using System.Drawing; using TradingPlatform.BusinessLayer; namespace QuanTAlib; public class VwapbandsIndicator : Indicator, IWatchlistIndicator { [InputParameter("Multiplier", sortIndex: 1, minimum: 0.1, maximum: 10.0, increment: 0.1, decimalPlaces: 1)] public double Multiplier { get; set; } = 1.0; [InputParameter("Show cold values", sortIndex: 21)] public bool ShowColdValues { get; set; } = true; private Vwapbands? vwapbands; protected LineSeries? VwapSeries; protected LineSeries? Upper1Series; protected LineSeries? Lower1Series; protected LineSeries? Upper2Series; protected LineSeries? Lower2Series; protected LineSeries? WidthSeries; #pragma warning disable S2325 // Methods and properties that don't access instance data should be static public int MinHistoryDepths => 2; #pragma warning restore S2325 int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths; public override string ShortName => $"VWAPBANDS ({Multiplier:F1})"; public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/channels/vwapbands/Vwapbands.cs"; public VwapbandsIndicator() { Name = "VWAPBANDS - Volume Weighted Average Price with Standard Deviation Bands"; Description = "Volume weighted average price with 1σ and 2σ standard deviation bands"; VwapSeries = new("VWAP", Color.Blue, 2, LineStyle.Solid); Upper1Series = new("Upper1 (+1σ)", Color.Red, 1, LineStyle.Solid); Lower1Series = new("Lower1 (-1σ)", Color.Green, 1, LineStyle.Solid); Upper2Series = new("Upper2 (+2σ)", Color.Orange, 1, LineStyle.Dot); Lower2Series = new("Lower2 (-2σ)", Color.Cyan, 1, LineStyle.Dot); WidthSeries = new("Width", Color.Gray, 1, LineStyle.Dot); AddLineSeries(VwapSeries); AddLineSeries(Upper1Series); AddLineSeries(Lower1Series); AddLineSeries(Upper2Series); AddLineSeries(Lower2Series); AddLineSeries(WidthSeries); SeparateWindow = false; OnBackGround = true; } protected override void OnInit() { vwapbands = new(Multiplier); base.OnInit(); } protected override void OnUpdate(UpdateArgs args) { var item = HistoricalData[0, SeekOriginHistory.End]; // VWAP requires OHLCV data - using HLC3 for price double high = item[PriceType.High]; double low = item[PriceType.Low]; double close = item[PriceType.Close]; double volume = item[PriceType.Volume]; TBar bar = new(item.TimeLeft, item[PriceType.Open], high, low, close, volume); TValue result = vwapbands!.Update(bar, args.IsNewBar()); VwapSeries!.SetValue(result.Value, vwapbands.IsHot, ShowColdValues); Upper1Series!.SetValue(vwapbands.Upper1.Value, vwapbands.IsHot, ShowColdValues); Lower1Series!.SetValue(vwapbands.Lower1.Value, vwapbands.IsHot, ShowColdValues); Upper2Series!.SetValue(vwapbands.Upper2.Value, vwapbands.IsHot, ShowColdValues); Lower2Series!.SetValue(vwapbands.Lower2.Value, vwapbands.IsHot, ShowColdValues); WidthSeries!.SetValue(vwapbands.Width.Value, vwapbands.IsHot, ShowColdValues); } }