mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-18 10:38:05 +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.
62 lines
1.9 KiB
C#
62 lines
1.9 KiB
C#
using System.Drawing;
|
|
using System.Runtime.CompilerServices;
|
|
using TradingPlatform.BusinessLayer;
|
|
|
|
namespace QuanTAlib;
|
|
|
|
/// <summary>
|
|
/// Quantower adapter for ADXVMA (ADX Variable Moving Average).
|
|
/// ADXVMA requires OHLC data for TR/DM/ADX calculation.
|
|
/// </summary>
|
|
[SkipLocalsInit]
|
|
public class AdxvmaIndicator : Indicator, IWatchlistIndicator
|
|
{
|
|
[InputParameter("Period", sortIndex: 1, 1, 500, 1, 0)]
|
|
public int Period { get; set; } = 14;
|
|
|
|
[InputParameter("Show cold values", sortIndex: 21)]
|
|
public bool ShowColdValues { get; set; } = true;
|
|
|
|
private Adxvma ma = null!;
|
|
protected LineSeries Series;
|
|
|
|
public static int MinHistoryDepths => 0;
|
|
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
|
|
|
|
public override string ShortName => $"ADXVMA {Period}";
|
|
|
|
public AdxvmaIndicator()
|
|
{
|
|
OnBackGround = true;
|
|
SeparateWindow = false;
|
|
Name = "ADXVMA - ADX Variable Moving Average";
|
|
Description = "Adaptive IIR filter that uses ADX as its smoothing constant";
|
|
Series = new LineSeries(name: $"ADXVMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
|
|
AddLineSeries(Series);
|
|
}
|
|
|
|
protected override void OnInit()
|
|
{
|
|
ma = new Adxvma(Period);
|
|
base.OnInit();
|
|
}
|
|
|
|
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
|
protected override void OnUpdate(UpdateArgs args)
|
|
{
|
|
var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
|
|
|
|
// ADXVMA uses OHLC for True Range and Directional Movement calculation
|
|
var bar = new TBar(
|
|
item.TimeLeft.Ticks,
|
|
item[PriceType.Open],
|
|
item[PriceType.High],
|
|
item[PriceType.Low],
|
|
item[PriceType.Close],
|
|
item[PriceType.Volume]);
|
|
|
|
TValue result = ma.Update(bar, isNew: args.IsNewBar());
|
|
Series.SetValue(result.Value, ma.IsHot, ShowColdValues);
|
|
}
|
|
}
|