// Apz.Quantower.cs - Quantower adapter for Adaptive Price Zone using System.Drawing; using TradingPlatform.BusinessLayer; using static QuanTAlib.IndicatorExtensions; namespace QuanTAlib; /// /// APZ: Adaptive Price Zone - Quantower Indicator Adapter /// Volatility-based indicator using double-smoothed EMA with sqrt(period) smoothing /// to create adaptive bands around price. /// public sealed class ApzIndicator : Indicator, IWatchlistIndicator { [InputParameter("Period", sortIndex: 10, minimum: 1, maximum: 500, increment: 1, decimalPlaces: 0)] public int Period { get; set; } = 20; [InputParameter("Multiplier", sortIndex: 11, minimum: 0.1, maximum: 10.0, increment: 0.1, decimalPlaces: 2)] public double Multiplier { get; set; } = 2.0; [InputParameter("Show Cold Values", sortIndex: 100)] public bool ShowColdValues { get; set; } = true; private Apz? _apz; public int MinHistoryDepths => Period; public override string ShortName => $"APZ({Period},{Multiplier:F2})"; public ApzIndicator() { Name = "APZ - Adaptive Price Zone"; Description = "Volatility-based adaptive bands using double-smoothed EMA with sqrt(period) smoothing"; SeparateWindow = false; OnBackGround = true; } protected override void OnInit() { _apz = new Apz(Period, Multiplier); // Middle line (double-smoothed EMA of close) AddLineSeries(new LineSeries("Middle", Volatility, 2, LineStyle.Solid)); // Upper band AddLineSeries(new LineSeries("Upper", Color.FromArgb(255, 160, 160), 1, LineStyle.Dash)); // Lower band AddLineSeries(new LineSeries("Lower", Color.FromArgb(255, 160, 160), 1, LineStyle.Dash)); } protected override void OnUpdate(UpdateArgs args) { if (_apz == null) { return; } var item = HistoricalData[0, SeekOriginHistory.End]; bool isNew = args.IsNewBar(); TBar input = new( time: item.TimeLeft, open: item[PriceType.Open], high: item[PriceType.High], low: item[PriceType.Low], close: item[PriceType.Close], volume: item[PriceType.Volume] ); _apz.Update(input, isNew); bool isHot = _apz.IsHot; // Middle line LinesSeries[0].SetValue(_apz.Last.Value, isHot, ShowColdValues); // Upper band LinesSeries[1].SetValue(_apz.Upper.Value, isHot, ShowColdValues); // Lower band LinesSeries[2].SetValue(_apz.Lower.Value, isHot, ShowColdValues); } }