mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-12 15:48:05 +00:00
59 lines
2.0 KiB
C#
59 lines
2.0 KiB
C#
using System.Drawing;
|
|
using System.Runtime.CompilerServices;
|
|
using TradingPlatform.BusinessLayer;
|
|
|
|
namespace QuanTAlib;
|
|
|
|
[SkipLocalsInit]
|
|
public class CoralIndicator : Indicator, IWatchlistIndicator
|
|
{
|
|
[InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
|
|
public int Period { get; set; } = 21;
|
|
|
|
[InputParameter("Constant D", sortIndex: 2, 0.0, 1.0, 0.01, 2)]
|
|
public double Cd { get; set; } = 0.4;
|
|
|
|
[IndicatorExtensions.DataSourceInput]
|
|
public SourceType Source { get; set; } = SourceType.Close;
|
|
|
|
[InputParameter("Show cold values", sortIndex: 21)]
|
|
public bool ShowColdValues { get; set; } = true;
|
|
|
|
private Coral _coral = null!;
|
|
protected LineSeries Series;
|
|
protected string SourceName = null!;
|
|
private Func<IHistoryItem, double> _priceSelector = null!;
|
|
|
|
public static int MinHistoryDepths => 0;
|
|
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
|
|
|
|
public override string ShortName => $"CORAL {Period}:{SourceName}";
|
|
|
|
public CoralIndicator()
|
|
{
|
|
OnBackGround = true;
|
|
SeparateWindow = false;
|
|
SourceName = Source.ToString();
|
|
Name = "CORAL - Coral Trend Filter";
|
|
Description = "Six cascaded EMAs with polynomial combination using Constant D parameter";
|
|
Series = new LineSeries(name: $"CORAL {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
|
|
AddLineSeries(Series);
|
|
}
|
|
|
|
protected override void OnInit()
|
|
{
|
|
_coral = new Coral(Period, Cd);
|
|
SourceName = Source.ToString();
|
|
_priceSelector = Source.GetPriceSelector();
|
|
base.OnInit();
|
|
}
|
|
|
|
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
|
protected override void OnUpdate(UpdateArgs args)
|
|
{
|
|
var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
|
|
TValue result = _coral.Update(new TValue(item.TimeLeft.Ticks, _priceSelector(item)), isNew: args.IsNewBar());
|
|
Series.SetValue(result.Value, _coral.IsHot, ShowColdValues);
|
|
}
|
|
}
|