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Miha Kralj
2024-10-16 18:28:06 -07:00
parent e5a1948fc0
commit fbe4046b5d
17 changed files with 2619 additions and 286 deletions
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quantower/Volatility/JbandsIndicator.cs
+64
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@@ -0,0 +1,64 @@
using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class JbandsIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Periods", sortIndex: 1, 1, 2000, 1, 0)]
public int Periods { 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("vShort", sortIndex: 6, -100, 100, 1, 0)]
public int Phase { get; set; } = 10;
private Jma? jma;
protected LineSeries? UbSeries;
protected LineSeries? LbSeries;
protected string? SourceName;
public static int MinHistoryDepths => 2;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public JbandsIndicator()
{
Name = "JBANDS - Mark Jurik's Bands";
Description = "Upper and Lower Bands.";
SeparateWindow = false;
UbSeries = new("UB", Color.Blue, 2, LineStyle.Solid);
LbSeries = new("LB", Color.Red, 2, LineStyle.Solid);
AddLineSeries(UbSeries);
AddLineSeries(LbSeries);
}
protected override void OnInit()
{
jma = new(Periods, phase: Phase);
SourceName = Source.ToString();
base.OnInit();
}
protected override void OnUpdate(UpdateArgs args)
{
TValue input = this.GetInputValue(args, Source);
jma!.Calc(input);
UbSeries!.SetValue(jma.UpperBand);
LbSeries!.SetValue(jma.LowerBand);
}
public override string ShortName => $"JBands ({Periods}:{Phase})";
}
quantower/Volatility/JvoltyIndicator.cs
+23 -6
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@@ -6,11 +6,27 @@ namespace QuanTAlib;
public class JvoltyIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Periods", sortIndex: 1, 1, 2000, 1, 0)]
public int Periods { get; set; } = 20;
public int Periods { get; set; } = 14;
private Jvolty? jvolty;
[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;
private Jma? jma;
protected LineSeries? JvoltySeries;
public static int MinHistoryDepths => 2;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public JvoltyIndicator()
@@ -25,16 +41,17 @@ public class JvoltyIndicator : Indicator, IWatchlistIndicator
protected override void OnInit()
{
jvolty = new (Periods);
jma = new(Periods);
base.OnInit();
}
protected override void OnUpdate(UpdateArgs args)
{
TBar input = IndicatorExtensions.GetInputBar(this, args);
TValue result = jvolty!.Calc(input);
TValue input = this.GetInputValue(args, Source);
jma!.Calc(input);
JvoltySeries!.SetValue(jma.Volty);
JvoltySeries!.SetValue(result.Value);
}
public override string ShortName => $"JVOLTY ({Periods})";