using System.Drawing; using System.Runtime.CompilerServices; using TradingPlatform.BusinessLayer; namespace QuanTAlib; [SkipLocalsInit] public class RemaIndicator : Indicator, IWatchlistIndicator { [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)] public int Period { get; set; } = 10; [InputParameter("Lambda", sortIndex: 2, 0.0, 1.0, 0.1, 1)] public double Lambda { get; set; } = 0.5; [IndicatorExtensions.DataSourceInput] public SourceType Source { get; set; } = SourceType.Close; [InputParameter("Show cold values", sortIndex: 21)] public bool ShowColdValues { get; set; } = true; private Rema ma = null!; protected LineSeries Series; protected string SourceName = null!; private Func _priceSelector = null!; public static int MinHistoryDepths => 0; int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths; public override string ShortName => $"REMA {Period},{Lambda:F2}:{SourceName}"; public RemaIndicator() { OnBackGround = true; SeparateWindow = false; SourceName = Source.ToString(); Name = "REMA - Regularized Exponential Moving Average"; Description = "Regularized Exponential Moving Average with lambda parameter controlling regularization strength"; Series = new LineSeries(name: $"REMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); AddLineSeries(Series); } protected override void OnInit() { ma = new Rema(Period, Lambda); SourceName = Source.ToString(); _priceSelector = Source.GetPriceSelector(); base.OnInit(); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnUpdate(UpdateArgs args) { var item = HistoricalData[Count - 1, SeekOriginHistory.Begin]; TValue result = ma.Update(new TValue(item.TimeLeft.Ticks, _priceSelector(item)), isNew: args.IsNewBar()); Series.SetValue(result.Value, ma.IsHot, ShowColdValues); } }