Afirma + documentation +semver: patch

quantower/AbstractIndicatorBase.cs

@@ -21,7 +21,7 @@ public abstract class AbstractIndicatorBase : Indicator
     public PriceType SourcePrice { get; set; } = PriceType.Close;
 
     [InputParameter(name: "Line smoothing", sortIndex: 19, minimum: 0.0, maximum: 1.0, increment: 0.1, decimalPlaces: 2)]
-    public double Tension { get; set; } = 0.2;
+    public double Tension = 0.2;
 
     [InputParameter("Show cold values", sortIndex: 20)]
     public bool ShowColdValues { get; set; } = true;
@@ -31,12 +31,14 @@ public abstract class AbstractIndicatorBase : Indicator
     protected LineSeries? Series;
     protected abstract AbstractBase MovingAverage { get; }
 
-    protected AbstractIndicatorBase()
+    protected AbstractIndicatorBase() : base()
     {
         OnBackGround = true;
         SeparateWindow = false;
         Series = new(name: $"Name", color: Color.Orange, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
+
+        InitIndicator();
     }
 
     protected virtual void InitIndicator()
@@ -69,10 +71,7 @@ public abstract class AbstractIndicatorBase : Indicator
     {
         base.OnPaintChart(args);
         List<Point> allPoints = new List<Point>();
-        if (CurrentChart == null)
-        {
-            return;
-        }
+        if (CurrentChart == null) return;
 
         Graphics gr = args.Graphics;
         var mainWindow = CurrentChart.MainWindow;
@@ -103,7 +102,7 @@ public abstract class AbstractIndicatorBase : Indicator
 
     private void DrawSmoothCombinedCurve(Graphics gr, List<Point> allPoints, int hotCount)
     {
-        if (allPoints.Count < 2) { return; }
+        if (allPoints.Count < 2) return;
 
         using (Pen defaultPen = new(Series!.Color, Series.Width) { DashStyle = ConvertLineStyleToDashStyle(Series.Style) })
         using (Pen coldPen = new(Series!.Color, Series.Width) { DashStyle = DashStyle.Dot })

quantower/Averages/AlmaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-namespace QuanTAlib;
+using QuanTAlib;
 
 public class AlmaIndicator : IndicatorBase
 {
@@ -7,21 +7,22 @@ public class AlmaIndicator : IndicatorBase
     public int Period { get; set; } = 10;
 
     [InputParameter("Offset", sortIndex: 5)]
-    public double Offset { get; set; } = 0.85;
+    public double Offset = 0.85;
 
     [InputParameter("Sigma", sortIndex: 6)]
-    public double Sigma { get; set; } = 6.0;
+    public double Sigma = 6.0;
     private Alma? ma;
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"ALMA {Period} : {Offset:F2} : {Sigma:F0} : {SourceName}";
 
-    public AlmaIndicator()
+    public AlmaIndicator() : base()
     {
         Name = "ALMA - Arnaud Legoux Moving Average";
     }
 
     protected override void InitIndicator()
     {
+        base.InitIndicator();
         ma = new Alma(period: Period, offset: Offset, sigma: Sigma);
     }
 }

quantower/Averages/DemaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-namespace QuanTAlib;
+using QuanTAlib;
 
 public class DemaIndicator : IndicatorBase
 {
@@ -9,13 +9,14 @@ public class DemaIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"DEMA {Period} : {SourceName}";
 
-    public DemaIndicator()
+    public DemaIndicator() : base()
     {
         Name = "DEMA - Double Exponential Moving Average";
     }
 
     protected override void InitIndicator()
     {
+        base.InitIndicator();
         ma = new Dema(period: Period);
     }
 }

quantower/Averages/DsmaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-namespace QuanTAlib;
+using QuanTAlib;
 
 public class DsmaIndicator : IndicatorBase
 {
@@ -12,7 +12,7 @@ public class DsmaIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"DSMA {Period} : {Scale:F2} : {SourceName}";
 
-    public DsmaIndicator()
+    public DsmaIndicator() : base()
     {
         Name = "DSMA - Deviation Scaled Moving Average";
     }
@@ -21,5 +21,6 @@ public class DsmaIndicator : IndicatorBase
     {
         ma = new Dsma(Period, Scale);
         MinHistoryDepths = ma.WarmupPeriod;
+        base.InitIndicator();
     }
 }

quantower/Averages/DwmaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-namespace QuanTAlib;
+using QuanTAlib;
 
 public class DwmaIndicator : IndicatorBase
 {
@@ -11,7 +11,7 @@ public class DwmaIndicator : IndicatorBase
     public override string ShortName => $"DWMA {Period} : {SourceName}";
 
