Files
Miha Kralj 02c92712a0 CTI
2024-11-08 10:07:11 -08:00

72 lines
2.4 KiB
C#

using TradingPlatform.BusinessLayer;
using System.Drawing;
namespace QuanTAlib
{
public class CtiIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Period", 0, 1, 100, 1, 0)]
public int Period { get; set; } = 20;
[InputParameter("Source Type", 1, variants: new object[]
{
"Open", SourceType.Open,
"High", SourceType.High,
"Low", SourceType.Low,
"Close", SourceType.Close,
"HL2", SourceType.HL2,
"OC2", SourceType.OC2,
"OHL3", SourceType.OHL3,
"HLC3", SourceType.HLC3,
"OHLC4", SourceType.OHLC4,
"HLCC4", SourceType.HLCC4
})]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show Cold Values", 2)]
public bool ShowColdValues { get; set; } = true;
private Cti? cti;
protected LineSeries? Series;
protected string? SourceName;
public int MinHistoryDepths => Period + 1;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public CtiIndicator()
{
OnBackGround = false;
SeparateWindow = true;
this.Name = "CTI - Ehler's Correlation Trend Indicator";
SourceName = Source.ToString();
this.Description = "A momentum oscillator that measures the correlation between the price and a lagged version of the price.";
Series = new($"CTI {Period}", color: IndicatorExtensions.Oscillators, width: 2, LineStyle.Solid);
AddLineSeries(Series);
}
protected override void OnInit()
{
cti = new Cti(this.Period);
SourceName = Source.ToString();
base.OnInit();
}
protected override void OnUpdate(UpdateArgs args)
{
TValue input = this.GetInputValue(args, Source);
TValue result = cti!.Calc(input);
Series!.SetValue(result);
Series!.SetMarker(0, Color.Transparent);
}
public override string ShortName => $"CTI ({Period}:{SourceName})";
#pragma warning disable CA1416 // Validate platform compatibility
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, Series!, cti!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.0);
}
}
}