using System.Drawing; using System.Runtime.CompilerServices; using TradingPlatform.BusinessLayer; namespace QuanTAlib; [SkipLocalsInit] public sealed class CcycIndicator : Indicator, IWatchlistIndicator { [InputParameter("Alpha", sortIndex: 1, 0.01, 0.99, 0.01, 2)] public double Alpha { get; set; } = 0.07; [IndicatorExtensions.DataSourceInput] public SourceType Source { get; set; } = SourceType.Close; [InputParameter("Show cold values", sortIndex: 21)] public bool ShowColdValues { get; set; } = true; private Ccyc _ccyc = null!; private readonly LineSeries _cycleSeries; private readonly LineSeries _triggerSeries; private Func _priceSelector = null!; public static int MinHistoryDepths => 0; int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths; public override string ShortName => $"CCYC ({Alpha:F2})"; public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/cycles/ccyc/Ccyc.Quantower.cs"; public CcycIndicator() { OnBackGround = true; SeparateWindow = true; Name = "CCYC - Ehlers Cyber Cycle"; Description = "Ehlers' Cyber Cycle isolates the dominant cycle component using a 4-tap FIR pre-smoother and a 2-pole high-pass IIR filter"; _cycleSeries = new LineSeries(name: "Cycle", color: IndicatorExtensions.Oscillators, width: 2, style: LineStyle.Solid); _triggerSeries = new LineSeries(name: "Trigger", color: Color.FromArgb(128, 128, 255), width: 1, style: LineStyle.Dash); AddLineSeries(_cycleSeries); AddLineSeries(_triggerSeries); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnInit() { _ccyc = new Ccyc(Alpha); _priceSelector = Source.GetPriceSelector(); base.OnInit(); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnUpdate(UpdateArgs args) { if (args.Reason != UpdateReason.NewBar && args.Reason != UpdateReason.HistoricalBar) { return; } var item = this.HistoricalData[this.Count - 1, SeekOriginHistory.Begin]; double value = _priceSelector(item); var time = this.HistoricalData.Time(); var input = new TValue(time, value); TValue result = _ccyc.Update(input, args.IsNewBar()); _cycleSeries.SetValue(result.Value, _ccyc.IsHot, ShowColdValues); _triggerSeries.SetValue(_ccyc.Trigger, _ccyc.IsHot, ShowColdValues); } }