QuanTAlib/Indicators/Charts/TrailingStop.cs

using System;
using System.Diagnostics;
using System.Drawing;
using System.Linq;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;

public class TrailingStop_chart : Indicator {
	#region Parameters

	[InputParameter("Period", 0, 1, 100, 1, 1)]
	protected int _period = 30;
	
	[InputParameter("Factor", 1, 1, 100, 0.1, 1)]
	protected double _factor = 10;

	[InputParameter("Long TS", 2)]
	private bool _LongTS = true;

	[InputParameter("Short TS", 3)]
	private bool _ShortTS = true;

	#endregion Parameters

	///////
	private HistoricalData History;
	private TBars bars;
	private ATR_Series _atr;
	private double _tslineL, _ratchetL, _tslineS, _ratchetS;

	///////

	public TrailingStop_chart() :base() {
		Name = $"ATR Trailing Stop";
		AddLineSeries(lineName: "TrailingATR Long", lineColor: Color.Yellow, lineWidth:  1,lineStyle: LineStyle.Dot);
		AddLineSeries(lineName: "Ratchet Long", lineColor: Color.Yellow, lineWidth: 3, lineStyle: LineStyle.Solid);

		AddLineSeries(lineName: "TrailingATR Short", lineColor: Color.Yellow, lineWidth: 1, lineStyle: LineStyle.Dot);
		AddLineSeries(lineName: "Ratchet Short", lineColor: Color.Yellow, lineWidth: 3, lineStyle: LineStyle.Solid);
		
		SeparateWindow = false;
	}


	protected override void OnInit() {
		this.Name = $"Trailing Stop (ATR:{_period}, Mult:{_factor:f2})";
		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]);
		}
		_atr = new(source: bars, _period, useNaN: true);
		_ratchetL = Double.NegativeInfinity;
		_ratchetS = Double.PositiveInfinity;

		this.LinesSeries[0].Visible = _LongTS;
		this.LinesSeries[1].Visible = _LongTS;
		this.LinesSeries[2].Visible = _ShortTS;
		this.LinesSeries[3].Visible = _ShortTS;
	}

	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);
		
		_tslineL = bars.High[^1].v - (_factor * _atr[^1].v);
		_ratchetL = Math.Max(_tslineL,_ratchetL);
		if (_ratchetL > bars.Low[^1].v) {
			this.LinesSeries[1].SetMarker(0, new IndicatorLineMarker(Color.Yellow, bottomIcon: IndicatorLineMarkerIconType.DownArrow));
			_ratchetL = _tslineL;
		}

		_tslineS = bars.High[^1].v + (_factor * _atr[^1].v);
		_ratchetS = Math.Min(_tslineS, _ratchetS);
		if (_ratchetS < bars.High[^1].v) {
			this.LinesSeries[3].SetMarker(0, new IndicatorLineMarker(Color.Yellow, upperIcon: IndicatorLineMarkerIconType.UpArrow));
			_ratchetS = _tslineS;
		}

		this.SetValue(_tslineL, lineIndex: 0);
		this.SetValue(_ratchetL, lineIndex: 1);
		this.SetValue(_tslineS, lineIndex: 2);
		this.SetValue(_ratchetS, lineIndex: 3);
	}

	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);
				}
		*/
	}
}