using System.Drawing; using System.Runtime.CompilerServices; using TradingPlatform.BusinessLayer; namespace QuanTAlib; [SkipLocalsInit] public sealed class CoppockIndicator : Indicator, IWatchlistIndicator { [InputParameter("Long ROC Period", sortIndex: 1, 1, 500, 1, 0)] public int LongRoc { get; set; } = 14; [InputParameter("Short ROC Period", sortIndex: 2, 1, 500, 1, 0)] public int ShortRoc { get; set; } = 11; [InputParameter("WMA Period", sortIndex: 3, 1, 500, 1, 0)] public int WmaPeriod { get; set; } = 10; [IndicatorExtensions.DataSourceInput(sortIndex: 4)] public SourceType Source { get; set; } = SourceType.Close; [InputParameter("Show cold values", sortIndex: 21)] public bool ShowColdValues { get; set; } = true; private Coppock _coppock = null!; private readonly LineSeries _coppockSeries; public static int MinHistoryDepths => 0; int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths; public override string ShortName => $"COPPOCK ({LongRoc},{ShortRoc},{WmaPeriod})"; public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/oscillators/coppock/Coppock.Quantower.cs"; public CoppockIndicator() { OnBackGround = true; SeparateWindow = true; Name = "COPPOCK - Coppock Curve"; Description = "WMA of the sum of two Rate-of-Change values (long and short lookback periods)"; _coppockSeries = new LineSeries(name: "Coppock", color: Color.Yellow, width: 2, style: LineStyle.Solid); AddLineSeries(_coppockSeries); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnInit() { _coppock = new Coppock(LongRoc, ShortRoc, WmaPeriod); base.OnInit(); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnUpdate(UpdateArgs args) { var priceSelector = Source.GetPriceSelector(); var item = HistoricalData[0, SeekOriginHistory.End]; double price = priceSelector(item); _ = _coppock.Update(new TValue(item.TimeLeft, price), args.IsNewBar()); _coppockSeries.SetValue(_coppock.Last.Value, _coppock.IsHot, ShowColdValues); } }