 
-    public DwmaIndicator()
+    public DwmaIndicator() : base()
     {
         Name = "DWMA - Double Weighted Moving Average";
     }
@@ -19,5 +19,6 @@ public class DwmaIndicator : IndicatorBase
     protected override void InitIndicator()
     {
         ma = new Dwma(Period);
+        base.InitIndicator();
     }
 }

quantower/Averages/EmaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-namespace QuanTAlib;
+using QuanTAlib;
 
 public class EmaIndicator : IndicatorBase
 {
@@ -13,7 +13,7 @@ public class EmaIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"EMA {Period} : {SourceName}";
 
-    public EmaIndicator()
+    public EmaIndicator() : base()
     {
         Name = "EMA - Exponential Moving Average";
         Description = "Exponential Moving Average";
@@ -21,6 +21,7 @@ public class EmaIndicator : IndicatorBase
 
     protected override void InitIndicator()
     {
+        base.InitIndicator();
         ma = new Ema(period: Period, useSma: UseSma);
     }
 }

quantower/Averages/EpmaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-namespace QuanTAlib;
+using QuanTAlib;
 
 public class EpmaIndicator : IndicatorBase
 {
@@ -10,13 +10,14 @@ public class EpmaIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"EPMA {Period} : {SourceName}";
 
-    public EpmaIndicator()
+    public EpmaIndicator() : base()
     {
         Name = "EPMA - Endpoint Moving Average";
     }
 
     protected override void InitIndicator()
     {
+        base.InitIndicator();
         ma = new Epma(period: Period);
     }
 }

quantower/Averages/FramaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-namespace QuanTAlib;
+using QuanTAlib;
 
 public class FramaIndicator : IndicatorBase
 {
@@ -11,7 +11,7 @@ public class FramaIndicator : IndicatorBase
     public override string ShortName => $"FRAMA {Period} : {SourceName}";
 
 
-    public FramaIndicator()
+    public FramaIndicator() : base()
     {
         Name = "FRAMA - Fractal Adaptive Moving Average";
     }
@@ -19,5 +19,6 @@ public class FramaIndicator : IndicatorBase
     protected override void InitIndicator()
     {
         ma = new Frama(Period);
+        base.InitIndicator();
     }
 }

quantower/Averages/FwmaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-namespace QuanTAlib;
+using QuanTAlib;
 
 public class FwmaIndicator : IndicatorBase
 {
@@ -11,7 +11,7 @@ public class FwmaIndicator : IndicatorBase
     public override string ShortName => $"FWMA {Period} : {SourceName}";
 
 
-    public FwmaIndicator()
+    public FwmaIndicator() : base()
     {
         Name = "FWMA - Fibonacci-Weighted Moving Average";
     }
@@ -19,5 +19,6 @@ public class FwmaIndicator : IndicatorBase
     protected override void InitIndicator()
     {
         ma = new Fwma(Period);
+        base.InitIndicator();
     }
 }

quantower/Averages/GmaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-namespace QuanTAlib;
+using QuanTAlib;
 
 public class GmaIndicator : IndicatorBase
 {
@@ -11,7 +11,7 @@ public class GmaIndicator : IndicatorBase
     public override string ShortName => $"GMA {Period} : {SourceName}";
 
 
-    public GmaIndicator()
+    public GmaIndicator() : base()
     {
         Name = "GMA - Gaussian-Weighted Moving Average";
     }
@@ -19,5 +19,6 @@ public class GmaIndicator : IndicatorBase
     protected override void InitIndicator()
     {
         ma = new Gma(Period);
+        base.InitIndicator();
     }
 }

quantower/Averages/HmaIndicator.cs

@@ -11,7 +11,7 @@ public class HmaIndicator : IndicatorBase
     public override string ShortName => $"HMA {Period} : {SourceName}";
 
 
-    public HmaIndicator()
+    public HmaIndicator() : base()
     {
         Name = "HMA - Hull Moving Average";
     }
@@ -19,5 +19,6 @@ public class HmaIndicator : IndicatorBase
     protected override void InitIndicator()
     {
         ma = new Hma(Period);
+        base.InitIndicator();
     }
 }

quantower/Averages/HtitIndicator.cs

@@ -7,7 +7,7 @@ public class HtitIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"HTIT : {SourceName}";
 
