readme

Signed-off-by: Miha Kralj <miha@kraljfamily.net>

workflow

workflow

Signed-off-by: Miha Kralj <miha@kraljfamily.net>

Refactor charts


KAMA


build

build

build

build

.github/workflows/build.yml

@@ -0,0 +1,73 @@
+name: Build
+on:
+  workflow_dispatch:
+
+jobs:
+  build:
+    runs-on: windows-latest
+    steps:
+    - name: Checkout
+      uses: actions/checkout@v2
+      with:
+        fetch-depth: 0
+
+    - name: Install .NET 7.0
+      uses: actions/setup-dotnet@v1
+      with:
+        dotnet-version: |
+          7.0.x
+          5.0.x
+        include-prerelease: true
+
+    - name: Install JDK11 for Sonar Scanner
+      uses: actions/setup-java@v1
+      with:
+        java-version: 1.11
+
+    - name: Install JetBrains
+      run: dotnet tool install JetBrains.dotCover.GlobalTool --global
+    - name: Install Sonar Scanner
+      run: dotnet tool install dotnet-sonarscanner --global
+    - name: Install dotnet-coverage
+      run: dotnet tool install dotnet-coverage --global
+    - name: Install CodeCov
+      run: dotnet tool install --global Codecov.Tool
+
+    - name: Sonar start
+      env:
+        GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
+        SONAR_TOKEN: ${{ secrets.SONAR_TOKEN }}
+      #run: dotnet sonarscanner begin /o:"mihakralj" /k:"mihakralj_QuanTAlib" /d:sonar.login="${{ secrets.SONAR_TOKEN }}" /d:sonar.host.url="https://sonarcloud.io" /d:sonar.cs.vscoveragexml.reportsPaths="./coverage.xml"
+      run: dotnet sonarscanner begin /o:"mihakralj" /k:"mihakralj_QuanTAlib"
+        /d:sonar.login="${{ secrets.SONAR_TOKEN }}"
+        /d:sonar.host.url="https://sonarcloud.io"
+        /d:sonar.cs.dotcover.reportsPaths=./coveragereport.html
+
+    - name: Build Core DLL
+      run: dotnet build ./Source/QuanTAlib.csproj --verbosity normal --configuration Release --nologo
+    - name: Build Quantower DLL
+      run: dotnet build ./Quantower/Quantower.csproj --verbosity normal --configuration Release --nologo
+
+    - name: dotnet Test
+      run: dotnet test ./Tests/Tests.csproj --verbosity normal --configuration Release --nologo
+    - name: DotCover Test XML
+      run: dotnet dotcover test ./Tests/Tests.csproj --verbosity normal --framework net7.0 --dcReportType=DetailedXML --dcoutput=./coveragereport.xml
+    - name: DotCover Test HTML
+      run: dotnet dotcover test ./Tests/Tests.csproj --verbosity normal --framework net7.0 --dcReportType=HTML --dcoutput=./coveragereport.html
+#    - name: dotnet-coverage
+#      run: dotnet-coverage collect 'dotnet test' -f xml -o './coverage.xml'
+
+    - name: Sonar reporter
+      env:
+        GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
+        SONAR_TOKEN: ${{ secrets.SONAR_TOKEN }}
+      run: dotnet sonarscanner end /d:sonar.login="${{ secrets.SONAR_TOKEN }}"
+
+    - name: CodeCov run
+      run: codecov -f ./coveragereport.xml -v -t ${{ secrets.CODECOV_TOKEN }}
+
+    - name: Codacy coverage reporter
+      uses: codacy/codacy-coverage-reporter-action@v1
+      with:
+        project-token: ${{ secrets.CODACY_PROJECT_TOKEN }}
+        coverage-reports: ./coveragereport.xml

