protected override void Calculate() int period = (int)Parameters[0]; double threshold = (double)Parameters[1]; for (int bar = period; bar < Bars.Count; bar++) double avgVol = Bars.Volume.Slice(bar - period, bar).Average(); double ratio = Bars.Volume[bar] / avgVol; Values[bar] = ratio > threshold ? 1 : 0;
// Constructor logic
public VolumeSurge(Bars bars, int period = 20, double threshold = 2.0) : base(bars, period) wealth lab extensions
public class VolumeSurge : Indicator