mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-14 08:38:04 +00:00
78 lines
2.5 KiB
C#
78 lines
2.5 KiB
C#
using System;
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using System.Diagnostics;
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using System.Drawing;
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using System.Linq;
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using TradingPlatform.BusinessLayer;
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namespace QuanTAlib;
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public class DJMA_chart : Indicator {
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#region Parameters
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[InputParameter("Fast Data source", 0, variants: new object[]
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{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
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"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
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private int FDataSource = 3;
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[InputParameter("Fast Smoothing period", 1, 1, 999, 1, 1)]
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private int FPeriod = 12;
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[InputParameter("Fast Volatility short", 2, 3, 50, 1, 1)]
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private int FVshort = 10;
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[InputParameter("Fast Volatility long", 3, 20, 500, 5, 1)]
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private int FVlong = 65;
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[InputParameter("Fast Phase", 4, -100, 100, 1, 2)]
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private double FJphase = 100.0;
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[InputParameter("Slow Data source", 5, variants: new object[]
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{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
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"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
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private int SDataSource = 3;
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[InputParameter("Slow Smoothing period", 6, 1, 999, 1, 1)]
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private int SPeriod = 26;
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[InputParameter("Slow Volatility short", 7, 3, 50, 1, 1)]
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private int SVshort = 10;
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[InputParameter("Slow Volatility long", 8, 20, 500, 5, 1)]
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private int SVlong = 65;
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[InputParameter("Slow Phase", 9, -100, 100, 1, 2)]
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private double SJphase = -100.0;
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#endregion Parameters
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private TBars bars;
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///////
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private JMA_Series fJma, sJma;
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///////
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public DJMA_chart() {
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this.SeparateWindow = false;
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this.Name = "DJMA - Two JMAs";
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this.Description = "Jurik Moving Average description";
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this.AddLineSeries("JMA-fast", Color.Blue, 2, LineStyle.Solid);
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this.AddLineSeries("JMA-slow", Color.Green, 2, LineStyle.Solid);
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}
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protected override void OnInit() {
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this.bars = new();
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this.fJma = new(source: bars.Select(this.FDataSource), period: this.FPeriod, phase: FJphase, vshort: FVshort, vlong: FVlong, useNaN: false);
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this.sJma = new(source: bars.Select(this.SDataSource), period: this.SPeriod, phase: SJphase, vshort: SVshort, vlong: SVlong, useNaN: false);
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}
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protected override void OnUpdate(UpdateArgs args) {
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bool update = !(args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar);
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this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
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this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
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this.GetPrice(PriceType.Close), this.GetPrice(PriceType.Volume), update);
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this.SetValue(this.fJma[^1].v, lineIndex: 0);
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this.SetValue(this.sJma[^1].v, lineIndex: 1);
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}
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} |