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This commit is contained in:
Miha Kralj
2024-10-13 11:19:27 -07:00
parent 2236f5f483
commit bbefc72d73
65 changed files with 669 additions and 1087 deletions
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quantower/Averages/AfirmaIndicator.cs
+11
View File
@@ -34,6 +34,8 @@ public class AfirmaIndicator : Indicator, IWatchlistIndicator
])]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Afirma? ma;
protected LineSeries? Series;
protected string? SourceName;
@@ -47,6 +49,7 @@ public class AfirmaIndicator : Indicator, IWatchlistIndicator
SourceName = Source.ToString();
Name = "AFIRMA - Adaptive Finite Impulse Response Moving Average";
Description = "Adaptive Finite Impulse Response Moving Average with ARMA component";
Series = new(name: $"AFIRMA {Taps}:{Periods}:{Window}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
AddLineSeries(Series);
}
@@ -63,9 +66,17 @@ public class AfirmaIndicator : Indicator, IWatchlistIndicator
TValue input = this.GetInputValue(args, Source);
TValue result = ma!.Calc(input);
Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
Series!.SetValue(result.Value);
}
public override string ShortName => $"AFIRMA {Taps}:{Periods}:{Window}:{SourceName}";
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
this.DrawText(args, Description);
}
}
quantower/Averages/AlmaIndicator.cs
+14 -3
View File
@@ -8,10 +8,10 @@ public class AlmaIndicator : Indicator, IWatchlistIndicator
[InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
public int Period { get; set; } = 10;
[InputParameter("Offset", sortIndex: 2)]
[InputParameter("Offset", sortIndex: 2, minimum: 0, maximum: 1, decimalPlaces: 2)]
public double Offset { get; set; } = 0.85;
[InputParameter("Sigma", sortIndex: 3)]
[InputParameter("Sigma", sortIndex: 3, minimum: 0, maximum: 100, decimalPlaces: 1)]
public double Sigma { get; set; } = 6.0;
[InputParameter("Data source", sortIndex: 4, variants: [
@@ -28,12 +28,17 @@ public class AlmaIndicator : Indicator, IWatchlistIndicator
])]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Alma? ma;
protected LineSeries? Series;
protected string? SourceName;
public int MinHistoryDepths => Period;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"ALMA {Period}:{Offset:F2}:{Sigma:F1}:{SourceName}";
public AlmaIndicator()
{
OnBackGround = true;
@@ -58,7 +63,13 @@ public class AlmaIndicator : Indicator, IWatchlistIndicator
TValue result = ma!.Calc(input);
Series!.SetValue(result.Value);
Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
}
public override string ShortName => $"ALMA {Period}:{Offset:F2}:{Sigma:F0}:{SourceName}";
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
this.DrawText(args, Description);
}
}
quantower/Averages/DemaIndicator.cs
+12 -1
View File
@@ -22,12 +22,17 @@ public class DemaIndicator : Indicator, IWatchlistIndicator
])]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Dema? ma;
protected LineSeries? Series;
protected string? SourceName;
public int MinHistoryDepths => Period;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"DEMA {Period}:{SourceName}";
public DemaIndicator()
{
OnBackGround = true;
@@ -52,7 +57,13 @@ public class DemaIndicator : Indicator, IWatchlistIndicator
TValue result = ma!.Calc(input);
Series!.SetValue(result.Value);
Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
}
public override string ShortName => $"DEMA {Period}:{SourceName}";
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
this.DrawText(args, Description);
}
}
quantower/Averages/DsmaIndicator.cs
+12 -2
View File
@@ -25,12 +25,17 @@ public class DsmaIndicator : Indicator, IWatchlistIndicator
])]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Dsma? ma;
protected LineSeries? Series;
protected string? SourceName;
public int MinHistoryDepths { get; private set; }
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"DSMA {Period}:{Scale:F2}:{SourceName}";
public DsmaIndicator()
{
OnBackGround = true;
@@ -56,8 +61,13 @@ public class DsmaIndicator : Indicator, IWatchlistIndicator
TValue result = ma!.Calc(input);
Series!.SetValue(result.Value);
Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
}
public override string ShortName => $"DSMA {Period}:{Scale:F2}:{SourceName}";
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
this.DrawText(args, Description);
}
}
quantower/Averages/DwmaIndicator.cs
+12 -2
View File
@@ -22,12 +22,17 @@ public class DwmaIndicator : Indicator, IWatchlistIndicator
])]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Dwma? ma;
protected LineSeries? Series;
protected string? SourceName;
public int MinHistoryDepths => Period;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"DWMA {Period}:{SourceName}";
public DwmaIndicator()
