docs: remove C# Implementation Considerations sections, clean up temp scripts, reorganize test files

- Remove 'C# Implementation Considerations' sections from 34 indicator .md files
- Delete 29 temp PowerShell scripts (_fix_mojibake.ps1, _hex_scan.ps1, etc.)
- Move test files into tests/ subdirectories for consistent project structure
- Add trader-focused bullet points to indicator documentation

lib/numerics/maxindex/Maxindex.Quantower.cs

@@ -0,0 +1,59 @@
+using System.Drawing;
+using System.Runtime.CompilerServices;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+/// <summary>
+/// MAXINDEX (Rolling Maximum Index) Quantower indicator.
+/// Returns the bars-ago position of the maximum value within a rolling window.
+/// </summary>
+[SkipLocalsInit]
+public class MaxindexIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Period", sortIndex: 1, 2, 1000, 1, 0)]
+    public int Period { get; set; } = 14;
+
+    [IndicatorExtensions.DataSourceInput]
+    public SourceType Source { get; set; } = SourceType.Close;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Maxindex _indicator = null!;
+    protected LineSeries Series;
+    protected string SourceName = null!;
+    private Func<IHistoryItem, double> _priceSelector = null!;
+
+    public int MinHistoryDepths => Period;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public override string ShortName => $"MAXINDEX({Period})";
+
+    public MaxindexIndicator()
+    {
+        OnBackGround = false;
+        SeparateWindow = true;
+        SourceName = Source.ToString();
+        Name = "MAXINDEX - Rolling Maximum Index";
+        Description = "Returns the bars-ago position of the maximum value within a rolling lookback window.";
+        Series = new LineSeries(name: "MAXINDEX", color: IndicatorExtensions.Momentum, width: 2, style: LineStyle.Histogramm);
+        AddLineSeries(Series);
+    }
+
+    protected override void OnInit()
+    {
+        _indicator = new Maxindex(Period);
+        SourceName = Source.ToString();
+        _priceSelector = Source.GetPriceSelector();
+        base.OnInit();
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
+        TValue result = _indicator.Update(new TValue(item.TimeLeft.Ticks, _priceSelector(item)), isNew: args.IsNewBar());
+        Series.SetValue(result.Value, _indicator.IsHot, ShowColdValues);
+    }
+}

