using System.Drawing; using System.Runtime.CompilerServices; using TradingPlatform.BusinessLayer; namespace QuanTAlib; [SkipLocalsInit] public sealed class FisherIndicator : Indicator, IWatchlistIndicator { [InputParameter("Period", sortIndex: 1, 1, 500, 1, 0)] public int Period { get; set; } = 10; [IndicatorExtensions.DataSourceInput(sortIndex: 2)] public SourceType Source { get; set; } = SourceType.Close; [InputParameter("Show cold values", sortIndex: 21)] public bool ShowColdValues { get; set; } = true; private Fisher _fisher = null!; private readonly LineSeries _fisherLine; private readonly LineSeries _signalLine; public static int MinHistoryDepths => 0; int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths; public override string ShortName => $"Fisher ({Period})"; public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/oscillators/fisher/Fisher.Quantower.cs"; public FisherIndicator() { OnBackGround = true; SeparateWindow = true; Name = "FISHER - Ehlers Fisher Transform"; Description = "Converts price into Gaussian distribution via arctanh for reversal detection"; _fisherLine = new LineSeries("Fisher", Color.Yellow, 2, LineStyle.Solid); _signalLine = new LineSeries("Signal", Color.Orange, 1, LineStyle.Solid); AddLineSeries(_fisherLine); AddLineSeries(_signalLine); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnInit() { _fisher = new Fisher(Period); 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); TValue input = new(item.TimeLeft, price); TValue result = _fisher.Update(input, args.IsNewBar()); if (!_fisher.IsHot && !ShowColdValues) { return; } _fisherLine.SetValue(result.Value); _signalLine.SetValue(_fisher.Signal); } }