mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-30 10:37:44 +00:00
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.
51 lines
1.6 KiB
C#
51 lines
1.6 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 EfiIndicator : Indicator, IWatchlistIndicator
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{
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[InputParameter("Period", sortIndex: 10, 1, 500, 1, 0)]
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public int Period { get; set; } = 13;
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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 Efi _efi = null!;
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private readonly LineSeries _series;
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public int MinHistoryDepths => Period;
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int IWatchlistIndicator.MinHistoryDepths => Period;
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public override string ShortName => $"EFI({Period})";
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public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/volume/efi/Efi.Quantower.cs";
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public EfiIndicator()
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{
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OnBackGround = true;
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SeparateWindow = true;
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Name = "EFI - Elder's Force Index";
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Description = "Elder's Force Index measures buying and selling pressure by combining price change with volume";
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_series = new LineSeries(name: "EFI", color: Color.Yellow, width: 2, style: LineStyle.Solid);
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AddLineSeries(_series);
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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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_efi = new Efi(Period);
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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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TValue result = _efi.Update(bar, args.IsNewBar());
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_series.SetValue(result.Value, _efi.IsHot, ShowColdValues);
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}
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} |