.github/workflows/main_automation.yml

@@ -1,13 +1,15 @@
-name: Main
+name: Stage/build/test/release/publish
 on:
   workflow_dispatch:
   push:
-    branches: [ main ]
+    branches:
+      - '*'
   pull_request:
-    branches: [ main ]
+    branches:
+      - '*'
 
 jobs:
-  build:
+  build_test:
     runs-on: windows-latest
     steps:
     - name: Checkout
@@ -31,29 +33,29 @@ jobs:
     - name: Install JetBrains
       run: dotnet tool install JetBrains.dotCover.GlobalTool --global
     - name: Install Sonar Scanner
-      run: dotnet tool install dotnet-sonarscanner --global 
+      run: dotnet tool install dotnet-sonarscanner --global
     - name: Install dotnet-coverage
       run: dotnet tool install dotnet-coverage --global
     - name: Install CodeCov
       run: dotnet tool install --global Codecov.Tool
 
     - name: Sonar start
-      env: 
+      env:
         GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
         SONAR_TOKEN: ${{ secrets.SONAR_TOKEN }}
       #run: dotnet sonarscanner begin /o:"mihakralj" /k:"mihakralj_QuanTAlib" /d:sonar.login="${{ secrets.SONAR_TOKEN }}" /d:sonar.host.url="https://sonarcloud.io" /d:sonar.cs.vscoveragexml.reportsPaths="./coverage.xml"
-      run: dotnet sonarscanner begin /o:"mihakralj" /k:"mihakralj_QuanTAlib" 
-        /d:sonar.login="${{ secrets.SONAR_TOKEN }}" 
-        /d:sonar.host.url="https://sonarcloud.io" 
+      run: dotnet sonarscanner begin /o:"mihakralj" /k:"mihakralj_QuanTAlib"
+        /d:sonar.login="${{ secrets.SONAR_TOKEN }}"
+        /d:sonar.host.url="https://sonarcloud.io"
         /d:sonar.cs.dotcover.reportsPaths=./coveragereport.html
 
     - name: Build Core DLL
-      run: dotnet build ./Source/QuanTAlib.csproj --verbosity normal --configuration Release --nologo 
+      run: dotnet build ./Source/QuanTAlib.csproj --verbosity normal --configuration Debug --nologo
     - name: Build Quantower DLL
-      run: dotnet build ./Quantower/Quantower.csproj --verbosity normal --configuration Release --nologo 
+      run: dotnet build ./Quantower/Quantower.csproj --verbosity normal --configuration Debug --nologo
 
     - name: dotnet Test
-      run: dotnet test ./Tests/Tests.csproj --verbosity normal --configuration Release --nologo 
+      run: dotnet test ./Tests/Tests.csproj --verbosity normal --configuration Debug --nologo
     - name: DotCover Test XML
       run: dotnet dotcover test ./Tests/Tests.csproj --verbosity normal --framework net7.0 --dcReportType=DetailedXML --dcoutput=./coveragereport.xml
     - name: DotCover Test HTML
@@ -62,7 +64,7 @@ jobs:
 #      run: dotnet-coverage collect 'dotnet test' -f xml -o './coverage.xml'
 
     - name: Sonar reporter
-      env: 
+      env:
         GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
         SONAR_TOKEN: ${{ secrets.SONAR_TOKEN }}
       run: dotnet sonarscanner end /d:sonar.login="${{ secrets.SONAR_TOKEN }}"
@@ -76,6 +78,120 @@ jobs:
         project-token: ${{ secrets.CODACY_PROJECT_TOKEN }}
         coverage-reports: ./coveragereport.xml
 