-    public HtitIndicator()
+    public HtitIndicator() : base()
     {
         Name = "HTIT - Hilbert Transform Instantaneous Trendline";
     }
@@ -16,5 +16,6 @@ public class HtitIndicator : IndicatorBase
     {
         ma = new Htit();
         MinHistoryDepths = ma.WarmupPeriod;
+        base.InitIndicator();
     }
 }

quantower/Averages/HwmaIndicator.cs

@@ -17,13 +17,17 @@ public class HwmaIndicator : IndicatorBase
     public override string ShortName => $"HWMA {nA:F2} : {nB:F2} : {nC:F2} : {SourceName}";
 
 
-    public HwmaIndicator()
+    public HwmaIndicator() : base()
     {
         Name = "HWMA - Holt-Winter Moving Average";
     }
 
     protected override void InitIndicator()
     {
+        //nA = 2 / (1 + (double)Period);
+        //nB = 1 / (double)Period;
+        //nC = 1 / (double)Period;
         ma = new Hwma(nA: nA, nB: nB, nC: nC);
+        base.InitIndicator();
     }
 }

quantower/Averages/JmaIndicator.cs

@@ -7,13 +7,13 @@ public class JmaIndicator : IndicatorBase
     public int Period { get; set; } = 10;
 
     [InputParameter("Phase", sortIndex: 2, -100, 100, 1, 0)]
-    public int Phase { get; set; }
+    public int Phase { get; set; } = 0;
     private Jma? ma;
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"JMA {Period} : {Phase} : {SourceName}";
 
 
-    public JmaIndicator()
+    public JmaIndicator() : base()
     {
         Name = "JMA - Jurik Moving Average";
     }
@@ -21,5 +21,6 @@ public class JmaIndicator : IndicatorBase
     protected override void InitIndicator()
     {
         ma = new Jma(period: Period, phase: (double)Phase);
+        base.InitIndicator();
     }
 }

quantower/Averages/KamaIndicator.cs

@@ -15,7 +15,7 @@ public class KamaIndicator : IndicatorBase
     public override string ShortName => $"KAMA {Period} : {Fast} : {Slow} : {SourceName}";
 
 
-    public KamaIndicator()
+    public KamaIndicator() : base()
     {
         Name = "KAMA - Kaufman's Adaptive Moving Average";
     }
@@ -23,5 +23,6 @@ public class KamaIndicator : IndicatorBase
     protected override void InitIndicator()
     {
         ma = new Kama(Period, Fast, Slow);
+        base.InitIndicator();
     }
 }

quantower/Averages/LtmaIndicator.cs

@@ -10,7 +10,7 @@ public class LtmaIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"Laguerre {Gamma:F2} : {SourceName}";
 
-    public LtmaIndicator()
+    public LtmaIndicator() : base()
     {
         Name = "LTMA - Laguerre Transform Moving Average";
     }
@@ -18,5 +18,6 @@ public class LtmaIndicator : IndicatorBase
     protected override void InitIndicator()
     {
         ma = new Ltma(gamma: Gamma);
+        base.InitIndicator();
     }
 }

quantower/Averages/MaafIndicator.cs

@@ -7,19 +7,20 @@ public class MaafIndicator : IndicatorBase
     public int Period { get; set; } = 39;
 
     [InputParameter("Threshold", sortIndex: 5, minimum: 0, maximum: 1, increment: 0.001, decimalPlaces:3)]
-    public double Threshold { get; set; } = 0.002;
+    public double Threshold = 0.002;
 
     private Maaf? ma;
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"MAAF {Period} : {Threshold:F2} : {SourceName}";
 
-    public MaafIndicator()
+    public MaafIndicator() : base()
     {
         Name = "MAAF - Median-Average Adaptive Filter";
     }
 
     protected override void InitIndicator()
     {
+        base.InitIndicator();
         ma = new Maaf(Period: Period, Threshold: Threshold);
     }
 }

quantower/Averages/MamaIndicator.cs

@@ -12,7 +12,7 @@ public class MamaIndicator : IndicatorBase
     public override string ShortName => $"MAMA : {Fast} : {Slow} : {SourceName}";
 
 
-    public MamaIndicator()
+    public MamaIndicator() : base()
     {
         Name = "MAMA - MESA Adaptive Moving Average";
     }
@@ -20,5 +20,6 @@ public class MamaIndicator : IndicatorBase
     protected override void InitIndicator()
     {
         ma = new Mama(Fast, Slow);
+        base.InitIndicator();
     }
 }

quantower/Averages/MgdiIndicator.cs

@@ -15,7 +15,7 @@ public class MgdiIndicator : IndicatorBase
     public override string ShortName => $"MGDI {Period} : {kfactor:F2} : {SourceName}";
 
