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.
2026-08-17 18:18:04 +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 +1,61 @@
+using System.Drawing;
+using System.Runtime.CompilerServices;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+[SkipLocalsInit]
+public sealed class CkstopIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("ATR Period", sortIndex: 0, 1, 500, 1, 0)]
+    public int AtrPeriod { get; set; } = 10;
+
+    [InputParameter("Multiplier", sortIndex: 1, 0.1, 10.0, 0.1, 1)]
+    public double Multiplier { get; set; } = 1.0;
+
+    [InputParameter("Stop Period", sortIndex: 2, 1, 500, 1, 0)]
+    public int StopPeriod { get; set; } = 9;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Ckstop _indicator = null!;
+    private readonly LineSeries _stopLongSeries;
+    private readonly LineSeries _stopShortSeries;
+
+    public static int MinHistoryDepths => 0;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public override string ShortName => $"CKSTOP({AtrPeriod},{Multiplier:F1},{StopPeriod})";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/reversals/ckstop/Ckstop.cs";
+
+    public CkstopIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = false;
+        Name = "CKSTOP - Chande Kroll Stop";
+        Description = "ATR-based trailing stop indicator. Two overlay lines: StopLong (green) for long position stops, StopShort (red) for short position stops.";
+
+        _stopLongSeries = new LineSeries(name: "Stop Long", color: Color.Green, width: 2, style: LineStyle.Solid);
+        _stopShortSeries = new LineSeries(name: "Stop Short", color: Color.Red, width: 2, style: LineStyle.Solid);
+
+        AddLineSeries(_stopLongSeries);
+        AddLineSeries(_stopShortSeries);
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnInit()
+    {
+        _indicator = new Ckstop(AtrPeriod, Multiplier, StopPeriod);
+        base.OnInit();
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        _ = _indicator.Update(this.GetInputBar(args), args.IsNewBar());
+
+        _stopLongSeries.SetValue(_indicator.StopLong, _indicator.IsHot, ShowColdValues);
+        _stopShortSeries.SetValue(_indicator.StopShort, _indicator.IsHot, ShowColdValues);
+    }
+}