more volatilty

lib/volatility/rvi/Rvi.Quantower.cs

@@ -0,0 +1,52 @@
+using System.Drawing;
+using System.Runtime.CompilerServices;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+[SkipLocalsInit]
+public sealed class RviIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("StdDev Length", sortIndex: 1, 2, 100, 1, 0)]
+    public int StdevLength { get; set; } = 10;
+
+    [InputParameter("RMA Length", sortIndex: 2, 1, 100, 1, 0)]
+    public int RmaLength { get; set; } = 14;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Rvi _rvi = null!;
+    private readonly LineSeries _series;
+
+    public static int MinHistoryDepths => 0;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public override string ShortName => $"RVI({StdevLength},{RmaLength})";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/volatility/rvi/Rvi.Quantower.cs";
+
+    public RviIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = true;
+        Name = "RVI - Relative Volatility Index";
+        Description = "Relative Volatility Index measures the direction of volatility by comparing upward and downward price movements weighted by their standard deviations";
+
+        _series = new LineSeries(name: "RVI", color: IndicatorExtensions.Volatility, width: 2, style: LineStyle.Solid);
+        AddLineSeries(_series);
+    }
+
+    protected override void OnInit()
+    {
+        _rvi = new Rvi(StdevLength, RmaLength);
+        base.OnInit();
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        TBar bar = this.GetInputBar(args);
+        TValue result = _rvi.Update(bar, isNew: args.IsNewBar());
+        _series.SetValue(result.Value, _rvi.IsHot, ShowColdValues);
+    }
+}