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@mattfair mattfair commented Jun 3, 2025

Description

Implements Klinger Volume Oscillator

Related Issue

Closes #8125

Motivation and Context

Implements the volume oscillator

Requires Documentation Change

Update any documentation for supported indicators.

How Has This Been Tested?

Verified against generated KVO(5, 10) from talipp

KVO, {"fast_period": 5, "slow_period": 10}, "KVO5_10", "spy_with_kvo"

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed. -- Unrelated tests fail
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

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@Martin-Molinero Martin-Molinero left a comment

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Hey @mattfair! Welcome to Lean 🚀
Leaving a few requests, the biggest is trying to simplify the implementation a bit, simpler always 10x better.
Also something that's missing from this PR is the helper method in QCAlgorithm.Indicators.cs, there are plenty merged indicator PRs to take a look at for this 👍

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@Martin-Molinero Martin-Molinero left a comment

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Thank you, a few more minor comments

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@Martin-Molinero Martin-Molinero left a comment

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Thank you! 🚀

@Martin-Molinero Martin-Molinero merged commit b1ce8f0 into QuantConnect:master Jun 6, 2025
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Implement Klinger Volume Oscillator

2 participants