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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.
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using System.Drawing;
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using System.Runtime.CompilerServices;
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using TradingPlatform.BusinessLayer;
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namespace QuanTAlib;
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[SkipLocalsInit]
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public sealed class PvtIndicator : Indicator, IWatchlistIndicator
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{
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[InputParameter("Show cold values", sortIndex: 21)]
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public bool ShowColdValues { get; set; } = true;
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private Pvt _pvt = null!;
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private readonly LineSeries _series;
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#pragma warning disable S2325 // Instance property required by Quantower indicator interface
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public int MinHistoryDepths => 2;
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#pragma warning restore S2325
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int IWatchlistIndicator.MinHistoryDepths => 2;
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public override string ShortName => "PVT";
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public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/volume/pvt/Pvt.Quantower.cs";
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public PvtIndicator()
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{
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OnBackGround = true;
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SeparateWindow = true;
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Name = "PVT - Price Volume Trend";
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Description = "Price Volume Trend tracks cumulative buying/selling pressure weighted by relative price changes";
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_series = new LineSeries(name: "PVT", color: Color.DarkGreen, width: 2, style: LineStyle.Solid);
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AddLineSeries(_series);
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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protected override void OnInit()
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{
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_pvt = new Pvt();
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base.OnInit();
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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protected override void OnUpdate(UpdateArgs args)
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{
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TBar bar = this.GetInputBar(args);
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TValue result = _pvt.Update(bar, args.IsNewBar());
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_series.SetValue(result.Value, _pvt.IsHot, ShowColdValues);
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}
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}
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