using System.Diagnostics.Metrics; using System.Drawing; using System.Drawing.Drawing2D; using TradingPlatform.BusinessLayer; namespace QuanTAlib; public class MacdIndicator : Indicator, IWatchlistIndicator { [InputParameter("Slow EMA", sortIndex: 1, 1, 1000, 1, 0)] public int Slow { get; set; } = 26; [InputParameter("Fast EMA", sortIndex: 2, 1, 2000, 1, 0)] public int Fast { get; set; } = 12; [InputParameter("Signal line", sortIndex: 3, 1, 2000, 1, 0)] public int Signal { get; set; } = 9; [InputParameter("Use SMA for warmup period", sortIndex: 2)] public bool UseSMA { get; set; } = false; [InputParameter("Data source", sortIndex: 3, variants: [ "Open", SourceType.Open, "High", SourceType.High, "Low", SourceType.Low, "Close", SourceType.Close, "HL/2 (Median)", SourceType.HL2, "OC/2 (Midpoint)", SourceType.OC2, "OHL/3 (Mean)", SourceType.OHL3, "HLC/3 (Typical)", SourceType.HLC3, "OHLC/4 (Average)", SourceType.OHLC4, "HLCC/4 (Weighted)", SourceType.HLCC4 ])] public SourceType Source { get; set; } = SourceType.Close; [InputParameter("Show cold values", sortIndex: 21)] public bool ShowColdValues { get; set; } = true; private Ema? slow_ma; private Ema? fast_ma; private Ema? signal_ma; private Slope? histSlope; protected LineSeries? MainSeries; protected LineSeries? SignalSeries; protected LineSeries? HistogramSeries; protected LineSeries? HistSlopeSeries; protected string? SourceName; public int MinHistoryDepths => Slow; int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths; public override string ShortName => $"MACD {Slow}:{Fast}:{Signal}"; public MacdIndicator() { OnBackGround = true; SeparateWindow = true; SourceName = Source.ToString(); Name = "MACD - Moving Average Convergence Divergence"; Description = "MACD"; MainSeries = new(name: $"MAIN", color: Color.Blue, width: 2, style: LineStyle.Solid); SignalSeries = new(name: $"SIGNAL", color: Color.Yellow, width: 2, style: LineStyle.Solid); HistogramSeries = new(name: $"HISTOGRAM", color: Color.White, width: 2, style: LineStyle.Solid); HistSlopeSeries = new(name: $"SLOPE", color: Color.Transparent, width: 2, style: LineStyle.Solid); HistSlopeSeries.Visible = false; AddLineSeries(MainSeries); AddLineSeries(SignalSeries); AddLineSeries(HistogramSeries); AddLineSeries(HistSlopeSeries); } protected override void OnInit() { slow_ma = new(Slow, useSma: UseSMA); fast_ma = new(Fast, useSma: UseSMA); signal_ma = new(Signal, useSma: UseSMA); histSlope = new(2); SourceName = Source.ToString(); base.OnInit(); } protected override void OnUpdate(UpdateArgs args) { TValue input = this.GetInputValue(args, Source); slow_ma!.Calc(input); fast_ma!.Calc(input); double main = fast_ma.Value - slow_ma.Value; double signal = signal_ma!.Calc(main); double histogram = main - signal; histSlope!.Calc(histogram); MainSeries!.SetValue(main); MainSeries!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here SignalSeries!.SetValue(signal); SignalSeries!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here HistogramSeries!.SetValue(histogram); HistogramSeries!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here HistSlopeSeries!.SetValue(histSlope.Value); HistSlopeSeries!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here } #pragma warning disable CA1416 // Validate platform compatibility public override void OnPaintChart(PaintChartEventArgs args) { Graphics gr = args.Graphics; gr.SmoothingMode = SmoothingMode.AntiAlias; var mainWindow = this.CurrentChart.Windows[args.WindowIndex]; var converter = mainWindow.CoordinatesConverter; var clientRect = mainWindow.ClientRectangle; gr.SetClip(clientRect); DateTime leftTime = new[] { converter.GetTime(clientRect.Left), this.HistoricalData.Time(this!.Count - 1) }.Max(); DateTime rightTime = new[] { converter.GetTime(clientRect.Right), this.HistoricalData.Time(0) }.Min(); int leftIndex = (int)this.HistoricalData.GetIndexByTime(leftTime.Ticks) + 1; int rightIndex = (int)this.HistoricalData.GetIndexByTime(rightTime.Ticks); for (int i = rightIndex; i < leftIndex; i++) { int barX = (int)converter.GetChartX(this.HistoricalData.Time(i)); int barY = (int)converter.GetChartY(HistogramSeries![i]*2.0); int barY0 = (int)converter.GetChartY(0); int HistBarWidth = this.CurrentChart.BarsWidth - 2; Brush lowGreen = new SolidBrush(Color.FromArgb(255, 0, 100, 0)); Brush highGreen = new SolidBrush(Color.FromArgb(255, 50, 255, 50)); Brush lowRed = new SolidBrush(Color.FromArgb(255, 100, 0, 0)); Brush highRed = new SolidBrush(Color.FromArgb(255, 255, 50, 50)); if (HistogramSeries[i] > 0) { Brush col = HistSlopeSeries![i] > 0 ? highGreen : lowGreen; gr.FillRectangle(col, barX, barY, HistBarWidth, Math.Abs(barY - barY0)); } else { Brush col = HistSlopeSeries![i] < 0 ? highRed : lowRed; gr.FillRectangle(col, barX, barY0, HistBarWidth, Math.Abs(barY0 - barY)); } } this.PaintSmoothCurve(args, MainSeries!, slow_ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.3); this.PaintSmoothCurve(args, SignalSeries!, slow_ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2); base.OnPaintChart(args); } }