mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-30 02:27:43 +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.
54 lines
1.7 KiB
C#
54 lines
1.7 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 EomIndicator : 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; } = 14;
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[InputParameter("Volume Scale", sortIndex: 11, 1, 1000000, 1, 0)]
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public double VolumeScale { get; set; } = 10000;
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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 Eom _eom = null!;
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private readonly LineSeries _series;
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public int MinHistoryDepths => Period + 1;
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int IWatchlistIndicator.MinHistoryDepths => Period + 1;
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public override string ShortName => $"EOM({Period})";
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public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/volume/eom/Eom.Quantower.cs";
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public EomIndicator()
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{
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OnBackGround = true;
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SeparateWindow = true;
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Name = "EOM - Ease of Movement";
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Description = "Ease of Movement measures the relationship between price change and volume, indicating how easily price moves";
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_series = new LineSeries(name: "EOM", 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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_eom = new Eom(Period, VolumeScale);
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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 = _eom.Update(bar, args.IsNewBar());
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_series.SetValue(result.Value, _eom.IsHot, ShowColdValues);
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}
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} |