using System.Drawing; using System.Runtime.CompilerServices; using TradingPlatform.BusinessLayer; namespace QuanTAlib; [SkipLocalsInit] public class HoltIndicator : Indicator, IWatchlistIndicator { [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)] public int Period { get; set; } = 10; [InputParameter("Gamma", sortIndex: 2, 0.0, 1.0, 0.01, 2)] public double Gamma { get; set; } = 0; [IndicatorExtensions.DataSourceInput] public SourceType Source { get; set; } = SourceType.Close; [InputParameter("Show cold values", sortIndex: 21)] public bool ShowColdValues { get; set; } = true; private Holt _holt = null!; protected LineSeries Series; protected string SourceName = null!; private Func _priceSelector = null!; public static int MinHistoryDepths => 0; int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths; public override string ShortName => $"HOLT {Period}:{SourceName}"; public HoltIndicator() { OnBackGround = true; SeparateWindow = false; SourceName = Source.ToString(); Name = "HOLT - Holt Exponential Moving Average"; Description = "Double exponential smoothing tracking level and trend"; Series = new LineSeries(name: $"HOLT {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); AddLineSeries(Series); } protected override void OnInit() { _holt = new Holt(Period, Gamma); SourceName = Source.ToString(); _priceSelector = Source.GetPriceSelector(); base.OnInit(); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnUpdate(UpdateArgs args) { var item = HistoricalData[Count - 1, SeekOriginHistory.Begin]; TValue result = _holt.Update(new TValue(item.TimeLeft.Ticks, _priceSelector(item)), isNew: args.IsNewBar()); Series.SetValue(result.Value, _holt.IsHot, ShowColdValues); } }