RVI

quantower/Volatility/HistoricalIndicator.cs

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+using TradingPlatform.BusinessLayer;
+namespace QuanTAlib;
+
+public class HistoricalIndicator : IndicatorBase
+{
+    [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
+    public int Period { get; set; } = 20;
+
+    [InputParameter("Annualized", sortIndex: 2)]
+    public bool IsAnnualized { get; set; } = true;
+
+    private Historical? historical;
+    protected override AbstractBase QuanTAlib => historical!;
+    public override string ShortName => $"Historical Volatility {Period}{(IsAnnualized ? " - Annualized" : "")} : {SourceName}";
+
+    public HistoricalIndicator() : base()
+    {
+        Name = "HV - Historical Volatility";
+        SeparateWindow = true;
+    }
+
+    protected override void InitIndicator()
+    {
+        historical = new(Period, IsAnnualized);
+        MinHistoryDepths = historical.WarmupPeriod;
+        base.InitIndicator();
+    }
+}

quantower/Volatility/RealizedIndicator.cs

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+using TradingPlatform.BusinessLayer;
+namespace QuanTAlib;
+
+public class RealizedIndicator : IndicatorBase
+{
+    [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
+    public int Period { get; set; } = 20;
+
+    [InputParameter("Annualized", sortIndex: 2)]
+    public bool IsAnnualized { get; set; } = true;
+
+    private Realized? realized;
+    protected override AbstractBase QuanTAlib => realized!;
+    public override string ShortName => $"Realized Volatility {Period}{(IsAnnualized ? " - Annualized" : "")} : {SourceName}";
+
+    public RealizedIndicator() : base()
+    {
+        Name = "RV - Realized Volatility";
+        SeparateWindow = true;
+    }
+
+    protected override void InitIndicator()
+    {
+        realized = new(Period, IsAnnualized);
+        MinHistoryDepths = realized.WarmupPeriod;
+        base.InitIndicator();
+    }
+}

quantower/Volatility/RviIndicator.cs

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+using TradingPlatform.BusinessLayer;
+namespace QuanTAlib;
+
+public class RviIndicator : IndicatorBase
+{
+    [InputParameter("Period", sortIndex: 1, 2, 100, 1, 0)]
+    public int Period { get; set; } = 10;
+
+    private Rvi? rvi;
+    protected override AbstractBase QuanTAlib => rvi!;
+    public override string ShortName => $"RVI {Period} : {SourceName}";
+
+    public RviIndicator() : base()
+    {
+        Name = "RVI - Relative Volatility Index";
+        SeparateWindow = true;
+
+        // Adding upper and lower reference lines
+        //AddLineSeries("UpperLevel", 80, System.Drawing.Color.Gray, 1, LineStyle.Dot);
+        //AddLineSeries("LowerLevel", 20, System.Drawing.Color.Gray, 1, LineStyle.Dot);
+    }
+
+    protected override void InitIndicator()
+    {
+        rvi = new Rvi(Period);
+        MinHistoryDepths = rvi.WarmupPeriod;
+        base.InitIndicator();
+    }
+}