Files
QuanTAlib/quantower/Momentum/DmxIndicator.cs
T
2024-11-08 17:11:18 -08:00

69 lines
2.4 KiB
C#

using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class DmxIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("DMI Period", sortIndex: 1, 1, 2000, 1, 0)]
public int DmiPeriod { get; set; } = 14;
[InputParameter("JMA Smoothing Period", sortIndex: 2, 1, 2000, 1, 0)]
public int JmaPeriod { get; set; } = 12;
[InputParameter("JMA Phase", sortIndex: 3, -100, 100, 1, 0)]
public int JmaPhase { get; set; } = 100;
[InputParameter("JMA Factor", sortIndex: 4, 0.01, 1, 0.01, 2)]
public double JmaFactor { get; set; } = 0.3;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Dmx? dmx;
protected LineSeries? PlusDiSeries;
protected LineSeries? MinusDiSeries;
public int MinHistoryDepths => Math.Max(5, (DmiPeriod + JmaPeriod) * 2);
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public DmxIndicator()
{
Name = "DMX - Enhanced Directional Movement Index";
Description = "An enhanced version of DMI using JMA smoothing for better noise reduction and responsiveness.";
SeparateWindow = true;
PlusDiSeries = new($"+DI {DmiPeriod}", color: Color.Red, 2, LineStyle.Solid);
MinusDiSeries = new($"-DI {DmiPeriod}", color: Color.Blue, 2, LineStyle.Solid);
AddLineSeries(PlusDiSeries);
AddLineSeries(MinusDiSeries);
}
protected override void OnInit()
{
dmx = new Dmx(DmiPeriod, JmaPeriod, JmaPhase, JmaFactor);
base.OnInit();
}
protected override void OnUpdate(UpdateArgs args)
{
TBar input = IndicatorExtensions.GetInputBar(this, args);
dmx!.Calc(input);
PlusDiSeries!.SetValue(dmx.PlusDI);
MinusDiSeries!.SetValue(dmx.MinusDI);
PlusDiSeries!.SetMarker(0, Color.Transparent);
MinusDiSeries!.SetMarker(0, Color.Transparent);
}
#pragma warning disable CA1416 // Validate platform compatibility
public override string ShortName => $"DMX ({DmiPeriod})";
public override void OnPaintChart(PaintChartEventArgs args)
{
base.OnPaintChart(args);
this.PaintSmoothCurve(args, PlusDiSeries!, dmx!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
this.PaintSmoothCurve(args, MinusDiSeries!, dmx!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
}
}