using System.Drawing; using System.Runtime.CompilerServices; using TradingPlatform.BusinessLayer; namespace QuanTAlib; [SkipLocalsInit] public sealed class AlmaIndicator : Indicator, IWatchlistIndicator { [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)] public int Period { get; set; } = 9; [InputParameter("Offset", sortIndex: 2, 0.0, 1.0, 0.01, 2)] public double Offset { get; set; } = 0.85; [InputParameter("Sigma", sortIndex: 3, 0.1, 100.0, 0.1, 1)] public double Sigma { get; set; } = 6.0; [IndicatorExtensions.DataSourceInput] public SourceType Source { get; set; } = SourceType.Close; [InputParameter("Show cold values", sortIndex: 21)] public bool ShowColdValues { get; set; } = true; private Alma _ma = null!; private readonly LineSeries _series; private string _sourceName = null!; private Func _priceSelector = null!; public static int MinHistoryDepths => 0; int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths; public override string ShortName => $"ALMA {Period}:{_sourceName}"; public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/trends_FIR/alma/Alma.Quantower.cs"; public AlmaIndicator() { OnBackGround = true; SeparateWindow = false; _sourceName = Source.ToString(); Name = "ALMA - Arnaud Legoux Moving Average"; Description = "Arnaud Legoux Moving Average with Gaussian weighting"; _series = new LineSeries(name: $"ALMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); AddLineSeries(_series); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnInit() { _ma = new Alma(Period, Offset, Sigma); _sourceName = Source.ToString(); _priceSelector = Source.GetPriceSelector(); base.OnInit(); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnUpdate(UpdateArgs args) { if (args.Reason != UpdateReason.NewBar && args.Reason != UpdateReason.HistoricalBar && args.Reason != UpdateReason.NewTick) { return; } var item = HistoricalData[Count - 1, SeekOriginHistory.Begin]; TValue result = _ma.Update(new TValue(item.TimeLeft.Ticks, _priceSelector(item)), args.IsNewBar()); _series.SetValue(result.Value, _ma.IsHot, ShowColdValues); _series.SetMarker(0, Color.Transparent); } }