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.
2026-08-21 12:08:05 +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 +1,54 @@
+using System.Drawing;
+using System.Runtime.CompilerServices;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+[SkipLocalsInit]
+public sealed class EomIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Period", sortIndex: 10, 1, 500, 1, 0)]
+    public int Period { get; set; } = 14;
+
+    [InputParameter("Volume Scale", sortIndex: 11, 1, 1000000, 1, 0)]
+    public double VolumeScale { get; set; } = 10000;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Eom _eom = null!;
+    private readonly LineSeries _series;
+
+    public int MinHistoryDepths => Period + 1;
+    int IWatchlistIndicator.MinHistoryDepths => Period + 1;
+
+    public override string ShortName => $"EOM({Period})";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/volume/eom/Eom.Quantower.cs";
+
+    public EomIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = true;
+        Name = "EOM - Ease of Movement";
+        Description = "Ease of Movement measures the relationship between price change and volume, indicating how easily price moves";
+
+        _series = new LineSeries(name: "EOM", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        AddLineSeries(_series);
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnInit()
+    {
+        _eom = new Eom(Period, VolumeScale);
+        base.OnInit();
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        TBar bar = this.GetInputBar(args);
+        TValue result = _eom.Update(bar, args.IsNewBar());
+
+        _series.SetValue(result.Value, _eom.IsHot, ShowColdValues);
+    }
+}