mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-05 12:37:43 +00:00
60 lines
2.2 KiB
C#
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);
|
|
}
|
|
}
|