lib/numerics/maxindex/tests/Maxindex.Quantower.Tests.cs

@@ -0,0 +1,223 @@
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib.Tests;
+
+public class MaxindexIndicatorTests
+{
+    [Fact]
+    public void MaxindexIndicator_Constructor_SetsDefaults()
+    {
+        var indicator = new MaxindexIndicator();
+
+        Assert.Equal(14, indicator.Period);
+        Assert.Equal(SourceType.Close, indicator.Source);
+        Assert.True(indicator.ShowColdValues);
+        Assert.Equal("MAXINDEX - Rolling Maximum Index", indicator.Name);
+        Assert.True(indicator.SeparateWindow);
+        Assert.False(indicator.OnBackGround);
+    }
+
+    [Fact]
+    public void MaxindexIndicator_MinHistoryDepths_EqualsPeriod()
+    {
+        var indicator = new MaxindexIndicator { Period = 20 };
+
+        Assert.Equal(20, indicator.MinHistoryDepths);
+        Assert.Equal(20, ((IWatchlistIndicator)indicator).MinHistoryDepths);
+    }
+
+    [Fact]
+    public void MaxindexIndicator_ShortName_IncludesPeriod()
+    {
+        var indicator = new MaxindexIndicator { Period = 10 };
+
+        Assert.Equal("MAXINDEX(10)", indicator.ShortName);
+    }
+
+    [Fact]
+    public void MaxindexIndicator_Initialize_CreatesLineSeries()
+    {
+        var indicator = new MaxindexIndicator { Period = 5 };
+        indicator.Initialize();
+
+        Assert.Single(indicator.LinesSeries);
+    }
+
+    [Fact]
+    public void MaxindexIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
+    {
+        var indicator = new MaxindexIndicator { Period = 5 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+
+        var args = new UpdateArgs(UpdateReason.HistoricalBar);
+        indicator.ProcessUpdate(args);
+
+        Assert.Equal(1, indicator.LinesSeries[0].Count);
+        Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)));
+    }
+
+    [Fact]
+    public void MaxindexIndicator_ProcessUpdate_NewBar_ComputesValue()
+    {
+        var indicator = new MaxindexIndicator { Period = 5 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+        indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 108, 100, 106);
+
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
+
+        Assert.Equal(2, indicator.LinesSeries[0].Count);
+    }
+
+    [Fact]
+    public void MaxindexIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
+    {
+        var indicator = new MaxindexIndicator { Period = 5 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
+
+        Assert.Equal(2, indicator.LinesSeries[0].Count);
+    }
+
+    [Fact]
+    public void MaxindexIndicator_MultipleUpdates_ProducesCorrectSequence()
+    {
+        var indicator = new MaxindexIndicator { Period = 5 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+
+        for (int i = 0; i < 20; i++)
+        {
+            indicator.HistoricalData.AddBar(
+                now.AddMinutes(i),
+                100 + (i * 2),
+                105 + (i * 2),
+                95 + (i * 2),
+                102 + (i * 2));
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        }
+
+        Assert.Equal(20, indicator.LinesSeries[0].Count);
+
+        for (int i = 0; i < 20; i++)
+        {
+            Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(i)));
+        }
+    }
+
+    [Fact]
+    public void MaxindexIndicator_DifferentSourceTypes_Work()
+    {
+        var sources = new[] { SourceType.Open, SourceType.High, SourceType.Low, SourceType.Close, SourceType.HL2, SourceType.HLC3 };
+
+        foreach (var source in sources)
+        {
+            var indicator = new MaxindexIndicator { Period = 5, Source = source };
+            indicator.Initialize();
+
+            var now = DateTime.UtcNow;
+            indicator.HistoricalData.AddBar(now, 100, 110, 90, 105);
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+
+            Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)),
+                $"Source {source} should produce finite value");
+        }
+    }
+
+    [Fact]
+    public void MaxindexIndicator_Period_CanBeChanged()
+    {
+        var indicator = new MaxindexIndicator { Period = 10 };
+        Assert.Equal(10, indicator.Period);
+
+        indicator.Period = 20;
+        Assert.Equal(20, indicator.Period);
+    }
+
+    [Fact]
+    public void MaxindexIndicator_Uptrend_MaxAtCurrentBar()
+    {
+        // In a monotonic uptrend, the max is always the current bar (bars-ago = 0)
+        var indicator = new MaxindexIndicator { Period = 5 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+
+        for (int i = 0; i < 10; i++)
+        {
+            double price = 100 + (i * 5);
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), price, price + 2, price - 2, price);
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        }
+
+        double lastIndex = indicator.LinesSeries[0].GetValue(0);
+        Assert.Equal(0, lastIndex); // Max is at current bar → bars-ago = 0
+    }
+
+    [Fact]
+    public void MaxindexIndicator_Downtrend_MaxAtOldestBar()
+    {
+        // In a monotonic downtrend, the max is the oldest bar (bars-ago = period-1)
+        var indicator = new MaxindexIndicator { Period = 5 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+
+        for (int i = 0; i < 10; i++)
+        {
+            double price = 200 - (i * 5);
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), price, price + 2, price - 2, price);
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        }
+
+        double lastIndex = indicator.LinesSeries[0].GetValue(0);
+        Assert.Equal(4, lastIndex); // Max is at oldest bar → bars-ago = period-1 = 4
+    }
+
+    [Fact]
+    public void MaxindexIndicator_ShowColdValues_False_SetsNaN()
+    {
+        var indicator = new MaxindexIndicator { Period = 10, ShowColdValues = false };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+
+        Assert.True(double.IsNaN(indicator.LinesSeries[0].GetValue(0)));
+    }
+
+    [Fact]
+    public void MaxindexIndicator_DifferentPeriods_Work()
+    {
+        var periods = new[] { 2, 5, 10, 20 };
+
+        foreach (var period in periods)
+        {
+            var indicator = new MaxindexIndicator { Period = period };
+            indicator.Initialize();
+
+            var now = DateTime.UtcNow;
+
+            for (int i = 0; i < period + 5; i++)
+            {
+                indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 102 + i, 98 + i, 101 + i);
+                indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+            }
+
+            Assert.Equal(period + 5, indicator.LinesSeries[0].Count);
+        }
+    }
+}

