Files

60 lines
2.2 KiB
C#

using System.Drawing;
using System.Runtime.CompilerServices;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
[SkipLocalsInit]
public sealed class MadhIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Short Length", sortIndex: 1, 1, 1000, 1, 0)]
public int ShortLength { get; set; } = 8;
[InputParameter("Dominant Cycle", sortIndex: 2, 2, 1000, 1, 0)]
public int DominantCycle { get; set; } = 27;
[IndicatorExtensions.DataSourceInput]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Madh _ma = null!;
private readonly LineSeries _series;
private string _sourceName = null!;
private Func<IHistoryItem, double> _priceSelector = null!;
public static int MinHistoryDepths => 0;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"MADH {ShortLength},{DominantCycle}:{_sourceName}";
public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/oscillators/madh/Madh.Quantower.cs";
public MadhIndicator()
{
OnBackGround = true;
SeparateWindow = true;
_sourceName = Source.ToString();
Name = "MADH - Ehlers Moving Average Difference with Hann";
Description = "Dual Hann FIR difference oscillator — percentage deviation between short and long moving averages";
_series = new LineSeries(name: $"MADH {ShortLength},{DominantCycle}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
AddLineSeries(_series);
}
protected override void OnInit()
{
_ma = new Madh(ShortLength, DominantCycle);
_sourceName = Source.ToString();
_priceSelector = Source.GetPriceSelector();
base.OnInit();
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void OnUpdate(UpdateArgs args)
{
var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
TValue result = _ma.Update(new TValue(item.TimeLeft.Ticks, _priceSelector(item)), isNew: args.IsNewBar());
_series.SetValue(result.Value, _ma.IsHot, ShowColdValues);
}
}