineSeries("MA2", Color.OrangeRed, 3, LineStyle.Solid);
|
||||
}
|
||||
|
||||
protected override void OnUpdate(UpdateArgs args)
|
||||
{
|
||||
bool update = !(args.Reason == UpdateReason.NewBar ||
|
||||
args.Reason == UpdateReason.HistoricalBar);
|
||||
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
|
||||
this.GetPrice(PriceType.High),
|
||||
this.GetPrice(PriceType.Low),
|
||||
this.GetPrice(PriceType.Close),
|
||||
this.GetPrice(PriceType.Volume), update);
|
||||
this.SetValue(this.indicator[this.indicator.Count - 1].v);
|
||||
}
|
||||
protected override void OnInit() {
|
||||
this.bars = new();
|
||||
this.History = this.Symbol.GetHistory(period: this.HistoricalData.Period, fromTime: HistoricalData.FromTime);
|
||||
for (int i = this.History.Count - 1; i >= 0; i--) {
|
||||
var rec = this.History[i, SeekOriginHistory.Begin];
|
||||
bars.Add(rec.TimeLeft, rec[PriceType.Open],
|
||||
rec[PriceType.High], rec[PriceType.Low],
|
||||
rec[PriceType.Close], rec[PriceType.Volume]);
|
||||
}
|
||||
this.Name = "Crossover[ ";
|
||||
switch (MA1type) {
|
||||
case 0:
|
||||
MA1 = new SMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
|
||||
this.Name += $"SMA";
|
||||
break;
|
||||
case 1:
|
||||
MA1 = new EMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
|
||||
this.Name += $"EMA";
|
||||
break;
|
||||
case 2:
|
||||
MA1 = new WMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
|
||||
this.Name += $"WMA";
|
||||
break;
|
||||
case 3:
|
||||
MA1 = new T3_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
|
||||
this.Name += $"T3";
|
||||
break;
|
||||
case 4:
|
||||
MA1 = new SMMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
|
||||
this.Name += $"SMMA";
|
||||
break;
|
||||
case 5:
|
||||
MA1 = new TRIMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
|
||||
this.Name += $"TRIMA";
|
||||
break;
|
||||
case 6:
|
||||
MA1 = new DWMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
|
||||
this.Name += $"DWMA";
|
||||
break;
|
||||
case 7:
|
||||
MA1 = new FMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period);
|
||||
this.Name += $"FMA";
|
||||
break;
|
||||
case 8:
|
||||
MA1 = new DEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
|
||||
this.Name += $"DEMA";
|
||||
break;
|
||||
case 9:
|
||||
MA1 = new TEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
|
||||
this.Name += $"TEMA";
|
||||
break;
|
||||
case 10:
|
||||
MA1 = new ALMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
|
||||
this.Name += $"ALMA";
|
||||
break;
|
||||
case 11:
|
||||
MA1 = new HMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
|
||||
this.Name += $"HMA";
|
||||
break;
|
||||
case 12:
|
||||
MA1 = new HEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
|
||||
this.Name += $"HEMA";
|
||||
break;
|
||||
case 13:
|
||||
double factor = 1.015 * Math.Exp(-0.043 * (double)this.MA1Period);
|
||||
MA1 = new MAMA_Series(source: bars.Select(this.MA1DataSource), fastlimit: factor, slowlimit: factor * 0.1, useNaN: false);
|
||||
this.Name += $"MAMA";
|
||||
break;
|
||||
case 14:
|
||||
MA1 = new KAMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
|
||||
this.Name += $"KAMA";
|
||||
break;
|
||||
case 15:
|
||||
MA1 = new ZLEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
|
||||
this.Name += $"ZLEMA";
|
||||
break;
|
||||
default:
|
||||
MA1 = new JMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
|
||||
this.Name += $"JMA";
|
||||
break;
|
||||
}
|
||||
|
||||
this.Name = this.Name + $" ({MA1Period}:{TBars.SelectStr(this.MA1DataSource)}) : ";
|
||||
|
||||
switch (MA2type) {
|
||||
case 0:
|
||||
MA2 = new SMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||
this.Name += $"SMA";
|
||||
break;
|
||||
case 1:
|
||||
MA2 = new EMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||
this.Name += $"EMA";
|
||||
break;
|
||||
case 2:
|
||||
MA2 = new WMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||
this.Name += $"WMA";
|
||||
break;
|
||||
case 3:
|
||||
MA2 = new T3_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||
this.Name += $"T3";
|
||||
break;
|
||||
case 4:
|
||||
MA2 = new SMMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||
this.Name += $"SMMA";
|
||||
break;
|
||||
case 5:
|
||||
MA2 = new TRIMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||
this.Name += $"TRIMA";
|
||||
break;
|
||||
case 6:
|
||||
MA2 = new DWMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||
this.Name += $"DWMA";
|
||||
break;
|
||||
case 7:
|
||||
MA2 = new FMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period);
|
||||
this.Name += $"FMA";
|
||||
break;
|
||||
case 8:
|
||||
MA2 = new DEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||
this.Name += $"DEMA";
|
||||
break;
|
||||
case 9:
|
||||
