mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-04 20:17:43 +00:00
Miha Kralj
c7e55c2f1e
- 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.
56 lines
1.9 KiB
C#
56 lines
1.9 KiB
C#
using System.Drawing;
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using System.Runtime.CompilerServices;
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using TradingPlatform.BusinessLayer;
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namespace QuanTAlib;
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[SkipLocalsInit]
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public sealed class AobvIndicator : Indicator, IWatchlistIndicator
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{
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private const int SlowPeriod = 14;
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[InputParameter("Show cold values", sortIndex: 21)]
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public bool ShowColdValues { get; set; } = true;
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private Aobv _aobv = null!;
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private readonly LineSeries _fastSeries;
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private readonly LineSeries _slowSeries;
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#pragma warning disable S2325 // Interface contract cannot be static
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public int MinHistoryDepths => SlowPeriod;
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#pragma warning restore S2325
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int IWatchlistIndicator.MinHistoryDepths => SlowPeriod;
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public override string ShortName => "AOBV";
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public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/volume/aobv/Aobv.Quantower.cs";
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public AobvIndicator()
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{
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OnBackGround = true;
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SeparateWindow = true;
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Name = "AOBV - Archer On-Balance Volume";
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Description = "Archer On-Balance Volume applies dual EMA smoothing to OBV for cleaner signals";
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_fastSeries = new LineSeries(name: "Fast", color: Color.Green, width: 2, style: LineStyle.Solid);
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_slowSeries = new LineSeries(name: "Slow", color: Color.Red, width: 2, style: LineStyle.Solid);
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AddLineSeries(_fastSeries);
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AddLineSeries(_slowSeries);
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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protected override void OnInit()
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{
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_aobv = new Aobv();
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base.OnInit();
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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protected override void OnUpdate(UpdateArgs args)
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{
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TBar bar = this.GetInputBar(args);
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_ = _aobv.Update(bar, args.IsNewBar());
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_fastSeries.SetValue(_aobv.LastFast.Value, _aobv.IsHot, ShowColdValues);
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_slowSeries.SetValue(_aobv.LastSlow.Value, _aobv.IsHot, ShowColdValues);
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}
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} |