Hi all,

 

I want to port this custom indicator , which I have coded in C# , to Python.

Is anyone able to quickly convert it as I have not fully understood the Python API yet.?

 

Thanks in advance.

R

 

public class AdaptiveFilter : BarIndicator, IIndicatorWarmUpPeriodProvider
{

private readonly double _k;
private readonly int _period;

/// <summary>
/// Required period, in data points, for the indicator to be ready and fully initialized.
/// </summary>
public int WarmUpPeriod => _period;

private IBaseDataBar _previousInput;



//+------------------------------------------------------------------+
//| Custom indicator default constructor. DO NOT REMOVE |
//+------------------------------------------------------------------+



/// <summary>
///Initializes a new instance of the Adaptive Filter indicator using the specified name, period and smoothing factor
/// </summary>
/// <param name="name">The name of this indicator</param>
/// <param name="period">Number of bars</param>
/// <param name="smoothingFactor">NThe smoothing factor /param>
public AdaptiveFilter(string name, int period, decimal smoothingFactor)
: base("name")
{

_k = (double)smoothingFactor;
_period = period;

}

/// <summary>
///Initializes a new instance of the Adaptive Filter indicator using the specified name and period
/// </summary>
/// <param name="name">The name of this indicator</param>
/// <param name="period">Number of bars</param>
public AdaptiveFilter(string name, int period)
: base("name")
{

_k = 1;
}

/// <summary>
/// Initializes a new instance of the Adaptive Filter indicator using the default name and specified period
/// </summary>
/// <param name="period">The smoothing period used to smooth the true range values</param>
public AdaptiveFilter(int period)
: this($"ADF({period})", period)
{
}


/// <summary>
/// Gets a flag indicating when this indicator is ready and fully initialized
/// </summary>
public override bool IsReady => _previousInput != null;



/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IBaseDataBar input)
{
if (!IsReady)
{
_previousInput = input;
return 0m;
}

var _speed = 0m;
var iValue = (input.High + input.Low + 2 * input.Close) / 4;


var _value = (_previousInput.High + _previousInput.Low + 2 * _previousInput.Close) / 4;

var _delta = iValue -_value;
var _error = _value + (_delta * (decimal)Math.Sqrt(_k / 100));
_speed += _delta * (decimal)_k / 100;
_value = _error + _speed;

_previousInput = input;

return _value;
}
/// <summary>
/// Resets this indicator to its initial state
/// </summary>
public override void Reset()
{
_previousInput = null;
base.Reset();
}
}