mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-02 03:37:42 +00:00
Miha Kralj
dfeb23bf3d
- Implemented SgmaIndicator class in C# with properties for Period, Degree, and Source. - Added unit tests for SgmaIndicator covering constructor defaults, initialization, and various update scenarios. - Created a new Quantower adapter for the SGMA indicator, including input parameters and line series setup. - Removed legacy SGMA implementation and tests to streamline the codebase. - Updated project files to include new indicator and tests in the build process. - Generated a missing indicators report and outlined a plan for oscillator documentation rewrite.
67 lines
2.4 KiB
C#
67 lines
2.4 KiB
C#
using System.Drawing;
|
|
using System.Runtime.CompilerServices;
|
|
using TradingPlatform.BusinessLayer;
|
|
|
|
namespace QuanTAlib;
|
|
|
|
[SkipLocalsInit]
|
|
public sealed class AmatIndicator : Indicator, IWatchlistIndicator
|
|
{
|
|
[InputParameter("Fast Period", sortIndex: 1, 1, 500, 1, 0)]
|
|
public int FastPeriod { get; set; } = 10;
|
|
|
|
[InputParameter("Slow Period", sortIndex: 2, 1, 500, 1, 0)]
|
|
public int SlowPeriod { get; set; } = 50;
|
|
|
|
[IndicatorExtensions.DataSourceInput]
|
|
public SourceType Source { get; set; } = SourceType.Close;
|
|
|
|
[InputParameter("Show cold values", sortIndex: 21)]
|
|
public bool ShowColdValues { get; set; } = true;
|
|
|
|
private Amat _amat = null!;
|
|
private readonly LineSeries _trendSeries;
|
|
private readonly LineSeries _strengthSeries;
|
|
private string _sourceName = null!;
|
|
private Func<IHistoryItem, double> _priceSelector = null!;
|
|
|
|
public static int MinHistoryDepths => 0;
|
|
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
|
|
|
|
public override string ShortName => $"AMAT {FastPeriod},{SlowPeriod}:{_sourceName}";
|
|
public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/dynamics/amat/Amat.cs";
|
|
|
|
public AmatIndicator()
|
|
{
|
|
OnBackGround = true;
|
|
SeparateWindow = true;
|
|
Name = "AMAT - Archer Moving Averages Trends";
|
|
Description = "Trend system using fast/slow EMA alignment for directional signals";
|
|
|
|
_trendSeries = new LineSeries(name: "Trend", color: Color.Green, width: 2, style: LineStyle.Solid);
|
|
_strengthSeries = new LineSeries(name: "Strength", color: Color.Orange, width: 1, style: LineStyle.Solid);
|
|
|
|
AddLineSeries(_trendSeries);
|
|
AddLineSeries(_strengthSeries);
|
|
}
|
|
|
|
protected override void OnInit()
|
|
{
|
|
_priceSelector = Source.GetPriceSelector();
|
|
_sourceName = Source.ToString();
|
|
_amat = new Amat(FastPeriod, SlowPeriod);
|
|
base.OnInit();
|
|
}
|
|
|
|
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
|
protected override void OnUpdate(UpdateArgs args)
|
|
{
|
|
bool isNew = args.IsNewBar();
|
|
var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
|
|
_ = _amat.Update(new TValue(item.TimeLeft.Ticks, _priceSelector(item)), isNew);
|
|
|
|
_trendSeries.SetValue(_amat.Last.Value, _amat.IsHot, ShowColdValues);
|
|
_strengthSeries.SetValue(_amat.Strength.Value, _amat.IsHot, ShowColdValues);
|
|
}
|
|
}
|