mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-18 02:28:05 +00:00
Miha Kralj
ce654ca670
New indicators: - HWC (Holt-Winters Channel) — channels, 27 tests - VWMACD (Volume-Weighted MACD) — momentum, 38 tests - Squeeze Pro — oscillators, 69 tests - BW_MFI (Bill Williams MFI) — oscillators - DSTOCH (Double Stochastic) — oscillators - ATRSTOP (ATR Trailing Stop) — reversals - VSTOP (Volatility Stop) — reversals - Convexity (Beta Convexity) — statistics, 23 tests Integration: - Python bridge: Exports.cs, _bridge.py, wrapper modules - Documentation: _sidebar.md, _index.md pages, SPEC.md - All analyzer warnings fixed (MA0074, xUnit2013, S2699) Build: 0 warnings, 0 errors | Tests: 15,933 passed, 0 failed
67 lines
2.5 KiB
C#
67 lines
2.5 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 VwmacdIndicator : Indicator, IWatchlistIndicator
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{
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[InputParameter("Fast Period", sortIndex: 1, 1, 2000, 1, 0)]
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public int FastPeriod { get; set; } = 12;
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[InputParameter("Slow Period", sortIndex: 2, 1, 2000, 1, 0)]
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public int SlowPeriod { get; set; } = 26;
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[InputParameter("Signal Period", sortIndex: 3, 1, 2000, 1, 0)]
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public int SignalPeriod { get; set; } = 9;
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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 Vwmacd _vwmacd = null!;
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private readonly LineSeries _vwmacdSeries;
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private readonly LineSeries _signalSeries;
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private readonly LineSeries _histSeries;
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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 => $"VWMACD({FastPeriod},{SlowPeriod},{SignalPeriod})";
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public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/momentum/vwmacd/Vwmacd.Quantower.cs";
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public VwmacdIndicator()
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{
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OnBackGround = true;
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SeparateWindow = true;
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Name = "VWMACD - Volume-Weighted MACD";
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Description = "MACD using Volume-Weighted Moving Averages instead of EMAs";
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_vwmacdSeries = new LineSeries(name: "VWMACD", color: Color.Blue, width: 2, style: LineStyle.Solid);
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_signalSeries = new LineSeries(name: "Signal", color: Color.Red, width: 2, style: LineStyle.Solid);
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_histSeries = new LineSeries(name: "Histogram", color: Color.Green, width: 2, style: LineStyle.Solid);
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AddLineSeries(_vwmacdSeries);
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AddLineSeries(_signalSeries);
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AddLineSeries(_histSeries);
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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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_vwmacd = new Vwmacd(FastPeriod, SlowPeriod, SignalPeriod);
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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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_vwmacd.Update(bar, args.IsNewBar());
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_vwmacdSeries.SetValue(_vwmacd.Last.Value, _vwmacd.IsHot, ShowColdValues);
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_signalSeries.SetValue(_vwmacd.Signal.Value, _vwmacd.IsHot, ShowColdValues);
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_histSeries.SetValue(_vwmacd.Histogram.Value, _vwmacd.IsHot, ShowColdValues);
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}
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}
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