KDJ İndikatörü MatriksIQ

İndikatör adı: KDJG

using System;
using System.Collections.Generic;
using System.Linq;
using System.ComponentModel;
using Matriks.Data.Identifiers;
using Matriks.Data.Symbol;
using Matriks.Engines;
using Matriks.Indicators;
using Matriks.Symbols;
using Matriks.AlgoTrader;
using Matriks.Trader.Core;
using Matriks.Trader.Core.Fields;
using Matriks.Trader.Core.TraderModels;
using Matriks.Lean.Algotrader.AlgoBase;
using Matriks.Lean.Algotrader.Models;
using Matriks.Lean.Algotrader.Trading;

namespace Matriks.Lean.Algotrader
{
	[IndicatorInformationAttribute("KDJG", IndicatorDrawingArea.NewWindow)]
	[IndicatorLineInformationAttribute(new []
		{
			"KDJG(0,1,2)", "D", "J"
		})]
	public class KDJG : MatriksIndicator
	{
		[DefaultValue(9)]
		public int Period
		{
			get; set;
		}
		[DefaultValue(3)]
		public int K
		{
			get; set;
		}
		[DefaultValue(3)]
		public int D
		{
			get; set;
		}

		SMA smaK, smaD;


		public override void OnInit()
		{
			smaK = new SMA(K);
			smaD = new SMA(D);
		}

		private decimal GetTypicalPrice(int barIndex)
		{
			return (Instrument.SymbolBarData.Close[barIndex] + Instrument.SymbolBarData.High[barIndex] + Instrument.SymbolBarData.Low[barIndex]) / 3;
		}

		private decimal GetRSV(int barIndex, int period)
		{
			// RSV:(CLOSE - LLV(LOW, N)) / (HHV(HIGH, N) - LLV(LOW, N)) * 100;
			return (Instrument.SymbolBarData.Close[barIndex] - LowestLow(Instrument.SymbolBarData, OHLCType.Low, period)) / (HighestHigh(Instrument.SymbolBarData, OHLCType.High, period) - LowestLow(Instrument.SymbolBarData, OHLCType.Low, period)) * 100;
		}

		public override void OnDataUpdate(int currentBar, decimal inputValue, DateTime barDateTime)
		{
			// K:SMA(RSV, M1, 1);
			// D:SMA(K, M2, 1);
			// J:3 * K -2 * D;
			SetLine(0, currentBar, 0);
			SetLine(1, currentBar, 0);
			SetLine(2, currentBar, 0);

			var rsv = GetRSV(currentBar, Period);
			smaK.Update(rsv, currentBar, barDateTime);
			var kValue = smaK.CurrentValue;
			smaD.Update(kValue, currentBar, barDateTime);
			var dValue = smaD.CurrentValue;
			var jValue = 3 * kValue - 2 * dValue;
			
			if (currentBar < Period - 1) return ;

			SetLine(0, currentBar, kValue);
			SetLine(1, currentBar, dValue);
			SetLine(2, currentBar, jValue);
		}
	}
}