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)); } } }