mirror of
https://github.com/mihakralj/QuanTAlib.git
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66 lines
2.0 KiB
C#
66 lines
2.0 KiB
C#
using System.Drawing;
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using TradingPlatform.BusinessLayer;
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using static QuanTAlib.IndicatorExtensions;
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namespace QuanTAlib;
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/// <summary>
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/// LINEARTRANS (Linear Scaling) Quantower indicator.
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/// Transforms values using y = slope * x + intercept.
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/// </summary>
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public class LineartransIndicator : Indicator, IWatchlistIndicator
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{
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[DataSourceInput]
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public SourceType Source { get; set; } = SourceType.Close;
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[InputParameter("Slope", sortIndex: 10, minimum: -1e10, maximum: 1e10, decimalPlaces: 4)]
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public double Slope { get; set; } = 1.0;
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[InputParameter("Intercept", sortIndex: 20, minimum: -1e10, maximum: 1e10, decimalPlaces: 4)]
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public double Intercept { get; set; } = 0.0;
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[InputParameter("Show Cold Values", sortIndex: 100)]
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public bool ShowColdValues { get; set; } = true;
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private Lineartrans? _lineartrans;
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private Func<IHistoryItem, double>? _selector;
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public int MinHistoryDepths => 1;
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public override string ShortName => $"LINEARTRANS({Slope},{Intercept})";
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public LineartransIndicator()
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{
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Name = "LINEARTRANS - Linear Scaling";
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Description = "Transforms values using y = slope * x + intercept";
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SeparateWindow = true;
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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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_lineartrans = new Lineartrans(Slope, Intercept);
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_selector = Source.GetPriceSelector();
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AddLineSeries(new LineSeries("Lineartrans", Color.Cyan, 2, LineStyle.Solid));
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}
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protected override void OnUpdate(UpdateArgs args)
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{
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if (_lineartrans == null || _selector == null)
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{
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return;
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}
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var item = HistoricalData[0, SeekOriginHistory.End];
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double value = _selector(item);
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bool isNew = args.IsNewBar();
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TValue input = new(item.TimeLeft, value);
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_lineartrans.Update(input, isNew);
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bool isHot = _lineartrans.IsHot;
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LinesSeries[0].SetValue(_lineartrans.Last.Value, isHot, ShowColdValues);
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}
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}
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