Files

70 lines
2.4 KiB
C#

using System.Drawing;
using TradingPlatform.BusinessLayer;
using static QuanTAlib.IndicatorExtensions;
namespace QuanTAlib;
/// <summary>
/// JBANDS: Jurik Adaptive Envelope Bands - Quantower Indicator Adapter
/// Upper and Lower bands from JMA's internal adaptive envelope tracking.
/// These bands snap to new extremes instantly but decay smoothly toward price.
/// Middle band is the JMA smoothed value itself.
/// </summary>
public sealed class JbandsIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Period", sortIndex: 10, minimum: 1, maximum: 500, increment: 1, decimalPlaces: 0)]
public int Period { get; set; } = 7;
[InputParameter("Phase", sortIndex: 20, minimum: -100, maximum: 100, increment: 1, decimalPlaces: 0)]
public int Phase { get; set; } = 0;
[InputParameter("Show Cold Values", sortIndex: 100)]
public bool ShowColdValues { get; set; } = true;
private Jbands? _indicator;
public int MinHistoryDepths => (int)Math.Ceiling(20.0 + 80.0 * Math.Pow(Period, 0.36));
public override string ShortName => $"Jbands({Period},{Phase})";
public JbandsIndicator()
{
Name = "Jbands - Jurik Adaptive Envelope Bands";
Description = "Adaptive volatility bands from JMA's internal envelope tracking with snap-and-decay behavior";
SeparateWindow = false;
OnBackGround = true;
}
protected override void OnInit()
{
_indicator = new Jbands(Period, Phase);
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();
TValue input = new(
time: item.TimeLeft,
value: item[PriceType.Close]
);
_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);
}
}