RVI

quantower/Volatility/RealizedIndicator.cs

@@ -0,0 +1,28 @@
+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();
+    }
+}