mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-14 16:48:04 +00:00
80 lines
3.2 KiB
C#
80 lines
3.2 KiB
C#
using System.Drawing;
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using TradingPlatform.BusinessLayer;
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namespace QuanTAlib;
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public class VwapbandsIndicator : Indicator, IWatchlistIndicator
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{
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[InputParameter("Multiplier", sortIndex: 1, minimum: 0.1, maximum: 10.0, increment: 0.1, decimalPlaces: 1)]
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public double Multiplier { get; set; } = 1.0;
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[InputParameter("Show cold values", sortIndex: 21)]
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public bool ShowColdValues { get; set; } = true;
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private Vwapbands? vwapbands;
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protected LineSeries? VwapSeries;
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protected LineSeries? Upper1Series;
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protected LineSeries? Lower1Series;
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protected LineSeries? Upper2Series;
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protected LineSeries? Lower2Series;
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protected LineSeries? WidthSeries;
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#pragma warning disable S2325 // Methods and properties that don't access instance data should be static
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public int MinHistoryDepths => 2;
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#pragma warning restore S2325
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int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
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public override string ShortName => $"VWAPBANDS ({Multiplier:F1})";
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public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/channels/vwapbands/Vwapbands.cs";
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public VwapbandsIndicator()
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{
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Name = "VWAPBANDS - Volume Weighted Average Price with Standard Deviation Bands";
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Description = "Volume weighted average price with 1σ and 2σ standard deviation bands";
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VwapSeries = new("VWAP", Color.Blue, 2, LineStyle.Solid);
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Upper1Series = new("Upper1 (+1σ)", Color.Red, 1, LineStyle.Solid);
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Lower1Series = new("Lower1 (-1σ)", Color.Green, 1, LineStyle.Solid);
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Upper2Series = new("Upper2 (+2σ)", Color.Orange, 1, LineStyle.Dot);
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Lower2Series = new("Lower2 (-2σ)", Color.Cyan, 1, LineStyle.Dot);
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WidthSeries = new("Width", Color.Gray, 1, LineStyle.Dot);
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AddLineSeries(VwapSeries);
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AddLineSeries(Upper1Series);
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AddLineSeries(Lower1Series);
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AddLineSeries(Upper2Series);
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AddLineSeries(Lower2Series);
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AddLineSeries(WidthSeries);
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SeparateWindow = false;
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OnBackGround = true;
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}
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protected override void OnInit()
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{
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vwapbands = new(Multiplier);
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base.OnInit();
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}
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protected override void OnUpdate(UpdateArgs args)
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{
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var item = HistoricalData[0, SeekOriginHistory.End];
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// VWAP requires OHLCV data - using HLC3 for price
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double high = item[PriceType.High];
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double low = item[PriceType.Low];
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double close = item[PriceType.Close];
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double volume = item[PriceType.Volume];
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TBar bar = new(item.TimeLeft, item[PriceType.Open], high, low, close, volume);
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TValue result = vwapbands!.Update(bar, args.IsNewBar());
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VwapSeries!.SetValue(result.Value, vwapbands.IsHot, ShowColdValues);
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Upper1Series!.SetValue(vwapbands.Upper1.Value, vwapbands.IsHot, ShowColdValues);
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Lower1Series!.SetValue(vwapbands.Lower1.Value, vwapbands.IsHot, ShowColdValues);
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Upper2Series!.SetValue(vwapbands.Upper2.Value, vwapbands.IsHot, ShowColdValues);
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Lower2Series!.SetValue(vwapbands.Lower2.Value, vwapbands.IsHot, ShowColdValues);
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WidthSeries!.SetValue(vwapbands.Width.Value, vwapbands.IsHot, ShowColdValues);
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}
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}
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