lib/numerics/minindex/Minindex.Quantower.cs

@@ -0,0 +1,59 @@
+using System.Drawing;
+using System.Runtime.CompilerServices;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+/// <summary>
+/// MININDEX (Rolling Minimum Index) Quantower indicator.
+/// Returns the bars-ago position of the minimum value within a rolling window.
+/// </summary>
+[SkipLocalsInit]
+public class MinindexIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Period", sortIndex: 1, 2, 1000, 1, 0)]
+    public int Period { get; set; } = 14;
+
+    [IndicatorExtensions.DataSourceInput]
+    public SourceType Source { get; set; } = SourceType.Close;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Minindex _indicator = null!;
+    protected LineSeries Series;
+    protected string SourceName = null!;
+    private Func<IHistoryItem, double> _priceSelector = null!;
+
+    public int MinHistoryDepths => Period;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public override string ShortName => $"MININDEX({Period})";
+
+    public MinindexIndicator()
+    {
+        OnBackGround = false;
+        SeparateWindow = true;
+        SourceName = Source.ToString();
+        Name = "MININDEX - Rolling Minimum Index";
+        Description = "Returns the bars-ago position of the minimum value within a rolling lookback window.";
+        Series = new LineSeries(name: "MININDEX", color: IndicatorExtensions.Momentum, width: 2, style: LineStyle.Histogramm);
+        AddLineSeries(Series);
+    }
+
+    protected override void OnInit()
+    {
+        _indicator = new Minindex(Period);
+        SourceName = Source.ToString();
+        _priceSelector = Source.GetPriceSelector();
+        base.OnInit();
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
+        TValue result = _indicator.Update(new TValue(item.TimeLeft.Ticks, _priceSelector(item)), isNew: args.IsNewBar());
+        Series.SetValue(result.Value, _indicator.IsHot, ShowColdValues);
+    }
+}