 
-    public MgdiIndicator()
+    public MgdiIndicator() : base()
     {
         Name = "MGDI - McGinley Dynamic Index";
     }
@@ -23,5 +23,6 @@ public class MgdiIndicator : IndicatorBase
     protected override void InitIndicator()
     {
         ma = new Mgdi(period: Period, kFactor: kfactor);
+        base.InitIndicator();
     }
 }

quantower/Averages/MmaIndicator.cs

@@ -10,13 +10,14 @@ public class MmaIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"MMA {Period} : {SourceName}";
 
-    public MmaIndicator()
+    public MmaIndicator() : base()
     {
         Name = "MMA - Modified Moving Average";
     }
 
     protected override void InitIndicator()
     {
+        base.InitIndicator();
         ma = new Mma(period: Period);
     }
 }

quantower/Averages/QemaIndicator.cs

@@ -16,7 +16,7 @@ public class QemaIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"QEMA {k1:F2} : {k2:F2} : {k3:F2} : {k4:F2} :{SourceName}";
 
-    public QemaIndicator()
+    public QemaIndicator() : base()
     {
         Name = "QEMA - Quad Exponential Moving Average";
         Description = "Quad Exponential Moving Average";
@@ -24,6 +24,7 @@ public class QemaIndicator : IndicatorBase
 
     protected override void InitIndicator()
     {
+        base.InitIndicator();
         ma = new Qema(k1, k2, k3, k4);
     }
 }

quantower/Averages/RemaIndicator.cs

@@ -13,13 +13,14 @@ public class RemaIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"REMA {Period} : {Lambda:F2} : {SourceName}";
 
-    public RemaIndicator()
+    public RemaIndicator() : base()
     {
         Name = "REMA - Regularized Exponential Moving Average";
     }
 
     protected override void InitIndicator()
     {
+        base.InitIndicator();
         ma = new Rema(period: Period, lambda: Lambda);
     }
 }

quantower/Averages/RmaIndicator.cs

@@ -11,7 +11,7 @@ public class RmaIndicator : IndicatorBase
     public override string ShortName => $"RMA {Period} : {SourceName}";
 
 
-    public RmaIndicator()
+    public RmaIndicator() : base()
     {
         Name = "RMA - wildeR Moving Average";
     }
@@ -19,5 +19,6 @@ public class RmaIndicator : IndicatorBase
     protected override void InitIndicator()
     {
         ma = new Rma(Period);
+        base.InitIndicator();
     }
 }

quantower/Averages/SinemaIndicator.cs

@@ -10,7 +10,7 @@ public class SinemaIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"SINEMA {Period} : {SourceName}";
 
-    public SinemaIndicator()
+    public SinemaIndicator() : base()
     {
         Name = "SINEMA - Sine-Weighted Moving Average";
     }
@@ -18,5 +18,6 @@ public class SinemaIndicator : IndicatorBase
     protected override void InitIndicator()
     {
         ma = new Sinema(Period);
+        base.InitIndicator();
     }
 }

quantower/Averages/SmaIndicator.cs

@@ -11,7 +11,7 @@ public class SmaIndicator : IndicatorBase
     public override string ShortName => $"SMA {Period} : {SourceName}";
 
 
-    public SmaIndicator()
+    public SmaIndicator() : base()
     {
         Name = "SMA - Simple Moving Average";
     }
@@ -19,5 +19,6 @@ public class SmaIndicator : IndicatorBase
     protected override void InitIndicator()
     {
         ma = new Sma(Period);
+        base.InitIndicator();
     }
 }

quantower/Averages/SmmaIndicator.cs

@@ -11,7 +11,7 @@ public class SmmaIndicator : IndicatorBase
     public override string ShortName => $"SMMA {Period} : {SourceName}";
 
 
-    public SmmaIndicator()
+    public SmmaIndicator() : base()
     {
         Name = "SMMA - Smoothed Moving Average";
     }
@@ -19,5 +19,6 @@ public class SmmaIndicator : IndicatorBase
     protected override void InitIndicator()
     {
         ma = new Smma(Period);
+        base.InitIndicator();
     }
 }

quantower/Averages/T3Indicator.cs

@@ -10,13 +10,13 @@ public class T3Indicator : IndicatorBase
     public double Vfactor { get; set; } = 0.62;
 
