using System.Drawing; using System.Runtime.CompilerServices; using TradingPlatform.BusinessLayer; namespace QuanTAlib; [SkipLocalsInit] public sealed class VhfIndicator : Indicator, IWatchlistIndicator { [InputParameter("Period", sortIndex: 1, 2, 200, 1, 0)] public int Period { get; set; } = 28; [IndicatorExtensions.DataSourceInput] public SourceType Source { get; set; } = SourceType.Close; [InputParameter("Show cold values", sortIndex: 21)] public bool ShowColdValues { get; set; } = true; private Vhf _vhf = null!; private readonly LineSeries _vhfSeries; private string _sourceName = null!; private Func _priceSelector = null!; public static int MinHistoryDepths => 0; int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths; public override string ShortName => $"VHF {Period}:{_sourceName}"; public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/dynamics/vhf/Vhf.Quantower.cs"; public VhfIndicator() { OnBackGround = true; SeparateWindow = true; Name = "VHF - Vertical Horizontal Filter"; Description = "Measures trend strength via (Highest - Lowest) / Sum(|bar-to-bar changes|)"; _vhfSeries = new LineSeries(name: "VHF", color: Color.Yellow, width: 2, style: LineStyle.Solid); AddLineSeries(_vhfSeries); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnInit() { _priceSelector = Source.GetPriceSelector(); _sourceName = Source.ToString(); _vhf = new Vhf(Period); base.OnInit(); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnUpdate(UpdateArgs args) { bool isNew = args.IsNewBar(); var item = HistoricalData[Count - 1, SeekOriginHistory.Begin]; double value = _vhf.Update(new TValue(item.TimeLeft.Ticks, _priceSelector(item)), isNew).Value; _vhfSeries.SetValue(value, _vhf.IsHot, ShowColdValues); } }