mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-30 02:27:43 +00:00
Miha Kralj
951842acca
- 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.
105 lines
4.1 KiB
C#
105 lines
4.1 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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/// <summary>
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/// TTM Wave: Multi-period MACD Composite - Quantower Indicator Adapter
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/// Displays six Fibonacci-period MACD histograms grouped into A, B, C waves.
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/// Matching thinkorswim TTM_Wave color conventions.
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/// </summary>
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[SkipLocalsInit]
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public sealed class TtmWaveIndicator : Indicator, IWatchlistIndicator
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{
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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 TtmWave _wave = null!;
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private string _sourceName = null!;
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private Func<IHistoryItem, double> _priceSelector = null!;
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// Wave A: green/yellow tones (short-term)
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private readonly LineSeries _waveA1Series;
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private readonly LineSeries _waveA2Series;
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// Wave B: pink/magenta tones (medium-term)
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private readonly LineSeries _waveB1Series;
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private readonly LineSeries _waveB2Series;
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// Wave C: red/dark red tones (long-term)
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private readonly LineSeries _waveC1Series;
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private readonly LineSeries _waveC2Series;
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// Zero line
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private readonly LineSeries _zeroLine;
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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 => $"TTM_Wave:{_sourceName}";
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public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/oscillators/ttm_wave/TtmWave.cs";
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public TtmWaveIndicator()
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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 = "TTM Wave";
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Description = "John Carter's TTM Wave - Multi-period MACD composite using Fibonacci EMA periods (A/B/C waves)";
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// Wave A (short-term momentum) — yellow/green histograms
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_waveA1Series = new LineSeries("Wave A1", Color.FromArgb(0, 200, 0), 2, LineStyle.Histogramm);
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_waveA2Series = new LineSeries("Wave A2", Color.FromArgb(200, 200, 0), 2, LineStyle.Histogramm);
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// Wave B (medium-term momentum) — magenta/pink histograms
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_waveB1Series = new LineSeries("Wave B1", Color.FromArgb(200, 0, 200), 2, LineStyle.Histogramm);
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_waveB2Series = new LineSeries("Wave B2", Color.FromArgb(128, 128, 255), 2, LineStyle.Histogramm);
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// Wave C (long-term momentum) — red/orange histograms
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_waveC1Series = new LineSeries("Wave C1", Color.FromArgb(200, 0, 0), 2, LineStyle.Histogramm);
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_waveC2Series = new LineSeries("Wave C2", Color.FromArgb(255, 128, 0), 2, LineStyle.Histogramm);
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// Zero line
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_zeroLine = new LineSeries("Zero", Color.Gray, 1, LineStyle.Dash);
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AddLineSeries(_waveC1Series);
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AddLineSeries(_waveC2Series);
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AddLineSeries(_waveB1Series);
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AddLineSeries(_waveB2Series);
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AddLineSeries(_waveA1Series);
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AddLineSeries(_waveA2Series);
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AddLineSeries(_zeroLine);
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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protected override void OnInit()
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{
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_wave = new TtmWave();
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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 bar = this.GetInputBar(args);
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double price = _priceSelector(HistoricalData[Count - 1, SeekOriginHistory.Begin]);
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_ = _wave.Update(new TValue(bar.Time, price), args.IsNewBar());
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bool isHot = _wave.IsHot;
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_waveA1Series.SetValue(_wave.WaveA1.Value, isHot, ShowColdValues);
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_waveA2Series.SetValue(_wave.WaveA2.Value, isHot, ShowColdValues);
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_waveB1Series.SetValue(_wave.WaveB1.Value, isHot, ShowColdValues);
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_waveB2Series.SetValue(_wave.WaveB2.Value, isHot, ShowColdValues);
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_waveC1Series.SetValue(_wave.WaveC1.Value, isHot, ShowColdValues);
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_waveC2Series.SetValue(_wave.WaveC2.Value, isHot, ShowColdValues);
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_zeroLine.SetValue(0, isHot, ShowColdValues);
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}
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}
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