using System.Drawing; using System.Runtime.CompilerServices; using TradingPlatform.BusinessLayer; namespace QuanTAlib; [SkipLocalsInit] public sealed class SqueezeIndicator : Indicator, IWatchlistIndicator { [InputParameter("Period", sortIndex: 1, 1, 500, 1, 0)] public int Period { get; set; } = 20; [InputParameter("BB Multiplier", sortIndex: 2, 0.001, 10.0, 0.1, 1)] public double BbMult { get; set; } = 2.0; [InputParameter("KC Multiplier", sortIndex: 3, 0.001, 10.0, 0.1, 1)] public double KcMult { get; set; } = 1.5; [InputParameter("Show cold values", sortIndex: 21)] public bool ShowColdValues { get; set; } = true; private Squeeze _squeeze = null!; private readonly LineSeries _momentumSeries; private readonly LineSeries _squeezeSeries; public static int MinHistoryDepths => 0; int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths; public override string ShortName => $"SQUEEZE {Period},{BbMult},{KcMult}"; public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/oscillators/squeeze/Squeeze.cs"; public SqueezeIndicator() { OnBackGround = true; SeparateWindow = true; Name = "SQUEEZE"; Description = "Squeeze Momentum: BB vs KC squeeze detection with LinReg momentum histogram"; _momentumSeries = new LineSeries(name: "Momentum", color: Color.Lime, width: 2, style: LineStyle.Histogramm); _squeezeSeries = new LineSeries(name: "SqueezeOn", color: Color.Red, width: 4, style: LineStyle.Dot); AddLineSeries(_momentumSeries); AddLineSeries(_squeezeSeries); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnInit() { _squeeze = new Squeeze(Period, BbMult, KcMult); base.OnInit(); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnUpdate(UpdateArgs args) { _ = _squeeze.Update(this.GetInputBar(args), args.IsNewBar()); _momentumSeries.SetValue(_squeeze.Momentum, _squeeze.IsHot, ShowColdValues); // Plot squeeze state dot at 0 when squeeze is on, NaN when off double sqDot = _squeeze.SqueezeOn ? 0.0 : double.NaN; _squeezeSeries.SetValue(sqDot, _squeeze.IsHot, ShowColdValues); } }