Add Negative Volume Index (NVI) implementation and tests

- Implemented NVI indicator in Nvi.Quantower.cs with configurable start value and cold value display option.
- Created unit tests for NVI functionality in Nvi.Tests.cs, covering various scenarios including initialization, updates, and edge cases.
- Added validation tests in Nvi.Validation.Tests.cs to ensure NVI matches expected behavior against known implementations.
- Developed comprehensive documentation for NVI in Nvi.md, detailing its historical context, mathematical foundation, and interpretation guide.
- Included error handling for invalid input values and ensured compatibility with volume data.
This commit is contained in:
Miha Kralj
2026-01-28 15:33:47 -08:00
parent c7e55c2f1e
commit dc1902f4d5
20 changed files with 4195 additions and 6 deletions
+3 -3
View File
@@ -13,9 +13,9 @@ Volume is market fuel. Price tells what happened; volume tells how hard the mark
| [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. |
| [KVO](lib/volume/kvo/Kvo.md) | Klinger Volume Oscillator | Compares short-term and long-term volume trends to identify potential reversals. |
| [MFI](lib/volume/mfi/Mfi.md) | Money Flow Index | Volume-weighted RSI. Measures buying/selling pressure using price and volume. |
| [NVI](lib/volume/nvi/Nvi.md) | Negative Volume Index | Tracks price changes on lower volume days. Assumes smart money acts on quiet days. |
| OBV | On Balance Volume | Fundamental volume indicator. Cumulative volume based on price direction. |
| PVD | Price Volume Divergence | Systematic divergence detection between price and volume movements. |
| PVI | Positive Volume Index | Tracks price changes on higher volume days. Assumes crowd behavior. |