mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-31 19:07:42 +00:00
Miha Kralj
329b0657bc
Standardize naming convention so all Ehlers-originated indicators have "Ehlers" in their display name across all documentation and code surfaces: - SAM: Smoothed Adaptive Momentum → Ehlers Smoothed Adaptive Momentum - PMA: Predictive Moving Average → Ehlers Predictive Moving Average - ILRS: Integral of LinReg Slope → Ehlers Integral of LinReg Slope - CTI: Correlation Trend Indicator → Ehlers Correlation Trend Indicator - RVGI: Relative Vigor Index → Ehlers Relative Vigor Index Updated across: .md H1 titles, XML doc summaries, Quantower Name properties, Quantower test assertions, _sidebar.md, lib/_index.md, category _index.md files, docs/indicators.md, docs/validation.md. Build: 0 warnings, 0 errors. All tests pass.
64 lines
1.9 KiB
C#
64 lines
1.9 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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[SkipLocalsInit]
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public sealed class CtiIndicator : Indicator, IWatchlistIndicator
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{
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[InputParameter("Period", sortIndex: 1, 2, 1000, 1, 0)]
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public int Period { get; set; } = 20;
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[IndicatorExtensions.DataSourceInput(sortIndex: 2)]
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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 Cti _cti = null!;
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private readonly LineSeries _series;
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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 => $"CTI ({Period})";
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public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/oscillators/cti/Cti.Quantower.cs";
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public CtiIndicator()
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{
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OnBackGround = true;
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SeparateWindow = true;
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Name = "CTI - Ehlers Correlation Trend Indicator";
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Description = "Pearson correlation between price and a perfect linear time index";
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_series = new LineSeries("CTI", Color.Yellow, 2, LineStyle.Solid);
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AddLineSeries(_series);
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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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_cti = new Cti(Period);
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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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var priceSelector = Source.GetPriceSelector();
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var item = HistoricalData[0, SeekOriginHistory.End];
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double price = priceSelector(item);
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TValue input = new(item.TimeLeft, price);
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TValue result = _cti.Update(input, args.IsNewBar());
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if (!_cti.IsHot && !ShowColdValues)
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{
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return;
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}
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_series.SetValue(result.Value);
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}
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}
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