Add Savitzky-Golay Moving Average (SGMA) Indicator Implementation

- Implemented SgmaIndicator class in C# with properties for Period, Degree, and Source. - Added unit tests for SgmaIndicator covering constructor defaults, initialization, and various update scenarios. - Created a new Quantower adapter for the SGMA indicator, including input parameters and line series setup. - Removed legacy SGMA implementation and tests to streamline the codebase. - Updated project files to include new indicator and tests in the build process. - Generated a missing indicators report and outlined a plan for oscillator documentation rewrite.
2026-08-16 01:28:05 +00:00 · 2026-02-13 21:44:45 -08:00
parent 951842acca
commit dfeb23bf3d
81 changed files with 13629 additions and 2041 deletions
@@ -0,0 +1,74 @@
+using System.Drawing;
+using System.Runtime.CompilerServices;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+[SkipLocalsInit]
+public sealed class ImpulseIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("EMA Period", sortIndex: 0, 1, 100, 1, 0)]
+    public int EmaPeriod { get; set; } = 13;
+
+    [InputParameter("MACD Fast", sortIndex: 1, 1, 100, 1, 0)]
+    public int MacdFast { get; set; } = 12;
+
+    [InputParameter("MACD Slow", sortIndex: 2, 1, 200, 1, 0)]
+    public int MacdSlow { get; set; } = 26;
+
+    [InputParameter("MACD Signal", sortIndex: 3, 1, 100, 1, 0)]
+    public int MacdSignal { get; set; } = 9;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    public override string ShortName => $"IMPULSE({EmaPeriod},{MacdFast},{MacdSlow},{MacdSignal})";
+
+    public static int MinHistoryDepths => 0;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    private Impulse _indicator = null!;
+    private readonly LineSeries _series;
+
+    public ImpulseIndicator()
+    {
+        Name = "Elder Impulse System";
+        Description = "Alexander Elder's Impulse System - combines 13-period EMA with MACD histogram for trend/momentum alignment.";
+        _series = new LineSeries("EMA", Color.Gray, 2, LineStyle.Solid);
+        AddLineSeries(_series);
+        SeparateWindow = false;
+        OnBackGround = true;
+    }
+
+    protected override void OnInit()
+    {
+        _indicator = new Impulse(EmaPeriod, MacdFast, MacdSlow, MacdSignal);
+        base.OnInit();
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        bool isNew = args.IsNewBar();
+        var bar = this.GetInputBar(args);
+        var result = _indicator.Update(bar, isNew);
+        _series.SetValue(result.Value, _indicator.IsHot, ShowColdValues);
+
+        if (_indicator.IsHot)
+        {
+            Color impulseColor = _indicator.Signal switch
+            {
+                1 => Color.Green,
+                -1 => Color.Red,
+                _ => Color.DodgerBlue
+            };
+            _series.SetMarker(0, impulseColor);
+        }
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    public override void OnPaintChart(PaintChartEventArgs args)
+    {
+        base.OnPaintChart(args);
+    }
+}