mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-13 16:18:05 +00:00
Miha Kralj
951842acca
- Introduced Massi validation tests to ensure mathematical properties hold for the Mass Index indicator. - Added Va validation tests for Volume Accumulation, checking for finite outputs and correct accumulation behavior. - Implemented Vf validation tests for Volume Force, verifying outputs for rising and falling prices, and ensuring batch and streaming results match. - Created Vo validation tests for Volume Oscillator, confirming behavior with constant, increasing, and decreasing volumes. - Developed Vroc validation tests for Volume Rate of Change, validating outputs for constant volume and changes in volume. - Updated project file to include new momentum indicators (MACD and RSI) in the compilation.
78 lines
2.6 KiB
C#
78 lines
2.6 KiB
C#
using System.Drawing;
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using System.Runtime.CompilerServices;
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using TradingPlatform.BusinessLayer;
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namespace QuanTAlib;
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[SkipLocalsInit]
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public sealed class StochrsiIndicator : Indicator, IWatchlistIndicator
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{
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[InputParameter("RSI Length", sortIndex: 1, 1, 500, 1, 0)]
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public int RsiLength { get; set; } = 14;
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[InputParameter("Stochastic Length", sortIndex: 2, 1, 500, 1, 0)]
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public int StochLength { get; set; } = 14;
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[InputParameter("K Smooth", sortIndex: 3, 1, 50, 1, 0)]
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public int KSmooth { get; set; } = 3;
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[InputParameter("D Smooth", sortIndex: 4, 1, 50, 1, 0)]
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public int DSmooth { get; set; } = 3;
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[IndicatorExtensions.DataSourceInput(sortIndex: 5)]
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public SourceType Source { get; set; } = SourceType.Close;
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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 Stochrsi _stochrsi = null!;
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private readonly LineSeries _kSeries;
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private readonly LineSeries _dSeries;
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public static int MinHistoryDepths => 0;
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int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
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public override string ShortName => $"StochRSI ({RsiLength},{StochLength},{KSmooth},{DSmooth})";
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public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/oscillators/stochrsi/Stochrsi.cs";
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public StochrsiIndicator()
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{
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OnBackGround = true;
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SeparateWindow = true;
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Name = "STOCHRSI - Stochastic RSI Oscillator";
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Description = "Applies the Stochastic formula to RSI values, producing %K and %D lines for overbought/oversold detection";
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_kSeries = new LineSeries("K", Color.Green, 2, LineStyle.Solid);
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_dSeries = new LineSeries("D", Color.Red, 2, LineStyle.Solid);
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AddLineSeries(_kSeries);
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AddLineSeries(_dSeries);
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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protected override void OnInit()
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{
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_stochrsi = new Stochrsi(RsiLength, StochLength, KSmooth, DSmooth);
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base.OnInit();
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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protected override void OnUpdate(UpdateArgs args)
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{
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var priceSelector = Source.GetPriceSelector();
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var item = HistoricalData[0, SeekOriginHistory.End];
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double price = priceSelector(item);
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TValue input = new(item.TimeLeft, price);
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_ = _stochrsi.Update(input, args.IsNewBar());
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if (!_stochrsi.IsHot && !ShowColdValues)
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{
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return;
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}
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_kSeries.SetValue(_stochrsi.K);
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_dSeries.SetValue(_stochrsi.D);
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}
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}
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