mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-08 22:17:44 +00:00
Miha Kralj
75c6a9f135
- 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.
70 lines
2.5 KiB
C#
70 lines
2.5 KiB
C#
using System.Drawing;
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using System.Runtime.CompilerServices;
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using TradingPlatform.BusinessLayer;
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namespace QuanTAlib;
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/// <summary>
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/// PMO (Price Momentum Oscillator) Quantower indicator.
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/// Double-smoothed rate of change measuring momentum with reduced noise.
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/// Formula: ROC% → EMA → EMA
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/// </summary>
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[SkipLocalsInit]
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public sealed class PmoIndicator : Indicator, IWatchlistIndicator
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{
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[InputParameter("ROC Period", sortIndex: 1, 1, 2000, 1, 0)]
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public int RocPeriod { get; set; } = 35;
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[InputParameter("Smooth1 Period", sortIndex: 2, 1, 2000, 1, 0)]
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public int Smooth1Period { get; set; } = 20;
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[InputParameter("Smooth2 Period", sortIndex: 3, 1, 2000, 1, 0)]
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public int Smooth2Period { get; set; } = 10;
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[IndicatorExtensions.DataSourceInput]
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public SourceType Source { get; set; } = SourceType.Close;
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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 Pmo _pmo = null!;
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private string _sourceName = null!;
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private Func<IHistoryItem, double> _priceSelector = null!;
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public static int MinHistoryDepths => 0;
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int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
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public override string ShortName => $"PMO({RocPeriod},{Smooth1Period},{Smooth2Period}):{_sourceName}";
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public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/momentum/pmo/Pmo.Quantower.cs";
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public PmoIndicator()
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{
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OnBackGround = true;
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SeparateWindow = true;
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_sourceName = Source.ToString();
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Name = "PMO - Price Momentum Oscillator";
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Description = "Double-smoothed rate of change for momentum analysis";
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AddLineSeries(new LineSeries(name: "PMO", color: Color.Blue, width: 2, style: LineStyle.Solid));
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AddLineSeries(new LineSeries(name: "Zero", color: Color.Gray, width: 1, style: LineStyle.Dot));
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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protected override void OnInit()
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{
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_pmo = new Pmo(RocPeriod, Smooth1Period, Smooth2Period);
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_sourceName = Source.ToString();
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_priceSelector = Source.GetPriceSelector();
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base.OnInit();
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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protected override void OnUpdate(UpdateArgs args)
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{
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TValue result = _pmo.Update(new TValue(this.GetInputBar(args).Time, _priceSelector(HistoricalData[Count - 1, SeekOriginHistory.Begin])), args.IsNewBar());
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LinesSeries[0].SetValue(result.Value, _pmo.IsHot, ShowColdValues);
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LinesSeries[1].SetValue(0);
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}
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}
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