using System.Drawing; using System.Runtime.CompilerServices; using TradingPlatform.BusinessLayer; namespace QuanTAlib; [SkipLocalsInit] public sealed class SsfdspIndicator : Indicator, IWatchlistIndicator { [InputParameter("Period", sortIndex: 1, 4, 2000, 1, 0)] public int Period { get; set; } = 20; [IndicatorExtensions.DataSourceInput] public SourceType Source { get; set; } = SourceType.Close; [InputParameter("Show cold values", sortIndex: 21)] public bool ShowColdValues { get; set; } = true; private Ssfdsp _ssfdsp = null!; private readonly LineSeries _series; private readonly LineSeries _zeroLine; private Func _priceSelector = null!; public static int MinHistoryDepths => 0; int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths; public override string ShortName => $"SSFDSP ({Period})"; public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/cycles/ssfdsp/Ssfdsp.Quantower.cs"; public SsfdspIndicator() { OnBackGround = true; SeparateWindow = true; Name = "SSFDSP - Ehlers SSF Detrended Synthetic Price"; Description = "Ehlers' Super Smooth Filter based Detrended Synthetic Price oscillator for cycle extraction"; _series = new LineSeries(name: "SSFDSP", color: IndicatorExtensions.Oscillators, width: 2, style: LineStyle.Solid); _zeroLine = new LineSeries(name: "Zero", color: Color.Gray, width: 1, style: LineStyle.Dash); AddLineSeries(_series); AddLineSeries(_zeroLine); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnInit() { _ssfdsp = new Ssfdsp(Period); _priceSelector = Source.GetPriceSelector(); base.OnInit(); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnUpdate(UpdateArgs args) { if (args.Reason != UpdateReason.NewBar && args.Reason != UpdateReason.HistoricalBar) { return; } var item = this.HistoricalData[this.Count - 1, SeekOriginHistory.Begin]; double value = _priceSelector(item); var time = this.HistoricalData.Time(); var input = new TValue(time, value); TValue result = _ssfdsp.Update(input, args.IsNewBar()); _series.SetValue(result.Value, _ssfdsp.IsHot, ShowColdValues); _zeroLine.SetValue(0.0); } }