using System.Drawing; using TradingPlatform.BusinessLayer; namespace QuanTAlib; public class PercentileIndicator : Indicator, IWatchlistIndicator { [InputParameter("Periods", sortIndex: 1, 2, 1000, 1, 0)] public int Periods { get; set; } = 20; [InputParameter("Percentile", sortIndex: 2, 0, 100, 0.1, 1)] public double PercentileValue { get; set; } = 50; [InputParameter("Data source", sortIndex: 3, 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 Percentile? percentile; protected LineSeries? PercentileSeries; protected string? SourceName; public static int MinHistoryDepths => 2; int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths; public PercentileIndicator() { Name = "Percentile"; Description = "Calculates the value at a specified percentile in a given period of data points"; SeparateWindow = false; SourceName = Source.ToString(); PercentileSeries = new("Percentile", color: IndicatorExtensions.Statistics, 2, LineStyle.Solid); AddLineSeries(PercentileSeries); } protected override void OnInit() { percentile = new Percentile(Periods, PercentileValue); SourceName = Source.ToString(); base.OnInit(); } protected override void OnUpdate(UpdateArgs args) { TValue input = this.GetInputValue(args, Source); TValue result = percentile!.Calc(input); PercentileSeries!.SetValue(result.Value); } public override string ShortName => $"Percentile ({Periods}, {PercentileValue}%:{SourceName})"; }