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IndicatorBase is the base class for technical indicators in WealthLab. It derives from TimeSeries and implements the INamed interface. In addition to the DateTimes and Values inherited from TimeSeries, IndicatorBase provides the metadata, parameters, plotting information, companion indicators, and calculation methods used by the WealthLab indicator subsystem. Developers creating custom indicators derive their classes from IndicatorBase and implement the required descriptive properties, parameters, and calculation logic.
public void AssumeValuesOf(TimeSeries ts)Causes the indicator to assume the values of the TimeSeries specified in ts. The indicator's Values are cleared and replaced with the source values. Its DateTimes are also synchronized with the source when necessary.
public virtual bool CalculatePartialValue()Override this method in custom indicators that support partial updates in streaming charts. Calculate the indicator's value using the source TimeSeries StreamingValue, assign the result to the indicator's StreamingValue, and return true if a partial value could be calculated. The default implementation returns false.
public override bool CalculatePartialValue()
{
StreamingValue = Double.NaN;
TimeSeries source = Parameters[0].AsTimeSeries;
if (Double.IsNaN(source.StreamingValue))
return false;
int period = Parameters[1].AsInt;
if (period >= source.Count)
return false;
double sum = 0;
for (int n = 0; n < period - 1; n++)
{
int idx = source.Count - 1 - n;
sum += source[idx];
}
sum += source.StreamingValue;
StreamingValue = sum / period;
return true;
}
public ParameterList ParametersContains the Parameter instances that define the indicator's inputs and settings. Typical parameters include a source TimeSeries, period, smoothing method, or other values required to calculate the indicator.
public abstract void Populate()Override this method to calculate and populate the indicator's values. WealthLab calls Populate after the indicator's parameter values have been assigned.
public string SetDescription(bool useOptimizable)Generates and assigns the indicator's Description based on its Abbreviation and current parameter values. If useOptimizable is true, optimizable parameter descriptions are used.
public virtual IndicatorBase BandCompanionReturns the companion indicator used when rendering an indicator with a bands plot style. For example, an upper band indicator can return the corresponding lower band indicator.
public virtual string BandCompanionAbbreviationReturns the abbreviation of the indicator's band companion. The default implementation attempts to match indicator abbreviations ending in "Upper" with the corresponding "Lower" indicator, and vice versa. If no such match exists, the first entry in Companions is used when available.
public virtual bool CompanionAdoptsParentParametersDetermines whether companion indicators should adopt matching Parameter values from the parent indicator. The default value is true.
public virtual List<string> CompanionsReturns the abbreviations of indicators that belong to the same indicator family. For example, the Directional Movement family contains ADX, ADXR, DIPlus, and DIMinus.
public virtual List<IndicatorBase> CreateCompanionInstances()Creates and returns the indicator's companion instances. Override this method when companion indicators require special construction or use parameter values that differ from those of the parent indicator. When using this approach, you will typically also override CompanionAdoptsParentParameters to return false.
public virtual IndicatorBase GetBarChartCompanion(PriceComponent pc)Override this method for indicators that represent Open, High, Low, and Close components and are intended to be rendered using a bar-chart style. The pc parameter indicates which PriceComponent is being requested. An implementation can return the current indicator for PriceComponent.Close and corresponding companion indicators for Open, High, and Low.
public virtual WLColor GetCompanionColor(IndicatorBase parent)Returns a color to use when plotting this indicator as a companion of the indicator specified in parent. The default value is WLColor.Empty.
public bool HasCompanionsReturns true if the indicator defines companion indicators through either the Companions property or an overridden CreateCompanionInstances method.
public abstract string AbbreviationReturns the abbreviation used to identify the indicator, for example "RSI", "SMA", or "ADX".
public override string DescriptionReturns a description of the indicator based on its abbreviation and parameter values. IndicatorBase generates the description dynamically when necessary.
public abstract string HelpDescriptionReturns descriptive text explaining the indicator.
public virtual string HelpURLOptionally returns a URL containing additional information about the indicator. The default value is a blank string.