MA2 = new TEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||
this.Name += $"TEMA";
|
||||
break;
|
||||
case 10:
|
||||
MA2 = new ALMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||
this.Name += $"ALMA";
|
||||
break;
|
||||
case 11:
|
||||
MA2 = new HMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||
this.Name += $"HMA";
|
||||
break;
|
||||
case 12:
|
||||
MA2 = new HEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||
this.Name += $"HEMA";
|
||||
break;
|
||||
case 13:
|
||||
double factor = 1.015 * Math.Exp(-0.043 * (double)this.MA2Period);
|
||||
MA2 = new MAMA_Series(source: bars.Select(this.MA2DataSource), fastlimit: factor, slowlimit: factor * 0.1, useNaN: false);
|
||||
this.Name += $"MAMA";
|
||||
break;
|
||||
case 14:
|
||||
MA2 = new KAMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||
this.Name += $"KAMA";
|
||||
break;
|
||||
case 15:
|
||||
MA2 = new ZLEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||
this.Name += $"ZLEMA";
|
||||
break;
|
||||
default:
|
||||
MA2 = new JMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
||||
this.Name += $"JMA";
|
||||
break;
|
||||
}
|
||||
this.Name += $"({MA2Period}:{TBars.SelectStr(this.MA2DataSource)}) ]";
|
||||
|
||||
overunder = new(MA1, MA2);
|
||||
trades = new(MA1, MA2);
|
||||
equity = new(trades,prices: bars.Open,Long:LongTrades,Short:ShortTrades,Warmup:MA1Period+MA2Period);
|
||||
}
|
||||
|
||||
protected override void OnUpdate(UpdateArgs args) {
|
||||
bool update = !(args.Reason == UpdateReason.NewBar ||
|
||||
args.Reason == UpdateReason.HistoricalBar);
|
||||
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
|
||||
this.GetPrice(PriceType.High),
|
||||
this.GetPrice(PriceType.Low),
|
||||
this.GetPrice(PriceType.Close),
|
||||
this.GetPrice(PriceType.Volume), update);
|
||||
this.SetValue(this.MA1[^1].v, lineIndex: 0);
|
||||
this.SetValue(this.MA2[^1].v, lineIndex: 1);
|
||||
|
||||
if (trades[^1].v == 1) {
|
||||
this.EndCloud(0, 1, Color.Empty);
|
||||
if (LongTrades) {
|
||||
this.LinesSeries[0].SetMarker(0, new IndicatorLineMarker(Color.SeaGreen, upperIcon: IndicatorLineMarkerIconType.UpArrow));
|
||||
this.BeginCloud(0, 1, Color.FromArgb(127, Color.Green));
|
||||
}
|
||||
if (ShortTrades) {
|
||||
this.LinesSeries[1].SetMarker(0, new IndicatorLineMarker(Color.OrangeRed, bottomIcon: IndicatorLineMarkerIconType.DownArrow));
|
||||
}
|
||||
}
|
||||
if (trades[^1].v == -1) {
|
||||
this.EndCloud(0, 1, Color.Empty);
|
||||
if (ShortTrades) {
|
||||
this.LinesSeries[1].SetMarker(0, new IndicatorLineMarker(Color.OrangeRed, bottomIcon: IndicatorLineMarkerIconType.UpArrow));
|
||||
this.BeginCloud(0, 1, Color.FromArgb(127, Color.Red));
|
||||
}
|
||||
if (LongTrades) {
|
||||
this.LinesSeries[0].SetMarker(0, new IndicatorLineMarker(Color.SeaGreen, upperIcon: IndicatorLineMarkerIconType.DownArrow));
|
||||
}
|
||||
}
|
||||
}
|
||||
public override void OnPaintChart(PaintChartEventArgs args) {
|
||||
base.OnPaintChart(args);
|
||||
if (this.CurrentChart == null) return;
|
||||
Graphics graphics = args.Graphics;
|
||||
var mainWindow = this.CurrentChart.MainWindow;
|
||||
int leftIndex = (int)mainWindow.CoordinatesConverter.GetBarIndex(mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Left));
|
||||
int rightIndex = (int)Math.Ceiling(mainWindow.CoordinatesConverter.GetBarIndex(mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Right)));
|
||||
int historycount = HistoricalData.Count;
|
||||
int ymax = mainWindow.ClientRectangle.Height;
|
||||
int ymin = ymax - (int)(ymax / 4);
|
||||
double eqmin = equity.v.Min();
|
||||
double eqmax = equity.v.Max();
|
||||
double proportion = (ymax-ymin) / (eqmax-eqmin);
|
||||
|
||||
for (int i = leftIndex; i <= rightIndex; i++) {
|
||||
int xi = (int)Math.Round(mainWindow.CoordinatesConverter.GetChartX(Time(Count - 1 - i)));
|
||||
int width = this.CurrentChart.BarsWidth;
|
||||
int height = (int)((equity[i+historycount].v) *proportion);
|
||||
|
||||
Brush bb = Brushes.DarkSlateGray;
|
||||
bb = (overunder[i+historycount].v>0 && LongTrades)? Brushes.Green : bb;
|
||||
bb = (overunder[i + historycount].v < 0 && ShortTrades) ? Brushes.Red : bb;
|
||||
|
||||
graphics.FillRectangle(bb, xi, ymax - height, width, height);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -16,6 +16,7 @@
|
||||
<FileVersion>0.2.1.0</FileVersion>
|
||||
<InformationalVersion>0.2.1-dev.2+Branch.dev.Sha.cb5fe2dc86a78fe9358da810d17952c82299ed3d</InformationalVersion>
|
||||
<Version>0.2.1-dev.2</Version>
|
||||
<SuppressNETSdkWarningProperty>NETSDK1057</SuppressNETSdkWarningProperty>
|
||||
</PropertyGroup>
|
||||
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|AnyCPU'">
|
||||
<Optimize>True</Optimize>
|
||||
|
||||
Reference in New Issue
Block a user