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Add Intraday Intensity Index (III) implementation and tests

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- Implemented the III indicator in Iii.Quantower.cs, measuring buying/selling pressure based on close price within the day's range, weighted by volume.
- Added unit tests for III functionality in Iii.Tests.cs, covering various scenarios including default parameters, updates, and cumulative mode.
- Created validation tests in Iii.Validation.Tests.cs to ensure consistency between streaming, batch, and span calculations.
- Developed comprehensive documentation for III in Iii.md, detailing its historical context, mathematical foundation, and common pitfalls.
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Miha Kralj
2026-01-28 08:56:41 -08:00
parent a9e72dae0d
commit c7e55c2f1e
29 changed files with 5155 additions and 8 deletions
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lib/volume/_index.md
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@@ -8,11 +8,11 @@ Volume is market fuel. Price tells what happened; volume tells how hard the mark
| :--- | :--- | :--- |
| [ADL](lib/volume/adl/Adl.md) | Accumulation/Distribution Line | Correlates price location within range to volume. Grandfather of volume flow analysis. |
| [ADOSC](lib/volume/adosc/Adosc.md) | Chaikin A/D Oscillator | Momentum indicator for AD Line. Predicts reversals by measuring acceleration of money flow. |
| AOBV | Archer On-Balance Volume | Modified OBV incorporating intra-period price movement. |
| [AOBV](lib/volume/aobv/Aobv.md) | Archer On-Balance Volume | Dual EMA smoothing of OBV for cleaner crossover signals. |
| [CMF](lib/volume/cmf/Cmf.md) | Chaikin Money Flow | Measures money flow volume over set period (typically 20-21 days). |
| EFI | Elder's Force Index | Combines price movement, direction, volume to measure buying/selling power. |
| EOM | Ease of Movement | Relates price change to volume. Highlights periods of effortless price movement. |
| III | Intraday Intensity Index | Measures buying/selling pressure within day's range using close position. |
| [EFI](lib/volume/efi/Efi.md) | Elder's Force Index | Combines price movement, direction, volume to measure buying/selling power. |
| [EOM](lib/volume/eom/Eom.md) | Ease of Movement | Relates price change to volume. Highlights periods of effortless price movement. |
| [III](lib/volume/iii/Iii.md) | Intraday Intensity Index | Measures buying/selling pressure within day's range using close position. |
| KVO | Klinger Volume Oscillator | Compares short-term and long-term volume trends to identify potential reversals. |
| MFI | Money Flow Index | Volume-weighted RSI. Measures buying/selling pressure using price and volume. |
| NVI | Negative Volume Index | Tracks price changes on lower volume days. Assumes smart money acts on quiet days. |