feat: Enhance volume indicators with ADOSC and SSF implementation and validation

2026-08-21 20:18:05 +00:00 · 2025-12-20 15:08:07 -08:00
parent 5549c7329a
commit d21fea3c18
85 changed files with 5144 additions and 3954 deletions
@@ -0,0 +1,57 @@
+using System.Drawing;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+public class AdoscIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Fast Period", sortIndex: 1, 1, 1000, 1, 0)]
+    public int FastPeriod { get; set; } = 3;
+
+    [InputParameter("Slow Period", sortIndex: 2, 1, 1000, 1, 0)]
+    public int SlowPeriod { get; set; } = 10;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Adosc? _adosc;
+    protected LineSeries? Series;
+
+    public int MinHistoryDepths => SlowPeriod;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public override string ShortName => $"ADOSC {FastPeriod}:{SlowPeriod}";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/volume/adosc/Adosc.Quantower.cs";
+
+    public AdoscIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = true;
+        Name = "ADOSC - Accumulation/Distribution Oscillator";
+        Description = "Momentum indicator for the Accumulation/Distribution Line";
+
+        Series = new(name: "ADOSC", color: Color.Orange, width: 2, style: LineStyle.Solid);
+        AddLineSeries(Series);
+    }
+
+    protected override void OnInit()
+    {
+        _adosc = new Adosc(FastPeriod, SlowPeriod);
+        base.OnInit();
+    }
+
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
+
+        TBar bar = this.GetInputBar(args);
+        TValue result = _adosc!.Update(bar, isNew);
+
+        if (!_adosc.IsHot && !ShowColdValues)
+        {
+            return;
+        }
+
+        Series!.SetValue(result.Value);
+    }
+}