{
OnBackGround = true;
@@ -52,8 +57,13 @@ public class DwmaIndicator : Indicator, IWatchlistIndicator
TValue result = ma!.Calc(input);
Series!.SetValue(result.Value);
Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
}
public override string ShortName => $"DWMA {Period}:{SourceName}";
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
this.DrawText(args, Description);
}
}
quantower/Averages/EmaIndicator.cs
+17 -4
View File
@@ -6,9 +6,11 @@ namespace QuanTAlib;
public class EmaIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Periods", sortIndex: 1, 1, 1000, 1, 0)]
public int Periods { get; set; } = 14;
public int Periods { get; set; } = 10;
[InputParameter("Use SMA for warmup period", sortIndex: 2)]
public bool UseSMA { get; set; } = false;
[InputParameter("Data source", sortIndex: 2, variants: [
[InputParameter("Data source", sortIndex: 3, variants: [
"Open", SourceType.Open,
"High", SourceType.High,
"Low", SourceType.Low,
@@ -22,12 +24,17 @@ public class EmaIndicator : Indicator, IWatchlistIndicator
])]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Ema? ma;
protected LineSeries? Series;
protected string? SourceName;
public int MinHistoryDepths => Periods;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"EMA {Periods}:{SourceName}";
public EmaIndicator()
{
OnBackGround = true;
@@ -41,7 +48,7 @@ public class EmaIndicator : Indicator, IWatchlistIndicator
protected override void OnInit()
{
ma = new Ema(Periods);
ma = new Ema(Periods, useSma: UseSMA);
SourceName = Source.ToString();
base.OnInit();
}
@@ -52,7 +59,13 @@ public class EmaIndicator : Indicator, IWatchlistIndicator
TValue result = ma!.Calc(input);
Series!.SetValue(result.Value);
Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
}
public override string ShortName => $"EMA {Periods}:{SourceName}";
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
this.DrawText(args, Description);
}
}
quantower/Averages/EpmaIndicator.cs
+13 -2
View File
@@ -6,7 +6,7 @@ namespace QuanTAlib;
public class EpmaIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Periods", sortIndex: 1, 1, 1000, 1, 0)]
public int Periods { get; set; } = 14;
public int Periods { get; set; } = 10;
[InputParameter("Data source", sortIndex: 2, variants: [
"Open", SourceType.Open,
@@ -22,12 +22,17 @@ public class EpmaIndicator : Indicator, IWatchlistIndicator
])]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Epma? ma;
protected LineSeries? Series;
protected string? SourceName;
public int MinHistoryDepths => Periods;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"EPMA {Periods}:{SourceName}";
public EpmaIndicator()
{
OnBackGround = true;
@@ -52,7 +57,13 @@ public class EpmaIndicator : Indicator, IWatchlistIndicator
TValue result = ma!.Calc(input);
Series!.SetValue(result.Value);
Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
}
public override string ShortName => $"EPMA {Periods}:{SourceName}";
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
this.DrawText(args, Description);
}
}
quantower/Averages/FramaIndicator.cs
+13 -2
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@@ -6,7 +6,7 @@ namespace QuanTAlib;
public class FramaIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Periods", sortIndex: 1, 2, 1000, 1, 0)]
public int Periods { get; set; } = 14;
public int Periods { get; set; } = 10;
[InputParameter("Data source", sortIndex: 2, variants: [
"Open", SourceType.Open,
@@ -22,12 +22,17 @@ public class FramaIndicator : Indicator, IWatchlistIndicator
])]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Frama? ma;
protected LineSeries? Series;
protected string? SourceName;
public int MinHistoryDepths => Periods * 2;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"FRAMA {Periods}:{SourceName}";
public FramaIndicator()
{
OnBackGround = true;
@@ -52,7 +57,13 @@ public class FramaIndicator : Indicator, IWatchlistIndicator
TValue result = ma!.Calc(input);
Series!.SetValue(result.Value);
Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
}
public override string ShortName => $"FRAMA {Periods}:{SourceName}";
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
this.DrawText(args, Description);
}
}
quantower/Averages/FwmaIndicator.cs
+13 -2
View File
@@ -6,7 +6,7 @@ namespace QuanTAlib;
public class FwmaIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Periods", sortIndex: 1, 1, 1000, 1, 0)]
public int Periods { get; set; } = 14;
public int Periods { get; set; } = 10;
[InputParameter("Data source", sortIndex: 2, variants: [
"Open", SourceType.Open,
@@ -22,12 +22,17 @@ public class FwmaIndicator : Indicator, IWatchlistIndicator
])]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Fwma? ma;
protected LineSeries? Series;
protected string? SourceName;
