mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-13 08:08:05 +00:00
Miha Kralj
dfeb23bf3d
- Implemented SgmaIndicator class in C# with properties for Period, Degree, and Source. - Added unit tests for SgmaIndicator covering constructor defaults, initialization, and various update scenarios. - Created a new Quantower adapter for the SGMA indicator, including input parameters and line series setup. - Removed legacy SGMA implementation and tests to streamline the codebase. - Updated project files to include new indicator and tests in the build process. - Generated a missing indicators report and outlined a plan for oscillator documentation rewrite.
59 lines
2.2 KiB
C#
59 lines
2.2 KiB
C#
using System.Drawing;
|
|
using System.Runtime.CompilerServices;
|
|
using TradingPlatform.BusinessLayer;
|
|
|
|
namespace QuanTAlib;
|
|
|
|
[SkipLocalsInit]
|
|
public sealed class ChandelierIndicator : Indicator, IWatchlistIndicator
|
|
{
|
|
[InputParameter("Period", sortIndex: 0, 1, 500, 1, 0)]
|
|
public int Period { get; set; } = 22;
|
|
|
|
[InputParameter("Multiplier", sortIndex: 1, 0.1, 20.0, 0.1, 1)]
|
|
public double Multiplier { get; set; } = 3.0;
|
|
|
|
[InputParameter("Show cold values", sortIndex: 21)]
|
|
public bool ShowColdValues { get; set; } = true;
|
|
|
|
private Chandelier _indicator = null!;
|
|
private readonly LineSeries _exitLongSeries;
|
|
private readonly LineSeries _exitShortSeries;
|
|
|
|
public static int MinHistoryDepths => 0;
|
|
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
|
|
|
|
public override string ShortName => $"CHANDELIER({Period},{Multiplier:F1})";
|
|
public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/reversals/chandelier/Chandelier.cs";
|
|
|
|
public ChandelierIndicator()
|
|
{
|
|
OnBackGround = true;
|
|
SeparateWindow = false;
|
|
Name = "CHANDELIER - Chandelier Exit";
|
|
Description = "ATR-based trailing exit indicator. Two overlay lines: ExitLong (green) for long position exits, ExitShort (red) for short position exits.";
|
|
|
|
_exitLongSeries = new LineSeries(name: "Exit Long", color: Color.Green, width: 2, style: LineStyle.Solid);
|
|
_exitShortSeries = new LineSeries(name: "Exit Short", color: Color.Red, width: 2, style: LineStyle.Solid);
|
|
|
|
AddLineSeries(_exitLongSeries);
|
|
AddLineSeries(_exitShortSeries);
|
|
}
|
|
|
|
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
|
protected override void OnInit()
|
|
{
|
|
_indicator = new Chandelier(Period, Multiplier);
|
|
base.OnInit();
|
|
}
|
|
|
|
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
|
protected override void OnUpdate(UpdateArgs args)
|
|
{
|
|
_ = _indicator.Update(this.GetInputBar(args), args.IsNewBar());
|
|
|
|
_exitLongSeries.SetValue(_indicator.ExitLong, _indicator.IsHot, ShowColdValues);
|
|
_exitShortSeries.SetValue(_indicator.ExitShort, _indicator.IsHot, ShowColdValues);
|
|
}
|
|
}
|