using System.Drawing; using System.Runtime.CompilerServices; using TradingPlatform.BusinessLayer; namespace QuanTAlib; [SkipLocalsInit] public sealed class FiIndicator : Indicator, IWatchlistIndicator { [InputParameter("Period", sortIndex: 10, 1, 500, 1, 0)] public int Period { get; set; } = 13; [InputParameter("Show cold values", sortIndex: 21)] public bool ShowColdValues { get; set; } = true; private Fi _fi = null!; private double _prevClose = double.NaN; private double _pPrevClose = double.NaN; private readonly LineSeries _series; public int MinHistoryDepths => Period; int IWatchlistIndicator.MinHistoryDepths => Period; public override string ShortName => $"FI({Period})"; public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/oscillators/fi/Fi.Quantower.cs"; public FiIndicator() { OnBackGround = true; SeparateWindow = true; Name = "FI - Force Index"; Description = "Force Index measures buying and selling pressure as EMA-smoothed price change × volume"; _series = new LineSeries(name: "FI", color: Color.Yellow, width: 2, style: LineStyle.Solid); AddLineSeries(_series); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnInit() { _fi = new Fi(Period); _prevClose = double.NaN; _pPrevClose = double.NaN; base.OnInit(); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnUpdate(UpdateArgs args) { bool isNew = args.IsNewBar(); if (isNew) { _pPrevClose = _prevClose; } else { _prevClose = _pPrevClose; } TBar bar = this.GetInputBar(args); double close = bar.Close; double volume = bar.Volume; double rawForce; if (double.IsNaN(_prevClose)) { rawForce = 0; } else { rawForce = (close - _prevClose) * volume; } if (isNew) { _prevClose = close; } TValue input = new(bar.Time, rawForce); TValue result = _fi.Update(input, isNew); _series.SetValue(result.Value, _fi.IsHot, ShowColdValues); } }