using System.Drawing; using System.Runtime.CompilerServices; using TradingPlatform.BusinessLayer; namespace QuanTAlib; [SkipLocalsInit] public sealed class VelIndicator : Indicator, IWatchlistIndicator { [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)] public int Period { get; set; } = 14; [IndicatorExtensions.DataSourceInput] public SourceType Source { get; set; } = SourceType.Close; [InputParameter("Show cold values", sortIndex: 21)] public bool ShowColdValues { get; set; } = true; private Vel? _vel; private readonly LineSeries? _series; private string? _sourceName; private Func? _priceSelector; public static int MinHistoryDepths => 0; int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths; public override string ShortName => $"VEL {Period}:{_sourceName}"; public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/momentum/vel/Vel.Quantower.cs"; public VelIndicator() { OnBackGround = true; SeparateWindow = true; _sourceName = Source.ToString(); Name = "VEL - Jurik Velocity"; Description = "Momentum oscillator calculated as PWMA - WMA"; _series = new(name: $"VEL {Period}", color: IndicatorExtensions.Momentum, width: 2, style: LineStyle.Solid); AddLineSeries(_series); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnInit() { _vel = new Vel(Period); _sourceName = Source.ToString(); _priceSelector = Source.GetPriceSelector(); base.OnInit(); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnUpdate(UpdateArgs args) { TValue result = _vel!.Update(new TValue(this.GetInputBar(args).Time, _priceSelector!(HistoricalData[Count - 1, SeekOriginHistory.Begin])), args.IsNewBar()); _series!.SetValue(result.Value, _vel.IsHot, ShowColdValues); _series!.SetMarker(0, Color.Transparent); } }