public int MinHistoryDepths => Periods;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"FWMA {Periods}:{SourceName}";
public FwmaIndicator()
{
OnBackGround = true;
@@ -52,7 +57,13 @@ public class FwmaIndicator : Indicator, IWatchlistIndicator
TValue result = ma!.Calc(input);
Series!.SetValue(result.Value);
Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
}
public override string ShortName => $"FWMA {Periods}:{SourceName}";
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
this.DrawText(args, Description);
}
}
quantower/Averages/GmaIndicator.cs
+13 -5
View File
@@ -6,10 +6,7 @@ namespace QuanTAlib;
public class GmaIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Periods", sortIndex: 1, 1, 1000, 1, 0)]
public int Periods { get; set; } = 14;
[InputParameter("Sigma", sortIndex: 2, 0.1, 10, 0.1, 1)]
public double Sigma { get; set; } = 1.0;
public int Periods { get; set; } = 10;
[InputParameter("Data source", sortIndex: 3, variants: [
"Open", SourceType.Open,
@@ -25,12 +22,17 @@ public class GmaIndicator : Indicator, IWatchlistIndicator
])]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Gma? ma;
protected LineSeries? Series;
protected string? SourceName;
public int MinHistoryDepths => Periods;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"GMA {Periods}:{SourceName}";
public GmaIndicator()
{
OnBackGround = true;
@@ -55,7 +57,13 @@ public class GmaIndicator : Indicator, IWatchlistIndicator
TValue result = ma!.Calc(input);
Series!.SetValue(result.Value);
Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
}
public override string ShortName => $"GMA {Periods}:{Sigma}:{SourceName}";
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
this.DrawText(args, Description);
}
}
quantower/Averages/HmaIndicator.cs
+13 -2
View File
@@ -6,7 +6,7 @@ namespace QuanTAlib;
public class HmaIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Periods", sortIndex: 1, 2, 1000, 1, 0)]
public int Periods { get; set; } = 14;
public int Periods { get; set; } = 10;
[InputParameter("Data source", sortIndex: 2, variants: [
"Open", SourceType.Open,
@@ -22,12 +22,17 @@ public class HmaIndicator : Indicator, IWatchlistIndicator
])]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Hma? ma;
protected LineSeries? Series;
protected string? SourceName;
public int MinHistoryDepths => Periods + (int)Math.Sqrt(Periods) - 1;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"HMA {Periods}:{SourceName}";
public HmaIndicator()
{
OnBackGround = true;
@@ -52,7 +57,13 @@ public class HmaIndicator : Indicator, IWatchlistIndicator
TValue result = ma!.Calc(input);
Series!.SetValue(result.Value);
Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
}
public override string ShortName => $"HMA {Periods}:{SourceName}";
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
this.DrawText(args, Description);
}
}
quantower/Averages/HtitIndicator.cs
+13 -2
View File
@@ -19,12 +19,17 @@ public class HtitIndicator : Indicator, IWatchlistIndicator
])]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Htit? ma;
protected LineSeries? Series;
protected string? SourceName;
public int MinHistoryDepths => 12; // Based on WarmupPeriod in Htit
public static int MinHistoryDepths => 12; // Based on WarmupPeriod in Htit
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"HTIT:{SourceName}";
public HtitIndicator()
{
OnBackGround = true;
@@ -49,7 +54,13 @@ public class HtitIndicator : Indicator, IWatchlistIndicator
TValue result = ma!.Calc(input);
Series!.SetValue(result.Value);
Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
}
public override string ShortName => $"HTIT:{SourceName}";
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
this.DrawText(args, Description);
}
}
quantower/Averages/HwmaIndicator.cs
+14 -3
View File
@@ -5,8 +5,8 @@ namespace QuanTAlib;
public class HwmaIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Periods", sortIndex: 1, 1, 1000, 1, 0)]
public int Periods { get; set; } = 14;
[InputParameter("Periods (only when nA=nB=nC=0)", sortIndex: 1, 1, 1000, 1, 0)]
public int Periods { get; set; } = 10;
[InputParameter("nA", sortIndex: 2, 0, 1, 0.01, 2)]
public double NA { get; set; } = 0;
@@ -31,12 +31,17 @@ public class HwmaIndicator : Indicator, IWatchlistIndicator
])]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Hwma? ma;
protected LineSeries? Series;
protected string? SourceName;
public int MinHistoryDepths => Periods;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"HWMA {Periods}:{NA}:{NB}:{NC}:{SourceName}";
public HwmaIndicator()
{
OnBackGround = true;
@@ -68,7 +73,13 @@ public class HwmaIndicator : Indicator, IWatchlistIndicator
TValue result = ma!.Calc(input);
Series!.SetValue(result.Value);
Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
}
