Add DOSC - Derivative Oscillator

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2026-08-18 10:38:05 +00:00 · 2024-11-04 14:28:47 -08:00
parent c622b0e2d3
commit c58a054a28
5 changed files with 435 additions and 344 deletions
@@ -0,0 +1,74 @@
+using System.Runtime.CompilerServices;
+namespace QuanTAlib;
+
+/// <summary>
+/// DOSC: Derivative Oscillator
+/// A momentum indicator that combines the Relative Strength Index (RSI) and the Moving Average Convergence Divergence (MACD) to identify potential trend reversals.
+/// </summary>
+/// <remarks>
+/// The DOSC calculation process:
+/// 1. Calculate the RSI
+/// 2. Calculate the MACD of the RSI
+/// 3. Calculate the signal line (SMA) of the MACD
+/// 4. Subtract the signal line from the MACD to get the DOSC
+///
+/// Key characteristics:
+/// - Combines RSI and MACD
+/// - Oscillates above and below zero
+/// - Positive values indicate bullish momentum
+/// - Negative values indicate bearish momentum
+/// - Crosses above zero suggest buying opportunities
+/// - Crosses below zero suggest selling opportunities
+///
+/// Formula:
+/// DOSC = MACD(RSI) - Signal(MACD(RSI))
+///
+/// Sources:
+///     Original development
+///     https://www.investopedia.com/terms/d/derivativeoscillator.asp
+/// </remarks>
+[SkipLocalsInit]
+public sealed class Dosc : AbstractBase
+{
+    private readonly Rsi _rsi;
+    private readonly Macd _macd;
+    private readonly Sma _signal;
+
+    /// <param name="source">The data source object that publishes updates.</param>
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    public Dosc(object source) : this()
+    {
+        var pubEvent = source.GetType().GetEvent("Pub");
+        pubEvent?.AddEventHandler(source, new BarSignal(Sub));
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    public Dosc()
+    {
+        _rsi = new Rsi();
+        _macd = new Macd();
+        _signal = new Sma(9);
+        WarmupPeriod = 34; // RSI requires 14 periods + MACD requires 26 periods + 9 for signal line
+        Name = "DOSC";
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void ManageState(bool isNew)
+    {
+        if (isNew)
+        {
+            _index++;
+        }
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override double Calculation()
+    {
+        ManageState(BarInput.IsNew);
+        var rsi = _rsi.Calc(BarInput.Close, BarInput.IsNew);
+        var macd = _macd.Calc(rsi, BarInput.IsNew);
+        _signal.Calc(macd, BarInput.IsNew);
+
+        return macd - _signal.Value;
+    }
+}
@@ -1,32 +1,32 @@
-# Oscillators indicators
-Done: 20, Todo: 9
-
-✔️ AC - Acceleration Oscillator
-✔️ AO - Awesome Oscillator
-✔️ AROON - Aroon oscillator (Up, Down)
-✔️ BOP - Balance of Power
-✔️ CCI - Commodity Channel Index
-✔️ CFO - Chande Forcast Oscillator
-✔️ CHOP - Choppiness Index
-✔️ CMO - Chande Momentum Oscillator
-✔️ COG - Ehler's Center of Gravity
-✔️ COPPOCK - Coppock Curve
-✔️ CRSI - Connor RSI
-CTI - Ehler's Correlation Trend Indicator
-DOSC - Derivative Oscillator
-EFI - Elder Ray's Force Index
-FISHER - Fisher Transform
-FOSC - Forecast Oscillator
-*GATOR - Williams Alliator Oscillator (Upper Jaw, Lower Jaw, Teeth)
-*KDJ - KDJ Indicator (K, D, J lines)
-KRI - Kairi Relative Index
-✔️ RSI - Relative Strength Index
-✔️ RSX - Jurik Trend Strength Index
-*RVGI - Relative Vigor Index (RVGI, Signal)
-✔️ SMI - Stochastic Momentum Index
-✔️ SRSI - Stochastic RSI (SRSI, Signal)
-✔️ STC - Schaff Trend Cycle
-✔️ STOCH - Stochastic Oscillator (%K, %D)
-✔️ TSI - True Strength Index
-✔️ UO - Ultimate Oscillator
-✔️ WILLR - Larry Williams' %R
+# Oscillators indicators
+Done: 21, Todo: 8
+
+✔️ AC - Acceleration Oscillator
+✔️ AO - Awesome Oscillator
+✔️ AROON - Aroon oscillator (Up, Down)
+✔️ BOP - Balance of Power
+✔️ CCI - Commodity Channel Index
+✔️ CFO - Chande Forcast Oscillator
+✔️ CHOP - Choppiness Index
+✔️ CMO - Chande Momentum Oscillator
+✔️ COG - Ehler's Center of Gravity
+✔️ COPPOCK - Coppock Curve
+✔️ CRSI - Connor RSI
+CTI - Ehler's Correlation Trend Indicator
+✔️ DOSC - Derivative Oscillator
+EFI - Elder Ray's Force Index
+FISHER - Fisher Transform
+FOSC - Forecast Oscillator
+*GATOR - Williams Alliator Oscillator (Upper Jaw, Lower Jaw, Teeth)
+*KDJ - KDJ Indicator (K, D, J lines)
+KRI - Kairi Relative Index
+✔️ RSI - Relative Strength Index
+✔️ RSX - Jurik Trend Strength Index
+*RVGI - Relative Vigor Index (RVGI, Signal)
+✔️ SMI - Stochastic Momentum Index
+✔️ SRSI - Stochastic RSI (SRSI, Signal)
+✔️ STC - Schaff Trend Cycle
+✔️ STOCH - Stochastic Oscillator (%K, %D)
+✔️ TSI - True Strength Index
+✔️ UO - Ultimate Oscillator
+✔️ WILLR - Larry Williams' %R