Files
Miha Kralj 92709ef2ed Add Stochastic Oscillator implementation and validation tests
- 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.
2026-02-12 14:29:54 -08:00

63 lines
2.1 KiB
C#

using System.Drawing;
using System.Runtime.CompilerServices;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
[SkipLocalsInit]
public sealed class KdjIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Length", sortIndex: 1, 1, 500, 1, 0)]
public int Length { get; set; } = 9;
[InputParameter("Signal", sortIndex: 2, 1, 50, 1, 0)]
public int Signal { get; set; } = 3;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Kdj _kdj = null!;
private readonly LineSeries _kSeries;
private readonly LineSeries _dSeries;
private readonly LineSeries _jSeries;
public static int MinHistoryDepths => 0;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"KDJ {Length},{Signal}";
public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/oscillators/kdj/Kdj.Quantower.cs";
public KdjIndicator()
{
OnBackGround = true;
SeparateWindow = true;
Name = "KDJ";
Description = "Enhanced Stochastic Oscillator with K, D, J lines";
_kSeries = new LineSeries(name: "K", color: Color.Blue, width: 2, style: LineStyle.Solid);
_dSeries = new LineSeries(name: "D", color: Color.Red, width: 2, style: LineStyle.Solid);
_jSeries = new LineSeries(name: "J", color: Color.Yellow, width: 2, style: LineStyle.Solid);
AddLineSeries(_kSeries);
AddLineSeries(_dSeries);
AddLineSeries(_jSeries);
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void OnInit()
{
_kdj = new Kdj(Length, Signal);
base.OnInit();
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void OnUpdate(UpdateArgs args)
{
TValue result = _kdj.Update(this.GetInputBar(args), args.IsNewBar());
_kSeries.SetValue(_kdj.K.Value, _kdj.IsHot, ShowColdValues);
_dSeries.SetValue(_kdj.D.Value, _kdj.IsHot, ShowColdValues);
_jSeries.SetValue(result.Value, _kdj.IsHot, ShowColdValues);
}
}