using System.Drawing; using TradingPlatform.BusinessLayer; using static QuanTAlib.IndicatorExtensions; namespace QuanTAlib; /// /// BINOMDIST (Binomial Distribution CDF) Quantower indicator. /// Computes P(X ≤ k) for X ~ Binomial(n, p), where p is derived from the /// min-max normalized price within a rolling lookback window. /// public class BinomdistIndicator : Indicator, IWatchlistIndicator { [DataSourceInput] public SourceType Source { get; set; } = SourceType.Close; [InputParameter("Period", sortIndex: 0, minimum: 1, maximum: 2000, increment: 1)] public int Period { get; set; } = 50; [InputParameter("Trials (n)", sortIndex: 1, minimum: 1, maximum: 1000, increment: 1)] public int Trials { get; set; } = 20; [InputParameter("Threshold (k)", sortIndex: 2, minimum: 0, maximum: 1000, increment: 1)] public int Threshold { get; set; } = 10; [InputParameter("Show Cold Values", sortIndex: 100)] public bool ShowColdValues { get; set; } = true; private Binomdist? _binomdist; private Func? _selector; public int MinHistoryDepths => Period; public override string ShortName => $"BINOMDIST({Period},{Trials},{Threshold})"; public BinomdistIndicator() { Name = "BINOMDIST - Binomial Distribution CDF"; Description = "Computes P(X ≤ k) for X ~ Binomial(n, p) from min-max normalized price"; SeparateWindow = true; OnBackGround = true; } protected override void OnInit() { _binomdist = new Binomdist(Period, Trials, Threshold); _selector = Source.GetPriceSelector(); AddLineSeries(new LineSeries("BinomDist", Color.Yellow, 2, LineStyle.Solid)); // Reference level at 0.5 (midpoint) AddLineSeries(new LineSeries("Mid", Color.Gray, 1, LineStyle.Dash)); } protected override void OnUpdate(UpdateArgs args) { if (_binomdist == null || _selector == null) { return; } var item = HistoricalData[0, SeekOriginHistory.End]; double value = _selector(item); bool isNew = args.IsNewBar(); TValue input = new(item.TimeLeft, value); _binomdist.Update(input, isNew); bool isHot = _binomdist.IsHot; LinesSeries[0].SetValue(_binomdist.Last.Value, isHot, ShowColdValues); LinesSeries[1].SetValue(0.5, isHot, ShowColdValues); } }