public override string ShortName => $"HWMA {Periods}:{NA}:{NB}:{NC}:{SourceName}";
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
this.DrawText(args, Description);
}
}
quantower/Averages/JmaIndicator.cs
+15 -7
View File
@@ -6,14 +6,11 @@ namespace QuanTAlib;
public class JmaIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Periods", sortIndex: 1, 1, 1000, 1, 0)]
public int Periods { get; set; } = 14;
public int Periods { get; set; } = 10;
[InputParameter("Phase", sortIndex: 2, -100, 100, 1, 0)]
public double Phase { get; set; } = 0;
[InputParameter("VShort", sortIndex: 3, 1, 100, 1, 0)]
public int VShort { get; set; } = 10;
[InputParameter("Data source", sortIndex: 4, variants: [
"Open", SourceType.Open,
"High", SourceType.High,
@@ -28,12 +25,17 @@ public class JmaIndicator : Indicator, IWatchlistIndicator
])]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Jma? ma;
protected LineSeries? Series;
protected string? SourceName;
public int MinHistoryDepths => Periods * 2;
public int MinHistoryDepths => Math.Max(65,Periods * 2);
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"JMA {Periods}:{Phase}:{SourceName}";
public JmaIndicator()
{
OnBackGround = true;
@@ -47,7 +49,7 @@ public class JmaIndicator : Indicator, IWatchlistIndicator
protected override void OnInit()
{
ma = new Jma(Periods, Phase, VShort);
ma = new Jma(Periods, Phase);
SourceName = Source.ToString();
base.OnInit();
}
@@ -58,7 +60,13 @@ public class JmaIndicator : Indicator, IWatchlistIndicator
TValue result = ma!.Calc(input);
Series!.SetValue(result.Value);
Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
}
public override string ShortName => $"JMA {Periods}:{Phase}:{VShort}:{SourceName}";
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
this.DrawText(args, Description);
}
}
quantower/Averages/KamaIndicator.cs
+13 -2
View File
@@ -6,7 +6,7 @@ namespace QuanTAlib;
public class KamaIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Periods", sortIndex: 1, 1, 1000, 1, 0)]
public int Periods { get; set; } = 14;
public int Periods { get; set; } = 10;
[InputParameter("Fast", sortIndex: 2, 1, 100, 1, 0)]
public int Fast { get; set; } = 2;
@@ -28,12 +28,17 @@ public class KamaIndicator : Indicator, IWatchlistIndicator
])]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Kama? ma;
protected LineSeries? Series;
protected string? SourceName;
public int MinHistoryDepths => Periods;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"KAMA {Periods}:{Fast}:{Slow}:{SourceName}";
public KamaIndicator()
{
OnBackGround = true;
@@ -58,7 +63,13 @@ public class KamaIndicator : Indicator, IWatchlistIndicator
TValue result = ma!.Calc(input);
Series!.SetValue(result.Value);
Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
}
public override string ShortName => $"KAMA {Periods}:{Fast}:{Slow}:{SourceName}";
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
this.DrawText(args, Description);
}
}
quantower/Averages/LtmaIndicator.cs
+13 -2
View File
@@ -22,12 +22,17 @@ public class LtmaIndicator : Indicator, IWatchlistIndicator
])]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Ltma? ma;
protected LineSeries? Series;
protected string? SourceName;
public int MinHistoryDepths => 4; // Based on WarmupPeriod in Ltma
public static int MinHistoryDepths => 4; // Based on WarmupPeriod in Ltma
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"LTMA {Gamma}:{SourceName}";
public LtmaIndicator()
{
OnBackGround = true;
@@ -52,7 +57,13 @@ public class LtmaIndicator : Indicator, IWatchlistIndicator
TValue result = ma!.Calc(input);
Series!.SetValue(result.Value);
Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
}
public override string ShortName => $"LTMA {Gamma}:{SourceName}";
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
this.DrawText(args, Description);
}
}
quantower/Averages/MaafIndicator.cs
+13 -2
View File
@@ -6,7 +6,7 @@ namespace QuanTAlib;
public class MaafIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Periods", sortIndex: 1, 3, 1000, 1, 0)]
public int Periods { get; set; } = 39;
public int Periods { get; set; } = 10;
[InputParameter("Threshold", sortIndex: 2, 0.0001, 0.1, 0.0001, 4)]
public double Threshold { get; set; } = 0.002;
@@ -25,12 +25,17 @@ public class MaafIndicator : Indicator, IWatchlistIndicator
])]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Maaf? ma;
protected LineSeries? Series;
protected string? SourceName;
public int MinHistoryDepths => Periods;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"MAAF {Periods}:{Threshold}:{SourceName}";
public MaafIndicator()
{
OnBackGround = true;
@@ -55,7 +60,13 @@ public class MaafIndicator : Indicator, IWatchlistIndicator
TValue result = ma!.Calc(input);
Series!.SetValue(result.Value);
Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
}
public override string ShortName => $"MAAF {Periods}:{Threshold}:{SourceName}";
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
this.DrawText(args, Description);
}
}
quantower/Averages/MamaIndicator.cs
+15 -2
View File
@@ -25,13 +25,18 @@ public class MamaIndicator : Indicator, IWatchlistIndicator
])]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Mama? ma;
protected LineSeries? MamaSeries;
protected LineSeries? FamaSeries;
protected string? SourceName;
public int MinHistoryDepths => 6;
public static int MinHistoryDepths => 6;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"MAMA {FastLimit}:{SlowLimit}:{SourceName}";
public MamaIndicator()
{
OnBackGround = true;
@@ -58,8 +63,16 @@ public class MamaIndicator : Indicator, IWatchlistIndicator
TValue result = ma!.Calc(input);
MamaSeries!.SetValue(result.Value);
MamaSeries!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
FamaSeries!.SetValue(ma.Fama.Value);
FamaSeries!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
}
public override string ShortName => $"MAMA {FastLimit}:{SlowLimit}:{SourceName}";
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, MamaSeries!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
this.PaintSmoothCurve(args, FamaSeries!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
this.DrawText(args, Description);
}
}
quantower/Averages/MgdiIndicator.cs
+12 -1
View File
@@ -25,12 +25,17 @@ public class MgdiIndicator : Indicator, IWatchlistIndicator
])]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Mgdi? ma;
protected LineSeries? Series;
protected string? SourceName;
public int MinHistoryDepths => Periods;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"MGDI {Periods}:{KFactor}:{SourceName}";
public MgdiIndicator()
{
OnBackGround = true;
@@ -55,7 +60,13 @@ public class MgdiIndicator : Indicator, IWatchlistIndicator
TValue result = ma!.Calc(input);
Series!.SetValue(result.Value);
Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
}
public override string ShortName => $"MGDI {Periods}:{KFactor}:{SourceName}";
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
this.DrawText(args, Description);
}
}
quantower/Averages/MmaIndicator.cs
+12 -1
View File
@@ -22,12 +22,17 @@ public class MmaIndicator : Indicator, IWatchlistIndicator
])]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Mma? ma;
protected LineSeries? Series;
protected string? SourceName;
public int MinHistoryDepths => Periods;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"MMA {Periods}:{SourceName}";
public MmaIndicator()
{
OnBackGround = true;
@@ -52,7 +57,13 @@ public class MmaIndicator : Indicator, IWatchlistIndicator
TValue result = ma!.Calc(input);
Series!.SetValue(result.Value);
Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
}
public override string ShortName => $"MMA {Periods}:{SourceName}";
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
this.DrawText(args, Description);
}
}
quantower/Averages/PwmaIndicator.cs
+12 -1
View File
@@ -22,12 +22,17 @@ public class PwmaIndicator : Indicator, IWatchlistIndicator
])]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Pwma? ma;
protected LineSeries? Series;
protected string? SourceName;
public int MinHistoryDepths => Periods;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"PWMA {Periods}:{SourceName}";
public PwmaIndicator()
{
OnBackGround = true;
@@ -52,7 +57,13 @@ public class PwmaIndicator : Indicator, IWatchlistIndicator
TValue result = ma!.Calc(input);
Series!.SetValue(result.Value);
Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
}
public override string ShortName => $"PWMA {Periods}:{SourceName}";
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
this.DrawText(args, Description);
}
}
quantower/Averages/QemaIndicator.cs
+12 -1
View File
@@ -31,12 +31,17 @@ public class QemaIndicator : Indicator, IWatchlistIndicator
])]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Qema? ma;
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 override string ShortName => $"QEMA {K1},{K2},{K3},{K4}:{SourceName}";
public QemaIndicator()
{
OnBackGround = true;
@@ -61,7 +66,13 @@ public class QemaIndicator : Indicator, IWatchlistIndicator
TValue result = ma!.Calc(input);
Series!.SetValue(result.Value);
Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
}
public override string ShortName => $"QEMA {K1},{K2},{K3},{K4}:{SourceName}";
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
this.DrawText(args, Description);
}
}
quantower/Averages/RemaIndicator.cs
+12 -1
View File
@@ -25,12 +25,17 @@ public class RemaIndicator : Indicator, IWatchlistIndicator
])]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Rema? ma;
protected LineSeries? Series;
