using System.Drawing; using System.Runtime.CompilerServices; using TradingPlatform.BusinessLayer; namespace QuanTAlib; [SkipLocalsInit] public sealed class SineIndicator : Indicator, IWatchlistIndicator { [InputParameter("HP Period", sortIndex: 1, 1, 2000, 1, 0)] public int HpPeriod { get; set; } = 40; [InputParameter("SSF Period", sortIndex: 2, 1, 500, 1, 0)] public int SsfPeriod { get; set; } = 10; [IndicatorExtensions.DataSourceInput] public SourceType Source { get; set; } = SourceType.Close; [InputParameter("Show cold values", sortIndex: 21)] public bool ShowColdValues { get; set; } = true; private Sine _sine = null!; private readonly LineSeries _series; private readonly LineSeries _zeroLine; private readonly LineSeries _upperLine; private readonly LineSeries _lowerLine; private Func _priceSelector = null!; public static int MinHistoryDepths => 0; int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths; public override string ShortName => $"SINE ({HpPeriod},{SsfPeriod})"; public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/cycles/sine/Sine.Quantower.cs"; public SineIndicator() { OnBackGround = true; SeparateWindow = true; Name = "SINE - Ehlers Sine Wave"; Description = "Ehlers' Sine Wave indicator extracts the dominant cycle from price data using High-Pass filter, Super-Smoother, and Hilbert Transform"; _series = new LineSeries(name: "SINE", color: IndicatorExtensions.Oscillators, width: 2, style: LineStyle.Solid); _zeroLine = new LineSeries(name: "Zero", color: Color.Gray, width: 1, style: LineStyle.Dash); _upperLine = new LineSeries(name: "+1", color: Color.DarkGray, width: 1, style: LineStyle.Dot); _lowerLine = new LineSeries(name: "-1", color: Color.DarkGray, width: 1, style: LineStyle.Dot); AddLineSeries(_series); AddLineSeries(_zeroLine); AddLineSeries(_upperLine); AddLineSeries(_lowerLine); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnInit() { _sine = new Sine(HpPeriod, SsfPeriod); _priceSelector = Source.GetPriceSelector(); base.OnInit(); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnUpdate(UpdateArgs args) { if (args.Reason != UpdateReason.NewBar && args.Reason != UpdateReason.HistoricalBar) { return; } var item = this.HistoricalData[this.Count - 1, SeekOriginHistory.Begin]; double value = _priceSelector(item); var time = this.HistoricalData.Time(); var input = new TValue(time, value); TValue result = _sine.Update(input, args.IsNewBar()); _series.SetValue(result.Value, _sine.IsHot, ShowColdValues); _zeroLine.SetValue(0.0); _upperLine.SetValue(1.0); _lowerLine.SetValue(-1.0); } }