using System.Drawing; using System.Runtime.CompilerServices; using TradingPlatform.BusinessLayer; namespace QuanTAlib; [SkipLocalsInit] public sealed class WillrIndicator : Indicator, IWatchlistIndicator { [InputParameter("Period", sortIndex: 0, 1, 500, 1, 0)] public int Period { get; set; } = 14; [InputParameter("Show cold values", sortIndex: 21)] public bool ShowColdValues { get; set; } = true; private Willr _indicator = null!; private readonly LineSeries _series; private readonly LineSeries _overbought; private readonly LineSeries _oversold; public static int MinHistoryDepths => 0; int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths; public override string ShortName => $"WILLR({Period})"; public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/oscillators/willr/Willr.cs"; public WillrIndicator() { OnBackGround = true; SeparateWindow = true; Name = "WILLR - Williams %R"; Description = "Williams %R oscillator. Measures close position relative to highest high over lookback period. Range: -100 to 0."; _series = new LineSeries(name: "Williams %R", color: Color.Yellow, width: 2, style: LineStyle.Solid); _overbought = new LineSeries(name: "Overbought", color: Color.Gray, width: 1, style: LineStyle.Dash); _oversold = new LineSeries(name: "Oversold", color: Color.Gray, width: 1, style: LineStyle.Dash); AddLineSeries(_series); AddLineSeries(_overbought); AddLineSeries(_oversold); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnInit() { _indicator = new Willr(Period); base.OnInit(); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnUpdate(UpdateArgs args) { _ = _indicator.Update(this.GetInputBar(args), args.IsNewBar()); _series.SetValue(_indicator.Last.Value, _indicator.IsHot, ShowColdValues); _overbought.SetValue(-20.0, _indicator.IsHot, ShowColdValues); _oversold.SetValue(-80.0, _indicator.IsHot, ShowColdValues); } }