more volatilty

lib/volatility/tr/Tr.Quantower.cs

@@ -0,0 +1,46 @@
+using System.Drawing;
+using System.Runtime.CompilerServices;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+[SkipLocalsInit]
+public sealed class TrIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Tr _tr = null!;
+    private readonly LineSeries _series;
+
+    public static int MinHistoryDepths => 1;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public override string ShortName => "TR";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/volatility/tr/Tr.Quantower.cs";
+
+    public TrIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = true;
+        Name = "TR - True Range";
+        Description = "True Range measures the maximum price movement including gaps from the previous close. It is the foundation for ATR (Average True Range).";
+
+        _series = new LineSeries(name: "TR", color: IndicatorExtensions.Volatility, width: 2, style: LineStyle.Solid);
+        AddLineSeries(_series);
+    }
+
+    protected override void OnInit()
+    {
+        _tr = new Tr();
+        base.OnInit();
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        TBar bar = this.GetInputBar(args);
+        TValue result = _tr.Update(bar, isNew: args.IsNewBar());
+        _series.SetValue(result.Value, _tr.IsHot, ShowColdValues);
+    }
+}