Atr

2026-08-19 02:58:05 +00:00 · 2024-09-30 06:46:07 -07:00
parent 148f0ea846
commit bdc01bff4a
28 changed files with 803 additions and 1053 deletions
@@ -0,0 +1,71 @@
+namespace QuanTAlib;
+
+public class Atr : AbstractBarBase
+{
+    private readonly int _period;
+    private readonly Ema _ma;
+    private double _prevClose, _p_prevClose;
+
+    public Atr(int period) : base()
+    {
+        if (period < 1)
+        {
+            throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 1.");
+        }
+        _period = period;
+        _ma = new(1.0/period);
+        WarmupPeriod = _ma.WarmupPeriod;
+        Name = $"ATR({_period})";
+    }
+
+    public Atr(object source, int period) : this(period)
+    {
+        var pubEvent = source.GetType().GetEvent("Pub");
+        pubEvent?.AddEventHandler(source, new BarSignal(Sub));
+    }
+
+    public override void Init()
+    {
+        base.Init();
+        _ma.Init();
+        _prevClose = double.NaN;
+    }
+
+    protected override void ManageState(bool isNew)
+    {
+        if (isNew)
+        {
+            _index++;
+            _p_prevClose = _prevClose;
+        }
+        else
+        {
+            _prevClose = _p_prevClose;
+        }
+    }
+
+    protected override double Calculation()
+    {
+        ManageState(Input.IsNew);
+
+        double trueRange = Math.Max(
+            Math.Max(
+                Input.High - Input.Low,
+                Math.Abs(Input.High - _prevClose)
+            ),
+            Math.Abs(Input.Low - _prevClose)
+        );
+        if (_index < 2)
+        {
+            trueRange = Input.High - Input.Low;
+        }
+
+        TValue emaTrueRange = _ma.Calc(new TValue(Input.Time, trueRange, Input.IsNew));
+        IsHot = _ma.IsHot;
+        _prevClose = Input.Close;
+
+        return emaTrueRange.Value;
+    }
+
+}
+