mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-14 00:28:05 +00:00
Miha Kralj
3eae9a76fe
- Implemented Sdchannel class for calculating standard deviation channels based on linear regression. - Added detailed documentation for SDCHANNEL, including overview, calculation methods, and interpretation. - Updated project files to include new numerics library components in Channels and Volatility projects.
72 lines
2.4 KiB
C#
72 lines
2.4 KiB
C#
using System.Drawing;
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using TradingPlatform.BusinessLayer;
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using static QuanTAlib.IndicatorExtensions;
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namespace QuanTAlib;
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/// <summary>
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/// Sdchannel: Standard Deviation Channel - Quantower Indicator Adapter
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/// Linear regression channel with standard deviation bands.
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/// Middle = Linear regression line value at current bar
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/// Upper = Middle + (StdDev × Multiplier)
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/// Lower = Middle - (StdDev × Multiplier)
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/// </summary>
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public sealed class SdchannelIndicator : Indicator, IWatchlistIndicator
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{
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[InputParameter("Period", sortIndex: 10, minimum: 2, maximum: 500, increment: 1, decimalPlaces: 0)]
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public int Period { get; set; } = 50;
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[InputParameter("Multiplier", sortIndex: 20, minimum: 0.1, maximum: 10.0, increment: 0.1, decimalPlaces: 1)]
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public double Multiplier { get; set; } = 2.0;
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[InputParameter("Price Type", sortIndex: 30)]
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public PriceType SourceType { get; set; } = PriceType.Close;
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[InputParameter("Show Cold Values", sortIndex: 100)]
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public bool ShowColdValues { get; set; } = true;
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private Sdchannel? _indicator;
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public int MinHistoryDepths => Period;
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public override string ShortName => $"Sdchannel({Period},{Multiplier})";
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public SdchannelIndicator()
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{
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Name = "Sdchannel - Standard Deviation Channel";
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Description = "Linear regression channel with standard deviation bands";
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SeparateWindow = false;
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OnBackGround = true;
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}
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protected override void OnInit()
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{
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_indicator = new Sdchannel(Period, Multiplier);
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AddLineSeries(new LineSeries("Middle", Color.DodgerBlue, 2, LineStyle.Solid));
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AddLineSeries(new LineSeries("Upper", Color.FromArgb(255, 180, 180), 1, LineStyle.Dash));
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AddLineSeries(new LineSeries("Lower", Color.FromArgb(180, 180, 255), 1, LineStyle.Dash));
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}
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protected override void OnUpdate(UpdateArgs args)
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{
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if (_indicator is null)
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return;
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var item = HistoricalData[0, SeekOriginHistory.End];
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bool isNew = args.IsNewBar();
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TValue input = new(
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time: item.TimeLeft,
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value: item[SourceType]
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);
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_indicator.Update(input, isNew);
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bool isHot = _indicator.IsHot;
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LinesSeries[0].SetValue(_indicator.Last.Value, isHot, ShowColdValues);
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LinesSeries[1].SetValue(_indicator.Upper.Value, isHot, ShowColdValues);
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LinesSeries[2].SetValue(_indicator.Lower.Value, isHot, ShowColdValues);
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}
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}
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