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);
}
}