mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-29 18:17:43 +00:00
Miha Kralj
7253f61299
- Implemented the TRAMA (Trend Regularity Adaptive Moving Average) class with adaptive EMA logic. - Added unit tests for TRAMA functionality, including constructor validation, basic calculations, state management, and robustness checks. - Created validation tests to ensure consistency across different modes of operation (streaming, batch, and static calculations). - Enhanced documentation for TRAMA, including performance profiles and quality metrics. - Updated workspace configuration by removing unnecessary folder references.
57 lines
2.1 KiB
C#
57 lines
2.1 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 TrendflexIndicator : Indicator, IWatchlistIndicator
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{
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[InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
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public int Period { get; set; } = 20;
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[IndicatorExtensions.DataSourceInput]
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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 Trendflex _ma = null!;
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private readonly LineSeries _series;
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private string _sourceName = null!;
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private Func<IHistoryItem, double> _priceSelector = null!;
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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 => $"TRENDFLEX {Period}:{_sourceName}";
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public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/oscillators/trendflex/Trendflex.Quantower.cs";
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public TrendflexIndicator()
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{
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OnBackGround = true;
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SeparateWindow = true;
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_sourceName = Source.ToString();
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Name = "TRENDFLEX - Ehlers Trendflex Indicator";
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Description = "Measures trend slope via Super Smoother pre-filter with O(1) cumulative slope and RMS normalization";
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_series = new LineSeries(name: $"TRENDFLEX {Period}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
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AddLineSeries(_series);
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}
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protected override void OnInit()
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{
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_ma = new Trendflex(Period);
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_sourceName = Source.ToString();
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_priceSelector = Source.GetPriceSelector();
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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 item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
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TValue result = _ma.Update(new TValue(item.TimeLeft.Ticks, _priceSelector(item)), isNew: args.IsNewBar());
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_series.SetValue(result.Value, _ma.IsHot, ShowColdValues);
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}
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}
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