using System.Drawing; using TradingPlatform.BusinessLayer; using static QuanTAlib.IndicatorExtensions; namespace QuanTAlib; /// /// EXPDIST (Exponential Distribution CDF) Quantower indicator. /// Computes F(x; λ) = 1 - exp(-λx) applied to a min-max normalized price series /// over a rolling lookback window. /// public class ExpdistIndicator : 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("Lambda", sortIndex: 1, minimum: 0.01, maximum: 100.0, increment: 0.1, decimalPlaces: 2)] public double Lambda { get; set; } = 3.0; [InputParameter("Show Cold Values", sortIndex: 100)] public bool ShowColdValues { get; set; } = true; private Expdist? _expdist; private Func? _selector; public int MinHistoryDepths => Period; public override string ShortName => $"EXPDIST({Period},{Lambda:F2})"; public ExpdistIndicator() { Name = "EXPDIST - Exponential Distribution CDF"; Description = "Applies the exponential CDF to a min-max normalized price series"; SeparateWindow = true; OnBackGround = true; } protected override void OnInit() { _expdist = new Expdist(Period, Lambda); _selector = Source.GetPriceSelector(); AddLineSeries(new LineSeries("ExpDist", Color.Cyan, 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 (_expdist == null || _selector == null) { return; } var item = HistoricalData[0, SeekOriginHistory.End]; double value = _selector(item); bool isNew = args.IsNewBar(); TValue input = new(item.TimeLeft, value); _expdist.Update(input, isNew); bool isHot = _expdist.IsHot; LinesSeries[0].SetValue(_expdist.Last.Value, isHot, ShowColdValues); LinesSeries[1].SetValue(0.5, isHot, ShowColdValues); } }