mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-05 12:37:43 +00:00
Miha Kralj
298 lines
11 KiB
C#
298 lines
11 KiB
C#
using System;
|
|
using System.Drawing;
|
|
using System.Linq;
|
|
using TradingPlatform.BusinessLayer;
|
|
namespace QuanTAlib;
|
|
|
|
public class MovingAverageSlope_chart : Indicator {
|
|
#region Parameters
|
|
[InputParameter("MA1: Type:", 0, variants: new object[]
|
|
{ "SMA", 0, "EMA", 1, "WMA", 2, "T3", 3, "SMMA", 4, "TRIMA", 5, "DWMA", 6, "FWMA", 7, "DEMA", 8, "TEMA", 9,
|
|
"ALMA", 10, "HMA", 11, "HEMA", 12, "MAMA", 13, "KAMA", 14, "ZLEMA", 15, "JMA", 16})]
|
|
private int MA1type = 16;
|
|
|
|
[InputParameter("MA1: Smoothing period:", 1, 1, 999, 1, 1)]
|
|
private int MA1Period = 10;
|
|
|
|
[InputParameter("MA1: Data source:", 2, 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 MA1DataSource = 3;
|
|
|
|
[InputParameter("MA2: Type:", 3, variants: new object[]
|
|
{ "SMA", 0, "EMA", 1, "WMA", 2, "T3", 3, "SMMA", 4, "TRIMA", 5, "DWMA", 6, "FWMA", 7, "DEMA", 8, "TEMA", 9,
|
|
"ALMA", 10, "HMA", 11, "HEMA", 12, "MAMA", 13, "KAMA", 14, "ZLEMA", 15, "JMA", 16})]
|
|
private int MA2type = 6;
|
|
|
|
[InputParameter("MA2: Smoothing period:", 4, 1, 999, 1, 1)]
|
|
private int MA2Period = 50;
|
|
|
|
[InputParameter("MA2: Data source:", 5, 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 MA2DataSource = 8;
|
|
|
|
[InputParameter("Data required for slope calc:", 6, 2, 10, 1, 1)]
|
|
private int SlopePeriod = 3;
|
|
|
|
[InputParameter("Long trades", 7)]
|
|
private bool LongTrades = true;
|
|
|
|
[InputParameter("Short trades", 8)]
|
|
private bool ShortTrades = false;
|
|
|
|
#endregion Parameters
|
|
|
|
protected HistoricalData History;
|
|
private TBars bars;
|
|
|
|
///////
|
|
private TSeries MA1, MA2;
|
|
private LINREG_Series sMA1, sMA2;
|
|
private CROSS_Series sig1, sig2;
|
|
|
|
private bool inLong, inShort;
|
|
///////
|
|
|
|
public MovingAverageSlope_chart() {
|
|
this.SeparateWindow = false;
|
|
this.Name = "Slopes convergence";
|
|
this.AddLineSeries("MA1", Color.DarkSlateGray, 2, LineStyle.Solid);
|
|
this.AddLineSeries("MA2", Color.DarkSlateGray, 2, LineStyle.Solid);
|
|
}
|
|
|
|
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]);
|
|
}
|
|
this.Name = "Slopes convergence: [ ";
|
|
switch (MA1type) {
|
|
case 0:
|
|
MA1 = new SMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
|
|
this.Name += $"SMA";
|
|
break;
|
|
case 1:
|
|
MA1 = new EMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
|
|
this.Name += $"EMA";
|
|
break;
|
|
case 2:
|
|
MA1 = new WMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
|
|
this.Name += $"WMA";
|
|
break;
|
|
case 3:
|
|
MA1 = new T3_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
|
|
this.Name += $"T3";
|
|
break;
|
|
case 4:
|
|
MA1 = new SMMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
|
|
this.Name += $"SMMA";
|
|
break;
|
|
case 5:
|
|
MA1 = new TRIMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
|
|
this.Name += $"TRIMA";
|
|
break;
|
|
case 6:
|
|
MA1 = new DWMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
|
|
this.Name += $"DWMA";
|
|
break;
|
|
case 7:
|
|
MA1 = new FWMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period);
|
|
this.Name += $"FWMA";
|
|
break;
|
|
case 8:
|
|
MA1 = new DEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
