volatility indicators

lib/volatility/cvi/Cvi.Quantower.cs

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+using System.Drawing;
+using System.Runtime.CompilerServices;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+[SkipLocalsInit]
+public sealed class CviIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("ROC Length", sortIndex: 1, 1, 1000, 1, 0)]
+    public int RocLength { get; set; } = 10;
+
+    [InputParameter("Smooth Length", sortIndex: 2, 1, 1000, 1, 0)]
+    public int SmoothLength { get; set; } = 10;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Cvi _cvi = null!;
+    private readonly LineSeries _series;
+
+    public static int MinHistoryDepths => 0;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public override string ShortName => $"CVI {RocLength},{SmoothLength}";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/volatility/cvi/Cvi.Quantower.cs";
+
+    public CviIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = true;
+        Name = "CVI - Chaikin's Volatility";
+        Description = "Chaikin's Volatility measures the rate of change of the EMA-smoothed high-low range, identifying periods of expanding or contracting volatility";
+
+        _series = new LineSeries(name: "CVI", color: IndicatorExtensions.Volatility, width: 2, style: LineStyle.Solid);
+        AddLineSeries(_series);
+    }
+
+    protected override void OnInit()
+    {
+        _cvi = new Cvi(RocLength, SmoothLength);
+        base.OnInit();
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        TBar bar = this.GetInputBar(args);
+        TValue result = _cvi.Update(bar, isNew: args.IsNewBar());
+        _series.SetValue(result.Value, _cvi.IsHot, ShowColdValues);
+    }
+}