Files
Miha Kralj dc1902f4d5 Add Negative Volume Index (NVI) implementation and tests
- 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.
2026-01-28 15:33:47 -08:00

51 lines
1.6 KiB
C#

using System.Drawing;
using System.Runtime.CompilerServices;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
[SkipLocalsInit]
public sealed class MfiIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Period", sortIndex: 10, 1, 500, 1, 0)]
public int Period { get; set; } = 14;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Mfi _mfi = null!;
private readonly LineSeries _series;
public int MinHistoryDepths => Period;
int IWatchlistIndicator.MinHistoryDepths => Period;
public override string ShortName => $"MFI({Period})";
public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/volume/mfi/Mfi.Quantower.cs";
public MfiIndicator()
{
OnBackGround = true;
SeparateWindow = true;
Name = "MFI - Money Flow Index";
Description = "Money Flow Index is a volume-weighted RSI that measures buying and selling pressure";
_series = new LineSeries(name: "MFI", color: Color.Blue, width: 2, style: LineStyle.Solid);
AddLineSeries(_series);
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void OnInit()
{
_mfi = new Mfi(Period);
base.OnInit();
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void OnUpdate(UpdateArgs args)
{
TBar bar = this.GetInputBar(args);
TValue result = _mfi.Update(bar, args.IsNewBar());
_series.SetValue(result.Value, _mfi.IsHot, ShowColdValues);
}
}