mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-17 01:58:06 +00:00
- Added detailed comments explaining the validation limitations for MMA and ZLEMA due to differences in algorithm implementations. - Implemented validation tests for True Range against TALib and Tulip, ensuring directional agreement. - Updated Ulcer Index validation to clarify differences in algorithmic approaches between QuanTAlib and Skender. - Enhanced Ease of Movement tests to verify directional agreement with Tulip's EMV, noting differences in volume scaling. - Expanded Klinger Volume Oscillator tests to validate against Skender and Tulip, focusing on directional agreement across multiple period configurations. - Improved Negative Volume Index tests to compare percentage changes with Tulip, addressing differences in starting values. - Updated Positive Volume Index tests to validate against Tulip, emphasizing percentage change comparisons. - Enhanced Williams Accumulation/Distribution tests to verify directional agreement with Tulip, highlighting formula differences.
86 lines
2.3 KiB
C#
86 lines
2.3 KiB
C#
using System.Drawing;
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using TradingPlatform.BusinessLayer;
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using static QuanTAlib.IndicatorExtensions;
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namespace QuanTAlib;
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/// <summary>
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/// MOM (Momentum) Quantower indicator.
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/// Calculates absolute price change over a lookback period.
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/// Formula: current - past
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/// </summary>
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public class MomIndicator : Indicator, IWatchlistIndicator
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{
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[InputParameter("Period", 0, 1, 999, 1, 0)]
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public int Period { get; set; } = 10;
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[DataSourceInput]
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public SourceType Source { get; set; } = SourceType.Close;
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[InputParameter("Show Cold Values", sortIndex: 100)]
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public bool ShowColdValues { get; set; } = true;
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private Mom? _mom;
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private Func<IHistoryItem, double>? _selector;
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public int MinHistoryDepths => Period + 1;
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public override string ShortName => $"MOM({Period})";
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public MomIndicator()
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{
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Name = "MOM - Momentum";
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Description = "Calculates absolute price change: current - past";
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SeparateWindow = true;
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OnBackGround = false;
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}
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protected override void OnInit()
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{
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_mom = new Mom(Period);
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_selector = Source.GetPriceSelector();
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AddLineSeries(new LineSeries("MOM", IndicatorExtensions.Momentum, 2, LineStyle.Histogramm));
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AddLineSeries(new LineSeries("Zero", Color.Gray, 1, LineStyle.Dot));
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}
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protected override void OnUpdate(UpdateArgs args)
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{
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if (_mom == null || _selector == null)
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{
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return;
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}
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var item = HistoricalData[0, SeekOriginHistory.End];
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double value = _selector(item);
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bool isNew = args.IsNewBar();
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TValue input = new(item.TimeLeft, value);
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_mom.Update(input, isNew);
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bool isHot = _mom.IsHot;
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LinesSeries[0].SetValue(_mom.Last.Value, isHot, ShowColdValues);
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LinesSeries[1].SetValue(0);
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if (isHot || ShowColdValues)
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{
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double mom = _mom.Last.Value;
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Color color;
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if (mom > 0)
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{
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color = Color.Green;
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}
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else if (mom < 0)
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{
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color = Color.Red;
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}
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else
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{
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color = Color.Gray;
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}
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LinesSeries[0].SetMarker(0, new IndicatorLineMarker(color));
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}
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}
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}
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