protected string? SourceName;
public int MinHistoryDepths => Periods;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"REMA {Periods}:{Lambda}:{SourceName}";
public RemaIndicator()
{
OnBackGround = true;
@@ -55,7 +60,13 @@ public class RemaIndicator : Indicator, IWatchlistIndicator
TValue result = ma!.Calc(input);
Series!.SetValue(result.Value);
Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
}
public override string ShortName => $"REMA {Periods}:{Lambda}:{SourceName}";
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
this.DrawText(args, Description);
}
}
quantower/Averages/RmaIndicator.cs
+12 -1
View File
@@ -22,12 +22,17 @@ public class RmaIndicator : Indicator, IWatchlistIndicator
])]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Rma? ma;
protected LineSeries? Series;
protected string? SourceName;
public int MinHistoryDepths => Periods * 2;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"RMA {Periods}:{SourceName}";
public RmaIndicator()
{
OnBackGround = true;
@@ -52,7 +57,13 @@ public class RmaIndicator : Indicator, IWatchlistIndicator
TValue result = ma!.Calc(input);
Series!.SetValue(result.Value);
Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
}
public override string ShortName => $"RMA {Periods}:{SourceName}";
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
this.DrawText(args, Description);
}
}
quantower/Averages/SinemaIndicator.cs
+12 -1
View File
@@ -22,12 +22,17 @@ public class SinemaIndicator : Indicator, IWatchlistIndicator
])]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Sinema? ma;
protected LineSeries? Series;
protected string? SourceName;
public int MinHistoryDepths => Periods;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"SINEMA {Periods}:{SourceName}";
public SinemaIndicator()
{
OnBackGround = true;
@@ -52,7 +57,13 @@ public class SinemaIndicator : Indicator, IWatchlistIndicator
TValue result = ma!.Calc(input);
Series!.SetValue(result.Value);
Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
}
public override string ShortName => $"SINEMA {Periods}:{SourceName}";
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
this.DrawText(args, Description);
}
}
quantower/Averages/SmaIndicator.cs
+19 -5
View File
@@ -6,7 +6,7 @@ namespace QuanTAlib;
public class SmaIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Periods", sortIndex: 1, 1, 1000, 1, 0)]
public int Periods { get; set; } = 14;
public int Period { get; set; } = 14;
[InputParameter("Data source", sortIndex: 2, variants: [
"Open", SourceType.Open,
@@ -22,10 +22,14 @@ public class SmaIndicator : Indicator, IWatchlistIndicator
])]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Sma? ma;
private Mape? error;
protected LineSeries? Series;
protected string? SourceName;
public int MinHistoryDepths => Periods;
public int MinHistoryDepths => Period;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public SmaIndicator()
@@ -35,13 +39,14 @@ public class SmaIndicator : Indicator, IWatchlistIndicator
SourceName = Source.ToString();
Name = "SMA - Simple Moving Average";
Description = "Simple Moving Average";
Series = new(name: $"SMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
Series = new(name: $"SMA {Period}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
AddLineSeries(Series);
}
protected override void OnInit()
{
ma = new Sma(Periods);
ma = new Sma(Period);
error = new(Period);
SourceName = Source.ToString();
base.OnInit();
}
@@ -50,9 +55,18 @@ public class SmaIndicator : Indicator, IWatchlistIndicator
{
TValue input = this.GetInputValue(args, Source);
TValue result = ma!.Calc(input);
error!.Calc(input, result);
Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
Series!.SetValue(result.Value);
}
public override string ShortName => $"SMA {Periods}:{SourceName}";
public override string ShortName => $"SMA {Period}:{SourceName}";
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
this.DrawText(args, error!.Value.ToString());
}
}
quantower/Averages/SmmaIndicator.cs
+12 -1
View File
@@ -22,12 +22,17 @@ public class SmmaIndicator : Indicator, IWatchlistIndicator
])]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Smma? ma;
protected LineSeries? Series;
protected string? SourceName;
public int MinHistoryDepths => Periods;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"SMMA {Periods}:{SourceName}";
public SmmaIndicator()
{
OnBackGround = true;
@@ -52,7 +57,13 @@ public class SmmaIndicator : Indicator, IWatchlistIndicator
TValue result = ma!.Calc(input);
Series!.SetValue(result.Value);
Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
}
public override string ShortName => $"SMMA {Periods}:{SourceName}";
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
this.DrawText(args, Description);
}
}
