using System.Drawing; using System.Runtime.CompilerServices; using TradingPlatform.BusinessLayer; namespace QuanTAlib; [SkipLocalsInit] public sealed class AgcIndicator : Indicator, IWatchlistIndicator { [InputParameter("Decay", sortIndex: 1, 0.9, 0.9999, 0.001, 3)] public double Decay { get; set; } = 0.991; [IndicatorExtensions.DataSourceInput] public SourceType Source { get; set; } = SourceType.Close; [InputParameter("Show cold values", sortIndex: 21)] public bool ShowColdValues { get; set; } = true; private Agc _agc = null!; private Roofing _roofing = null!; private readonly LineSeries _series; private string _sourceName = null!; private Func _priceSelector = null!; public static int MinHistoryDepths => 0; int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths; public override string ShortName => $"AGC {Decay:F3}:{_sourceName}"; public AgcIndicator() { OnBackGround = true; SeparateWindow = true; Name = "AGC - Ehlers Automatic Gain Control"; Description = "Ehlers Automatic Gain Control: amplitude normalization via exponential peak tracking, applied after Roofing filter"; _series = new LineSeries(name: $"AGC {Decay:F3}", color: Color.Blue, width: 2, style: LineStyle.Solid); AddLineSeries(_series); } protected override void OnInit() { _priceSelector = Source.GetPriceSelector(); _sourceName = Source.ToString(); _roofing = new Roofing(48, 10); _agc = new Agc(Decay); base.OnInit(); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnUpdate(UpdateArgs args) { bool isNew = args.IsNewBar(); var item = HistoricalData[Count - 1, SeekOriginHistory.Begin]; double price = _priceSelector(item); // First apply roofing filter to get oscillating signal, then normalize with AGC double filtered = _roofing.Update(new TValue(item.TimeLeft.Ticks, price), isNew).Value; double value = _agc.Update(new TValue(item.TimeLeft.Ticks, filtered), isNew).Value; _series.SetValue(value, _agc.IsHot, ShowColdValues); } }