+  release_publish:
+    runs-on: windows-latest
+    needs: [build_test]
+    if: ${{ github.ref == 'refs/heads/main' }}
+    steps:
+    - name: Checkout
+      uses: actions/checkout@v2
+      with:
+        fetch-depth: 0
+
+    - name: Install .NET 7.0
+      uses: actions/setup-dotnet@v1
+      with:
+        dotnet-version: |
+          7.0.x
+          5.0.x
+        include-prerelease: true
+
+    - name: Build Core DLL
+      run: dotnet build ./Source/QuanTAlib.csproj --configuration Release --nologo
+    - name: Build Quantower DLL
+      run: dotnet build ./Quantower/Quantower.csproj --configuration Release --nologo
+
+    - name: Release
+      uses: marvinpinto/action-automatic-releases@latest
+      with:
+        repo_token: "${{ secrets.GITHUB_TOKEN }}"
+        automatic_release_tag: "latest"
+        prerelease: true
+        title: "Latest Build"
+        files: /Quantower/Settings/Scripts/Indicators/QuanTAlib/*.dll
+
+    - name: Push package to github
+      run: dotnet nuget push '.\Source\bin\Release\QuanTAlib.*.nupkg'
+          --api-key ${{ secrets.GITHUB_TOKEN }}
+          --source https://nuget.pkg.github.com/mihakralj/index.json
+          --skip-duplicate
+
+    - name: Push package to nuget.org
+      run: dotnet nuget push '.\Source\bin\Release\QuanTAlib.*.nupkg'
+          --api-key ${{ secrets.NUGET_DEPLOY_KEY_QUANTLIB }}
+          --source https://api.nuget.org/v3/index.json
+          --skip-duplicate
+
+
+#  build:
+#    runs-on: windows-latest
+#    steps:
+#     - name: Checkout
+#       uses: actions/checkout@v2
+#       with:
+#         fetch-depth: 0
+
+#     - name: Install .NET 7.0
+#       uses: actions/setup-dotnet@v1
+#       with:
+#         dotnet-version: |
+#           7.0.x
+#           5.0.x
+#         include-prerelease: true
+
+#     - name: Install JDK11 for Sonar Scanner
+#       uses: actions/setup-java@v1
+#       with:
+#         java-version: 1.11
+
+#     - name: Install JetBrains
+#       run: dotnet tool install JetBrains.dotCover.GlobalTool --global
+#     - name: Install Sonar Scanner
+#       run: dotnet tool install dotnet-sonarscanner --global
+#     - name: Install dotnet-coverage
+#       run: dotnet tool install dotnet-coverage --global
+#     - name: Install CodeCov
+#       run: dotnet tool install --global Codecov.Tool
+
+#     - name: Sonar start
+#       env:
+#         GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
+#         SONAR_TOKEN: ${{ secrets.SONAR_TOKEN }}
+#       #run: dotnet sonarscanner begin /o:"mihakralj" /k:"mihakralj_QuanTAlib" /d:sonar.login="${{ secrets.SONAR_TOKEN }}" /d:sonar.host.url="https://sonarcloud.io" /d:sonar.cs.vscoveragexml.reportsPaths="./coverage.xml"
+#       run: dotnet sonarscanner begin /o:"mihakralj" /k:"mihakralj_QuanTAlib"
+#         /d:sonar.login="${{ secrets.SONAR_TOKEN }}"
+#         /d:sonar.host.url="https://sonarcloud.io"
+#         /d:sonar.cs.dotcover.reportsPaths=./coveragereport.html
+
+#     - name: Build Core DLL
+#       run: dotnet build ./Source/QuanTAlib.csproj --verbosity normal --configuration Release --nologo
+#     - name: Build Quantower DLL
+#       run: dotnet build ./Quantower/Quantower.csproj --verbosity normal --configuration Release --nologo
+
+#     - name: dotnet Test
+#       run: dotnet test ./Tests/Tests.csproj --verbosity normal --configuration Release --nologo
+#     - name: DotCover Test XML
+#       run: dotnet dotcover test ./Tests/Tests.csproj --verbosity normal --framework net7.0 --dcReportType=DetailedXML --dcoutput=./coveragereport.xml
+#     - name: DotCover Test HTML
+#       run: dotnet dotcover test ./Tests/Tests.csproj --verbosity normal --framework net7.0 --dcReportType=HTML --dcoutput=./coveragereport.html
+# #    - name: dotnet-coverage
+# #      run: dotnet-coverage collect 'dotnet test' -f xml -o './coverage.xml'
+
+#     - name: Sonar reporter
+#       env:
+#         GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
+#         SONAR_TOKEN: ${{ secrets.SONAR_TOKEN }}
+#       run: dotnet sonarscanner end /d:sonar.login="${{ secrets.SONAR_TOKEN }}"
+
+#     - name: CodeCov run
+#       run: codecov -f ./coveragereport.xml -v -t ${{ secrets.CODECOV_TOKEN }}
+
+#     - name: Codacy coverage reporter
+#       uses: codacy/codacy-coverage-reporter-action@v1
+#       with:
+#         project-token: ${{ secrets.CODACY_PROJECT_TOKEN }}
+#         coverage-reports: ./coveragereport.xml
+
 #    - name: Zip DLLs
 #      uses: thedoctor0/zip-release@master
 #      with:
@@ -91,7 +207,7 @@ jobs:
 #        prerelease: true
 #        title: "Pre-release Build"
 #        files: /Quantower/Settings/Scripts/Indicators/QuanTAlib/*.zip
-            
+
 #    - name: Push package to nuget.org
 #      run: dotnet nuget push '.\Source\bin\Release\QuanTAlib.*.nupkg'
 #          --api-key ${{ secrets.NUGET_DEPLOY_KEY_QUANTLIB }}
@@ -102,4 +218,4 @@ jobs:
 #      run: dotnet nuget push '.\Source\bin\Release\QuanTAlib.*.nupkg'
 #          --api-key ${{ secrets.GITHUB_TOKEN }}
 #          --source https://nuget.pkg.github.com/mihakralj/index.json
-#          --skip-duplicate
+#          --skip-duplicate

