mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-05 20:47:43 +00:00
Miha Kralj
3dd05f23e4
- Updated the name and description of the Hilbert Trendline (HTIT) to "Ehlers Hilbert Transform Instantaneous Trend (HTIT)". - Changed the name and description of the MESA Adaptive Moving Average (MAMA) to "Ehlers MESA Adaptive Moving Average". - Modified the Center of Gravity (CG) indicator to "Ehlers Center of Gravity (CG)". - Renamed the Detrended Synthetic Price (DSP) to "Ehlers Detrended Synthetic Price (DSP)". - Updated the Autocorrelation Periodogram (EACP) to "Ehlers Autocorrelation Periodogram (EACP)". - Changed the Homodyne Discriminator (HOMOD) to "Ehlers Homodyne Discriminator (HOMOD)". - Updated the Hilbert Transform Dominant Cycle Period and Phase indicators to include "Ehlers" in their names. - Renamed the Hilbert Transform Phasor Components to "Ehlers Hilbert Transform Phasor Components (HT_PHASOR)". - Updated the SineWave indicator to "Ehlers Hilbert Transform SineWave (HT_SINE)". - Changed the Phasor Analysis indicator to "Ehlers Hilbert Transform Phasor Components (HT_PHASOR)". - Updated the SSF-Based Detrended Synthetic Price to "Ehlers SSF Detrended Synthetic Price (SSFDSP)". - Renamed the Ultimate Channel to "Ehlers Ultimate Channel (UCHANNEL)". - Added new indicators: Moving Average Variable Period (MAVP), Ehlers Predictive Moving Average (PMA), Ehlers Reverse EMA (REVERSEEMA), and Ehlers Trendflex Indicator (TRENDFLEX). - Updated various SVG badges to reflect changes in classes, comments, source files, lines of code, methods, and public types.
63 lines
2.2 KiB
C#
63 lines
2.2 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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[SkipLocalsInit]
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public sealed class MamaIndicator : Indicator, IWatchlistIndicator
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{
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[InputParameter("Fast Limit", sortIndex: 1, 0.01, 0.99, 0.01, 2)]
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public double FastLimit { get; set; } = 0.5;
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[InputParameter("Slow Limit", sortIndex: 2, 0.01, 0.99, 0.01, 2)]
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public double SlowLimit { get; set; } = 0.05;
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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 Mama _mama = null!;
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private readonly LineSeries _series;
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private readonly LineSeries _famaSeries;
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private string _sourceName = null!;
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private Func<IHistoryItem, double> _priceSelector = null!;
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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 => $"MAMA:{_sourceName}";
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public MamaIndicator()
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{
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OnBackGround = true;
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SeparateWindow = false;
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Name = "MAMA - Ehlers MESA Adaptive Moving Average";
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Description = "Ehlers MESA Adaptive Moving Average";
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_series = new LineSeries(name: "MAMA", color: Color.Orange, width: 2, style: LineStyle.Solid);
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_famaSeries = new LineSeries(name: "FAMA", color: Color.Red, width: 2, style: LineStyle.Solid);
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AddLineSeries(_series);
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AddLineSeries(_famaSeries);
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}
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protected override void OnInit()
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{
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_priceSelector = Source.GetPriceSelector();
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_sourceName = Source.ToString();
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_mama = new Mama(FastLimit, SlowLimit);
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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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bool isNew = args.IsNewBar();
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var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
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double value = _mama.Update(new TValue(item.TimeLeft.Ticks, _priceSelector(item)), isNew).Value;
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_series.SetValue(value, _mama.IsHot, ShowColdValues);
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_famaSeries.SetValue(_mama.Fama.Value, _mama.IsHot, ShowColdValues);
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}
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}
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