     [InputParameter("Use SMA for warmup", sortIndex: 3)]
-    public bool UseSma { get; set; }
+    public bool UseSma { get; set; } = false;
 
     private T3? ma;
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"T3 {Period} : {Vfactor:F2} : {SourceName}";
 
-    public T3Indicator()
+    public T3Indicator() : base()
     {
         Name = "T3 - Tillson T3 Moving Average";
     }
@@ -24,5 +24,6 @@ public class T3Indicator : IndicatorBase
     protected override void InitIndicator()
     {
         ma = new T3(period: Period, vfactor: Vfactor, useSma: UseSma);
+        base.InitIndicator();
     }
 }

quantower/Averages/TemaIndicator.cs

@@ -10,13 +10,14 @@ public class TemaIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"TEMA {Period} : {SourceName}";
 
-    public TemaIndicator()
+    public TemaIndicator() : base()
     {
         Name = "TEMA - Triple Exponential Moving Average";
     }
 
     protected override void InitIndicator()
     {
+        base.InitIndicator();
         ma = new Tema(period: Period);
     }
 }

quantower/Averages/TrimaIndicator.cs

@@ -11,7 +11,7 @@ public class TrimaIndicator : IndicatorBase
     public override string ShortName => $"TRIMA {Period} : {SourceName}";
 
 
-    public TrimaIndicator()
+    public TrimaIndicator() : base()
     {
         Name = "TRIMA - Triangular Moving Average";
     }
@@ -19,5 +19,6 @@ public class TrimaIndicator : IndicatorBase
     protected override void InitIndicator()
     {
         ma = new Trima(Period);
+        base.InitIndicator();
     }
 }

quantower/Averages/VidyaIndicator.cs

@@ -15,7 +15,7 @@ public class VidyaIndicator : IndicatorBase
     public override string ShortName => $"VIDYA {Period} : {SourceName}";
 
 
-    public VidyaIndicator()
+    public VidyaIndicator() : base()
     {
         Name = "VIDYA - Variable Index Dynamic Average";
     }
@@ -23,5 +23,6 @@ public class VidyaIndicator : IndicatorBase
     protected override void InitIndicator()
     {
         ma = new Vidya(Period, LPeriod, Alpha);
+        base.InitIndicator();
     }
 }

quantower/Averages/WmaIndicator.cs

@@ -11,7 +11,7 @@ public class WmaIndicator : IndicatorBase
     public override string ShortName => $"WMA {Period} : {SourceName}";
 
 
-    public WmaIndicator()
+    public WmaIndicator() : base()
     {
         Name = "WMA - Weighted Moving Average";
     }
@@ -19,5 +19,6 @@ public class WmaIndicator : IndicatorBase
     protected override void InitIndicator()
     {
         ma = new Wma(Period);
+        base.InitIndicator();
     }
 }

quantower/Averages/ZlemaIndicator.cs

@@ -11,13 +11,14 @@ public class ZlemaIndicator : IndicatorBase
     public override string ShortName => $"ZLEMA {Period} : {SourceName}";
 
 
-    public ZlemaIndicator()
+    public ZlemaIndicator() : base()
     {
         Name = "ZLEMA - Weighted Moving Average";
     }
 
     protected override void InitIndicator()
     {
+        base.InitIndicator();
         ma = new Zlema(Period);
     }
 }

quantower/Averages/_IndicatorBase.cs

@@ -3,11 +3,10 @@ using TradingPlatform.BusinessLayer;
 using TradingPlatform.BusinessLayer.Chart;
 using System.Runtime.CompilerServices;
 using System.Drawing.Drawing2D;
+using QuanTAlib;
 using System.Collections;
 using TradingPlatform.BusinessLayer.TimeSync;
 
-namespace QuanTAlib;
-
 #pragma warning disable CA1416 // Validate platform compatibility
 public abstract class IndicatorBase : Indicator, IWatchlistIndicator
 {
@@ -28,7 +27,7 @@ public abstract class IndicatorBase : Indicator, IWatchlistIndicator
 
     [InputParameter("Show cold values", sortIndex: 20)]
     public bool ShowColdValues { get; set; } = true;
-    public int MinHistoryDepths { get; set; }
+    public int MinHistoryDepths;
 
     // LineSeries.LineSeries(string, Color, int, LineStyle)'
 
@@ -38,7 +37,7 @@ public abstract class IndicatorBase : Indicator, IWatchlistIndicator
 
     int IWatchlistIndicator.MinHistoryDepths => 0;
 