.github/workflows/publish.yml

@@ -0,0 +1,54 @@
+name: Publish
+on:
+  workflow_dispatch:
+
+jobs:
+  publish:
+    runs-on: windows-latest
+    needs: build
+    steps:
+    - name: Checkout
+      uses: actions/checkout@v2
+      with:
+        fetch-depth: 0
+
+    - name: Install .NET 7.0
+      uses: actions/setup-dotnet@v1
+      with:
+        dotnet-version: |
+          7.0.x
+          5.0.x
+        include-prerelease: true
+
+    - name: Build Core DLL
+      run: dotnet build ./Source/QuanTAlib.csproj --verbosity normal --configuration Release --nologo
+    - name: Build Quantower DLL
+      run: dotnet build ./Quantower/Quantower.csproj --verbosity normal --configuration Release --nologo
+
+    - name: Zip DLLs
+      uses: thedoctor0/zip-release@master
+      with:
+        type: 'zip'
+        directory: \Quantower\Settings\Scripts\Indicators\QuanTAlib
+        filename: QL_Quantower.zip
+
+    - name: Release
+      uses: marvinpinto/action-automatic-releases@latest
+      with:
+        repo_token: "${{ secrets.GITHUB_TOKEN }}"
+        automatic_release_tag: "latest"
+        prerelease: true
+        title: "Pre-release Build"
+        files: /Quantower/Settings/Scripts/Indicators/QuanTAlib/*.zip
+
+    - name: Push package to nuget.org
+      run: dotnet nuget push '.\Source\bin\Release\QuanTAlib.*.nupkg'
+          --api-key ${{ secrets.NUGET_DEPLOY_KEY_QUANTLIB }}
+          --source https://api.nuget.org/v3/index.json
+          --skip-duplicate
+
+    - name: Push package to github
+      run: dotnet nuget push '.\Source\bin\Release\QuanTAlib.*.nupkg'
+          --api-key ${{ secrets.GITHUB_TOKEN }}
+          --source https://nuget.pkg.github.com/mihakralj/index.json
+          --skip-duplicate

