mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-02 11:37:42 +00:00
Miha Kralj
a9e72dae0d
- Updated Codacy instructions to streamline usage guidelines. - Refactored Bbands class to utilize ArrayPool for memory management, preventing stack overflow on large series. - Changed Fcb class to use long for monotonic deques to avoid truncation issues. - Enhanced Kchannel class to ensure safe defaults for non-finite values. - Improved Maenv class to prevent double-priming during calculations. - Modified Mmchannel class to ensure non-negative buffer indices and removed unnecessary state tracking. - Updated Pchannel class to correctly reference IsHot state. - Refined Regchannel class to avoid double-processing during calculations. - Enhanced Starchannel class to sanitize non-finite values during calculations. - Adjusted Stbands.Quantower.cs to allow finer control over multiplier precision. - Updated Ubands class to only update last valid values on new bars. - Modified Uchannel.Quantower.cs to allow for finer multiplier precision. - Enhanced Vwapbands classes to include standard deviation calculations and ensure consistent array lengths. - Refactored Vwapsd classes to include standard deviation outputs and ensure consistent array lengths. - Updated MonotonicDeque to use long for indices to prevent overflow. - Improved Mdape class to handle zero actual values with a substitute value for error calculation. - Enhanced Rae class to ensure correct state management during updates. - Refined Wmape class to simplify the logic for finding last valid actual and predicted values. - Updated Cmf.Quantower classes to ensure MinHistoryDepths reflects the current period.
74 lines
2.6 KiB
C#
74 lines
2.6 KiB
C#
using System.Drawing;
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using TradingPlatform.BusinessLayer;
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namespace QuanTAlib;
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public class StbandsIndicator : Indicator, IWatchlistIndicator
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{
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[InputParameter("Period", sortIndex: 1, minimum: 1, maximum: 1000, increment: 1, decimalPlaces: 0)]
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public int Period { get; set; } = 10;
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[InputParameter("Multiplier", sortIndex: 2, minimum: 0.001, maximum: 10.0, increment: 0.1, decimalPlaces: 3)]
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public double Multiplier { get; set; } = 3.0;
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[InputParameter("Show cold values", sortIndex: 21)]
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public bool ShowColdValues { get; set; } = true;
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private Stbands? stbands;
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protected LineSeries? UpperSeries;
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protected LineSeries? LowerSeries;
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protected LineSeries? TrendSeries;
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protected LineSeries? WidthSeries;
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public int MinHistoryDepths => Period;
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int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
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public override string ShortName => $"STBANDS ({Period},{Multiplier:F1})";
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public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/channels/stbands/Stbands.cs";
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public StbandsIndicator()
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{
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Name = "STBANDS - Super Trend Bands";
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Description = "ATR-based dynamic support/resistance channel that adapts to price action with trailing stop-loss levels";
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UpperSeries = new("Upper", Color.Red, 2, LineStyle.Solid);
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LowerSeries = new("Lower", Color.Green, 2, LineStyle.Solid);
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TrendSeries = new("Trend", Color.Blue, 1, LineStyle.Dot);
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WidthSeries = new("Width", Color.Gray, 1, LineStyle.Dash);
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AddLineSeries(UpperSeries);
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AddLineSeries(LowerSeries);
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AddLineSeries(TrendSeries);
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AddLineSeries(WidthSeries);
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SeparateWindow = false;
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OnBackGround = true;
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}
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protected override void OnInit()
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{
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stbands = new(Period, Multiplier);
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base.OnInit();
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}
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protected override void OnUpdate(UpdateArgs args)
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{
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var item = HistoricalData[0, SeekOriginHistory.End];
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TBar bar = new(
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item.TimeLeft,
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item[PriceType.Open],
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item[PriceType.High],
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item[PriceType.Low],
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item[PriceType.Close],
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item[PriceType.Volume]);
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stbands!.Update(bar, args.IsNewBar());
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UpperSeries!.SetValue(stbands.Upper.Value, stbands.IsHot, ShowColdValues);
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LowerSeries!.SetValue(stbands.Lower.Value, stbands.IsHot, ShowColdValues);
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TrendSeries!.SetValue(stbands.Trend.Value, stbands.IsHot, ShowColdValues);
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WidthSeries!.SetValue(stbands.Width.Value, stbands.IsHot, ShowColdValues);
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}
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}
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