-    protected IndicatorBase()
+    protected IndicatorBase() : base()
     {
         OnBackGround = true;
         SeparateWindow = false;
@@ -46,9 +45,13 @@ public abstract class IndicatorBase : Indicator, IWatchlistIndicator
         Series = new(name: $"{Name}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
 
         AddLineSeries(Series);
+        InitIndicator();
     }
 
-    protected abstract void InitIndicator();
+    protected virtual void InitIndicator()
+    {
+        SourceName = GetName(Source);
+    }
 
     protected override void OnInit()
     {
@@ -92,7 +95,7 @@ public abstract class IndicatorBase : Indicator, IWatchlistIndicator
     {
         base.OnPaintChart(args);
         List<Point> allPoints = new List<Point>();
-        if (CurrentChart == null) { return; }
+        if (CurrentChart == null) return;
 
         Graphics gr = args.Graphics;
         var mainWindow = this.CurrentChart.Windows[args.WindowIndex];
@@ -123,7 +126,7 @@ public abstract class IndicatorBase : Indicator, IWatchlistIndicator
 
     private void DrawSmoothCombinedCurve(Graphics gr, List<Point> allPoints, int hotCount)
     {
-        if (allPoints.Count < 2) { return; }
+        if (allPoints.Count < 2) return;
 
         using (Pen defaultPen = new(Series!.Color, Series.Width) { DashStyle = ConvertLineStyleToDashStyle(Series.Style) })
         using (Pen coldPen = new(Series!.Color, Series.Width) { DashStyle = DashStyle.Dot })
@@ -143,7 +146,7 @@ public abstract class IndicatorBase : Indicator, IWatchlistIndicator
             }
         }
     }
-    private static DashStyle ConvertLineStyleToDashStyle(LineStyle lineStyle)
+    private DashStyle ConvertLineStyleToDashStyle(LineStyle lineStyle)
     {
         return lineStyle switch
         {
@@ -154,7 +157,7 @@ public abstract class IndicatorBase : Indicator, IWatchlistIndicator
             _ => DashStyle.Solid,
         };
     }
-    protected static void DrawText(Graphics gr, string text, Rectangle clientRect)
+    protected void DrawText(Graphics gr, string text, Rectangle clientRect)
     {
         Font font = new Font("Inter", 8);
         SizeF textSize = gr.MeasureString(text, font);
@@ -164,7 +167,7 @@ public abstract class IndicatorBase : Indicator, IWatchlistIndicator
         gr.FillRectangle(SystemBrushes.ControlDarkDark, textRect);
         gr.DrawString(text, font, Brushes.White, new PointF(textRect.X + 6, textRect.Y + 5));
     }
-    protected static string GetName(int pType)
+    protected string GetName(int pType)
     {
         return pType switch
         {

quantower/Statistics/EntropyIndicator.cs

@@ -10,7 +10,7 @@ public class EntropyIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => entropy!;
     public override string ShortName => $"ENTROPY {Period} : {SourceName}";
 
-    public EntropyIndicator()
+    public EntropyIndicator() : base()
     {
         Name = "ENTROPY - Entropy";
         SeparateWindow = true;
@@ -20,5 +20,6 @@ public class EntropyIndicator : IndicatorBase
     {
         entropy = new(Period);
         MinHistoryDepths = entropy.WarmupPeriod;
+        base.InitIndicator();
     }
 }

quantower/Statistics/KurtosisIndicator.cs

@@ -10,7 +10,7 @@ public class KurtosisIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => kurtosis!;
     public override string ShortName => $"KURTOSIS {Period} : {SourceName}";
 
-    public KurtosisIndicator()
+    public KurtosisIndicator() : base()
     {
         Name = "KURTOSIS - Relative Flatness";
         SeparateWindow = true;
@@ -20,5 +20,6 @@ public class KurtosisIndicator : IndicatorBase
     {
         kurtosis = new(Period);
         MinHistoryDepths = kurtosis.WarmupPeriod;
+        base.InitIndicator();
     }
 }

quantower/Statistics/MaxIndicator.cs

@@ -13,7 +13,7 @@ public class MaxIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"MAX {Period} : {Decay:F2} : {SourceName}";
 