public string LibraryNameReturns the name of the .NET assembly that contains the indicator. This can be null for custom indicators loaded from the My Indicators folder.
public abstract string NameReturns the full name of the indicator.
public string NameTokenReturns a token derived from the first word of the indicator's Name, used internally for Strategy AI matching. For names beginning with certain common words, the indicator's Abbreviation is used instead.
public string OptimizableDescriptionReturns a description of the indicator using the optimizable descriptions of its Parameters.
public string TooltipOptional tooltip text that can provide additional information when the indicator is plotted.
public virtual bool AllowPaneTagChangeDetermines whether the indicator's pane assignment can be changed dynamically in an indicator editor. The default value is true.
public BarHistory BarsReturns the BarHistory associated with the indicator. If no BarHistory has been explicitly assigned, IndicatorBase attempts to obtain it from the first Parameter when that Parameter is of type BarHistory.
public virtual bool CanTargetOtherIndicatorsReturns true if the indicator can use another indicator as its source. The default implementation returns true when the first Parameter is a TimeSeries parameter.
public bool HasIndicatorParametersReturns true if the indicator contains one or more Parameters whose ParameterType represents another indicator.
public virtual bool IsCalculationLengthyReturns true if calculation of the indicator is considered lengthy. Tools such as the Indicator Profiler can use this information when working with indicators. The default value is false.
public bool IsOscillatorReturns true if both OverboughtLevel and OversoldLevel contain valid values.
public virtual bool IsPrivateReturns true if the indicator should be hidden from normal indicator selection interfaces. The default value is false.
public virtual bool IsSmootherReturns true if the indicator is considered a smoother. Smoothers typically accept a TimeSeries as their first Parameter and smooth that source in some manner. Examples include SMA and EMA. The default value is false.
public double MidpointLevelReturns the midpoint between OverboughtLevel and OversoldLevel.
public double OverboughtLevelThe overbought level for an oscillator. The default value is Double.NaN.
public double OversoldLevelThe oversold level for an oscillator. The default value is Double.NaN.
public IndicatorBase ParentIndicatorContains the parent indicator when this indicator uses another indicator as its source.
public virtual bool PeekAheadFlagReturns true if the indicator is known to use future information in its calculation. The default value is false.
public virtual bool PositionMetricCandidateDetermines whether the indicator is eligible to be exposed as a Position Metric. The default value is the indicator�s IsOscillator value, so oscillators are considered Position Metric candidates by default.
Override this property to explicitly include or exclude an indicator:
public override bool PositionMetricCandidate => true;
public double ReverseTargetValue(double value)Returns the corresponding reversed value within the range defined by OversoldLevel and OverboughtLevel.
public bool LoadDataFromCache(string folder, string dataKey, DateTime startDate, DateTime endDate, int maxBars)Loads locally cached indicator data from the specified folder and dataKey. Returns true when the data needs to be obtained or updated. Returns false when suitable cached data is available. When cached data is available, the indicator assumes its values using AssumeValuesOf. This method is useful for indicators that rely on externally obtained data that can be persisted locally, such as economic or interest-rate data.
public void SaveHistoryToCache(string folder, string dataKey)Saves the indicator's current TimeSeries data to the local indicator data cache using the specified folder and dataKey.
protected Parameter AddDataSetParameter(string name)protected Parameter AddEnumParameter(string name, Enum enumVal)Adds a StringChoice Parameter whose choices correspond to the values of the enumerated type represented by enumVal. The default value is the current value of enumVal.
protected Parameter AddIndicatorParameter(string name)protected Parameter AddIndicatorParameter(string name, string indicatorDefault)protected Parameter AddParameter(string name, ParameterType type, object value)Creates a Parameter with the specified name, type, and default value, adds it to the indicator's Parameters, and returns the newly created Parameter.
protected Parameter AddSmootherParameter(string name, string defaultValue)Adds a StringChoice Parameter populated with the abbreviations of available indicators that identify themselves as smoothers. Indicators marked as lengthy calculations are excluded.
