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Miha Kralj 951842acca Add validation tests for various volume and momentum indicators
- Introduced Massi validation tests to ensure mathematical properties hold for the Mass Index indicator.
- Added Va validation tests for Volume Accumulation, checking for finite outputs and correct accumulation behavior.
- Implemented Vf validation tests for Volume Force, verifying outputs for rising and falling prices, and ensuring batch and streaming results match.
- Created Vo validation tests for Volume Oscillator, confirming behavior with constant, increasing, and decreasing volumes.
- Developed Vroc validation tests for Volume Rate of Change, validating outputs for constant volume and changes in volume.
- Updated project file to include new momentum indicators (MACD and RSI) in the compilation.
2026-02-12 19:43:09 -08:00

64 lines
2.0 KiB
C#

using System.Drawing;
using System.Runtime.CompilerServices;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
[SkipLocalsInit]
public sealed class TrixIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
public int Period { get; set; } = 14;
[IndicatorExtensions.DataSourceInput(sortIndex: 2)]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Trix _trix = null!;
private readonly LineSeries _series;
public static int MinHistoryDepths => 0;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"TRIX ({Period})";
public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/oscillators/trix/Trix.Quantower.cs";
public TrixIndicator()
{
OnBackGround = true;
SeparateWindow = true;
Name = "TRIX - Triple Exponential Average Oscillator";
Description = "Measures rate of change of a triple-smoothed EMA, filtering noise to reveal underlying momentum";
_series = new LineSeries("TRIX", Color.Yellow, 2, LineStyle.Solid);
AddLineSeries(_series);
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void OnInit()
{
_trix = new Trix(Period);
base.OnInit();
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void OnUpdate(UpdateArgs args)
{
var priceSelector = Source.GetPriceSelector();
var item = HistoricalData[0, SeekOriginHistory.End];
double price = priceSelector(item);
TValue input = new(item.TimeLeft, price);
TValue result = _trix.Update(input, args.IsNewBar());
if (!_trix.IsHot && !ShowColdValues)
{
return;
}
_series.SetValue(result.Value);
}
}