using System.Drawing; using TradingPlatform.BusinessLayer; using static QuanTAlib.IndicatorExtensions; namespace QuanTAlib; /// /// WEIBULLDIST (Weibull Distribution CDF) Quantower indicator. /// Computes F(x; k, λ) = 1 - exp(-(x/λ)^k) applied to a min-max normalized /// price series over a rolling lookback window. /// public class WeibulldistIndicator : Indicator, IWatchlistIndicator { [DataSourceInput] public SourceType Source { get; set; } = SourceType.Close; [InputParameter("Shape (k)", sortIndex: 0, minimum: 0.001, maximum: 100.0, increment: 0.1, decimalPlaces: 3)] public double K { get; set; } = 1.5; [InputParameter("Scale (λ)", sortIndex: 1, minimum: 0.001, maximum: 100.0, increment: 0.1, decimalPlaces: 3)] public double Lambda { get; set; } = 1.0; [InputParameter("Period", sortIndex: 2, minimum: 2, maximum: 2000, increment: 1)] public int Period { get; set; } = 14; [InputParameter("Show Cold Values", sortIndex: 100)] public bool ShowColdValues { get; set; } = true; private Weibulldist? _weibulldist; private Func? _selector; public int MinHistoryDepths => Period; public override string ShortName => $"WEIBULLDIST({K:F2},{Lambda:F2},{Period})"; public WeibulldistIndicator() { Name = "WEIBULLDIST - Weibull Distribution CDF"; Description = "Applies the Weibull CDF to a min-max normalized price series"; SeparateWindow = true; OnBackGround = true; } protected override void OnInit() { _weibulldist = new Weibulldist(K, Lambda, Period); _selector = Source.GetPriceSelector(); AddLineSeries(new LineSeries("WeibullDist", 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 (_weibulldist == null || _selector == null) { return; } var item = HistoricalData[0, SeekOriginHistory.End]; double value = _selector(item); bool isNew = args.IsNewBar(); TValue input = new(item.TimeLeft, value); _weibulldist.Update(input, isNew); bool isHot = _weibulldist.IsHot; LinesSeries[0].SetValue(_weibulldist.Last.Value, isHot, ShowColdValues); LinesSeries[1].SetValue(0.5, isHot, ShowColdValues); } }