volume indicators

2026-08-25 05:48:06 +00:00 · 2026-01-30 12:47:25 -08:00
parent 76d2b50cbb
commit 7b3a6520d2
99 changed files with 9539 additions and 283 deletions
@@ -0,0 +1,63 @@
+using System.Drawing;
+using System.Runtime.CompilerServices;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+[SkipLocalsInit]
+public sealed class VoIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Short Period", sortIndex: 10, minimum: 1, maximum: 500, increment: 1)]
+    public int ShortPeriod { get; set; } = 5;
+
+    [InputParameter("Long Period", sortIndex: 11, minimum: 2, maximum: 1000, increment: 1)]
+    public int LongPeriod { get; set; } = 10;
+
+    [InputParameter("Signal Period", sortIndex: 12, minimum: 1, maximum: 500, increment: 1)]
+    public int SignalPeriod { get; set; } = 10;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Vo _vo = null!;
+    private readonly LineSeries _voSeries;
+    private readonly LineSeries _signalSeries;
+
+#pragma warning disable S2325 // Instance property required by Quantower indicator interface
+    public int MinHistoryDepths => LongPeriod;
+#pragma warning restore S2325
+    int IWatchlistIndicator.MinHistoryDepths => LongPeriod;
+
+    public override string ShortName => $"VO({ShortPeriod},{LongPeriod},{SignalPeriod})";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/volume/vo/Vo.Quantower.cs";
+
+    public VoIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = true;
+        Name = "VO - Volume Oscillator";
+        Description = "Measures the difference between two volume moving averages as a percentage.";
+
+        _voSeries = new LineSeries(name: "VO", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        _signalSeries = new LineSeries(name: "Signal", color: Color.Blue, width: 2, style: LineStyle.Solid);
+        AddLineSeries(_voSeries);
+        AddLineSeries(_signalSeries);
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnInit()
+    {
+        _vo = new Vo(ShortPeriod, LongPeriod, SignalPeriod);
+        base.OnInit();
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        TBar bar = this.GetInputBar(args);
+        TValue result = _vo.Update(bar, args.IsNewBar());
+
+        _voSeries.SetValue(result.Value, _vo.IsHot, ShowColdValues);
+        _signalSeries.SetValue(_vo.Signal, _vo.IsHot, ShowColdValues);
+    }
+}