using System; using System.Drawing; using TradingPlatform.BusinessLayer; namespace QuanTAlib; public class MovingAverage_chart : Indicator { #region Parameters [InputParameter("Smoothing period", 0, 1, 999, 1, 1)] private int Period = 10; [InputParameter("Data source", 1, variants: new object[] { "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5, "OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })] private int DataSource = 3; [InputParameter("Moving Average Type", 2, variants: new object[] { "SMA", 0, "EMA", 1, "WMA", 2, "T3", 3, "SMMA", 4, "TRIMA", 5, "DWMA", 6, "FMA", 7, "DEMA", 8, "TEMA", 9, "ALMA", 10, "HMA", 11, "HEMA", 12, "MAMA", 13, "KAMA", 14, "ZLEMA", 15, "JMA", 16})] private int MAtype = 1; #endregion Parameters protected HistoricalData History; private TBars bars ; /////// private TSeries indicator; /////// public MovingAverage_chart() { this.SeparateWindow = false; this.Name = "Flexible Moving Average"; this.AddLineSeries("MA", Color.Yellow, 3, LineStyle.Solid); } protected override void OnInit() { this.bars = new(); this.History = this.Symbol.GetHistory(period: this.HistoricalData.Period, fromTime: HistoricalData.FromTime); for (int i = this.History.Count - 1; i >= 0; i--) { var rec = this.History[i, SeekOriginHistory.Begin]; bars.Add(rec.TimeLeft, rec[PriceType.Open], rec[PriceType.High], rec[PriceType.Low], rec[PriceType.Close], rec[PriceType.Volume]); } switch (MAtype) { case 0: indicator = new SMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false); this.Name = $"Simple Moving Average - SMA"; break; case 1: indicator = new EMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false); this.Name = $"Exponential Moving Average - EMA"; break; case 2: indicator = new WMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false); this.Name = $"Weighted Moving Average - WMA"; break; case 3: indicator = new T3_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false); this.Name = $"Tillson T3 Moving Average - T3"; break; case 4: indicator = new SMMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false); this.Name = $"Smoothed Moving Average - SMMA"; break; case 5: indicator = new TRIMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false); this.Name = $"Triangular Moving Average - TRIMA"; break; case 6: indicator = new DWMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false); this.Name = $"Double Weighted Moving Average - DWMA"; break; case 7: indicator = new FMA_Series(source: bars.Select(this.DataSource), period: this.Period); this.Name = $"Fibonacci Moving Average - FMA"; break; case 8: indicator = new DEMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false); this.Name = $"Double Exponential Moving Average - DEMA"; break; case 9: indicator = new TEMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false); this.Name = $"Triple Exponential Moving Average - TEMA"; break; case 10: indicator = new ALMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false); this.Name = $"Arnaud Legoux Moving Average - ALMA"; break; case 11: indicator = new HMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false); this.Name = $"Hull Moving Average - HMA"; break; case 12: indicator = new HEMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false); this.Name = $"Hull-Exponential Moving Average - HEMA"; break; case 13: double factor= 1.015 * Math.Exp(-0.043 * (double)this.Period); indicator = new MAMA_Series(source: bars.Select(this.DataSource), fastlimit: factor, slowlimit: factor*0.1, useNaN: false); this.Name = $"MESA Adaptive Moving Average - MAMA"; break; case 14: indicator = new KAMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false); this.Name = $"Kaufman's Adaptive Moving Average - KAMA"; break; case 15: indicator = new ZLEMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false); this.Name = $"Zero Lag Exponential Moving Average - ZLEMA"; break; default: indicator = new JMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false); this.Name = $"Jurik Moving Average - JMA"; break; } this.Name = this.Name + $" ({Period}:{TBars.SelectStr(this.DataSource)})"; } protected override void OnUpdate(UpdateArgs args) { bool update = !(args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar); this.bars.Add(this.Time(), this.GetPrice(PriceType.Open), this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low), this.GetPrice(PriceType.Close), this.GetPrice(PriceType.Volume), update); this.SetValue(this.indicator[this.indicator.Count - 1].v); } }