mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-05 20:47:43 +00:00
Miha Kralj
58f0812584
- Implemented Vortex Indicator in Vortex.cs, including calculation logic and event handling. - Added detailed documentation for Vortex Indicator in Vortex.md, covering historical context, algorithm, outputs, and trading interpretation. - Updated oscillators index to include TTM Wave indicator. - Added TTM Wave documentation with algorithm and trading interpretation. - Updated reversals index to include TTM Scalper Alert indicator. - Added TTM Scalper Alert documentation with algorithm and trading strategy. - Updated NDepend badges to reflect increased code metrics (classes, methods, lines of code, public types, comments, and complexity).
76 lines
2.8 KiB
C#
76 lines
2.8 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 HtTrendmodeIndicator : Indicator, IWatchlistIndicator
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{
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[InputParameter("Data source", 10)]
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public SourceType SourceInput { 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 HtTrendmode _indicator = null!;
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private readonly LineSeries _trendModeSeries;
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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 => "HT_TRENDMODE";
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public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/dynamics/ht_trendmode/HtTrendmode.Quantower.cs";
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public HtTrendmodeIndicator()
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{
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OnBackGround = true;
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SeparateWindow = true;
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Name = "HT_TRENDMODE - Hilbert Transform Trend Mode";
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Description = "Determines if market is trending (1) or cycling (0)";
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_trendModeSeries = new LineSeries(name: "TrendMode", color: Color.Blue, width: 3, style: LineStyle.Solid);
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AddLineSeries(_trendModeSeries);
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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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_indicator = new HtTrendmode();
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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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double value = SourceInput switch
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{
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SourceType.Open => GetPrice(PriceType.Open),
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SourceType.High => GetPrice(PriceType.High),
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SourceType.Low => GetPrice(PriceType.Low),
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SourceType.Close => GetPrice(PriceType.Close),
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SourceType.HL2 => (GetPrice(PriceType.High) + GetPrice(PriceType.Low)) / 2,
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SourceType.HLC3 => (GetPrice(PriceType.High) + GetPrice(PriceType.Low) + GetPrice(PriceType.Close)) / 3,
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SourceType.OHLC4 => (GetPrice(PriceType.Open) + GetPrice(PriceType.High) + GetPrice(PriceType.Low) + GetPrice(PriceType.Close)) / 4,
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SourceType.HLCC4 => (GetPrice(PriceType.High) + GetPrice(PriceType.Low) + 2 * GetPrice(PriceType.Close)) / 4,
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_ => GetPrice(PriceType.Close)
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};
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bool isNew = args.IsNewBar();
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var result = _indicator.Update(new TValue(Time(), value), isNew);
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_trendModeSeries.SetValue(result.Value, _indicator.IsHot, ShowColdValues);
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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private double GetPrice(PriceType priceType)
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{
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return HistoricalData[0, SeekOriginHistory.End][priceType];
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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private DateTime Time()
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{
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return HistoricalData[0, SeekOriginHistory.End].TimeLeft;
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}
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}
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