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https://github.com/mihakralj/QuanTAlib.git
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70 lines
2.2 KiB
C#
70 lines
2.2 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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/// TDIST (Student's t-Distribution CDF) Quantower indicator.
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/// Computes the one-tailed t-CDF applied to a min-max normalized price series
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/// scaled to t ∈ [-3, +3] over a rolling lookback window.
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/// </summary>
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public class TdistIndicator : Indicator, IWatchlistIndicator
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{
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[DataSourceInput]
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public SourceType Source { get; set; } = SourceType.Close;
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[InputParameter("Degrees of Freedom (ν)", sortIndex: 0, minimum: 1, maximum: 999, increment: 1)]
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public int Nu { get; set; } = 10;
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[InputParameter("Period", sortIndex: 1, minimum: 2, maximum: 2000, increment: 1)]
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public int Period { get; set; } = 14;
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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 Tdist? _tdist;
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private Func<IHistoryItem, double>? _selector;
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public int MinHistoryDepths => Period;
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public override string ShortName => $"TDIST({Nu},{Period})";
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public TdistIndicator()
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{
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Name = "TDIST - Student's t-Distribution CDF";
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Description = "Applies the Student's t-Distribution CDF to a min-max normalized price series";
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SeparateWindow = true;
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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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_tdist = new Tdist(Nu, Period);
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_selector = Source.GetPriceSelector();
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AddLineSeries(new LineSeries("TDist", Color.Cyan, 2, LineStyle.Solid));
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// Reference level at 0.5 (symmetric midpoint of t-distribution)
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AddLineSeries(new LineSeries("Mid", Color.Gray, 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 (_tdist == null || _selector == null)
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{
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return;
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}
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var item = HistoricalData[0, SeekOriginHistory.End];
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double value = _selector(item);
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bool isNew = args.IsNewBar();
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TValue input = new(item.TimeLeft, value);
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_tdist.Update(input, isNew);
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bool isHot = _tdist.IsHot;
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LinesSeries[0].SetValue(_tdist.Last.Value, isHot, ShowColdValues);
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LinesSeries[1].SetValue(0.5, isHot, ShowColdValues);
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}
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}
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