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volume category touchup

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Miha Kralj
2026-01-31 11:21:09 -08:00
parent 7b3a6520d2
commit 51e885a4a6
52 changed files with 5890 additions and 536 deletions
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lib/volume/nvi/Nvi.cs
+6 -16
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@@ -7,24 +7,14 @@ namespace QuanTAlib;
/// NVI: Negative Volume Index
/// </summary>
/// <remarks>
/// Negative Volume Index tracks price changes on days when volume decreases compared
/// to the previous day. The theory is that on low-volume days, the "smart money"
/// (institutional investors) is taking positions, while high-volume days are driven
/// by less-informed traders.
/// Tracks price changes only on days when volume decreases (smart money theory).
/// Bullish signal when NVI crosses above its signal line.
///
/// Calculation:
/// - If Volume &lt; Previous Volume: NVI = Previous NVI × (Close / Previous Close)
/// - If Volume &gt;= Previous Volume: NVI = Previous NVI (unchanged)
/// - Typically starts at 100 or 1000
///
/// NVI is often used with its signal line (a moving average of NVI) to generate
/// buy/sell signals. When NVI crosses above its signal line, it may indicate
/// a bullish trend driven by smart money.
///
/// Sources:
/// https://www.investopedia.com/terms/n/nvi.asp
/// https://school.stockcharts.com/doku.php?id=technical_indicators:negative_volume_index
/// Calculation: <c>If Volume &lt; Prev_Volume: NVI = Prev_NVI × (Close / Prev_Close)</c>;
/// otherwise NVI unchanged.
/// </remarks>
/// <seealso href="Nvi.md">Detailed documentation</seealso>
/// <seealso href="nvi.pine">Reference Pine Script implementation</seealso>
[SkipLocalsInit]
public sealed class Nvi : ITValuePublisher
{