|
|
this.Name += $"DEMA";
|
|
break;
|
|
case 9:
|
|
MA1 = new TEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
|
|
this.Name += $"TEMA";
|
|
break;
|
|
case 10:
|
|
MA1 = new ALMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
|
|
this.Name += $"ALMA";
|
|
break;
|
|
case 11:
|
|
MA1 = new HMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
|
|
this.Name += $"HMA";
|
|
break;
|
|
case 12:
|
|
MA1 = new HEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
|
|
this.Name += $"HEMA";
|
|
break;
|
|
case 13:
|
|
double factor = 1.015 * Math.Exp(-0.043 * (double)this.MA1Period);
|
|
MA1 = new MAMA_Series(source: bars.Select(this.MA1DataSource), fastlimit: factor, slowlimit: factor * 0.1, useNaN: false);
|
|
this.Name += $"MAMA";
|
|
break;
|
|
case 14:
|
|
MA1 = new KAMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
|
|
this.Name += $"KAMA";
|
|
break;
|
|
case 15:
|
|
MA1 = new ZLEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
|
|
this.Name += $"ZLEMA";
|
|
break;
|
|
default:
|
|
MA1 = new JMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
|
|
this.Name += $"JMA";
|
|
break;
|
|
}
|
|
|
|
this.Name = this.Name + $" ({MA1Period}:{TBars.SelectStr(this.MA1DataSource)}) : ";
|
|
|
|
switch (MA2type) {
|
|
case 0:
|
|
MA2 = new SMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
|
this.Name += $"SMA";
|
|
break;
|
|
case 1:
|
|
MA2 = new EMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
|
this.Name += $"EMA";
|
|
break;
|
|
case 2:
|
|
MA2 = new WMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
|
this.Name += $"WMA";
|
|
break;
|
|
case 3:
|
|
MA2 = new T3_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
|
this.Name += $"T3";
|
|
break;
|
|
case 4:
|
|
MA2 = new SMMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
|
this.Name += $"SMMA";
|
|
break;
|
|
case 5:
|
|
MA2 = new TRIMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
|
this.Name += $"TRIMA";
|
|
break;
|
|
case 6:
|
|
MA2 = new DWMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
|
this.Name += $"DWMA";
|
|
break;
|
|
case 7:
|
|
MA2 = new FWMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period);
|
|
this.Name += $"FWMA";
|
|
break;
|
|
case 8:
|
|
MA2 = new DEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
|
this.Name += $"DEMA";
|
|
break;
|
|
case 9:
|
|
MA2 = new TEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
|
this.Name += $"TEMA";
|
|
break;
|
|
case 10:
|
|
MA2 = new ALMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
|
this.Name += $"ALMA";
|
|
break;
|
|
case 11:
|
|
MA2 = new HMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
|
this.Name += $"HMA";
|
|
break;
|
|
case 12:
|
|
MA2 = new HEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
|
this.Name += $"HEMA";
|
|
break;
|
|
case 13:
|
|
double factor = 1.015 * Math.Exp(-0.043 * (double)this.MA2Period);
|
|
MA2 = new MAMA_Series(source: bars.Select(this.MA2DataSource), fastlimit: factor, slowlimit: factor * 0.1, useNaN: false);
|
|
this.Name += $"MAMA";
|
|
break;
|
|
case 14:
|
|
MA2 = new KAMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
|
this.Name += $"KAMA";
|
|
break;
|
|
case 15:
|
|
MA2 = new ZLEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
|
this.Name += $"ZLEMA";
|
|
break;
|
|
default:
|
|
MA2 = new JMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
