Files
Miha Kralj c7e55c2f1e Add Intraday Intensity Index (III) implementation and tests
- 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.
2026-01-28 08:56:41 -08:00

54 lines
1.7 KiB
C#

using System.Drawing;
using System.Runtime.CompilerServices;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
[SkipLocalsInit]
public sealed class EomIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Period", sortIndex: 10, 1, 500, 1, 0)]
public int Period { get; set; } = 14;
[InputParameter("Volume Scale", sortIndex: 11, 1, 1000000, 1, 0)]
public double VolumeScale { get; set; } = 10000;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Eom _eom = null!;
private readonly LineSeries _series;
public int MinHistoryDepths => Period + 1;
int IWatchlistIndicator.MinHistoryDepths => Period + 1;
public override string ShortName => $"EOM({Period})";
public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/volume/eom/Eom.Quantower.cs";
public EomIndicator()
{
OnBackGround = true;
SeparateWindow = true;
Name = "EOM - Ease of Movement";
Description = "Ease of Movement measures the relationship between price change and volume, indicating how easily price moves";
_series = new LineSeries(name: "EOM", color: Color.Yellow, width: 2, style: LineStyle.Solid);
AddLineSeries(_series);
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void OnInit()
{
_eom = new Eom(Period, VolumeScale);
base.OnInit();
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void OnUpdate(UpdateArgs args)
{
TBar bar = this.GetInputBar(args);
TValue result = _eom.Update(bar, args.IsNewBar());
_series.SetValue(result.Value, _eom.IsHot, ShowColdValues);
}
}