Files
QuanTAlib/Quantower/Indicators/WMAPE_chart.cs
T
2022-04-19 23:29:04 -07:00

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);
}
}