using System.Drawing; using System.Runtime.CompilerServices; using TradingPlatform.BusinessLayer; namespace QuanTAlib; /// /// Quantower adapter for ADXVMA (ADX Variable Moving Average). /// ADXVMA requires OHLC data for TR/DM/ADX calculation. /// [SkipLocalsInit] public class AdxvmaIndicator : Indicator, IWatchlistIndicator { [InputParameter("Period", sortIndex: 1, 1, 500, 1, 0)] public int Period { get; set; } = 14; [InputParameter("Show cold values", sortIndex: 21)] public bool ShowColdValues { get; set; } = true; private Adxvma ma = null!; protected LineSeries Series; public static int MinHistoryDepths => 0; int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths; public override string ShortName => $"ADXVMA {Period}"; public AdxvmaIndicator() { OnBackGround = true; SeparateWindow = false; Name = "ADXVMA - ADX Variable Moving Average"; Description = "Adaptive IIR filter that uses ADX as its smoothing constant"; Series = new LineSeries(name: $"ADXVMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid); AddLineSeries(Series); } protected override void OnInit() { ma = new Adxvma(Period); base.OnInit(); } [MethodImpl(MethodImplOptions.AggressiveInlining)] protected override void OnUpdate(UpdateArgs args) { var item = HistoricalData[Count - 1, SeekOriginHistory.Begin]; // ADXVMA uses OHLC for True Range and Directional Movement calculation var bar = new TBar( item.TimeLeft.Ticks, item[PriceType.Open], item[PriceType.High], item[PriceType.Low], item[PriceType.Close], item[PriceType.Volume]); TValue result = ma.Update(bar, isNew: args.IsNewBar()); Series.SetValue(result.Value, ma.IsHot, ShowColdValues); } }