using System.Drawing; using TradingPlatform.BusinessLayer; namespace QuanTAlib; public class ZscoreIndicator : Indicator, IWatchlistIndicator { [InputParameter("Periods", sortIndex: 1, 2, 2000, 1, 0)] public int Periods { get; set; } = 20; [InputParameter("Data source", sortIndex: 2, 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 Zscore? zScore; protected LineSeries? ZscoreSeries; protected string? SourceName; public static int MinHistoryDepths => 2; int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths; public ZscoreIndicator() { Name = "Z-Score"; Description = "Measures how many standard deviations a price is from the mean, indicating overbought/oversold levels."; SeparateWindow = true; SourceName = Source.ToString(); ZscoreSeries = new("Z-Score", color: IndicatorExtensions.Statistics, 2, LineStyle.Solid); AddLineSeries(ZscoreSeries); } protected override void OnInit() { zScore = new Zscore(Periods); SourceName = Source.ToString(); base.OnInit(); } protected override void OnUpdate(UpdateArgs args) { TValue input = this.GetInputValue(args, Source); TValue result = zScore!.Calc(input); ZscoreSeries!.SetValue(result.Value); } public override string ShortName => $"Z-Score ({Periods}:{SourceName})"; }