using System.Drawing; using TradingPlatform.BusinessLayer; using static QuanTAlib.IndicatorExtensions; namespace QuanTAlib; /// /// STANDARDIZE (Z-Score Normalization) Quantower indicator. /// Calculates the z-score of values over a lookback period using sample standard deviation. /// public class StandardizeIndicator : Indicator, IWatchlistIndicator { [DataSourceInput] public SourceType Source { get; set; } = SourceType.Close; [InputParameter("Period", sortIndex: 0, minimum: 2, maximum: 1000, increment: 1)] public int Period { get; set; } = 20; [InputParameter("Show Cold Values", sortIndex: 100)] public bool ShowColdValues { get; set; } = true; private Standardize? _standardize; private Func? _selector; public int MinHistoryDepths => Period; public override string ShortName => $"STND({Period})"; public StandardizeIndicator() { Name = "STANDARDIZE - Z-Score Normalization"; Description = "Calculates the z-score of values over a lookback period using sample standard deviation"; SeparateWindow = true; OnBackGround = true; } protected override void OnInit() { _standardize = new Standardize(Period); _selector = Source.GetPriceSelector(); AddLineSeries(new LineSeries("Z-Score", Color.Yellow, 2, LineStyle.Solid)); } protected override void OnUpdate(UpdateArgs args) { if (_standardize == null || _selector == null) { return; } var item = HistoricalData[0, SeekOriginHistory.End]; double value = _selector(item); bool isNew = args.IsNewBar(); TValue input = new(item.TimeLeft, value); _standardize.Update(input, isNew); bool isHot = _standardize.IsHot; LinesSeries[0].SetValue(_standardize.Last.Value, isHot, ShowColdValues); } }