Rsi and Rsx

2026-08-16 09:38:05 +00:00 · 2024-10-24 18:30:59 -07:00
parent 707d81ff72
commit efc8e553db
7 changed files with 267 additions and 7 deletions
@@ -0,0 +1,67 @@
+using System.Drawing;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+public class RsxIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Rsi Period", sortIndex: 1, 1, 2000, 1, 0)]
+    public int Period { get; set; } = 14;
+
+    [InputParameter("Data source", sortIndex: 5, variants: [
+        "Open", SourceType.Open,
+        "High", SourceType.High,
+        "Low", SourceType.Low,
+        "Close", SourceType.Close,
+        "HL/2 (Median)", SourceType.HL2,
+        "OC/2 (Midpoint)", SourceType.OC2,
+        "OHL/3 (Mean)", SourceType.OHL3,
+        "HLC/3 (Typical)", SourceType.HLC3,
+        "OHLC/4 (Average)", SourceType.OHLC4,
+        "HLCC/4 (Weighted)", SourceType.HLCC4
+    ])]
+    public SourceType Source { get; set; } = SourceType.Close;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Rsx? rsx;
+    protected string? SourceName;
+    protected LineSeries? RsxSeries;
+    public int MinHistoryDepths => Period + 1;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public RsxIndicator()
+    {
+        Name = "RSX - Jurik Trend Strengt Index";
+        Description = "Measures the speed and magnitude of recent price changes to evaluate overbought or oversold conditions.";
+        SeparateWindow = true;
+        SourceName = Source.ToString();
+        RsxSeries = new($"RSX {Period}", Color.Blue, 2, LineStyle.Solid);
+        AddLineSeries(RsxSeries);
+    }
+
+    protected override void OnInit()
+    {
+        rsx = new(Period);
+        base.OnInit();
+    }
+
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        TValue input = this.GetInputValue(args, Source);
+        rsx!.Calc(input);
+
+        RsxSeries!.SetValue(rsx.Value);
+        RsxSeries!.SetMarker(0, Color.Transparent);
+    }
+
+    public override string ShortName => $"RSX ({Period}:{SourceName})";
+
+#pragma warning disable CA1416 // Validate platform compatibility
+    public override void OnPaintChart(PaintChartEventArgs args)
+    {
+        base.OnPaintChart(args);
+        this.PaintSmoothCurve(args, RsxSeries!, rsx!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
+    }
+}