Add Price Volume Trend (PVT) Indicator and Tests

- Implemented the PvtIndicator class for calculating Price Volume Trend in Quantower. - Created unit tests for the Pvt class to validate calculations and state management. - Added validation tests to ensure consistency with OoplesFinance's implementation. - Developed a comprehensive documentation (Pvt.md) explaining the PVT concept, calculations, and usage. - Included methods for batch calculations and streaming updates for PVT.
2026-08-21 12:08:05 +00:00 · 2026-01-28 17:54:43 -08:00
parent dc1902f4d5
commit 76d2b50cbb
39 changed files with 8633 additions and 14 deletions
@@ -0,0 +1,65 @@
+using System.Drawing;
+using System.Runtime.CompilerServices;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+[SkipLocalsInit]
+public sealed class PvoIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Fast Period", sortIndex: 10, 1, 500, 1, 0)]
+    public int FastPeriod { get; set; } = 12;
+
+    [InputParameter("Slow Period", sortIndex: 11, 1, 500, 1, 0)]
+    public int SlowPeriod { get; set; } = 26;
+
+    [InputParameter("Signal Period", sortIndex: 12, 1, 500, 1, 0)]
+    public int SignalPeriod { get; set; } = 9;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Pvo _pvo = null!;
+    private readonly LineSeries _pvoSeries;
+    private readonly LineSeries _signalSeries;
+    private readonly LineSeries _histogramSeries;
+
+    public int MinHistoryDepths => SlowPeriod;
+    int IWatchlistIndicator.MinHistoryDepths => SlowPeriod;
+
+    public override string ShortName => $"PVO({FastPeriod},{SlowPeriod},{SignalPeriod})";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/volume/pvo/Pvo.Quantower.cs";
+
+    public PvoIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = true;
+        Name = "PVO - Percentage Volume Oscillator";
+        Description = "Percentage Volume Oscillator measures the difference between two volume EMAs as a percentage of the slower EMA";
+
+        _pvoSeries = new LineSeries(name: "PVO", color: Color.Cyan, width: 2, style: LineStyle.Solid);
+        _signalSeries = new LineSeries(name: "Signal", color: Color.Red, width: 1, style: LineStyle.Solid);
+        _histogramSeries = new LineSeries(name: "Histogram", color: Color.Gray, width: 1, style: LineStyle.Histogramm);
+        AddLineSeries(_pvoSeries);
+        AddLineSeries(_signalSeries);
+        AddLineSeries(_histogramSeries);
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnInit()
+    {
+        _pvo = new Pvo(FastPeriod, SlowPeriod, SignalPeriod);
+        base.OnInit();
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        TBar bar = this.GetInputBar(args);
+        TValue result = _pvo.Update(bar, args.IsNewBar());
+
+        _pvoSeries.SetValue(result.Value, _pvo.IsHot, ShowColdValues);
+        _signalSeries.SetValue(_pvo.Signal.Value, _pvo.IsHot, ShowColdValues);
+        _histogramSeries.SetValue(_pvo.Histogram.Value, _pvo.IsHot, ShowColdValues);
+    }
+}