Jvolty

quantower/Volatility/JvoltyIndicator.cs

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+using System.Drawing;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+public class JvoltyIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Periods", sortIndex: 1, 1, 2000, 1, 0)]
+    public int Periods { get; set; } = 20;
+
+    private Jvolty? jvolty;
+    protected LineSeries? JvoltySeries;
+    public static int MinHistoryDepths => 2;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public JvoltyIndicator()
+    {
+        Name = "JVOLTY - Mark Jurik's Volatility";
+        Description = "Measures market volatility according to Mark Jurik.";
+        SeparateWindow = true;
+
+        JvoltySeries = new("JVOLTY", Color.Blue, 2, LineStyle.Solid);
+        AddLineSeries(JvoltySeries);
+    }
+
+    protected override void OnInit()
+    {
+        jvolty = new (Periods);
+        base.OnInit();
+    }
+
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        TBar input = IndicatorExtensions.GetInputBar(this, args);
+        TValue result = jvolty!.Calc(input);
+
+        JvoltySeries!.SetValue(result.Value);
+    }
+
+    public override string ShortName => $"JVOLTY ({Periods})";
+}