using System.Drawing; using System.Runtime.CompilerServices; using TradingPlatform.BusinessLayer; namespace QuanTAlib; /// /// ABERR (Aberration Bands) - Volatility bands using absolute deviation /// A Quantower indicator adapter that provides three bands based on mean absolute deviation /// rather than standard deviation, making it more robust to outliers than Bollinger Bands. /// [SkipLocalsInit] public sealed class AberrIndicator : Indicator, IWatchlistIndicator { [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)] public int Period { get; set; } = 20; [InputParameter("Multiplier", sortIndex: 2, 0.1, 10.0, 0.1, 2)] public double Multiplier { get; set; } = 2.0; [InputParameter("Data source", sortIndex: 3, variants: [ "Open", SourceType.Open, "High", SourceType.High, "Low", SourceType.Low, "Close", SourceType.Close, "HL/2 (Median)", SourceType.HL2, "Midbody (O+C)/2", SourceType.Midbody, "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 Aberr? _aberr; private Func? _selector; private readonly LineSeries _middleSeries; private readonly LineSeries _upperSeries; private readonly LineSeries _lowerSeries; public int MinHistoryDepths => Period; public override string ShortName => $"ABERR {Period},{Multiplier:F1}"; public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/channels/aberr/Aberr.Quantower.cs"; public AberrIndicator() { OnBackGround = true; SeparateWindow = false; Name = "ABERR - Aberration Bands"; Description = "Volatility bands using absolute deviation (robust to outliers)"; _middleSeries = new LineSeries(name: "Middle", color: Color.FromArgb(255, 128, 128), width: 2, style: LineStyle.Solid); _upperSeries = new LineSeries(name: "Upper", color: Color.FromArgb(255, 160, 160), width: 1, style: LineStyle.Dash); _lowerSeries = new LineSeries(name: "Lower", color: Color.FromArgb(255, 160, 160), width: 1, style: LineStyle.Dash); AddLineSeries(_middleSeries); AddLineSeries(_upperSeries); AddLineSeries(_lowerSeries); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnInit() { _aberr = new Aberr(Period, Multiplier); _selector = Source.GetPriceSelector(); base.OnInit(); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnUpdate(UpdateArgs args) { if (HistoricalData.Count == 0 || _aberr is null || _selector is null) { return; } var item = HistoricalData[0, SeekOriginHistory.End]; double value = _selector(item); TValue input = new(item.TimeLeft, value); _aberr.Update(input, args.IsNewBar()); _middleSeries.SetValue(_aberr.Last.Value, _aberr.IsHot, ShowColdValues); _upperSeries.SetValue(_aberr.Upper.Value, _aberr.IsHot, ShowColdValues); _lowerSeries.SetValue(_aberr.Lower.Value, _aberr.IsHot, ShowColdValues); } }