using System.Drawing; using TradingPlatform.BusinessLayer; using static QuanTAlib.IndicatorExtensions; namespace QuanTAlib; /// /// FDIST (F-Distribution CDF) Quantower indicator. /// Computes F(x; d1, d2) = I(d1·x/(d1·x+d2), d1/2, d2/2) applied to a /// min-max normalized price series over a rolling lookback window. /// public class FdistIndicator : Indicator, IWatchlistIndicator { [DataSourceInput] public SourceType Source { get; set; } = SourceType.Close; [InputParameter("Numerator DoF (d1)", sortIndex: 0, minimum: 1, maximum: 999, increment: 1)] public int D1 { get; set; } = 1; [InputParameter("Denominator DoF (d2)", sortIndex: 1, minimum: 1, maximum: 999, increment: 1)] public int D2 { get; set; } = 1; [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 Fdist? _fdist; private Func? _selector; public int MinHistoryDepths => Period; public override string ShortName => $"FDIST({D1},{D2},{Period})"; public FdistIndicator() { Name = "FDIST - F-Distribution CDF"; Description = "Applies the F-Distribution (Fisher-Snedecor) CDF to a min-max normalized price series"; SeparateWindow = true; OnBackGround = true; } protected override void OnInit() { _fdist = new Fdist(D1, D2, Period); _selector = Source.GetPriceSelector(); AddLineSeries(new LineSeries("FDist", 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 (_fdist == null || _selector == null) { return; } var item = HistoricalData[0, SeekOriginHistory.End]; double value = _selector(item); bool isNew = args.IsNewBar(); TValue input = new(item.TimeLeft, value); _fdist.Update(input, isNew); bool isHot = _fdist.IsHot; LinesSeries[0].SetValue(_fdist.Last.Value, isHot, ShowColdValues); LinesSeries[1].SetValue(0.5, isHot, ShowColdValues); } }