mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-31 02:47:44 +00:00
Miha Kralj
76d2b50cbb
- Implemented the PvtIndicator class for calculating Price Volume Trend in Quantower. - Created unit tests for the Pvt class to validate calculations and state management. - Added validation tests to ensure consistency with OoplesFinance's implementation. - Developed a comprehensive documentation (Pvt.md) explaining the PVT concept, calculations, and usage. - Included methods for batch calculations and streaming updates for PVT.
65 lines
2.5 KiB
C#
65 lines
2.5 KiB
C#
using System.Drawing;
|
|
using System.Runtime.CompilerServices;
|
|
using TradingPlatform.BusinessLayer;
|
|
|
|
namespace QuanTAlib;
|
|
|
|
[SkipLocalsInit]
|
|
public sealed class PvoIndicator : Indicator, IWatchlistIndicator
|
|
{
|
|
[InputParameter("Fast Period", sortIndex: 10, 1, 500, 1, 0)]
|
|
public int FastPeriod { get; set; } = 12;
|
|
|
|
[InputParameter("Slow Period", sortIndex: 11, 1, 500, 1, 0)]
|
|
public int SlowPeriod { get; set; } = 26;
|
|
|
|
[InputParameter("Signal Period", sortIndex: 12, 1, 500, 1, 0)]
|
|
public int SignalPeriod { get; set; } = 9;
|
|
|
|
[InputParameter("Show cold values", sortIndex: 21)]
|
|
public bool ShowColdValues { get; set; } = true;
|
|
|
|
private Pvo _pvo = null!;
|
|
private readonly LineSeries _pvoSeries;
|
|
private readonly LineSeries _signalSeries;
|
|
private readonly LineSeries _histogramSeries;
|
|
|
|
public int MinHistoryDepths => SlowPeriod;
|
|
int IWatchlistIndicator.MinHistoryDepths => SlowPeriod;
|
|
|
|
public override string ShortName => $"PVO({FastPeriod},{SlowPeriod},{SignalPeriod})";
|
|
public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/volume/pvo/Pvo.Quantower.cs";
|
|
|
|
public PvoIndicator()
|
|
{
|
|
OnBackGround = true;
|
|
SeparateWindow = true;
|
|
Name = "PVO - Percentage Volume Oscillator";
|
|
Description = "Percentage Volume Oscillator measures the difference between two volume EMAs as a percentage of the slower EMA";
|
|
|
|
_pvoSeries = new LineSeries(name: "PVO", color: Color.Cyan, width: 2, style: LineStyle.Solid);
|
|
_signalSeries = new LineSeries(name: "Signal", color: Color.Red, width: 1, style: LineStyle.Solid);
|
|
_histogramSeries = new LineSeries(name: "Histogram", color: Color.Gray, width: 1, style: LineStyle.Histogramm);
|
|
AddLineSeries(_pvoSeries);
|
|
AddLineSeries(_signalSeries);
|
|
AddLineSeries(_histogramSeries);
|
|
}
|
|
|
|
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
|
protected override void OnInit()
|
|
{
|
|
_pvo = new Pvo(FastPeriod, SlowPeriod, SignalPeriod);
|
|
base.OnInit();
|
|
}
|
|
|
|
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
|
protected override void OnUpdate(UpdateArgs args)
|
|
{
|
|
TBar bar = this.GetInputBar(args);
|
|
TValue result = _pvo.Update(bar, args.IsNewBar());
|
|
|
|
_pvoSeries.SetValue(result.Value, _pvo.IsHot, ShowColdValues);
|
|
_signalSeries.SetValue(_pvo.Signal.Value, _pvo.IsHot, ShowColdValues);
|
|
_histogramSeries.SetValue(_pvo.Histogram.Value, _pvo.IsHot, ShowColdValues);
|
|
}
|
|
} |