PositiveVolumeIndex

Author: mikasoukhov

Algo/Indicators/Aliases.cs

@@ -1414,4 +1414,16 @@ public class WTO : WaveTrendOscillator
 	/// Initializes a new instance of the <see cref="WTO"/>.
 	/// </summary>
 	public WTO() { }
+}
+
+/// <summary>
+/// <see cref="PositiveVolumeIndex"/> alias.
+/// </summary>
+[Browsable(false)]
+public class PVI : PositiveVolumeIndex
+{
+	/// <summary>
+	/// Initializes a new instance of the <see cref="PVI"/>.
+	/// </summary>
+	public PVI() { }
 }

Algo/Indicators/PositiveVolumeIndex.cs

@@ -0,0 +1,67 @@
+namespace StockSharp.Algo.Indicators;
+
+/// <summary>
+/// Positive Volume Index (PVI) indicator.
+/// </summary>
+[Display(
+	ResourceType = typeof(LocalizedStrings),
+	Name = LocalizedStrings.PVIKey,
+	Description = LocalizedStrings.PositiveVolumeIndexKey)]
+[IndicatorIn(typeof(CandleIndicatorValue))]
+[Doc("topics/indicators/positive_volume_index.html")]
+public class PositiveVolumeIndex : BaseIndicator
+{
+	private decimal _prevClose;
+	private decimal _prevVolume;
+	private decimal _pvi;
+
+	/// <summary>
+	/// Initializes a new instance of the <see cref="PositiveVolumeIndex"/>.
+	/// </summary>
+	public PositiveVolumeIndex()
+	{
+		Reset();
+	}
+
+	/// <inheritdoc />
+	public override IndicatorMeasures Measure => IndicatorMeasures.Percent;
+
+	/// <inheritdoc />
+	protected override IIndicatorValue OnProcess(IIndicatorValue input)
+	{
+		var candle = input.ToCandle();
+
+		var pvi = _pvi;
+
+		if (_prevClose != 0 && _prevVolume != 0 && candle.TotalVolume > 0)
+		{
+			if (candle.TotalVolume > _prevVolume)
+			{
+				var priceChangePercent = (candle.ClosePrice - _prevClose) / _prevClose;
+
+				pvi += pvi * priceChangePercent;
+			}
+		}
+
+		if (input.IsFinal)
+		{
+			_prevClose = candle.ClosePrice;
+			_prevVolume = candle.TotalVolume;
+			_pvi = pvi;
+
+			IsFormed = true;
+		}
+
+		return new DecimalIndicatorValue(this, pvi, input.Time);
+	}
+
+	/// <inheritdoc />
+	public override void Reset()
+	{
+		_prevClose = 0;
+		_prevVolume = 0;
+		_pvi = 1000;
+
+		base.Reset();
+	}
+}