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); } }