using System.Drawing; using System.Runtime.CompilerServices; using TradingPlatform.BusinessLayer; namespace QuanTAlib; [SkipLocalsInit] public sealed class RrsiIndicator : Indicator, IWatchlistIndicator { [InputParameter("Smooth Length", sortIndex: 1, 1, 500, 1, 0)] public int SmoothLength { get; set; } = 10; [InputParameter("RSI Length", sortIndex: 2, 1, 500, 1, 0)] public int RsiLength { get; set; } = 10; [IndicatorExtensions.DataSourceInput(sortIndex: 3)] public SourceType Source { get; set; } = SourceType.Close; [InputParameter("Show cold values", sortIndex: 21)] public bool ShowColdValues { get; set; } = true; private Rrsi _rrsi = null!; private readonly LineSeries _rrsiLine; public static int MinHistoryDepths => 0; int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths; public override string ShortName => $"RRSI ({SmoothLength},{RsiLength})"; public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/oscillators/rrsi/Rrsi.Quantower.cs"; public RrsiIndicator() { OnBackGround = true; SeparateWindow = true; Name = "RRSI - Rocket RSI (Ehlers)"; Description = "Fisher Transform of Super Smoother–filtered RSI for cyclic reversal signals"; _rrsiLine = new LineSeries("RocketRSI", Color.DodgerBlue, 2, LineStyle.Solid); AddLineSeries(_rrsiLine); AddLineLevel(0, "Zero", Color.Gray, 1, LineStyle.Dash); AddLineLevel(2, "Overbought", Color.Red, 1, LineStyle.Dash); AddLineLevel(-2, "Oversold", Color.Green, 1, LineStyle.Dash); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnInit() { _rrsi = new Rrsi(SmoothLength, RsiLength); 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 = _rrsi.Update(input, args.IsNewBar()); if (!_rrsi.IsHot && !ShowColdValues) { return; } _rrsiLine.SetValue(result.Value); } }