|
|
this.Name += $"JMA";
|
|
break;
|
|
}
|
|
this.Name += $"({MA2Period}:{TBars.SelectStr(this.MA2DataSource)}) ]";
|
|
|
|
sMA1 = new(MA1, SlopePeriod);
|
|
sMA2 = new(MA2, SlopePeriod);
|
|
sig1 = new(sMA1, 0);
|
|
sig2 = new(sMA2, 0);
|
|
}
|
|
|
|
protected override void OnUpdate(UpdateArgs args) {
|
|
bool update = !(args.Reason == UpdateReason.NewBar ||
|
|
args.Reason == UpdateReason.HistoricalBar);
|
|
this.bars.Add(this.Time(),this.Open(), this.High(), this.Low(), this.Close(), this.Volume(), update);
|
|
this.SetValue(this.MA1[^1].v, lineIndex: 0);
|
|
this.SetValue(this.MA2[^1].v, lineIndex: 1);
|
|
|
|
Color s1Color= (this.sMA1[^1].v > 0)?Color.LimeGreen:Color.OrangeRed;
|
|
Color s2Color = (this.sMA2[^1].v > 0) ? Color.LimeGreen : Color.OrangeRed;
|
|
|
|
this.LinesSeries[0].SetMarker(0,s1Color);
|
|
this.LinesSeries[1].SetMarker(0,s2Color);
|
|
|
|
if (sig1[^1].v > 0 || sig2[^1].v > 0) {
|
|
if (sMA1[^1].v >= 0 && sMA2[^1].v >= 0 && LongTrades)
|
|
{
|
|
inLong = true;
|
|
this.BeginCloud(0, 1, Color.FromArgb(127, Color.DarkGreen));
|
|
this.LinesSeries[(this.MA1[^1].v < this.MA2[^1].v)? 0 : 1 ].SetMarker(0, new IndicatorLineMarker(Color.LimeGreen, bottomIcon: IndicatorLineMarkerIconType.UpArrow));
|
|
}
|
|
else {
|
|
this.EndCloud(0, 1, Color.Empty);
|
|
if (inShort)
|
|
{
|
|
this.LinesSeries[(this.MA1[^1].v < this.MA2[^1].v) ? 1 : 0].SetMarker(1, new IndicatorLineMarker(Color.OrangeRed, upperIcon: IndicatorLineMarkerIconType.DownArrow));
|
|
inShort = false;
|
|
}
|
|
}
|
|
}
|
|
|
|
if (sig1[^1].v < 0 || sig2[^1].v < 0) {
|
|
if (sMA1[^1].v <= 0 && sMA2[^1].v <= 0 && ShortTrades)
|
|
{
|
|
inShort = true;
|
|
this.BeginCloud(0, 1, Color.FromArgb(100, Color.Red));
|
|
this.LinesSeries[(this.MA1[^1].v > this.MA2[^1].v) ? 0 : 1].SetMarker(0, new IndicatorLineMarker(Color.OrangeRed, upperIcon: IndicatorLineMarkerIconType.UpArrow));
|
|
}
|
|
else {
|
|
this.EndCloud(0, 1, Color.Empty);
|
|
if (inLong) {
|
|
LinesSeries[(this.MA1[^1].v > this.MA2[^1].v)?1:0].SetMarker(1, new IndicatorLineMarker(Color.LimeGreen, bottomIcon: IndicatorLineMarkerIconType.DownArrow));
|
|
inLong = false;
|
|
}
|
|
}
|
|
}
|
|
}
|
|
public override void OnPaintChart(PaintChartEventArgs args) {
|
|
base.OnPaintChart(args);
|
|
if (this.CurrentChart == null) {return;}
|
|
Graphics graphics = args.Graphics;
|
|
var mainWindow = this.CurrentChart.MainWindow;
|
|
int leftIndex = (int)mainWindow.CoordinatesConverter.GetBarIndex(mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Left));
|
|
int rightIndex = (int)Math.Ceiling(mainWindow.CoordinatesConverter.GetBarIndex(mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Right)));
|
|
int historycount = HistoricalData.Count;
|
|
int ymax = mainWindow.ClientRectangle.Height;
|
|
|
|
/*
|
|
for (int i = leftIndex; i <= rightIndex; i++) {
|
|
int xi = (int)Math.Round(mainWindow.CoordinatesConverter.GetChartX(Time(Count - 1 - i)));
|
|
int width = this.CurrentChart.BarsWidth;
|
|
int height = (int)((equity[i+historycount].v) *proportion);
|
|
|
|
Brush bb = Brushes.DarkSlateGray;
|
|
bb = (overunder[i+historycount].v>0 && LongTrades)? Brushes.Green : bb;
|
|
bb = (overunder[i + historycount].v < 0 && ShortTrades) ? Brushes.Red : bb;
|
|
|
|
graphics.FillRectangle(bb, xi, ymax - height, width, height);
|
|
}
|
|
*/
|
|
}
|
|
}
|