using System.Drawing; using System.Runtime.CompilerServices; using TradingPlatform.BusinessLayer; namespace QuanTAlib; [SkipLocalsInit] public sealed class CfbIndicator : Indicator, IWatchlistIndicator { [InputParameter("Min Length", sortIndex: 1, 2, 1000, 1, 0)] public int MinLength { get; set; } = 2; [InputParameter("Max Length", sortIndex: 2, 2, 1000, 1, 0)] public int MaxLength { get; set; } = 192; [InputParameter("Step", sortIndex: 3, 1, 100, 1, 0)] public int Step { get; set; } = 2; [IndicatorExtensions.DataSourceInput] public SourceType Source { get; set; } = SourceType.Close; [InputParameter("Show cold values", sortIndex: 21)] public bool ShowColdValues { get; set; } = true; private Cfb _cfb = 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 => $"CFB {MinLength}-{MaxLength}:{_sourceName}"; public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/momentum/cfb/Cfb.Quantower.cs"; public CfbIndicator() { OnBackGround = true; SeparateWindow = true; _sourceName = Source.ToString(); Name = "CFB - Jurik Composite Fractal Behavior"; Description = "Trend Duration Index using fractal efficiency"; _series = new LineSeries(name: "CFB", color: IndicatorExtensions.Statistics, width: 2, style: LineStyle.Solid); AddLineSeries(_series); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnInit() { // Generate lengths array int count = (MaxLength - MinLength) / Step + 1; int[] lengths = new int[count]; for (int i = 0; i < count; i++) { lengths[i] = MinLength + i * Step; } _cfb = new Cfb(lengths); _sourceName = Source.ToString(); _priceSelector = Source.GetPriceSelector(); base.OnInit(); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnUpdate(UpdateArgs args) { TValue result = _cfb.Update(new TValue(this.GetInputBar(args).Time, _priceSelector(HistoricalData[Count - 1, SeekOriginHistory.Begin])), args.IsNewBar()); _series.SetValue(result.Value, _cfb.IsHot, ShowColdValues); _series.SetMarker(0, Color.Transparent); } }