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); } }