protected virtual void GenerateParameters()Override this method to create the Parameters required by your custom indicator. It is called by the IndicatorBase constructor. Use methods such as AddParameter, AddIndicatorParameter, AddDataSetParameter, AddSmootherParameter, and AddEnumParameter to populate the ParameterList.
protected IndicatorBase GetSmoothedIndicator(string name, TimeSeries source, int period)Creates and calculates a smoother indicator with the specified name, source, and period. Returns the resulting IndicatorBase instance, or null if the smoother cannot be created or calculated.
public static string CacheKey(params object[] arguments)Creates a string key from the supplied arguments that can be used to identify an indicator calculation in a cache.
public virtual string CleanupBBCode(string s)Allows an indicator to modify generated Building Block C# code. The default implementation returns s unchanged.
public string ConstructorParameterString(bool parametersOnly = false)Returns a string representing the indicator's current Parameter values in a form suitable for constructing the indicator in generated C# code. If parametersOnly is false, the indicator class name and parentheses are included.
public void CorrectDefaults(BarHistory bh)Corrects TimeSeries Parameter default values so that TimeSeries originating from the specified BarHistory are represented by their corresponding PriceComponent values.
public void CorrectSourceParameterDescription(IndicatorBase ib)Updates the description of the indicator's TimeSeries source Parameter to reflect the description of the IndicatorBase specified in ib.
public string DefaultConstructorCodeReturns generated C# code representing the default construction of the indicator.
public static string LastDataSetSelectedContains the name of the most recently selected DataSet. IndicatorBase uses this value when generating DataSet Parameters.
public string ParameterDescriptiveStringReturns a descriptive string containing the indicator type and the types and names of its Parameters.
public new string Persist()Returns a string representation of the indicator's current configuration, including its abbreviation, plotting properties, pane information, and Parameter values.
public virtual void PostProcessParameters(ParameterList p)Called after Parameters are loaded or assigned, allowing an indicator to perform additional processing on the ParameterList. The default implementation performs no processing.
public void ReconcileSourceIndicator()Reconciles Parameters that use another indicator as their TimeSeries source. When a ParentIndicator exists, the source Parameter is converted to an IndicatorSource Parameter and assigned the parent indicator's description.
public WLColor ColorThe color to use when plotting the indicator.
public virtual WLColor DefaultColorReturns the indicator's default plotting color. The default implementation returns WLColor.Black.
public virtual string DefaultPlotNameReturns the name of the plot object that should be used to render the indicator. By default, this is based on DefaultPlotStyle.
public virtual PlotStyle DefaultPlotStyleReturns the default PlotStyle for the indicator. The default implementation returns PlotStyle.Line.
public virtual int ExtendedBarsRequiredReturns the number of extended bars the indicator requires to the right of the chart data. Extended bars allow an indicator to project values into the future. The default value is zero.
public string GetPaneToRenderOn()Returns the pane tag that should ultimately be used to render the indicator. This method considers UserAssignedPaneTag, PaneTagOverride, the indicator's PaneTag, and whether the source TimeSeries represents Volume.
public virtual string GlyphResourceOptionally returns the name of an embedded image resource that should be used to represent the indicator in the user interface. The default value is null.
public LineStyle? LineStyleOptionally specifies a line style override to use when plotting the indicator.
public int? LineWidthOptionally specifies a line width override to use when plotting the indicator.
public abstract string PaneTagReturns the name of the chart pane in which the indicator should normally be plotted, for example "Price", "Volume", or "RSI".
public string PaneTagOverrideAllows the indicator's normal PaneTag to be overridden in certain plotting situations.
public object PlotContains the plot object currently being used to render the indicator on a chart.
public string PlotNameThe name of the plot object used to render the indicator.
public PlotStyle PlotStyleThe PlotStyle used to render the indicator. Assigning this property also updates PlotName.
public string UserAssignedPaneTagAllows a user-selected chart pane to override the indicator's normal pane assignment.
public virtual bool UseZeroOriginDetermines whether the chart pane containing the indicator should always include zero on its y-axis. The default value is false.
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