-    public MaxIndicator()
+    public MaxIndicator() : base()
     {
         Name = "MAX - Maximum value (with decay) ";
     }
@@ -23,5 +23,6 @@ public class MaxIndicator : IndicatorBase
         ma = new Max(Period, Decay);
         MinHistoryDepths = ma.WarmupPeriod;
         Source = 2;
+        base.InitIndicator();
     }
 }

quantower/Statistics/MedianIndicator.cs

@@ -9,7 +9,7 @@ public class MedianIndicator : IndicatorBase
     private Median? med;
     protected override AbstractBase QuanTAlib => med!;
     public override string ShortName => $"MEDIAN {Period} : {SourceName}";
-    public MedianIndicator()
+    public MedianIndicator() : base()
     {
         Name = "MEDIAN - Median historical value";
     }
@@ -18,5 +18,6 @@ public class MedianIndicator : IndicatorBase
     {
         med = new Median(Period);
         MinHistoryDepths = med.WarmupPeriod;
+        base.InitIndicator();
     }
 }

quantower/Statistics/MinIndicator.cs

@@ -12,7 +12,7 @@ public class MinIndicator : IndicatorBase
     private Min? mi;
     protected override AbstractBase QuanTAlib => mi!;
     public override string ShortName => $"MIN {Period} : {Decay:F2} : {SourceName}";
-    public MinIndicator()
+    public MinIndicator() : base()
     {
         Name = "MIN - Minimum value (with decay)";
     }
@@ -22,5 +22,6 @@ public class MinIndicator : IndicatorBase
         mi = new Min(Period, Decay);
         MinHistoryDepths = mi.WarmupPeriod;
         Source = 3;
+        base.InitIndicator();
     }
 }

quantower/Statistics/ModeIndicator.cs

@@ -9,7 +9,7 @@ public class ModeIndicator : IndicatorBase
     private Mode? mode;
     protected override AbstractBase QuanTAlib => mode!;
     public override string ShortName => $"MODE {Period} : {SourceName}";
-    public ModeIndicator()
+    public ModeIndicator() : base()
     {
         Name = "MODE - Most frequent historical value";
     }
@@ -18,5 +18,6 @@ public class ModeIndicator : IndicatorBase
     {
         mode = new Mode(Period);
         MinHistoryDepths = mode.WarmupPeriod;
+        base.InitIndicator();
     }
 }

quantower/Statistics/PercentileIndicator.cs

@@ -12,7 +12,7 @@ public class PercentileIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => percentile!;
     public override string ShortName => $"PERCENTILE {Period} {Percent:F0}% : {SourceName}";
 
-    public PercentileIndicator()
+    public PercentileIndicator() : base()
     {
         Name = "PERCENTILE - n-th Percentile ";
         SeparateWindow = false;
@@ -22,6 +22,7 @@ public class PercentileIndicator : IndicatorBase
     {
         percentile = new(Period, Percent);
         MinHistoryDepths = percentile.WarmupPeriod;
+        base.InitIndicator();
     }
 
 }

quantower/Statistics/SkewIndicator.cs

@@ -11,7 +11,7 @@ public class SkewIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => skew!;
     public override string ShortName => $"SKEW {Period} : {SourceName}";
 
-    public SkewIndicator()
+    public SkewIndicator() : base()
     {
         Name = "SKEW - Skewness";
         SeparateWindow = true;
@@ -21,5 +21,6 @@ public class SkewIndicator : IndicatorBase
     {
         skew = new(Period);
         MinHistoryDepths = skew.WarmupPeriod;
+        base.InitIndicator();
     }
 }

quantower/Statistics/StddevIndicator.cs

@@ -7,12 +7,12 @@ public class StddevIndicator : IndicatorBase
     public int Period { get; set; } = 20;
 
     [InputParameter("Population", sortIndex: 2)]
-    public bool IsPopulation { get; set; }
+    public bool IsPopulation { get; set; } = false;
 
     private Stddev? stddev;
     protected override AbstractBase QuanTAlib => stddev!;
     public override string ShortName => $"STDDEV {Period} : {SourceName}";
-    public StddevIndicator()
+    public StddevIndicator() : base()
     {
         Name = "STDDEV - Standard Deviation";
         SeparateWindow = true;
@@ -22,5 +22,6 @@ public class StddevIndicator : IndicatorBase
     {
         stddev = new(Period, IsPopulation);
         MinHistoryDepths = stddev.WarmupPeriod;
+        base.InitIndicator();
     }
 }

quantower/Statistics/VarianceIndictor.cs

@@ -7,12 +7,12 @@ public class VarianceIndicator : IndicatorBase
     public int Period { get; set; } = 20;
 
