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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.
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using System.Drawing;
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using System.Runtime.CompilerServices;
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using TradingPlatform.BusinessLayer;
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namespace QuanTAlib;
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[SkipLocalsInit]
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public sealed class UltoscIndicator : Indicator, IWatchlistIndicator
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{
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[InputParameter("Period 1 (Short)", sortIndex: 1, 1, 500, 1, 0)]
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public int Period1 { get; set; } = 7;
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[InputParameter("Period 2 (Medium)", sortIndex: 2, 1, 500, 1, 0)]
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public int Period2 { get; set; } = 14;
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[InputParameter("Period 3 (Long)", sortIndex: 3, 1, 500, 1, 0)]
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public int Period3 { get; set; } = 28;
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[InputParameter("Show cold values", sortIndex: 21)]
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public bool ShowColdValues { get; set; } = true;
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private Ultosc _ultosc = null!;
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private readonly LineSeries _series;
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public static int MinHistoryDepths => 0;
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int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
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public override string ShortName => $"ULTOSC {Period1},{Period2},{Period3}";
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public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/oscillators/ultosc/Ultosc.cs";
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public UltoscIndicator()
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{
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OnBackGround = true;
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SeparateWindow = true;
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Name = "ULTOSC - Ultimate Oscillator";
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Description = "Ultimate Oscillator by Larry Williams using weighted averages of three time periods";
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_series = new LineSeries(name: "ULTOSC", color: Color.Blue, width: 2, style: LineStyle.Solid);
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AddLineSeries(_series);
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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protected override void OnInit()
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{
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_ultosc = new Ultosc(Period1, Period2, Period3);
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base.OnInit();
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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protected override void OnUpdate(UpdateArgs args)
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{
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_ = _ultosc.Update(this.GetInputBar(args), args.IsNewBar());
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_series.SetValue(_ultosc.Last.Value, _ultosc.IsHot, ShowColdValues);
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}
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}
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