mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-08 05:57:43 +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.
55 lines
1.8 KiB
C#
55 lines
1.8 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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/// Quantower adapter for RWMA (Range Weighted Moving Average).
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/// </summary>
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[SkipLocalsInit]
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public sealed class RwmaIndicator : Indicator, IWatchlistIndicator
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{
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[InputParameter("Period", sortIndex: 10, 1, 10000, 1, 0)]
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public int Period { get; set; } = 14;
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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 Rwma _rwma = null!;
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private readonly LineSeries _series;
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public int MinHistoryDepths => Period;
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int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
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public override string ShortName => $"RWMA({Period})";
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public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/trends_FIR/rwma/Rwma.Quantower.cs";
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public RwmaIndicator()
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{
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OnBackGround = true;
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SeparateWindow = false;
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Name = "RWMA - Range Weighted Moving Average";
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Description = "Range Weighted Moving Average weights each bar's close by its price range (high - low), giving greater influence to volatile bars.";
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_series = new LineSeries(name: "RWMA", color: Color.Cyan, width: 2, style: LineStyle.Solid);
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AddLineSeries(_series);
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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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_rwma = new Rwma(Period);
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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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TBar bar = this.GetInputBar(args);
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TValue result = _rwma.Update(bar, args.IsNewBar());
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_series.SetValue(result.Value, _rwma.IsHot, ShowColdValues);
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}
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}
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