     [InputParameter("Population", sortIndex: 2)]
-    public bool IsPopulation { get; set; }
+    public bool IsPopulation { get; set; } = false;
 
     private Variance? variance;
     protected override AbstractBase QuanTAlib => variance!;
     public override string ShortName => $"VAR {Period} : {SourceName}";
-    public VarianceIndicator()
+    public VarianceIndicator() : base()
     {
         Name = "VAR - Variance";
         SeparateWindow = true;
@@ -23,5 +23,6 @@ public class VarianceIndicator : IndicatorBase
         SeparateWindow = true;
         variance = new(Period, IsPopulation);
         MinHistoryDepths = variance.WarmupPeriod;
+        base.InitIndicator();
     }
 }

quantower/Statistics/ZscoreIndicator.cs

@@ -10,7 +10,7 @@ public class ZScoreIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => zScore!;
     public override string ShortName => $"ZSCORE {Period} : {SourceName}";
 
-    public ZScoreIndicator()
+    public ZScoreIndicator() : base()
     {
         Name = "ZSCORE - Standard Score";
         SeparateWindow = true;
@@ -20,6 +20,7 @@ public class ZScoreIndicator : IndicatorBase
     {
         zScore = new(Period);
         MinHistoryDepths = zScore.WarmupPeriod;
+        base.InitIndicator();
     }
 
 }

quantower/Statistics/_IndicatorBase.cs

@@ -28,7 +28,7 @@ public abstract class IndicatorBase : Indicator, IWatchlistIndicator
 
     [InputParameter("Show cold values", sortIndex: 20)]
     public bool ShowColdValues { get; set; } = true;
-    public int MinHistoryDepths { get; set; }
+    public int MinHistoryDepths;
 
     // LineSeries.LineSeries(string, Color, int, LineStyle)'
 
@@ -38,7 +38,7 @@ public abstract class IndicatorBase : Indicator, IWatchlistIndicator
 
     int IWatchlistIndicator.MinHistoryDepths => 0;
 
-    protected IndicatorBase()
+    protected IndicatorBase() : base()
     {
         OnBackGround = true;
         SeparateWindow = false;
@@ -46,14 +46,17 @@ public abstract class IndicatorBase : Indicator, IWatchlistIndicator
         Series = new(name: $"{Name}", color: Color.RoyalBlue, width: 2, style: LineStyle.Solid);
 
         AddLineSeries(Series);
+        InitIndicator();
     }
 
-    protected abstract void InitIndicator();
+    protected virtual void InitIndicator()
+    {
+        SourceName = GetName(Source);
+    }
 
     protected override void OnInit()
     {
         InitIndicator();
-        SourceName = GetName(Source);
         base.OnInit();
     }
 
@@ -93,7 +96,7 @@ public abstract class IndicatorBase : Indicator, IWatchlistIndicator
     {
         base.OnPaintChart(args);
         List<Point> allPoints = new List<Point>();
-        if (CurrentChart == null) { return; }
+        if (CurrentChart == null) return;
 
         Graphics gr = args.Graphics;
 
@@ -125,7 +128,7 @@ public abstract class IndicatorBase : Indicator, IWatchlistIndicator
 
     private void DrawSmoothCombinedCurve(Graphics gr, List<Point> allPoints, int hotCount)
     {
-        if (allPoints.Count < 2) { return; }
+        if (allPoints.Count < 2) return;
 
         using (Pen defaultPen = new(Series!.Color, Series.Width) { DashStyle = ConvertLineStyleToDashStyle(Series.Style) })
         using (Pen coldPen = new(Series!.Color, Series.Width) { DashStyle = DashStyle.Dot })
@@ -145,7 +148,7 @@ public abstract class IndicatorBase : Indicator, IWatchlistIndicator
             }
         }
     }
-    private static DashStyle ConvertLineStyleToDashStyle(LineStyle lineStyle)
+    private DashStyle ConvertLineStyleToDashStyle(LineStyle lineStyle)
     {
         return lineStyle switch
         {
@@ -156,7 +159,7 @@ public abstract class IndicatorBase : Indicator, IWatchlistIndicator
             _ => DashStyle.Solid,
         };
     }
-    protected static void DrawText(Graphics gr, string text, Rectangle clientRect)
+    protected void DrawText(Graphics gr, string text, Rectangle clientRect)
     {
         Font font = new Font("Inter", 8);
         SizeF textSize = gr.MeasureString(text, font);
@@ -166,7 +169,7 @@ public abstract class IndicatorBase : Indicator, IWatchlistIndicator
         gr.FillRectangle(SystemBrushes.ControlDarkDark, textRect);
         gr.DrawString(text, font, Brushes.White, new PointF(textRect.X + 6, textRect.Y + 5));
     }
-    protected static string GetName(int pType)
+    protected string GetName(int pType)
     {
         return pType switch
         {