mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-29 18:17:43 +00:00
Miha Kralj
92709ef2ed
- Implemented Stochastic Oscillator (%K and %D) in Stoch.cs with streaming and batch processing capabilities. - Added validation tests for the Stochastic Oscillator in Stoch.Validation.Tests.cs, ensuring consistency with Skender.Stock.Indicators. - Created documentation for the Stochastic Oscillator in Stoch.md, detailing its mathematical formula, architecture, parameters, and common pitfalls. - Updated project file to include necessary numeric libraries for highest and lowest calculations.
87 lines
2.9 KiB
C#
87 lines
2.9 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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/// BBS: Bollinger Band Squeeze - Quantower Indicator Adapter
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/// Detects when Bollinger Bands contract inside Keltner Channels.
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/// Outputs bandwidth histogram with squeeze dots at zero line.
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/// </summary>
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[SkipLocalsInit]
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public sealed class BbsIndicator : Indicator, IWatchlistIndicator
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{
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[InputParameter("BB Period", sortIndex: 1, 1, 500, 1, 0)]
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public int BbPeriod { get; set; } = 20;
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[InputParameter("BB Multiplier", sortIndex: 2, 0.1, 10.0, 0.1, 1)]
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public double BbMult { get; set; } = 2.0;
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[InputParameter("KC Period", sortIndex: 3, 1, 500, 1, 0)]
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public int KcPeriod { get; set; } = 20;
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[InputParameter("KC Multiplier", sortIndex: 4, 0.1, 10.0, 0.1, 1)]
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public double KcMult { get; set; } = 1.5;
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[InputParameter("Show cold values", sortIndex: 21)]
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public bool ShowColdValues { get; set; } = true;
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public static int MinHistoryDepths => 0;
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int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
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private Bbs _bbs = null!;
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private readonly LineSeries _bandwidthSeries;
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private readonly LineSeries _squeezeSeries;
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public override string ShortName => $"BBS({BbPeriod},{BbMult:F1},{KcPeriod},{KcMult:F1})";
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public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/oscillators/bbs/Bbs.Quantower.cs";
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public BbsIndicator()
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{
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Name = "BBS - Bollinger Band Squeeze";
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Description = "Detects when Bollinger Bands contract inside Keltner Channels, indicating consolidation before breakout";
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SeparateWindow = true;
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OnBackGround = true;
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_bandwidthSeries = new LineSeries("Bandwidth", Color.Cyan, 2, LineStyle.Histogramm);
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_squeezeSeries = new LineSeries("Squeeze", Color.Red, 4, LineStyle.Dot);
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AddLineSeries(_bandwidthSeries);
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AddLineSeries(_squeezeSeries);
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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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_bbs = new Bbs(BbPeriod, BbMult, KcPeriod, KcMult);
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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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TBar bar = this.GetInputBar(args);
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bool isNew = args.IsNewBar();
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TValue result = _bbs.Update(bar, isNew);
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if (!ShowColdValues && !_bbs.IsHot)
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{
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return;
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}
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int offset = args.Reason == UpdateReason.HistoricalBar ? 0 : -1;
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// Set bandwidth histogram
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_bandwidthSeries.SetValue(result.Value, offset);
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// Set squeeze indicator dot at zero line
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_squeezeSeries.SetValue(0, offset);
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// Red dot = squeeze on, Green dot = squeeze off
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Color squeezeColor = _bbs.SqueezeOn ? Color.Red : Color.Green;
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_squeezeSeries.SetMarker(offset, squeezeColor);
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}
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}
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