mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-13 16:18:05 +00:00
Miha Kralj
c034cbd5e5
- Introduced YZV class for calculating Yang-Zhang Volatility, a comprehensive volatility measure that incorporates overnight, open-to-close, and high-low components. - Implemented calculation methods, including batch processing for TBarSeries and spans. - Added documentation for YZV, detailing its mathematical foundation, performance profile, and trading applications. - Updated volume index documentation to reflect changes in file paths. - Refactored VWMA calculation method to use a more generic source parameter instead of price.
56 lines
2.0 KiB
C#
56 lines
2.0 KiB
C#
using System.Drawing;
|
|
using System.Runtime.CompilerServices;
|
|
using TradingPlatform.BusinessLayer;
|
|
|
|
namespace QuanTAlib;
|
|
|
|
[SkipLocalsInit]
|
|
public class ZldemaIndicator : Indicator, IWatchlistIndicator
|
|
{
|
|
[InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
|
|
public int Period { get; set; } = 10;
|
|
|
|
[IndicatorExtensions.DataSourceInput]
|
|
public SourceType Source { get; set; } = SourceType.Close;
|
|
|
|
[InputParameter("Show cold values", sortIndex: 21)]
|
|
public bool ShowColdValues { get; set; } = true;
|
|
|
|
private Zldema ma = null!;
|
|
protected LineSeries Series;
|
|
protected string SourceName = null!;
|
|
private Func<IHistoryItem, double> _priceSelector = null!;
|
|
|
|
public static int MinHistoryDepths => 0;
|
|
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
|
|
|
|
public override string ShortName => $"ZLDEMA {Period}:{SourceName}";
|
|
public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/trends_IIR/zldema/Zldema.Quantower.cs";
|
|
|
|
public ZldemaIndicator()
|
|
{
|
|
OnBackGround = true;
|
|
SeparateWindow = false;
|
|
SourceName = Source.ToString();
|
|
Name = "ZLDEMA - Zero-Lag Double Exponential Moving Average";
|
|
Description = "Zero-lag DEMA combining lagged price compensation with dual EMA smoothing.";
|
|
Series = new LineSeries(name: $"ZLDEMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
|
|
AddLineSeries(Series);
|
|
}
|
|
|
|
protected override void OnInit()
|
|
{
|
|
ma = new Zldema(Period);
|
|
SourceName = Source.ToString();
|
|
_priceSelector = Source.GetPriceSelector();
|
|
base.OnInit();
|
|
}
|
|
|
|
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
|
protected override void OnUpdate(UpdateArgs args)
|
|
{
|
|
var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
|
|
TValue result = ma.Update(new TValue(item.TimeLeft.Ticks, _priceSelector(item)), isNew: args.IsNewBar());
|
|
Series.SetValue(result.Value, ma.IsHot, ShowColdValues);
|
|
}
|
|
} |