Files
Miha Kralj 76d2b50cbb Add Price Volume Trend (PVT) Indicator and Tests
- 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.
2026-01-28 17:54:43 -08:00

50 lines
1.6 KiB
C#

using System.Drawing;
using System.Runtime.CompilerServices;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
[SkipLocalsInit]
public sealed class PvtIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Pvt _pvt = null!;
private readonly LineSeries _series;
#pragma warning disable S2325 // Instance property required by Quantower indicator interface
public int MinHistoryDepths => 2;
#pragma warning restore S2325
int IWatchlistIndicator.MinHistoryDepths => 2;
public override string ShortName => "PVT";
public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/volume/pvt/Pvt.Quantower.cs";
public PvtIndicator()
{
OnBackGround = true;
SeparateWindow = true;
Name = "PVT - Price Volume Trend";
Description = "Price Volume Trend tracks cumulative buying/selling pressure weighted by relative price changes";
_series = new LineSeries(name: "PVT", color: Color.DarkGreen, width: 2, style: LineStyle.Solid);
AddLineSeries(_series);
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void OnInit()
{
_pvt = new Pvt();
base.OnInit();
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void OnUpdate(UpdateArgs args)
{
TBar bar = this.GetInputBar(args);
TValue result = _pvt.Update(bar, args.IsNewBar());
_series.SetValue(result.Value, _pvt.IsHot, ShowColdValues);
}
}