Brummel/MycLib
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Chart X grid, standard timeframes

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This commit is contained in:
Michael Schimmel
2025-07-13 21:49:42 +02:00
parent 840904e42d
commit 4d67d9acbe
8 changed files with 619 additions and 165 deletions
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Src/Myc.Trade.Indicators.pas
+21 -21
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@@ -36,19 +36,19 @@ type
class function CalculateWMA(const Series: TMycDataArray<Double>; const Period: Integer): Double; static;
public
// Simple Moving Average
class function CreateSMA(Period: Integer): TFunc<Double, Double>; static;
class function CreateSMA(Period: Integer): TIndicatorFunc<Double, Double>; static;
// Exponential Moving Average
class function CreateEMA(Period: Integer): TFunc<Double, Double>; static;
class function CreateEMA(Period: Integer): TIndicatorFunc<Double, Double>; static;
// Hull Moving Average
class function CreateHMA(Period: Integer): TFunc<Double, Double>; static;
class function CreateHMA(Period: Integer): TIndicatorFunc<Double, Double>; static;
// Relative Strength Index
class function CreateRSI(Period: Integer): TFunc<Double, Double>; static;
class function CreateRSI(Period: Integer): TIndicatorFunc<Double, Double>; static;
// Moving Average Convergence Divergence
class function CreateMACD(FastPeriod, SlowPeriod, SignalPeriod: Integer): TFunc<Double, TMacdResult>; static;
class function CreateMACD(FastPeriod, SlowPeriod, SignalPeriod: Integer): TIndicatorFunc<Double, TMacdResult>; static;
// Stochastic Oscillator
class function CreateStochastic(KPeriod, DPeriod: Integer): TFunc<TOhlcItem, TStochasticResult>; static;
class function CreateStochastic(KPeriod, DPeriod: Integer): TIndicatorFunc<TOhlcItem, TStochasticResult>; static;
// Bollinger Bands
class function CreateBollingerBands(Period: Integer; Multiplier: Double): TFunc<Double, TBollingerBandsResult>; static;
class function CreateBollingerBands(Period: Integer; Multiplier: Double): TIndicatorFunc<Double, TBollingerBandsResult>; static;
end;
implementation
@@ -112,11 +112,11 @@ begin
Result := numerator / denominator;
end;
class function TIndicators.CreateBollingerBands(Period: Integer; Multiplier: Double): TFunc<Double, TBollingerBandsResult>;
class function TIndicators.CreateBollingerBands(Period: Integer; Multiplier: Double): TIndicatorFunc<Double, TBollingerBandsResult>;
begin
var sourceData := TMycDataArray<Double>.CreateEmpty;
Result :=
function(Value: Double): TBollingerBandsResult
function(const Value: Double): TBollingerBandsResult
var
stdDev: Double;
begin
@@ -135,14 +135,14 @@ begin
end;
end;
class function TIndicators.CreateEMA(Period: Integer): TFunc<Double, Double>;
class function TIndicators.CreateEMA(Period: Integer): TIndicatorFunc<Double, Double>;
begin
var lastEma: Double := Double.NaN;
var sourceData := TMycDataArray<Double>.CreateEmpty;
var multiplier := 2 / (Period + 1);
Result :=
function(Value: Double): Double
function(const Value: Double): Double
begin
sourceData := sourceData.Add(Value, Period);
@@ -166,7 +166,7 @@ begin
end;
end;
class function TIndicators.CreateHMA(Period: Integer): TFunc<Double, Double>;
class function TIndicators.CreateHMA(Period: Integer): TIndicatorFunc<Double, Double>;
begin
var periodHalf := Period div 2;
var periodSqrt := Round(Sqrt(Period));
@@ -174,7 +174,7 @@ begin
var diffSeries := TMycDataArray<Double>.CreateEmpty;
Result :=
function(Value: Double): Double
function(const Value: Double): Double
var
price: Double;
wmaHalf, wmaFull, diff: Double;
@@ -208,14 +208,14 @@ begin
end;
end;
class function TIndicators.CreateMACD(FastPeriod, SlowPeriod, SignalPeriod: Integer): TFunc<Double, TMacdResult>;
class function TIndicators.CreateMACD(FastPeriod, SlowPeriod, SignalPeriod: Integer): TIndicatorFunc<Double, TMacdResult>;
begin
var emaFast := CreateEMA(FastPeriod);
var emaSlow := CreateEMA(SlowPeriod);
var emaSignal := CreateEMA(SignalPeriod);
Result :=
function(Value: Double): TMacdResult
function(const Value: Double): TMacdResult
var
fastVal, slowVal: Double;
begin
@@ -240,14 +240,14 @@ begin
end;
end;
class function TIndicators.CreateRSI(Period: Integer): TFunc<Double, Double>;
class function TIndicators.CreateRSI(Period: Integer): TIndicatorFunc<Double, Double>;
begin
var avgGain: Double := Double.NaN;
var avgLoss: Double := Double.NaN;
var sourceData := TMycDataArray<Double>.CreateEmpty;
Result :=
function(Value: Double): Double
function(const Value: Double): Double
var
change, gain, loss, rs: Double;
gainSum, lossSum: Double;
@@ -299,11 +299,11 @@ begin
end;
end;
class function TIndicators.CreateSMA(Period: Integer): TFunc<Double, Double>;
class function TIndicators.CreateSMA(Period: Integer): TIndicatorFunc<Double, Double>;
begin
var sourceData := TMycDataArray<Double>.CreateEmpty;
Result :=
function(Value: Double): Double
function(const Value: Double): Double
begin
sourceData := sourceData.Add(Value, Period);
if (sourceData.Count >= Period) then
@@ -313,13 +313,13 @@ begin
end;
end;
class function TIndicators.CreateStochastic(KPeriod, DPeriod: Integer): TFunc<TOhlcItem, TStochasticResult>;
class function TIndicators.CreateStochastic(KPeriod, DPeriod: Integer): TIndicatorFunc<TOhlcItem, TStochasticResult>;
begin
var sourceData := TMycDataArray<TOhlcItem>.CreateEmpty;
var smaD := CreateSMA(DPeriod);
Result :=
function(Value: TOhlcItem): TStochasticResult
function(const Value: TOhlcItem): TStochasticResult
var
i: Integer;
highestHigh, lowestLow: Double;