using System.Drawing; using System.Runtime.CompilerServices; using TradingPlatform.BusinessLayer; namespace QuanTAlib; [SkipLocalsInit] public sealed class CrsiIndicator : Indicator, IWatchlistIndicator { [InputParameter("RSI Period", sortIndex: 1, 1, 500, 1, 0)] public int RsiPeriod { get; set; } = 3; [InputParameter("Streak RSI Period", sortIndex: 2, 1, 500, 1, 0)] public int StreakPeriod { get; set; } = 2; [InputParameter("Percent Rank Period", sortIndex: 3, 1, 1000, 1, 0)] public int RankPeriod { get; set; } = 100; [IndicatorExtensions.DataSourceInput(sortIndex: 4)] public SourceType Source { get; set; } = SourceType.Close; [InputParameter("Show cold values", sortIndex: 21)] public bool ShowColdValues { get; set; } = true; private Crsi _crsi = null!; private readonly LineSeries _series; public static int MinHistoryDepths => 0; int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths; public override string ShortName => $"CRSI ({RsiPeriod},{StreakPeriod},{RankPeriod})"; public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/oscillators/crsi/Crsi.Quantower.cs"; public CrsiIndicator() { OnBackGround = true; SeparateWindow = true; Name = "CRSI - Connors RSI"; Description = "Composite momentum oscillator combining price RSI, streak RSI, and percent rank of ROC"; _series = new LineSeries("CRSI", Color.Yellow, 2, LineStyle.Solid); AddLineSeries(_series); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnInit() { _crsi = new Crsi(RsiPeriod, StreakPeriod, RankPeriod); base.OnInit(); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnUpdate(UpdateArgs args) { var priceSelector = Source.GetPriceSelector(); var item = HistoricalData[0, SeekOriginHistory.End]; double price = priceSelector(item); TValue input = new(item.TimeLeft, price); TValue result = _crsi.Update(input, args.IsNewBar()); if (!_crsi.IsHot && !ShowColdValues) { return; } _series.SetValue(result.Value); } }