Files
QuanTAlib/Indicators/Charts/MAMA_chart.cs
T

63 lines
1.9 KiB
C#

using System;
using System.Diagnostics;
using System.Drawing;
using System.Linq;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class MAMA_chart : Indicator {
#region Parameters
[InputParameter("Data source", 0, variants: new object[]
{ "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
"OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
private int DataSource = 3;
[InputParameter("Fastlimit", 1, 0, 1, 0.001, 5)]
private double fastlimit = 0.5;
[InputParameter("Slowlimit", 2, 0, 1, 0.001, 5)]
private double slowlimit = 0.05;
#endregion Parameters
protected HistoricalData History;
private TBars bars;
///////
private MAMA_Series indicator;
///////
public MAMA_chart() :base() {
Name = "MAMA - MESA Adaptive Moving Average";
AddLineSeries(lineName: "MAMA", lineColor: Color.Yellow, lineWidth: 3,lineStyle: LineStyle.Solid);
SeparateWindow = false;
}
protected override void OnInit() {
this.bars = new();
this.History = this.Symbol.GetHistory(period: this.HistoricalData.Period, fromTime: HistoricalData.FromTime);
for (int i = this.History.Count - 1; i >= 0; i--) {
var rec = this.History[i, SeekOriginHistory.Begin];
bars.Add(rec.TimeLeft, rec[PriceType.Open],
rec[PriceType.High], rec[PriceType.Low],
rec[PriceType.Close], rec[PriceType.Volume]);
}
indicator = new(source: bars.Select(DataSource),
fastlimit: fastlimit, slowlimit: fastlimit,
useNaN: true)
;
}
protected override void OnUpdate(UpdateArgs args) {
bool update = !(args.Reason == UpdateReason.NewBar ||
args.Reason == UpdateReason.HistoricalBar);
this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
this.GetPrice(PriceType.High),
this.GetPrice(PriceType.Low),
this.GetPrice(PriceType.Close),
this.GetPrice(PriceType.Volume), update);
this.SetValue(indicator[^1].v, lineIndex: 0);
}
}