Atr, FlowIndicator and fixes

quantower/Volatility/AtrIndicator.cs

@@ -8,9 +8,12 @@ public class AtrIndicator : Indicator, IWatchlistIndicator
     [InputParameter("Periods", sortIndex: 1, 1, 2000, 1, 0)]
     public int Periods { get; set; } = 20;
 
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
     private Atr? atr;
     protected LineSeries? AtrSeries;
-    public static int MinHistoryDepths => 2;
+    public int MinHistoryDepths => Math.Max(5, Periods * 2);
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
     public AtrIndicator()
@@ -19,7 +22,7 @@ public class AtrIndicator : Indicator, IWatchlistIndicator
         Description = "Measures market volatility by calculating the average range between high and low prices.";
         SeparateWindow = true;
 
-        AtrSeries = new("ATR", Color.Blue, 2, LineStyle.Solid);
+        AtrSeries = new($"ATR {Periods}", Color.Blue, 2, LineStyle.Solid);
         AddLineSeries(AtrSeries);
     }
 
@@ -35,7 +38,16 @@ public class AtrIndicator : Indicator, IWatchlistIndicator
         TValue result = atr!.Calc(input);
 
         AtrSeries!.SetValue(result.Value);
+        AtrSeries!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
+
     }
 
     public override string ShortName => $"ATR ({Periods})";
+
+    public override void OnPaintChart(PaintChartEventArgs args)
+    {
+        base.OnPaintChart(args);
+        this.PaintHLine(args, 0.05, new Pen(Color.DarkRed, width: 2));
+        this.PaintSmoothCurve(args, AtrSeries!, atr!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
+    }
 }

quantower/Volatility/FlowIndicator.cs

@@ -0,0 +1,78 @@
+using System.Drawing;
+using System.Drawing.Drawing2D;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+public class FlowIndicator : Indicator, IWatchlistIndicator
+{
+    protected string? SourceName;
+    public static int MinHistoryDepths => 2;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public FlowIndicator()
+    {
+        Name = "Flow Visualization";
+        SeparateWindow = false;
+    }
+
+    protected override void OnInit()
+    {
+        // placeholder
+    }
+
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        // placeholder
+    }
+
+#pragma warning disable CA1416 // Validate platform compatibility
+
+    public override void OnPaintChart(PaintChartEventArgs args)
+    {
+        base.OnPaintChart(args);
+        Graphics gr = args.Graphics;
+        gr.SmoothingMode = System.Drawing.Drawing2D.SmoothingMode.AntiAlias;
+        var mainWindow = this.CurrentChart.Windows[args.WindowIndex];
+        var converter = mainWindow.CoordinatesConverter;
+        var clientRect = mainWindow.ClientRectangle;
+        gr.SetClip(clientRect);
+        DateTime leftTime = new[] { converter.GetTime(clientRect.Left), this.HistoricalData.Time(this!.Count - 1) }.Max();
+        DateTime rightTime = new[] { converter.GetTime(clientRect.Right), this.HistoricalData.Time(0) }.Min();
+
+        int leftIndex = (int)this.HistoricalData.GetIndexByTime(leftTime.Ticks) + 1;
+        int rightIndex = (int)this.HistoricalData.GetIndexByTime(rightTime.Ticks);
+        int width = this.CurrentChart.BarsWidth;
+
+        for (int i = rightIndex; i < leftIndex; i++)
+        {
+            int barX1 = (int)converter.GetChartX(this.HistoricalData.Time(i));
+            int barY1 = (int)converter.GetChartY(this.HistoricalData.Open(i));
+            int barYHigh = (int)converter.GetChartY(this.HistoricalData.High(i));
+            int barYLow = (int)converter.GetChartY(this.HistoricalData.Low(i));
+            int barX2 = barX1 + width;
+            int barY2 = (int)converter.GetChartY(this.HistoricalData.Close(i));
+            using (Brush transparentBrush = new SolidBrush(Color.FromArgb(250, 70, 70, 70)))
+                gr.FillRectangle(transparentBrush, barX1, barYHigh - 1, CurrentChart.BarsWidth, Math.Abs(barYLow - barYHigh) + 2);
+            using (Pen defaultPen = new(Color.Yellow, 3))
+            {
+                defaultPen.StartCap = LineCap.Round;
+                defaultPen.EndCap = LineCap.Round;
+                gr.DrawLine(defaultPen, barX1, barY1, barX2, barY2);
+            }
+            if (i > 0)
+            {
+                int barX0 = (int)converter.GetChartX(this.HistoricalData.Time(i - 1));
+                int barY0 = (int)converter.GetChartY(this.HistoricalData.Open(i - 1));
+                using (Pen dottedPen = new(Color.Yellow, 1))
+                {
+                    dottedPen.DashStyle = DashStyle.Dot;
+                    gr.DrawLine(dottedPen, barX2, barY2, barX0, barY0);
+                }
+
+            }
+
+        }
+    }
+
+}

quantower/Volatility/JbandsIndicator.cs

@@ -25,7 +25,8 @@ public class JbandsIndicator : Indicator, IWatchlistIndicator
     [InputParameter("vShort", sortIndex: 6, -100, 100, 1, 0)]
     public int Phase { get; set; } = 10;
 
-        private Jma? jma;
+        private Jma? jmaUp;
+        private Jma? jmaLo;
     protected LineSeries? UbSeries;
     protected LineSeries? LbSeries;
     protected string? SourceName;
@@ -46,18 +47,20 @@ public class JbandsIndicator : Indicator, IWatchlistIndicator
 
     protected override void OnInit()
     {
-        jma = new(Periods, phase: Phase);
+        jmaUp = new(Periods, phase: Phase);
+        jmaLo = new(Periods, phase: Phase);
         SourceName = Source.ToString();
         base.OnInit();
     }
 
     protected override void OnUpdate(UpdateArgs args)
     {
-        TValue input = this.GetInputValue(args, Source);
-        jma!.Calc(input);
+        TBar input = IndicatorExtensions.GetInputBar(this, args);
+        jmaUp!.Calc(input.High);
+        jmaLo!.Calc(input.Low);
 
-        UbSeries!.SetValue(jma.UpperBand);
-        LbSeries!.SetValue(jma.LowerBand);
+        UbSeries!.SetValue(jmaUp.UpperBand);
+        LbSeries!.SetValue(jmaLo.LowerBand);
     }
 
     public override string ShortName => $"JBands ({Periods}:{Phase})";