mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-12 23:58:04 +00:00
Miha Kralj
75c6a9f135
- Added detailed comments explaining the validation limitations for MMA and ZLEMA due to differences in algorithm implementations. - Implemented validation tests for True Range against TALib and Tulip, ensuring directional agreement. - Updated Ulcer Index validation to clarify differences in algorithmic approaches between QuanTAlib and Skender. - Enhanced Ease of Movement tests to verify directional agreement with Tulip's EMV, noting differences in volume scaling. - Expanded Klinger Volume Oscillator tests to validate against Skender and Tulip, focusing on directional agreement across multiple period configurations. - Improved Negative Volume Index tests to compare percentage changes with Tulip, addressing differences in starting values. - Updated Positive Volume Index tests to validate against Tulip, emphasizing percentage change comparisons. - Enhanced Williams Accumulation/Distribution tests to verify directional agreement with Tulip, highlighting formula differences.
79 lines
3.0 KiB
C#
79 lines
3.0 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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/// <summary>
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/// PPO (Percentage Price Oscillator) Quantower indicator.
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/// Measures the percentage difference between fast and slow EMAs.
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/// Formula: PPO = 100 × (FastEMA - SlowEMA) / SlowEMA
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/// </summary>
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[SkipLocalsInit]
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public sealed class PpoIndicator : Indicator, IWatchlistIndicator
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{
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[InputParameter("Fast Period", sortIndex: 1, 1, 2000, 1, 0)]
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public int FastPeriod { get; set; } = 12;
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[InputParameter("Slow Period", sortIndex: 2, 1, 2000, 1, 0)]
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public int SlowPeriod { get; set; } = 26;
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[InputParameter("Signal Period", sortIndex: 3, 1, 2000, 1, 0)]
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public int SignalPeriod { get; set; } = 9;
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[IndicatorExtensions.DataSourceInput]
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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 Ppo _ppo = null!;
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private readonly LineSeries _ppoSeries;
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private readonly LineSeries _signalSeries;
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private readonly LineSeries _histSeries;
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private string _sourceName = null!;
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private Func<IHistoryItem, double> _priceSelector = null!;
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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 => $"PPO({FastPeriod},{SlowPeriod},{SignalPeriod}):{_sourceName}";
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public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/momentum/ppo/Ppo.Quantower.cs";
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public PpoIndicator()
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{
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OnBackGround = true;
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SeparateWindow = true;
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_sourceName = Source.ToString();
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Name = "PPO - Percentage Price Oscillator";
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Description = "Percentage difference between fast and slow EMAs";
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_ppoSeries = new LineSeries(name: "PPO", color: Color.Blue, width: 2, style: LineStyle.Solid);
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_signalSeries = new LineSeries(name: "Signal", color: Color.Red, width: 2, style: LineStyle.Solid);
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_histSeries = new LineSeries(name: "Histogram", color: Color.Green, width: 2, style: LineStyle.Solid);
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AddLineSeries(_ppoSeries);
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AddLineSeries(_signalSeries);
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AddLineSeries(_histSeries);
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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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_ppo = new Ppo(FastPeriod, SlowPeriod, SignalPeriod);
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_sourceName = Source.ToString();
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_priceSelector = Source.GetPriceSelector();
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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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TValue result = _ppo.Update(new TValue(this.GetInputBar(args).Time, _priceSelector(HistoricalData[Count - 1, SeekOriginHistory.Begin])), args.IsNewBar());
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_ppoSeries.SetValue(result.Value, _ppo.IsHot, ShowColdValues);
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_signalSeries.SetValue(_ppo.Signal.Value, _ppo.IsHot, ShowColdValues);
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_histSeries.SetValue(_ppo.Histogram.Value, _ppo.IsHot, ShowColdValues);
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}
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}
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