volume indicators

2026-08-23 21:18:04 +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 +1,56 @@
+using System.Drawing;
+using System.Runtime.CompilerServices;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+[SkipLocalsInit]
+public sealed class VrocIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Period", sortIndex: 10, minimum: 1, maximum: 1000, increment: 1)]
+    public int Period { get; set; } = 12;
+
+    [InputParameter("Use Percent", sortIndex: 20)]
+    public bool UsePercent { get; set; } = true;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Vroc _vroc = null!;
+    private readonly LineSeries _series;
+
+#pragma warning disable S2325 // Instance property required by Quantower indicator interface
+    public int MinHistoryDepths => Period + 1;
+#pragma warning restore S2325
+    int IWatchlistIndicator.MinHistoryDepths => Period + 1;
+
+    public override string ShortName => $"VROC({Period},{(UsePercent ? "%" : "pt")})";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/volume/vroc/Vroc.Quantower.cs";
+
+    public VrocIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = true;
+        Name = "VROC - Volume Rate of Change";
+        Description = "Measures the rate of change in volume over a specified period, either as a percentage or as absolute point change.";
+
+        _series = new LineSeries(name: "VROC", color: Color.DodgerBlue, width: 2, style: LineStyle.Solid);
+        AddLineSeries(_series);
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnInit()
+    {
+        _vroc = new Vroc(Period, UsePercent);
+        base.OnInit();
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        TBar bar = this.GetInputBar(args);
+        TValue result = _vroc.Update(bar, args.IsNewBar());
+
+        _series.SetValue(result.Value, _vroc.IsHot, ShowColdValues);
+    }
+}