Added some standard indicators

This commit is contained in:
Michael Schimmel
2025-07-13 16:22:46 +02:00
parent f6fff24f10
commit 6e5c0de876
6 changed files with 468 additions and 119 deletions
+76 -17
View File
@@ -121,7 +121,8 @@ var
implementation
uses
TestModule;
TestModule,
Myc.Trade.Indicators;
{$R *.fmx}
@@ -180,24 +181,82 @@ begin
Ohlc.Sender.Link(Closes);
for var i := 0 to 3 do
begin
var Hull: IMycConverter<Double, Double> := THullMovingAverage.Create(50 + (500 * i));
Closes.Sender.Link(Hull);
var col: TAlphaColorRec;
col.R := 25 * i;
col.G := 255 - 25 * i;
col.B := 100 + 5 * i;
col.A := 255;
chart.AddDoubleSeries(Hull.Sender, col.Color);
end;
var Hull: IMycConverter<Double, Double> := TGenericIndicator<Double, Double>.Create(TIndicators.CreateHMA(150));
Closes.Sender.Link(Hull);
chart.AddDoubleSeries(Hull.Sender, TAlphaColors.Aliceblue);
// var Hull: IMycConverter<Double, Double> := THullMovingAverage.Create(250);
//
// Closes.Sender.Link(Hull);
//
// chart.AddDoubleSeries(Hull.Sender);
// Add SMA (Simple Moving Average)
var Sma: IMycConverter<Double, Double> := TGenericIndicator<Double, Double>.Create(TIndicators.CreateSMA(50));
Closes.Sender.Link(Sma);
chart.AddDoubleSeries(Sma.Sender, TAlphaColors.Yellow);
// Add EMA (Exponential Moving Average)
var Ema: IMycConverter<Double, Double> := TGenericIndicator<Double, Double>.Create(TIndicators.CreateEMA(21));
Closes.Sender.Link(Ema);
chart.AddDoubleSeries(Ema.Sender, TAlphaColors.Aqua);
// Add Bollinger Bands (20, 2.0)
var Boli: IMycConverter<Double, TBollingerBandsResult> :=
TGenericIndicator<Double, TBollingerBandsResult>.Create(TIndicators.CreateBollingerBands(20, 2.0));
Closes.Sender.Link(Boli);
var BoliUpper: IMycConverter<TBollingerBandsResult, Double> :=
TMycGenericConverter<TBollingerBandsResult, Double>
.Create(function(const Item: TBollingerBandsResult): Double begin Result := Item.UpperBand; end);
Boli.Sender.Link(BoliUpper);
chart.AddDoubleSeries(BoliUpper.Sender, TAlphaColors.Gray);
var BoliMiddle: IMycConverter<TBollingerBandsResult, Double> :=
TMycGenericConverter<TBollingerBandsResult, Double>
.Create(function(const Item: TBollingerBandsResult): Double begin Result := Item.MiddleBand; end);
Boli.Sender.Link(BoliMiddle);
chart.AddDoubleSeries(BoliMiddle.Sender, TAlphaColors.Darkgray, 1.0);
var BoliLower: IMycConverter<TBollingerBandsResult, Double> :=
TMycGenericConverter<TBollingerBandsResult, Double>
.Create(function(const Item: TBollingerBandsResult): Double begin Result := Item.LowerBand; end);
Boli.Sender.Link(BoliLower);
chart.AddDoubleSeries(BoliLower.Sender, TAlphaColors.Gray);
var rsiChart := TMycChart.Create(Self);
AlignControl(rsiChart);
rsiChart.Height := Layout.ChildrenRect.Width * 9 / 32;
rsiChart.Lookback.Value := 50000;
rsiChart.SetXAxisSeries<TDateTime>(Timestamps.Sender);
// Add RSI (Relative Strength Index)
var Rsi: IMycConverter<Double, Double> := TGenericIndicator<Double, Double>.Create(TIndicators.CreateRSI(14));
Closes.Sender.Link(Rsi);
rsiChart.AddDoubleSeries(Rsi.Sender, TAlphaColors.Fuchsia);
{
// Add MACD (12, 26, 9)
var Macd: IMycConverter<Double, TMacdResult> := TGenericIndicator<Double, TMacdResult>.Create(TIndicators.CreateMACD(12, 26, 9));
Closes.Sender.Link(Macd);
var MacdLine: IMycConverter<TMacdResult, Double> := TMycGenericConverter<TMacdResult, Double>.Create(function(const Item: TMacdResult): Double begin Result := Item.MacdLine; end);
Macd.Sender.Link(MacdLine);
chart.AddDoubleSeries(MacdLine.Sender, TAlphaColors.Orange);
var MacdSignal: IMycConverter<TMacdResult, Double> := TMycGenericConverter<TMacdResult, Double>.Create(function(const Item: TMacdResult): Double begin Result := Item.SignalLine; end);
Macd.Sender.Link(MacdSignal);
chart.AddDoubleSeries(MacdSignal.Sender, TAlphaColors.Dodgerblue);
var MacdHist: IMycConverter<TMacdResult, Double> := TMycGenericConverter<TMacdResult, Double>.Create(function(const Item: TMacdResult): Double begin Result := Item.Histogram; end);
Macd.Sender.Link(MacdHist);
chart.AddDoubleSeries(MacdHist.Sender, TAlphaColors.Lightgreen, 1.0);
// Add Stochastic Oscillator (14, 3) - This needs OHLC data, not just Close prices.
var Stoch: IMycConverter<TOhlcItem, TStochasticResult> := TGenericIndicator<TOhlcItem, TStochasticResult>.Create(TIndicators.CreateStochastic(14, 3));
Ohlc.Sender.Link(Stoch);
var StochK: IMycConverter<TStochasticResult, Double> := TMycGenericConverter<TStochasticResult, Double>.Create(function(const Item: TStochasticResult): Double begin Result := Item.K; end);
Stoch.Sender.Link(StochK);
chart.AddDoubleSeries(StochK.Sender, TAlphaColors.Green);
var StochD: IMycConverter<TStochasticResult, Double> := TMycGenericConverter<TStochasticResult, Double>.Create(function(const Item: TStochasticResult): Double begin Result := Item.D; end);
Stoch.Sender.Link(StochD);
chart.AddDoubleSeries(StochD.Sender, TAlphaColors.Red);
}
OhlcPoint.Sender.Link(TimeStamps);
chart.SetXAxisSeries<TDateTime>(Timestamps.Sender);