Files
2024-11-07 09:55:19 -08:00

68 lines
2.1 KiB
C#

using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class DpoIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
public int Period { get; set; } = 20;
[InputParameter("Data source", sortIndex: 2, variants: [
"Open", SourceType.Open,
"High", SourceType.High,
"Low", SourceType.Low,
"Close", SourceType.Close,
"HL/2 (Median)", SourceType.HL2,
"OC/2 (Midpoint)", SourceType.OC2,
"OHL/3 (Mean)", SourceType.OHL3,
"HLC/3 (Typical)", SourceType.HLC3,
"OHLC/4 (Average)", SourceType.OHLC4,
"HLCC/4 (Weighted)", SourceType.HLCC4
])]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 3)]
public bool ShowColdValues { get; set; } = true;
private Dpo? dpo;
protected LineSeries? DpoSeries;
public int MinHistoryDepths => Period * 2;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public DpoIndicator()
{
Name = "DPO - Detrended Price Oscillator";
Description = "Removes trend from price by comparing current price to a past moving average, helping identify cycles in the price.";
SeparateWindow = true;
DpoSeries = new($"DPO {Period}", color: IndicatorExtensions.Momentum, 2, LineStyle.Solid);
AddLineSeries(DpoSeries);
}
protected override void OnInit()
{
dpo = new Dpo(Period);
base.OnInit();
}
protected override void OnUpdate(UpdateArgs args)
{
TBar input = this.GetInputBar(args);
TValue result = dpo!.Calc(input);
DpoSeries!.SetValue(result.Value);
DpoSeries!.SetMarker(0, Color.Transparent);
}
#pragma warning disable CA1416 // Validate platform compatibility
public override string ShortName => $"DPO ({Period})";
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, DpoSeries!, dpo!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
}
}