Files

85 lines
2.6 KiB
C#

// AccBands.Quantower.cs - Quantower adapter for Acceleration Bands
using System.Drawing;
using TradingPlatform.BusinessLayer;
using static QuanTAlib.IndicatorExtensions;
namespace QuanTAlib;
/// <summary>
/// AccBands: Acceleration Bands - Quantower Indicator Adapter
/// Volatility-based channel indicator developed by Price Headley that creates
/// an adaptive price envelope using per-bar normalized width adjustment.
/// </summary>
public sealed class AccBandsIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Period", sortIndex: 10, minimum: 1, maximum: 500, increment: 1, decimalPlaces: 0)]
public int Period { get; set; } = 20;
[InputParameter("Factor", sortIndex: 11, minimum: 0.1, maximum: 10.0, increment: 0.1, decimalPlaces: 2)]
public double Factor { get; set; } = 4.0;
[InputParameter("Show Cold Values", sortIndex: 100)]
public bool ShowColdValues { get; set; } = true;
private AccBands? _accBands;
public int MinHistoryDepths => Period;
public override string ShortName => $"AccBands({Period},{Factor:F2})";
public AccBandsIndicator()
{
Name = "AccBands - Acceleration Bands";
Description = "Volatility-based adaptive price channel using per-bar normalized width (Headley)";
SeparateWindow = false;
OnBackGround = true;
}
protected override void OnInit()
{
_accBands = new AccBands(Period, Factor);
// Middle line (SMA of close)
AddLineSeries(new LineSeries("Middle", Volatility, 2, LineStyle.Solid));
// Upper band
AddLineSeries(new LineSeries("Upper", Color.FromArgb(255, 160, 160), 1, LineStyle.Dash));
// Lower band
AddLineSeries(new LineSeries("Lower", Color.FromArgb(255, 160, 160), 1, LineStyle.Dash));
}
protected override void OnUpdate(UpdateArgs args)
{
if (_accBands == null)
{
return;
}
var item = HistoricalData[0, SeekOriginHistory.End];
bool isNew = args.IsNewBar();
TBar input = new(
time: item.TimeLeft,
open: item[PriceType.Open],
high: item[PriceType.High],
low: item[PriceType.Low],
close: item[PriceType.Close],
volume: item[PriceType.Volume]
);
_accBands.Update(input, isNew);
bool isHot = _accBands.IsHot;
// Middle line
LinesSeries[0].SetValue(_accBands.Last.Value, isHot, ShowColdValues);
// Upper band
LinesSeries[1].SetValue(_accBands.Upper.Value, isHot, ShowColdValues);
// Lower band
LinesSeries[2].SetValue(_accBands.Lower.Value, isHot, ShowColdValues);
}
}