using System.Drawing; using System.Runtime.CompilerServices; using TradingPlatform.BusinessLayer; namespace QuanTAlib; [SkipLocalsInit] public sealed class BbwpIndicator : Indicator, IWatchlistIndicator { [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)] public int Period { get; set; } = 20; [InputParameter("Multiplier", sortIndex: 2, 0.1, 10, 0.1, 1)] public double Multiplier { get; set; } = 2.0; [InputParameter("Lookback", sortIndex: 3, 1, 2000, 1, 0)] public int Lookback { get; set; } = 252; [IndicatorExtensions.DataSourceInput] public SourceType Source { get; set; } = SourceType.Close; [InputParameter("Show cold values", sortIndex: 21)] public bool ShowColdValues { get; set; } = true; private Bbwp _bbwp = null!; private readonly LineSeries _series; private string _sourceName = null!; private Func _priceSelector = null!; public static int MinHistoryDepths => 0; int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths; public override string ShortName => $"BBWP {Period},{Multiplier:F1},{Lookback}:{_sourceName}"; public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/volatility/bbwp/Bbwp.Quantower.cs"; public BbwpIndicator() { OnBackGround = true; SeparateWindow = true; _sourceName = Source.ToString(); Name = "BBWP - Bollinger Band Width Percentile"; Description = "Bollinger Band Width Percentile measures where the current bandwidth falls within its historical distribution as a percentile rank"; _series = new LineSeries(name: "BBWP", color: IndicatorExtensions.Volatility, width: 2, style: LineStyle.Solid); AddLineSeries(_series); } protected override void OnInit() { _bbwp = new Bbwp(Period, Multiplier, Lookback); _sourceName = Source.ToString(); _priceSelector = Source.GetPriceSelector(); base.OnInit(); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnUpdate(UpdateArgs args) { var item = HistoricalData[Count - 1, SeekOriginHistory.Begin]; TValue result = _bbwp.Update(new TValue(item.TimeLeft.Ticks, _priceSelector(item)), isNew: args.IsNewBar()); _series.SetValue(result.Value, _bbwp.IsHot, ShowColdValues); } }