Files
QuanTAlib/quantower/Averages/MaafIndicator.cs
T
2024-11-08 17:11:18 -08:00

61 lines
2.0 KiB
C#

using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class MaafIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Period", sortIndex: 1, 3, 1000, 1, 0)]
public int Period { get; set; } = 10;
[InputParameter("Threshold", sortIndex: 2, 0.0001, 0.1, 0.0001, 4)]
public double Threshold { get; set; } = 0.002;
[IndicatorExtensions.DataSourceInput]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Maaf? ma;
protected LineSeries? Series;
protected string? SourceName;
public int MinHistoryDepths => Period;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"MAAF {Period}:{Threshold}:{SourceName}";
public MaafIndicator()
{
OnBackGround = true;
SeparateWindow = false;
SourceName = Source.ToString();
Name = "MAAF - Median Adaptive Averaging Filter";
Description = "Median Adaptive Averaging Filter (Note: This indicator may have consistency issues)";
Series = new(name: $"MAAF {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
AddLineSeries(Series);
}
protected override void OnInit()
{
ma = new Maaf(Period, Threshold);
SourceName = Source.ToString();
base.OnInit();
}
protected override void OnUpdate(UpdateArgs args)
{
TValue input = this.GetInputValue(args, Source);
TValue result = ma!.Calc(input);
Series!.SetValue(result.Value);
Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
}
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, Series!, ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
}
}