Implement Volatility Quotient (VQ) Indicator

[cinar]

Description

Normalizes True Range against the closing price to measure trend volatility quality.

Math/Formula

$$\text{VQ} = \text{SMA}\left(\frac{\text{TrueRange}}{Close}, n\right)$$

Implementation Details

• Struct name: VolatilityQuotient[T helper.Number]
• Constructor: NewVolatilityQuotient[T helper.Number](), NewVolatilityQuotientWithPeriod[T helper.Number](period int)
• Parameters: period (default: 20)
• Functions: Compute(highs, lows, closings <-chan T) <-chan T, IdlePeriod() int, String() string
• Use the TrueRange implementation once added.
• Test files with 100% coverage.

Suggested Package

volatility