Files
Miha Kralj dfeb23bf3d Add Savitzky-Golay Moving Average (SGMA) Indicator Implementation
- 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.
2026-02-13 21:44:45 -08:00

62 lines
2.3 KiB
C#

using System.Drawing;
using System.Runtime.CompilerServices;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
[SkipLocalsInit]
public sealed class CkstopIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("ATR Period", sortIndex: 0, 1, 500, 1, 0)]
public int AtrPeriod { get; set; } = 10;
[InputParameter("Multiplier", sortIndex: 1, 0.1, 10.0, 0.1, 1)]
public double Multiplier { get; set; } = 1.0;
[InputParameter("Stop Period", sortIndex: 2, 1, 500, 1, 0)]
public int StopPeriod { get; set; } = 9;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Ckstop _indicator = null!;
private readonly LineSeries _stopLongSeries;
private readonly LineSeries _stopShortSeries;
public static int MinHistoryDepths => 0;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"CKSTOP({AtrPeriod},{Multiplier:F1},{StopPeriod})";
public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/reversals/ckstop/Ckstop.cs";
public CkstopIndicator()
{
OnBackGround = true;
SeparateWindow = false;
Name = "CKSTOP - Chande Kroll Stop";
Description = "ATR-based trailing stop indicator. Two overlay lines: StopLong (green) for long position stops, StopShort (red) for short position stops.";
_stopLongSeries = new LineSeries(name: "Stop Long", color: Color.Green, width: 2, style: LineStyle.Solid);
_stopShortSeries = new LineSeries(name: "Stop Short", color: Color.Red, width: 2, style: LineStyle.Solid);
AddLineSeries(_stopLongSeries);
AddLineSeries(_stopShortSeries);
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void OnInit()
{
_indicator = new Ckstop(AtrPeriod, Multiplier, StopPeriod);
base.OnInit();
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void OnUpdate(UpdateArgs args)
{
_ = _indicator.Update(this.GetInputBar(args), args.IsNewBar());
_stopLongSeries.SetValue(_indicator.StopLong, _indicator.IsHot, ShowColdValues);
_stopShortSeries.SetValue(_indicator.StopShort, _indicator.IsHot, ShowColdValues);
}
}