using System.Drawing; using TradingPlatform.BusinessLayer; namespace QuanTAlib; public class HistoricalIndicator : Indicator, IWatchlistIndicator { [InputParameter("Periods", sortIndex: 1, 1, 2000, 1, 0)] public int Periods { get; set; } = 20; [InputParameter("Annualized", sortIndex: 2)] public bool IsAnnualized { get; set; } = true; private Hv? historical; protected LineSeries? HvSeries; public int MinHistoryDepths => Periods; int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths; public HistoricalIndicator() { Name = "HV - Historical Volatility"; Description = "Measures price fluctuations over time, indicating market volatility based on past price movements."; SeparateWindow = true; HvSeries = new("HV", color: IndicatorExtensions.Volatility, 2, LineStyle.Solid); AddLineSeries(HvSeries); } protected override void OnInit() { historical = new(Periods, IsAnnualized); base.OnInit(); } protected override void OnUpdate(UpdateArgs args) { TBar input = IndicatorExtensions.GetInputBar(this, args); TValue result = historical!.Calc(input); HvSeries!.SetValue(result.Value); } public override string ShortName => $"HV ({Periods}{(IsAnnualized ? " - Annualized" : "")})"; }