lib/numerics/minindex/tests/Minindex.Quantower.Tests.cs

@@ -0,0 +1,223 @@
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib.Tests;
+
+public class MinindexIndicatorTests
+{
+    [Fact]
+    public void MinindexIndicator_Constructor_SetsDefaults()
+    {
+        var indicator = new MinindexIndicator();
+
+        Assert.Equal(14, indicator.Period);
+        Assert.Equal(SourceType.Close, indicator.Source);
+        Assert.True(indicator.ShowColdValues);
+        Assert.Equal("MININDEX - Rolling Minimum Index", indicator.Name);
+        Assert.True(indicator.SeparateWindow);
+        Assert.False(indicator.OnBackGround);
+    }
+
+    [Fact]
+    public void MinindexIndicator_MinHistoryDepths_EqualsPeriod()
+    {
+        var indicator = new MinindexIndicator { Period = 20 };
+
+        Assert.Equal(20, indicator.MinHistoryDepths);
+        Assert.Equal(20, ((IWatchlistIndicator)indicator).MinHistoryDepths);
+    }
+
+    [Fact]
+    public void MinindexIndicator_ShortName_IncludesPeriod()
+    {
+        var indicator = new MinindexIndicator { Period = 10 };
+
+        Assert.Equal("MININDEX(10)", indicator.ShortName);
+    }
+
+    [Fact]
+    public void MinindexIndicator_Initialize_CreatesLineSeries()
+    {
+        var indicator = new MinindexIndicator { Period = 5 };
+        indicator.Initialize();
+
+        Assert.Single(indicator.LinesSeries);
+    }
+
+    [Fact]
+    public void MinindexIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
+    {
+        var indicator = new MinindexIndicator { Period = 5 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+
+        var args = new UpdateArgs(UpdateReason.HistoricalBar);
+        indicator.ProcessUpdate(args);
+
+        Assert.Equal(1, indicator.LinesSeries[0].Count);
+        Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)));
+    }
+
+    [Fact]
+    public void MinindexIndicator_ProcessUpdate_NewBar_ComputesValue()
+    {
+        var indicator = new MinindexIndicator { Period = 5 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+        indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 108, 100, 106);
+
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
+
+        Assert.Equal(2, indicator.LinesSeries[0].Count);
+    }
+
+    [Fact]
+    public void MinindexIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
+    {
+        var indicator = new MinindexIndicator { Period = 5 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
+
+        Assert.Equal(2, indicator.LinesSeries[0].Count);
+    }
+
+    [Fact]
+    public void MinindexIndicator_MultipleUpdates_ProducesCorrectSequence()
+    {
+        var indicator = new MinindexIndicator { Period = 5 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+
+        for (int i = 0; i < 20; i++)
+        {
+            indicator.HistoricalData.AddBar(
+                now.AddMinutes(i),
+                100 + (i * 2),
+                105 + (i * 2),
+                95 + (i * 2),
+                102 + (i * 2));
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        }
+
+        Assert.Equal(20, indicator.LinesSeries[0].Count);
+
+        for (int i = 0; i < 20; i++)
+        {
+            Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(i)));
+        }
+    }
+
+    [Fact]
+    public void MinindexIndicator_DifferentSourceTypes_Work()
+    {
+        var sources = new[] { SourceType.Open, SourceType.High, SourceType.Low, SourceType.Close, SourceType.HL2, SourceType.HLC3 };
+
+        foreach (var source in sources)
+        {
+            var indicator = new MinindexIndicator { Period = 5, Source = source };
+            indicator.Initialize();
+
+            var now = DateTime.UtcNow;
+            indicator.HistoricalData.AddBar(now, 100, 110, 90, 105);
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+
+            Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)),
+                $"Source {source} should produce finite value");
+        }
+    }
+
+    [Fact]
+    public void MinindexIndicator_Period_CanBeChanged()
+    {
+        var indicator = new MinindexIndicator { Period = 10 };
+        Assert.Equal(10, indicator.Period);
+
+        indicator.Period = 20;
+        Assert.Equal(20, indicator.Period);
+    }
+
+    [Fact]
+    public void MinindexIndicator_Downtrend_MinAtCurrentBar()
+    {
+        // In a monotonic downtrend, the min is always the current bar (bars-ago = 0)
+        var indicator = new MinindexIndicator { Period = 5 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+
+        for (int i = 0; i < 10; i++)
+        {
+            double price = 200 - (i * 5);
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), price, price + 2, price - 2, price);
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        }
+
+        double lastIndex = indicator.LinesSeries[0].GetValue(0);
+        Assert.Equal(0, lastIndex); // Min is at current bar → bars-ago = 0
+    }
+
+    [Fact]
+    public void MinindexIndicator_Uptrend_MinAtOldestBar()
+    {
+        // In a monotonic uptrend, the min is the oldest bar (bars-ago = period-1)
+        var indicator = new MinindexIndicator { Period = 5 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+
+        for (int i = 0; i < 10; i++)
+        {
+            double price = 100 + (i * 5);
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), price, price + 2, price - 2, price);
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        }
+
+        double lastIndex = indicator.LinesSeries[0].GetValue(0);
+        Assert.Equal(4, lastIndex); // Min is at oldest bar → bars-ago = period-1 = 4
+    }
+
+    [Fact]
+    public void MinindexIndicator_ShowColdValues_False_SetsNaN()
+    {
+        var indicator = new MinindexIndicator { Period = 10, ShowColdValues = false };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+
+        Assert.True(double.IsNaN(indicator.LinesSeries[0].GetValue(0)));
+    }
+
+    [Fact]
+    public void MinindexIndicator_DifferentPeriods_Work()
+    {
+        var periods = new[] { 2, 5, 10, 20 };
+
+        foreach (var period in periods)
+        {
+            var indicator = new MinindexIndicator { Period = period };
+            indicator.Initialize();
+
+            var now = DateTime.UtcNow;
+
+            for (int i = 0; i < period + 5; i++)
+            {
+                indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 102 + i, 98 + i, 101 + i);
+                indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+            }
+
+            Assert.Equal(period + 5, indicator.LinesSeries[0].Count);
+        }
+    }
+}