TO-ATAS/DeltaIntensity.cs at main · WinningTrader/TO-ATAS · GitHub

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namespace ATAS.Indicators.Technical
{
    using System.ComponentModel;
    using System.ComponentModel.DataAnnotations;
    using System.Resources;
    using System.Runtime.Intrinsics.X86;
    using System.Windows.Media;
    using ATAS.Indicators;
    using ATAS.Indicators.Technical.Properties;
    using OFT.Attributes;
    using OFT.Rendering.Context;
    using OFT.Rendering.Settings;
    using OFT.Rendering.Tools;

    [DisplayName("Delta Intensity")]
    public class DeltaIntensity : Indicator
    {
        private int iBigTrades = 25000;

        [Range(1, 100000)]
        public int Bigtrades_Threshold
        { get => iBigTrades; set { if (value < 1) return; iBigTrades = value; RecalculateValues(); } }

        private readonly ValueDataSeries _Weird = new("Unusual Candle")
        { Color = Colors.LightCoral, VisualType = VisualMode.Dots, Width = 4 };

        private readonly ValueDataSeries _DeltaDivRed = new("Delta Divergence Red")
        { Color = Colors.Red, VisualType = VisualMode.Dots, Width = 4 };

        private readonly ValueDataSeries _DeltaDivGreen = new("Delta Divergence Green")
        { Color = Colors.Lime, VisualType = VisualMode.Dots, Width = 4 };

        private readonly ValueDataSeries _VolSecNeg = new("Volume/Second Negative")
        { Color = Colors.Red, VisualType = VisualMode.Histogram };

        private readonly ValueDataSeries _VolSecPos = new("Volume/Second Positive")
        { Color = Colors.LimeGreen, VisualType = VisualMode.Histogram };

        private readonly ValueDataSeries _negSeries = new("Negative Delta")
        { Color = Colors.DarkOrange, VisualType = VisualMode.Histogram };

        private readonly ValueDataSeries _posSeries = new("Positive Delta")
        { Color = Colors.DarkGreen, VisualType = VisualMode.Histogram };

        public DeltaIntensity() :
            base(true)
        {
            Panel = IndicatorDataProvider.NewPanel;
            DataSeries[0] = _posSeries;
            DataSeries.Add(_negSeries);
            DataSeries.Add(_VolSecPos);
            DataSeries.Add(_VolSecNeg);

            DataSeries.Add(_Weird);
            DataSeries.Add(_DeltaDivRed);
            DataSeries.Add(_DeltaDivGreen);
        }

        protected override void OnCalculate(int bar, decimal value)
        {
            if (bar < 2)
                return;

            var candle = GetCandle(bar);

            value = candle.Close;
            var red = candle.Close < candle.Open;
            var green = candle.Close > candle.Open;

            var candleSeconds = Convert.ToDecimal((candle.LastTime - candle.Time).TotalSeconds);
            if (candleSeconds is 0)
                candleSeconds = 1;
            var volPerSecond = candle.Volume / candleSeconds;

            var deltaPer = candle.Delta > 0 ? (candle.Delta / candle.MaxDelta) : (candle.Delta / candle.MinDelta);

            var deltaIntense = Math.Abs((candle.Delta * deltaPer) * volPerSecond);
            var deltaShaved = candle.Delta * deltaPer;

            if (deltaIntense > iBigTrades)
            {
                if (candle.Delta > 0)
                    _VolSecPos[bar] = deltaShaved; // volPerSecond * 1000;
                else
                    _VolSecNeg[bar] = deltaShaved * -1; // volPerSecond * 1000;
            }
            else
            {
                if (candle.Delta > 0)
                    _posSeries[bar] = deltaShaved;
                else
                    _negSeries[bar] = deltaShaved * -1;
            }

            if (candle.Delta > 0 && red)
              _DeltaDivRed[bar] = 500;
            if (candle.Delta < 0 && green)
              _DeltaDivGreen[bar] = 500;

        }

    }
}