using System.Drawing; using TradingPlatform.BusinessLayer; namespace QuanTAlib; public class AfirmaIndicator : Indicator, IWatchlistIndicator { [InputParameter("Taps (number of weights)", sortIndex: 1, 1, 2000, 1, 0)] public int Taps { get; set; } = 6; [InputParameter("Periods for lowpass cutoff", sortIndex: 2, 1, 2000, 1, 0)] public int Periods { get; set; } = 6; [InputParameter("Window Type", sortIndex: 3, variants: [ "Rectangular", Afirma.WindowType.Rectangular, "Hanning", Afirma.WindowType.Hanning1, "Hamming", Afirma.WindowType.Hanning2, "Blackman", Afirma.WindowType.Blackman, "Blackman-Harris", Afirma.WindowType.BlackmanHarris ])] public Afirma.WindowType Window { get; set; } = Afirma.WindowType.Hanning1; [InputParameter("Data source", sortIndex: 4, variants: [ "Open", SourceType.Open, "High", SourceType.High, "Low", SourceType.Low, "Close", SourceType.Close, "HL/2 (Median)", SourceType.HL2, "OC/2 (Midpoint)", SourceType.OC2, "OHL/3 (Mean)", SourceType.OHL3, "HLC/3 (Typical)", SourceType.HLC3, "OHLC/4 (Average)", SourceType.OHLC4, "HLCC/4 (Weighted)", SourceType.HLCC4 ])] public SourceType Source { get; set; } = SourceType.Close; [InputParameter("Show cold values", sortIndex: 21)] public bool ShowColdValues { get; set; } = true; private Afirma? ma; protected LineSeries? Series; protected string? SourceName; public int MinHistoryDepths => Periods + Taps; int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths; public AfirmaIndicator() { OnBackGround = true; SeparateWindow = false; SourceName = Source.ToString(); Name = "AFIRMA - Adaptive Finite Impulse Response Moving Average"; Description = "Adaptive Finite Impulse Response Moving Average with ARMA component"; Series = new(name: $"AFIRMA {Taps}:{Periods}:{Window}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); AddLineSeries(Series); } protected override void OnInit() { ma = new Afirma(periods: Periods, taps: Taps, window: Window); SourceName = Source.ToString(); base.OnInit(); } protected override void OnUpdate(UpdateArgs args) { TValue input = this.GetInputValue(args, Source); TValue result = ma!.Calc(input); Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here Series!.SetValue(result.Value); } public override string ShortName => $"AFIRMA {Taps}:{Periods}:{Window}:{SourceName}"; public override void OnPaintChart(PaintChartEventArgs args) { base.OnPaintChart(args); this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2); } }