Add Intraday Intensity Index (III) implementation and tests

- 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.
2026-08-23 13:08:04 +00:00 · 2026-01-28 08:56:41 -08:00
parent a9e72dae0d
commit c7e55c2f1e
29 changed files with 5155 additions and 8 deletions
@@ -0,0 +1,56 @@
+using System.Drawing;
+using System.Runtime.CompilerServices;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+[SkipLocalsInit]
+public sealed class AobvIndicator : Indicator, IWatchlistIndicator
+{
+    private const int SlowPeriod = 14;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Aobv _aobv = null!;
+    private readonly LineSeries _fastSeries;
+    private readonly LineSeries _slowSeries;
+
+#pragma warning disable S2325 // Interface contract cannot be static
+    public int MinHistoryDepths => SlowPeriod;
+#pragma warning restore S2325
+    int IWatchlistIndicator.MinHistoryDepths => SlowPeriod;
+
+    public override string ShortName => "AOBV";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/volume/aobv/Aobv.Quantower.cs";
+
+    public AobvIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = true;
+        Name = "AOBV - Archer On-Balance Volume";
+        Description = "Archer On-Balance Volume applies dual EMA smoothing to OBV for cleaner signals";
+
+        _fastSeries = new LineSeries(name: "Fast", color: Color.Green, width: 2, style: LineStyle.Solid);
+        _slowSeries = new LineSeries(name: "Slow", color: Color.Red, width: 2, style: LineStyle.Solid);
+        AddLineSeries(_fastSeries);
+        AddLineSeries(_slowSeries);
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnInit()
+    {
+        _aobv = new Aobv();
+        base.OnInit();
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        TBar bar = this.GetInputBar(args);
+        _ = _aobv.Update(bar, args.IsNewBar());
+
+        _fastSeries.SetValue(_aobv.LastFast.Value, _aobv.IsHot, ShowColdValues);
+        _slowSeries.SetValue(_aobv.LastSlow.Value, _aobv.IsHot, ShowColdValues);
+    }
+}