using System.Drawing; using System.Runtime.CompilerServices; using TradingPlatform.BusinessLayer; namespace QuanTAlib; [SkipLocalsInit] public sealed class TrimIndicator : Indicator, IWatchlistIndicator { [InputParameter("Period", sortIndex: 1, 3, 2000, 1, 0)] public int Period { get; set; } = 20; [InputParameter("Trim %", sortIndex: 2, 0, 49, 1, 0)] public double TrimPct { get; set; } = 10.0; [IndicatorExtensions.DataSourceInput] public SourceType Source { get; set; } = SourceType.Close; [InputParameter("Show cold values", sortIndex: 21)] public bool ShowColdValues { get; set; } = true; private Trim _trim = null!; private readonly LineSeries _series; private Func _priceSelector = null!; public static int MinHistoryDepths => 0; int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths; public override string ShortName => $"Trim {Period}/{TrimPct}%"; public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/statistics/trim/Trim.Quantower.cs"; public TrimIndicator() { OnBackGround = true; SeparateWindow = false; Name = "Trim - Trimmed Mean Moving Average"; Description = "Rolling mean after discarding extreme values from each tail"; _series = new LineSeries(name: "Trim", color: IndicatorExtensions.Statistics, width: 2, style: LineStyle.Solid); AddLineSeries(_series); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnInit() { _trim = new Trim(Period, TrimPct); _priceSelector = Source.GetPriceSelector(); base.OnInit(); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnUpdate(UpdateArgs args) { 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 = _trim.Update(input, args.IsNewBar()); _series.SetValue(result.Value, _trim.IsHot, ShowColdValues); } }