quantower/Averages/T3Indicator.cs
+12 -1
View File
@@ -28,12 +28,17 @@ public class T3Indicator : Indicator, IWatchlistIndicator
])]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private T3? ma;
protected LineSeries? Series;
protected string? SourceName;
public int MinHistoryDepths => Periods;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"T3 {Periods}:{VolumeFactor}:{UseSma}:{SourceName}";
public T3Indicator()
{
OnBackGround = true;
@@ -58,7 +63,13 @@ public class T3Indicator : Indicator, IWatchlistIndicator
TValue result = ma!.Calc(input);
Series!.SetValue(result.Value);
Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
}
public override string ShortName => $"T3 {Periods}:{VolumeFactor}:{UseSma}:{SourceName}";
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
this.DrawText(args, Description);
}
}
quantower/Averages/TemaIndicator.cs
+12 -1
View File
@@ -22,12 +22,17 @@ public class TemaIndicator : Indicator, IWatchlistIndicator
])]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Tema? ma;
protected LineSeries? Series;
protected string? SourceName;
public int MinHistoryDepths => (int)Math.Ceiling(-Periods * Math.Log(1 - 0.85));
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"TEMA {Periods}:{SourceName}";
public TemaIndicator()
{
OnBackGround = true;
@@ -52,7 +57,13 @@ public class TemaIndicator : Indicator, IWatchlistIndicator
TValue result = ma!.Calc(input);
Series!.SetValue(result.Value);
Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
}
public override string ShortName => $"TEMA {Periods}:{SourceName}";
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
this.DrawText(args, Description);
}
}
quantower/Averages/TrimaIndicator.cs
+12 -1
View File
@@ -22,12 +22,17 @@ public class TrimaIndicator : Indicator, IWatchlistIndicator
])]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Trima? ma;
protected LineSeries? Series;
protected string? SourceName;
public int MinHistoryDepths => Periods;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"TRIMA {Periods}:{SourceName}";
public TrimaIndicator()
{
OnBackGround = true;
@@ -52,7 +57,13 @@ public class TrimaIndicator : Indicator, IWatchlistIndicator
TValue result = ma!.Calc(input);
Series!.SetValue(result.Value);
Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
}
public override string ShortName => $"TRIMA {Periods}:{SourceName}";
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
this.DrawText(args, Description);
}
}
quantower/Averages/VidyaIndicator.cs
+12 -1
View File
@@ -28,12 +28,17 @@ public class VidyaIndicator : Indicator, IWatchlistIndicator
])]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Vidya? ma;
protected LineSeries? Series;
protected string? SourceName;
public int MinHistoryDepths => LongPeriod == 0 ? ShortPeriod * 4 : LongPeriod;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"VIDYA {ShortPeriod}:{LongPeriod}:{Alpha}:{SourceName}";
public VidyaIndicator()
{
OnBackGround = true;
@@ -58,7 +63,13 @@ public class VidyaIndicator : Indicator, IWatchlistIndicator
TValue result = ma!.Calc(input);
Series!.SetValue(result.Value);
Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
}
public override string ShortName => $"VIDYA {ShortPeriod}:{LongPeriod}:{Alpha}:{SourceName}";
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
this.DrawText(args, Description);
}
}
quantower/Averages/WmaIndicator.cs
+12 -1
View File
@@ -22,12 +22,17 @@ public class WmaIndicator : Indicator, IWatchlistIndicator
])]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Wma? ma;
protected LineSeries? Series;
protected string? SourceName;
public int MinHistoryDepths => Periods;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"WMA {Periods}:{SourceName}";
public WmaIndicator()
{
OnBackGround = true;
@@ -52,7 +57,13 @@ public class WmaIndicator : Indicator, IWatchlistIndicator
TValue result = ma!.Calc(input);
Series!.SetValue(result.Value);
Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
}
public override string ShortName => $"WMA {Periods}:{SourceName}";
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
this.DrawText(args, Description);
}
}
quantower/Averages/ZlemaIndicator.cs
+16 -2
View File
@@ -22,12 +22,18 @@ public class ZlemaIndicator : Indicator, IWatchlistIndicator
])]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Zlema? ma;
private Huberloss? err;
protected LineSeries? Series;
protected string? SourceName;
public int MinHistoryDepths => Periods;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"ZLEMA {Periods}:{SourceName}";
public ZlemaIndicator()
{
OnBackGround = true;
@@ -41,7 +47,8 @@ public class ZlemaIndicator : Indicator, IWatchlistIndicator
protected override void OnInit()
{
ma = new Zlema(Periods);
ma = new(Periods);
err = new(Periods);
