using System.Drawing;
using System.Runtime.CompilerServices;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
///
/// PPO (Percentage Price Oscillator) Quantower indicator.
/// Measures the percentage difference between fast and slow EMAs.
/// Formula: PPO = 100 × (FastEMA - SlowEMA) / SlowEMA
///
[SkipLocalsInit]
public sealed class PpoIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Fast Period", sortIndex: 1, 1, 2000, 1, 0)]
public int FastPeriod { get; set; } = 12;
[InputParameter("Slow Period", sortIndex: 2, 1, 2000, 1, 0)]
public int SlowPeriod { get; set; } = 26;
[InputParameter("Signal Period", sortIndex: 3, 1, 2000, 1, 0)]
public int SignalPeriod { get; set; } = 9;
[IndicatorExtensions.DataSourceInput]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Ppo _ppo = null!;
private readonly LineSeries _ppoSeries;
private readonly LineSeries _signalSeries;
private readonly LineSeries _histSeries;
private string _sourceName = null!;
private Func _priceSelector = null!;
public static int MinHistoryDepths => 0;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"PPO({FastPeriod},{SlowPeriod},{SignalPeriod}):{_sourceName}";
public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/momentum/ppo/Ppo.Quantower.cs";
public PpoIndicator()
{
OnBackGround = true;
SeparateWindow = true;
_sourceName = Source.ToString();
Name = "PPO - Percentage Price Oscillator";
Description = "Percentage difference between fast and slow EMAs";
_ppoSeries = new LineSeries(name: "PPO", color: Color.Blue, width: 2, style: LineStyle.Solid);
_signalSeries = new LineSeries(name: "Signal", color: Color.Red, width: 2, style: LineStyle.Solid);
_histSeries = new LineSeries(name: "Histogram", color: Color.Green, width: 2, style: LineStyle.Solid);
AddLineSeries(_ppoSeries);
AddLineSeries(_signalSeries);
AddLineSeries(_histSeries);
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void OnInit()
{
_ppo = new Ppo(FastPeriod, SlowPeriod, SignalPeriod);
_sourceName = Source.ToString();
_priceSelector = Source.GetPriceSelector();
base.OnInit();
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void OnUpdate(UpdateArgs args)
{
TValue result = _ppo.Update(new TValue(this.GetInputBar(args).Time, _priceSelector(HistoricalData[Count - 1, SeekOriginHistory.Begin])), args.IsNewBar());
_ppoSeries.SetValue(result.Value, _ppo.IsHot, ShowColdValues);
_signalSeries.SetValue(_ppo.Signal.Value, _ppo.IsHot, ShowColdValues);
_histSeries.SetValue(_ppo.Histogram.Value, _ppo.IsHot, ShowColdValues);
}
}