Files
QuanTAlib/quantower/Averages/AlmaIndicator.cs
T
2024-10-12 20:36:37 -07:00

65 lines
2.0 KiB
C#

using System.Drawing;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
public class AlmaIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
public int Period { get; set; } = 10;
[InputParameter("Offset", sortIndex: 2)]
public double Offset { get; set; } = 0.85;
[InputParameter("Sigma", sortIndex: 3)]
public double Sigma { get; set; } = 6.0;
[InputParameter("Data source", sortIndex: 4, variants: [
"Open", SourceType.Open,
"High", SourceType.High,
"Low", SourceType.Low,
"Close", SourceType.Close,
"HL/2 (Median)", SourceType.HL2,
"OC/2 (Midpoint)", SourceType.OC2,
"OHL/3 (Mean)", SourceType.OHL3,
"HLC/3 (Typical)", SourceType.HLC3,
"OHLC/4 (Average)", SourceType.OHLC4,
"HLCC/4 (Weighted)", SourceType.HLCC4
])]
public SourceType Source { get; set; } = SourceType.Close;
private Alma? ma;
protected LineSeries? Series;
protected string? SourceName;
public int MinHistoryDepths => Period;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public AlmaIndicator()
{
OnBackGround = true;
SeparateWindow = false;
SourceName = Source.ToString();
Name = "ALMA - Arnaud Legoux Moving Average";
Description = "Arnaud Legoux Moving Average";
Series = new(name: $"ALMA {Period}:{Offset:F2}:{Sigma:F0}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
AddLineSeries(Series);
}
protected override void OnInit()
{
ma = new Alma(period: Period, offset: Offset, sigma: Sigma);
SourceName = Source.ToString();
base.OnInit();
}
protected override void OnUpdate(UpdateArgs args)
{
TValue input = this.GetInputValue(args, Source);
TValue result = ma!.Calc(input);
Series!.SetValue(result.Value);
}
public override string ShortName => $"ALMA {Period}:{Offset:F2}:{Sigma:F0}:{SourceName}";
}