Files
QuanTAlib/lib/trends/usf/Usf.Quantower.cs
T

63 lines
2.1 KiB
C#

using System.Drawing;
using System.Runtime.CompilerServices;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
[SkipLocalsInit]
public sealed class UsfIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
public int Period { get; set; } = 20;
[IndicatorExtensions.DataSourceInput]
public SourceType Source { get; set; } = SourceType.Close;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Usf? _ma;
private readonly LineSeries? _series;
private string? _sourceName;
private Func<IHistoryItem, double>? _priceSelector;
public static int MinHistoryDepths => 0;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"USF {Period}:{_sourceName}";
public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/trends/usf/Usf.Quantower.cs";
public UsfIndicator()
{
OnBackGround = true;
SeparateWindow = false;
_sourceName = Source.ToString();
Name = "USF - Ultimate Smoother Filter";
Description = "Ehlers Ultimate Smoother Filter";
_series = new(name: $"USF {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
AddLineSeries(_series);
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void OnInit()
{
_ma = new Usf(Period);
_sourceName = Source.ToString();
_priceSelector = Source.GetPriceSelector();
base.OnInit();
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void OnUpdate(UpdateArgs args)
{
if (args.Reason != UpdateReason.NewBar && args.Reason != UpdateReason.HistoricalBar)
return;
var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
TValue result = _ma!.Update(new TValue(item.TimeLeft.Ticks, _priceSelector!(item)), args.IsNewBar());
_series!.SetValue(result.Value, _ma.IsHot, ShowColdValues);
_series!.SetMarker(0, Color.Transparent);
}
}