using System.Drawing; using TradingPlatform.BusinessLayer; using static QuanTAlib.IndicatorExtensions; namespace QuanTAlib; /// /// GAMMADIST (Gamma Distribution CDF) Quantower indicator. /// Computes F(x; α, β) = P(α, x/β) applied to a min-max normalized price series /// over a rolling lookback window. /// public class GammadistIndicator : Indicator, IWatchlistIndicator { [DataSourceInput] public SourceType Source { get; set; } = SourceType.Close; [InputParameter("Shape (α)", sortIndex: 0, minimum: 0.001, maximum: 100.0, increment: 0.1, decimalPlaces: 3)] public double Alpha { get; set; } = 2.0; [InputParameter("Scale (β)", sortIndex: 1, minimum: 0.001, maximum: 100.0, increment: 0.1, decimalPlaces: 3)] public double Beta { 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 Gammadist? _gammadist; private Func? _selector; public int MinHistoryDepths => Period; public override string ShortName => $"GAMMADIST({Alpha:F2},{Beta:F2},{Period})"; public GammadistIndicator() { Name = "GAMMADIST - Gamma Distribution CDF"; Description = "Applies the Gamma Distribution CDF to a min-max normalized price series"; SeparateWindow = true; OnBackGround = true; } protected override void OnInit() { _gammadist = new Gammadist(Alpha, Beta, Period); _selector = Source.GetPriceSelector(); AddLineSeries(new LineSeries("GammaDist", 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 (_gammadist == null || _selector == null) { return; } var item = HistoricalData[0, SeekOriginHistory.End]; double value = _selector(item); bool isNew = args.IsNewBar(); TValue input = new(item.TimeLeft, value); _gammadist.Update(input, isNew); bool isHot = _gammadist.IsHot; LinesSeries[0].SetValue(_gammadist.Last.Value, isHot, ShowColdValues); LinesSeries[1].SetValue(0.5, isHot, ShowColdValues); } }