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
1.8 KiB
C#

using System.Drawing;
using System.Runtime.CompilerServices;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
[SkipLocalsInit]
public sealed class IiiIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Period", sortIndex: 10, 1, 500, 1, 0)]
public int Period { get; set; } = 21;
[InputParameter("Cumulative Mode", sortIndex: 11)]
public bool Cumulative { get; set; }
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Iii _iii = null!;
private readonly LineSeries _series;
public int MinHistoryDepths => Period;
int IWatchlistIndicator.MinHistoryDepths => Period;
public override string ShortName => $"III({Period}{(Cumulative ? ",Cum" : "")})";
public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/volume/iii/Iii.Quantower.cs";
public IiiIndicator()
{
OnBackGround = true;
SeparateWindow = true;
Name = "III - Intraday Intensity Index";
Description = "Intraday Intensity Index measures buying/selling pressure using the position of the close within the day's range, weighted by volume";
_series = new LineSeries(name: "III", color: Color.Cyan, width: 2, style: LineStyle.Solid);
AddLineSeries(_series);
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void OnInit()
{
_iii = new Iii(Period, Cumulative);
base.OnInit();
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void OnUpdate(UpdateArgs args)
{
TBar bar = this.GetInputBar(args);
TValue result = _iii.Update(bar, args.IsNewBar());
_series.SetValue(result.Value, _iii.IsHot, ShowColdValues);
}
}