using System.Drawing; using System.Runtime.CompilerServices; using TradingPlatform.BusinessLayer; namespace QuanTAlib; [SkipLocalsInit] public class BilateralIndicator : Indicator, IWatchlistIndicator { [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)] public int Period { get; set; } = 14; [InputParameter("Sigma Spatial Ratio", sortIndex: 2, 0.1, 100, 0.1, 2)] public double SigmaSRatio { get; set; } = 0.5; [InputParameter("Sigma Range Multiplier", sortIndex: 3, 0.1, 100, 0.1, 2)] public double SigmaRMult { get; set; } = 1.0; [IndicatorExtensions.DataSourceInput] public SourceType Source { get; set; } = SourceType.Close; [InputParameter("Show cold values", sortIndex: 21)] public bool ShowColdValues { get; set; } = true; private Bilateral? _bilateral; protected LineSeries? Series; protected string? SourceName; private Func? _priceSelector; public static int MinHistoryDepths => 0; int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths; public override string ShortName => $"Bilateral {Period}:{SourceName}"; public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/trends/bilateral/Bilateral.Quantower.cs"; public BilateralIndicator() { OnBackGround = true; SeparateWindow = false; SourceName = Source.ToString(); Name = "Bilateral Filter"; Description = "Bilateral Filter"; Series = new(name: $"Bilateral {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); AddLineSeries(Series); } protected override void OnInit() { _bilateral = new Bilateral(Period, SigmaSRatio, SigmaRMult); 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 = _bilateral!.Update(new TValue(item.TimeLeft.Ticks, _priceSelector!(item)), isNew: args.IsNewBar()); Series!.SetValue(result.Value, _bilateral.IsHot, ShowColdValues); } }