volume indicators

lib/volume/twap/Twap.Quantower.cs

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+using System.Drawing;
+using System.Runtime.CompilerServices;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+[SkipLocalsInit]
+public sealed class TwapIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Period", sortIndex: 10, minimum: 0, maximum: 10000, increment: 1)]
+    public int Period { get; set; } = 0;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Twap _twap = null!;
+    private readonly LineSeries _series;
+
+#pragma warning disable S2325 // Instance property required by Quantower indicator interface
+    public int MinHistoryDepths => 1;
+#pragma warning restore S2325
+    int IWatchlistIndicator.MinHistoryDepths => 1;
+
+    public override string ShortName => "TWAP";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/volume/twap/Twap.Quantower.cs";
+
+    public TwapIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = false;
+        Name = "TWAP - Time Weighted Average Price";
+        Description = "Time Weighted Average Price gives equal weight to each price point within a session. Resets at specified period intervals (0 = never reset).";
+
+        _series = new LineSeries(name: "TWAP", color: Color.Orange, width: 2, style: LineStyle.Solid);
+        AddLineSeries(_series);
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnInit()
+    {
+        _twap = new Twap(Period);
+        base.OnInit();
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        TBar bar = this.GetInputBar(args);
+        TValue result = _twap.Update(bar, args.IsNewBar());
+
+        _series.SetValue(result.Value, _twap.IsHot, ShowColdValues);
+    }
+}