mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-29 10:07:43 +00:00
66 lines
1.8 KiB
C#
66 lines
1.8 KiB
C#
namespace QuanTAlib;
|
|
using System.Drawing;
|
|
using TradingPlatform.BusinessLayer;
|
|
|
|
public class WMAPE_chart : Indicator
|
|
{
|
|
#region Parameters
|
|
|
|
[InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
|
|
private readonly int Period = 10;
|
|
|
|
[InputParameter("Data source", 1, 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 readonly int DataSource = 8;
|
|
|
|
#endregion Parameters
|
|
|
|
private readonly QuanTAlib.TBars bars = new();
|
|
|
|
///////dotnet
|
|
private QuanTAlib.WMAPE_Series indicator;
|
|
///////
|
|
|
|
public WMAPE_chart()
|
|
{
|
|
this.SeparateWindow = true;
|
|
this.Name = "WMAPE - Weighted Mean Absolute Percentage Error";
|
|
this.Description = "WMAPE description";
|
|
this.AddLineSeries("WMAPE", Color.RoyalBlue, 3, LineStyle.Solid);
|
|
}
|
|
|
|
protected override void OnInit()
|
|
{
|
|
this.ShortName = "WMAPE (" + QuanTAlib.TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
|
|
this.indicator = new(source: this.bars.Select(this.DataSource), period: this.Period, useNaN: true);
|
|
}
|
|
|
|
protected void OnNewData(bool update = false) => this.indicator.Add(update);
|
|
|
|
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.OnNewData(update);
|
|
|
|
double result = this.indicator[this.indicator.Count - 1].v;
|
|
|
|
|
|
this.SetValue(result, 0);
|
|
|
|
|
|
|
|
|
|
}
|
|
}
|