mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-17 10:08:05 +00:00
Miha Kralj
915d7a007b
- Implemented the Standardize class for calculating Z-Score normalization over a specified lookback period. - Updated NDepend badge SVG files to reflect new metrics. - Modified NDepend project files to reference the updated solution file name. - Removed outdated documentation files related to indicator proposals and channel documentation remediation. - Updated workspace configuration to point to the new solution file.
86 lines
2.3 KiB
C#
86 lines
2.3 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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/// ROCP (Rate of Change Percentage) Quantower indicator.
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/// Calculates percentage price change over a lookback period.
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/// Formula: 100 × (current - past) / past
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/// </summary>
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public class RocpIndicator : Indicator, IWatchlistIndicator
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{
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[InputParameter("Period", 0, 1, 999, 1, 0)]
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public int Period { get; set; } = 9;
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[DataSourceInput]
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public SourceType Source { get; set; } = SourceType.Close;
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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 Rocp? _rocp;
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private Func<IHistoryItem, double>? _selector;
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public int MinHistoryDepths => Period + 1;
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public override string ShortName => $"ROCP({Period})";
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public RocpIndicator()
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{
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Name = "ROCP - Rate of Change Percentage";
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Description = "Calculates percentage price change: 100 × (current - past) / past";
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SeparateWindow = true;
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OnBackGround = false;
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}
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protected override void OnInit()
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{
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_rocp = new Rocp(Period);
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_selector = Source.GetPriceSelector();
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AddLineSeries(new LineSeries("ROCP", IndicatorExtensions.Momentum, 2, LineStyle.Histogramm));
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AddLineSeries(new LineSeries("Zero", Color.Gray, 1, LineStyle.Dot));
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}
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protected override void OnUpdate(UpdateArgs args)
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{
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if (_rocp == 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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_rocp.Update(input, isNew);
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bool isHot = _rocp.IsHot;
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LinesSeries[0].SetValue(_rocp.Last.Value, isHot, ShowColdValues);
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LinesSeries[1].SetValue(0);
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if (isHot || ShowColdValues)
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{
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double rocp = _rocp.Last.Value;
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Color color;
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if (rocp > 0)
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{
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color = Color.Green;
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}
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else if (rocp < 0)
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{
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color = Color.Red;
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}
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else
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{
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color = Color.Gray;
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}
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LinesSeries[0].SetMarker(0, new IndicatorLineMarker(color));
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}
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}
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}
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