QuanTAlib/lib/channels/fcb/Fcb.Quantower.cs

using System.Drawing;
using TradingPlatform.BusinessLayer;
using static QuanTAlib.IndicatorExtensions;

namespace QuanTAlib;

/// <summary>
/// Fcb: Fractal Chaos Bands - Quantower Indicator Adapter
/// Tracks the highest fractal high and lowest fractal low over a lookback period.
/// A fractal high occurs when high[1] > high[0] and high[1] > high[2] (3-bar pattern).
/// A fractal low occurs when low[1] < low[0] and low[1] < low[2] (3-bar pattern).
/// Uses monotonic deques for O(1) amortized complexity.
/// </summary>
public sealed class FcbIndicator : Indicator, IWatchlistIndicator
{
    [InputParameter("Period", sortIndex: 10, minimum: 1, maximum: 500, increment: 1, decimalPlaces: 0)]
    public int Period { get; set; } = 20;

    [InputParameter("Show Cold Values", sortIndex: 100)]
    public bool ShowColdValues { get; set; } = true;

    private Fcb? _indicator;

    public int MinHistoryDepths => Period + 2; // Period + 2 for fractal detection
    public override string ShortName => $"Fcb({Period})";

    public FcbIndicator()
    {
        Name = "Fcb - Fractal Chaos Bands";
        Description = "Price channel using fractal highs and lows with midpoint average";
        SeparateWindow = false;
        OnBackGround = true;
    }

    protected override void OnInit()
    {
        _indicator = new Fcb(Period);

        AddLineSeries(new LineSeries("Middle", Color.DodgerBlue, 2, LineStyle.Solid));
        AddLineSeries(new LineSeries("Upper", Color.FromArgb(255, 180, 180), 1, LineStyle.Dash));
        AddLineSeries(new LineSeries("Lower", Color.FromArgb(180, 180, 255), 1, LineStyle.Dash));
    }

    protected override void OnUpdate(UpdateArgs args)
    {
        if (_indicator is 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]
        );

        _indicator.Update(input, isNew);

        bool isHot = _indicator.IsHot;

        LinesSeries[0].SetValue(_indicator.Last.Value, isHot, ShowColdValues);
        LinesSeries[1].SetValue(_indicator.Upper.Value, isHot, ShowColdValues);
        LinesSeries[2].SetValue(_indicator.Lower.Value, isHot, ShowColdValues);
    }
}