using System.Drawing;
using TradingPlatform.BusinessLayer;
using static QuanTAlib.IndicatorExtensions;
namespace QuanTAlib;
///
/// ROCR (Rate of Change Ratio) Quantower indicator.
/// Calculates price ratio over a lookback period.
/// Formula: current / past (ratio around 1.0)
///
public class RocrIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Period", 0, 1, 999, 1, 0)]
public int Period { get; set; } = 9;
[DataSourceInput]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show Cold Values", sortIndex: 100)]
public bool ShowColdValues { get; set; } = true;
private Rocr? _rocr;
private Func? _selector;
public int MinHistoryDepths => Period + 1;
public override string ShortName => $"ROCR({Period})";
public RocrIndicator()
{
Name = "ROCR - Rate of Change Ratio";
Description = "Calculates price ratio: current / past (ratio around 1.0)";
SeparateWindow = true;
OnBackGround = false;
}
protected override void OnInit()
{
_rocr = new Rocr(Period);
_selector = Source.GetPriceSelector();
AddLineSeries(new LineSeries("ROCR", IndicatorExtensions.Momentum, 2, LineStyle.Solid));
AddLineSeries(new LineSeries("One", Color.Gray, 1, LineStyle.Dot));
}
protected override void OnUpdate(UpdateArgs args)
{
if (_rocr == null || _selector == null)
{
return;
}
var item = HistoricalData[0, SeekOriginHistory.End];
double value = _selector(item);
bool isNew = args.IsNewBar();
TValue input = new(item.TimeLeft, value);
_rocr.Update(input, isNew);
bool isHot = _rocr.IsHot;
LinesSeries[0].SetValue(_rocr.Last.Value, isHot, ShowColdValues);
LinesSeries[1].SetValue(1.0);
if (isHot || ShowColdValues)
{
double rocr = _rocr.Last.Value;
Color color;
if (rocr > 1.0)
{
color = Color.Green;
}
else if (rocr < 1.0)
{
color = Color.Red;
}
else
{
color = Color.Gray;
}
LinesSeries[0].SetMarker(0, new IndicatorLineMarker(color));
}
}
}