mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-31 19:07:42 +00:00
Miha Kralj
dc1902f4d5
- Implemented NVI indicator in Nvi.Quantower.cs with configurable start value and cold value display option. - Created unit tests for NVI functionality in Nvi.Tests.cs, covering various scenarios including initialization, updates, and edge cases. - Added validation tests in Nvi.Validation.Tests.cs to ensure NVI matches expected behavior against known implementations. - Developed comprehensive documentation for NVI in Nvi.md, detailing its historical context, mathematical foundation, and interpretation guide. - Included error handling for invalid input values and ensured compatibility with volume data.
61 lines
2.2 KiB
C#
61 lines
2.2 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 KvoIndicator : Indicator, IWatchlistIndicator
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{
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[InputParameter("Fast Period", sortIndex: 10, 1, 500, 1, 0)]
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public int FastPeriod { get; set; } = 34;
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[InputParameter("Slow Period", sortIndex: 11, 1, 500, 1, 0)]
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public int SlowPeriod { get; set; } = 55;
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[InputParameter("Signal Period", sortIndex: 12, 1, 500, 1, 0)]
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public int SignalPeriod { 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 Kvo _kvo = null!;
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private readonly LineSeries _kvoSeries;
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private readonly LineSeries _signalSeries;
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public int MinHistoryDepths => SlowPeriod;
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int IWatchlistIndicator.MinHistoryDepths => SlowPeriod;
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public override string ShortName => $"KVO({FastPeriod},{SlowPeriod},{SignalPeriod})";
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public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/volume/kvo/Kvo.Quantower.cs";
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public KvoIndicator()
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{
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OnBackGround = true;
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SeparateWindow = true;
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Name = "KVO - Klinger Volume Oscillator";
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Description = "Klinger Volume Oscillator measures the long-term trend of money flow while remaining sensitive to short-term fluctuations";
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_kvoSeries = new LineSeries(name: "KVO", color: Color.Cyan, width: 2, style: LineStyle.Solid);
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_signalSeries = new LineSeries(name: "Signal", color: Color.Red, width: 1, style: LineStyle.Solid);
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AddLineSeries(_kvoSeries);
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AddLineSeries(_signalSeries);
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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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_kvo = new Kvo(FastPeriod, SlowPeriod, SignalPeriod);
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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 = _kvo.Update(bar, args.IsNewBar());
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_kvoSeries.SetValue(result.Value, _kvo.IsHot, ShowColdValues);
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_signalSeries.SetValue(_kvo.Signal.Value, _kvo.IsHot, ShowColdValues);
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}
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} |