mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-07 21:47:43 +00:00
63 lines
1.9 KiB
C#
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);
|
|
}
|
|
}
|