using System.Drawing; using System.Runtime.CompilerServices; using TradingPlatform.BusinessLayer; namespace QuanTAlib; [SkipLocalsInit] public sealed class PtaIndicator : Indicator, IWatchlistIndicator { [InputParameter("Long Period", sortIndex: 1, 3, 9999, 1, 0)] public int LongPeriod { get; set; } = 250; [InputParameter("Short Period", sortIndex: 2, 2, 9999, 1, 0)] public int ShortPeriod { get; set; } = 40; [IndicatorExtensions.DataSourceInput] public SourceType Source { get; set; } = SourceType.Close; [InputParameter("Show cold values", sortIndex: 21)] public bool ShowColdValues { get; set; } = true; private Pta _ind = null!; private readonly LineSeries _series; private string _sourceName = null!; private Func _priceSelector = null!; public static int MinHistoryDepths => 0; int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths; public override string ShortName => $"PTA {LongPeriod},{ShortPeriod}:{_sourceName}"; public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/dynamics/pta/Pta.Quantower.cs"; public PtaIndicator() { OnBackGround = true; SeparateWindow = true; _sourceName = Source.ToString(); Name = "PTA - Ehlers Precision Trend Analysis"; Description = "Dual highpass filter bandpass for near-zero-lag trend extraction."; _series = new LineSeries(name: $"PTA {LongPeriod},{ShortPeriod}", color: Color.Red, width: 2, style: LineStyle.Solid); AddLineSeries(_series); } protected override void OnInit() { _ind = new Pta(LongPeriod, ShortPeriod); _sourceName = Source.ToString(); _priceSelector = Source.GetPriceSelector(); base.OnInit(); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnUpdate(UpdateArgs args) { var item = HistoricalData[Count - 1, SeekOriginHistory.Begin]; TValue result = _ind.Update(new TValue(item.TimeLeft.Ticks, _priceSelector(item)), isNew: args.IsNewBar()); _series.SetValue(result.Value, _ind.IsHot, ShowColdValues); } }