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

75 lines
2.3 KiB
C#

using System.Drawing;
using System.Runtime.CompilerServices;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
[SkipLocalsInit]
public sealed class ImpulseIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("EMA Period", sortIndex: 0, 1, 100, 1, 0)]
public int EmaPeriod { get; set; } = 13;
[InputParameter("MACD Fast", sortIndex: 1, 1, 100, 1, 0)]
public int MacdFast { get; set; } = 12;
[InputParameter("MACD Slow", sortIndex: 2, 1, 200, 1, 0)]
public int MacdSlow { get; set; } = 26;
[InputParameter("MACD Signal", sortIndex: 3, 1, 100, 1, 0)]
public int MacdSignal { get; set; } = 9;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
public override string ShortName => $"IMPULSE({EmaPeriod},{MacdFast},{MacdSlow},{MacdSignal})";
public static int MinHistoryDepths => 0;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
private Impulse _indicator = null!;
private readonly LineSeries _series;
public ImpulseIndicator()
{
Name = "Elder Impulse System";
Description = "Alexander Elder's Impulse System - combines 13-period EMA with MACD histogram for trend/momentum alignment.";
_series = new LineSeries("EMA", Color.Gray, 2, LineStyle.Solid);
AddLineSeries(_series);
SeparateWindow = false;
OnBackGround = true;
}
protected override void OnInit()
{
_indicator = new Impulse(EmaPeriod, MacdFast, MacdSlow, MacdSignal);
base.OnInit();
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void OnUpdate(UpdateArgs args)
{
bool isNew = args.IsNewBar();
var bar = this.GetInputBar(args);
var result = _indicator.Update(bar, isNew);
_series.SetValue(result.Value, _indicator.IsHot, ShowColdValues);
if (_indicator.IsHot)
{
Color impulseColor = _indicator.Signal switch
{
1 => Color.Green,
-1 => Color.Red,
_ => Color.DodgerBlue
};
_series.SetMarker(0, impulseColor);
}
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
}
}