using System.Drawing; using TradingPlatform.BusinessLayer; using static QuanTAlib.IndicatorExtensions; namespace QuanTAlib; /// /// NORMDIST (Normal Distribution CDF) Quantower indicator. /// Computes Φ(z; μ, σ) applied to a z-score normalized price series /// over a rolling lookback window. /// public class NormdistIndicator : Indicator, IWatchlistIndicator { [DataSourceInput] public SourceType Source { get; set; } = SourceType.Close; [InputParameter("Mean (μ)", sortIndex: 0, minimum: -100.0, maximum: 100.0, increment: 0.1, decimalPlaces: 3)] public double Mu { get; set; } = 0.0; [InputParameter("Std Dev (σ)", sortIndex: 1, minimum: 0.001, maximum: 100.0, increment: 0.1, decimalPlaces: 3)] public double Sigma { 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 Normdist? _normdist; private Func? _selector; public int MinHistoryDepths => Period; public override string ShortName => $"NORMDIST({Mu:F2},{Sigma:F2},{Period})"; public NormdistIndicator() { Name = "NORMDIST - Normal Distribution CDF"; Description = "Applies the Gaussian CDF to a z-score normalized price series"; SeparateWindow = true; OnBackGround = true; } protected override void OnInit() { _normdist = new Normdist(Mu, Sigma, Period); _selector = Source.GetPriceSelector(); AddLineSeries(new LineSeries("NormDist", Color.Cyan, 2, LineStyle.Solid)); // Reference level at 0.5 (midpoint / rolling mean) AddLineSeries(new LineSeries("Mid", Color.Gray, 1, LineStyle.Dash)); } protected override void OnUpdate(UpdateArgs args) { if (_normdist == null || _selector == null) { return; } var item = HistoricalData[0, SeekOriginHistory.End]; double value = _selector(item); bool isNew = args.IsNewBar(); TValue input = new(item.TimeLeft, value); _normdist.Update(input, isNew); bool isHot = _normdist.IsHot; LinesSeries[0].SetValue(_normdist.Last.Value, isHot, ShowColdValues); LinesSeries[1].SetValue(0.5, isHot, ShowColdValues); } }