using System.Drawing;
using System.Runtime.CompilerServices;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
///
/// DECAY (Linear Decay) Quantower indicator.
/// Tracks peaks and decays linearly at a rate of 1/period per bar.
/// Formula: output = max(input, prev_output - 1/period)
///
[SkipLocalsInit]
public class DecayIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
public int Period { get; set; } = 5;
[IndicatorExtensions.DataSourceInput]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Decay _decay = null!;
protected LineSeries Series;
protected string SourceName = null!;
private Func _priceSelector = null!;
public static int MinHistoryDepths => 0;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"DECAY {Period}:{SourceName}";
public DecayIndicator()
{
OnBackGround = true;
SeparateWindow = false;
SourceName = Source.ToString();
Name = "DECAY - Linear Decay";
Description = "Linear Decay: output = max(input, prev_output - 1/period)";
Series = new LineSeries(name: $"DECAY {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
AddLineSeries(Series);
}
protected override void OnInit()
{
_decay = new Decay(Period);
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 = _decay.Update(new TValue(item.TimeLeft.Ticks, _priceSelector(item)), isNew: args.IsNewBar());
Series.SetValue(result.Value, _decay.IsHot, ShowColdValues);
}
}