mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-13 08:08:05 +00:00
Miha Kralj
915d7a007b
- Implemented the Standardize class for calculating Z-Score normalization over a specified lookback period. - Updated NDepend badge SVG files to reflect new metrics. - Modified NDepend project files to reference the updated solution file name. - Removed outdated documentation files related to indicator proposals and channel documentation remediation. - Updated workspace configuration to point to the new solution file.
72 lines
2.6 KiB
C#
72 lines
2.6 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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[SkipLocalsInit]
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public sealed class TsiIndicator : Indicator, IWatchlistIndicator
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{
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[InputParameter("Long Period", sortIndex: 1, 1, 500, 1, 0)]
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public int LongPeriod { get; set; } = 25;
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[InputParameter("Short Period", sortIndex: 2, 1, 100, 1, 0)]
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public int ShortPeriod { get; set; } = 13;
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[InputParameter("Signal Period", sortIndex: 3, 1, 100, 1, 0)]
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public int SignalPeriod { get; set; } = 13;
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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 Tsi _tsi = null!;
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private readonly LineSeries _series;
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private readonly LineSeries _signalSeries;
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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 => $"TSI({LongPeriod},{ShortPeriod},{SignalPeriod}):{_sourceName}";
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public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/momentum/tsi/Tsi.Quantower.cs";
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public TsiIndicator()
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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 = "TSI - True Strength Index";
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Description = "Momentum oscillator using double-smoothed EMA of price momentum";
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_series = new LineSeries(name: "TSI", color: Color.Blue, width: 2, style: LineStyle.Solid);
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_signalSeries = new LineSeries(name: "Signal", color: Color.Red, width: 1, style: LineStyle.Solid);
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AddLineSeries(_series);
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AddLineSeries(_signalSeries);
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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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_tsi = new Tsi(LongPeriod, ShortPeriod, SignalPeriod);
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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 = _tsi.Update(new TValue(this.GetInputBar(args).Time, _priceSelector(HistoricalData[Count - 1, SeekOriginHistory.Begin])), args.IsNewBar());
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_series.SetValue(result.Value, _tsi.IsHot, ShowColdValues);
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_series.SetMarker(0, Color.Transparent);
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_signalSeries.SetValue(_tsi.Signal, _tsi.IsHot, ShowColdValues);
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_signalSeries.SetMarker(0, Color.Transparent);
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}
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}
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