SourceName = Source.ToString();
base.OnInit();
}
@@ -50,9 +57,16 @@ public class ZlemaIndicator : Indicator, IWatchlistIndicator
{
TValue input = this.GetInputValue(args, Source);
TValue result = ma!.Calc(input);
err!.Calc(input, result);
Series!.SetValue(result.Value);
Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
}
public override string ShortName => $"ZLEMA {Periods}:{SourceName}";
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
this.DrawText(args, err!.Value.ToString());
}
}
quantower/IndicatorExtensions.cs
-2
View File
@@ -88,7 +88,6 @@ public static class IndicatorExtensions
if (allPoints.Count > 1)
{
if (allPoints.Count < 2) return;
using (Pen defaultPen = new(series.Color, series.Width) { DashStyle = ConvertLineStyleToDashStyle(series.Style) })
@@ -140,7 +139,6 @@ public static class IndicatorExtensions
_ => DashStyle.Solid,
};
}
}
quantower/Statistics/EntropyIndicator.cs
+1 -1
View File
@@ -25,7 +25,7 @@ public class EntropyIndicator : Indicator, IWatchlistIndicator
private Entropy? entropy;
protected LineSeries? EntropySeries;
protected string? SourceName;
public int MinHistoryDepths => 2;
public static int MinHistoryDepths => 2;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public EntropyIndicator()
quantower/Statistics/MaxIndicator.cs
+1 -1
View File
@@ -28,7 +28,7 @@ public class MaxIndicator : Indicator, IWatchlistIndicator
private Max? ma;
protected LineSeries? MaxSeries;
protected string? SourceName;
public int MinHistoryDepths => 0;
public static int MinHistoryDepths => 0;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public MaxIndicator()
quantower/Statistics/MinIndicator.cs
+1 -1
View File
@@ -28,7 +28,7 @@ public class MinIndicator : Indicator, IWatchlistIndicator
private Min? mi;
protected LineSeries? MinSeries;
protected string? SourceName;
public int MinHistoryDepths => 0;
public static int MinHistoryDepths => 0;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public MinIndicator()
quantower/Statistics/PercentileIndicator.cs
+1 -1
View File
@@ -28,7 +28,7 @@ public class PercentileIndicator : Indicator, IWatchlistIndicator
private Percentile? percentile;
protected LineSeries? PercentileSeries;
protected string? SourceName;
public int MinHistoryDepths => 2;
public static int MinHistoryDepths => 2;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public PercentileIndicator()
quantower/Statistics/SkewIndicator.cs
+1 -1
View File
@@ -25,7 +25,7 @@ public class SkewIndicator : Indicator, IWatchlistIndicator
private Skew? skew;
protected LineSeries? SkewSeries;
protected string? SourceName;
public int MinHistoryDepths => 3;
public static int MinHistoryDepths => 3;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public SkewIndicator()
quantower/Statistics/StddevIndicator.cs
+1 -1
View File
@@ -28,7 +28,7 @@ public class StddevIndicator : Indicator, IWatchlistIndicator
private Stddev? stddev;
protected LineSeries? StddevSeries;
protected string? SourceName;
public int MinHistoryDepths => 2;
public static int MinHistoryDepths => 2;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public StddevIndicator()
quantower/Statistics/VarianceIndicator.cs
+1 -1
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@@ -28,7 +28,7 @@ public class VarianceIndicator : Indicator, IWatchlistIndicator
private Variance? variance;
protected LineSeries? VarianceSeries;
protected string? SourceName;
public int MinHistoryDepths => 2;
public static int MinHistoryDepths => 2;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public VarianceIndicator()
quantower/Statistics/ZscoreIndicator.cs
+1 -1
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@@ -25,7 +25,7 @@ public class ZscoreIndicator : Indicator, IWatchlistIndicator
private Zscore? zScore;
protected LineSeries? ZscoreSeries;
protected string? SourceName;
public int MinHistoryDepths => 2;
public static int MinHistoryDepths => 2;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public ZscoreIndicator()
quantower/Volatility/AtrIndicator.cs
+1 -1
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@@ -10,7 +10,7 @@ public class AtrIndicator : Indicator, IWatchlistIndicator
private Atr? atr;
protected LineSeries? AtrSeries;
public int MinHistoryDepths => 2;
public static int MinHistoryDepths => 2;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public AtrIndicator()
quantower/Volatility/TestIndicator.cs
-1
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@@ -27,7 +27,6 @@ public class TestIndicator : Indicator, IWatchlistIndicator
private Sma? ma;
protected LineSeries? Series;
//protected string? SourceName;
public int MinHistoryDepths { get; set; }
int IWatchlistIndicator.MinHistoryDepths => 0; //QuanTAlib indicators generate value immediately