QuanTAlib.sln

@@ -1,74 +1,51 @@
-
-Microsoft Visual Studio Solution File, Format Version 12.00
-# Visual Studio Version 17
-VisualStudioVersion = 17.2.32210.308
-MinimumVisualStudioVersion = 10.0.40219.1
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Tests", "Tests\Tests.csproj", "{283EACC9-3AF6-4DAE-9C1C-0F7F8C8CD70D}"
-	ProjectSection(ProjectDependencies) = postProject
-		{5096AEA1-81BC-46E7-9F2B-B408AFAA850C} = {5096AEA1-81BC-46E7-9F2B-B408AFAA850C}
-	EndProjectSection
-EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "QuanTAlib", "Source\QuanTAlib.csproj", "{AAE21F8A-9BC2-4647-A9EB-4DC86C569080}"
-EndProject
-Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "Docs", "Docs", "{3AA87FFE-4EEE-4C1B-82E0-2A5E40E2254D}"
-	ProjectSection(SolutionItems) = preProject
-		Docs\bars_and_HMA.dib = Docs\bars_and_HMA.dib
-		Docs\Comparing_w_TALIB.ipynb = Docs\Comparing_w_TALIB.ipynb
-		Docs\getting_started.ipynb = Docs\getting_started.ipynb
-		Docs\Indicators.md = Docs\Indicators.md
-		Docs\LICENSE = Docs\LICENSE
-		Docs\ma-comparison.dib = Docs\ma-comparison.dib
-		Docs\macd_example.ipynb = Docs\macd_example.ipynb
-		Docs\QuanTAlib_Indicators.dib = Docs\QuanTAlib_Indicators.dib
-		Docs\QuanTAlib_test.ipynb = Docs\QuanTAlib_test.ipynb
-		Docs\README.md = Docs\README.md
-	EndProjectSection
-EndProject
-Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "Source", "Source", "{8D8CD223-7A8C-46C4-A326-58E0B735FBA4}"
-EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Quantower", "Quantower\Quantower.csproj", "{5096AEA1-81BC-46E7-9F2B-B408AFAA850C}"
-EndProject
-Global
-	GlobalSection(SolutionConfigurationPlatforms) = preSolution
-		Debug|Any CPU = Debug|Any CPU
-		Debug|x64 = Debug|x64
-		Release|Any CPU = Release|Any CPU
-		Release|x64 = Release|x64
-	EndGlobalSection
-	GlobalSection(ProjectConfigurationPlatforms) = postSolution
-		{283EACC9-3AF6-4DAE-9C1C-0F7F8C8CD70D}.Debug|Any CPU.ActiveCfg = Debug|x64
-		{283EACC9-3AF6-4DAE-9C1C-0F7F8C8CD70D}.Debug|Any CPU.Build.0 = Debug|x64
-		{283EACC9-3AF6-4DAE-9C1C-0F7F8C8CD70D}.Debug|x64.ActiveCfg = Debug|x64
-		{283EACC9-3AF6-4DAE-9C1C-0F7F8C8CD70D}.Debug|x64.Build.0 = Debug|x64
-		{283EACC9-3AF6-4DAE-9C1C-0F7F8C8CD70D}.Release|Any CPU.ActiveCfg = Release|Any CPU
-		{283EACC9-3AF6-4DAE-9C1C-0F7F8C8CD70D}.Release|Any CPU.Build.0 = Release|Any CPU
-		{283EACC9-3AF6-4DAE-9C1C-0F7F8C8CD70D}.Release|x64.ActiveCfg = Release|x64
-		{283EACC9-3AF6-4DAE-9C1C-0F7F8C8CD70D}.Release|x64.Build.0 = Release|x64
-		{AAE21F8A-9BC2-4647-A9EB-4DC86C569080}.Debug|Any CPU.ActiveCfg = Release|Any CPU
-		{AAE21F8A-9BC2-4647-A9EB-4DC86C569080}.Debug|Any CPU.Build.0 = Release|Any CPU
-		{AAE21F8A-9BC2-4647-A9EB-4DC86C569080}.Debug|x64.ActiveCfg = Debug|Any CPU
-		{AAE21F8A-9BC2-4647-A9EB-4DC86C569080}.Debug|x64.Build.0 = Debug|Any CPU
-		{AAE21F8A-9BC2-4647-A9EB-4DC86C569080}.Release|Any CPU.ActiveCfg = Release|Any CPU
-		{AAE21F8A-9BC2-4647-A9EB-4DC86C569080}.Release|Any CPU.Build.0 = Release|Any CPU
-		{AAE21F8A-9BC2-4647-A9EB-4DC86C569080}.Release|x64.ActiveCfg = Release|Any CPU
-		{AAE21F8A-9BC2-4647-A9EB-4DC86C569080}.Release|x64.Build.0 = Release|Any CPU
-		{5096AEA1-81BC-46E7-9F2B-B408AFAA850C}.Debug|Any CPU.ActiveCfg = Release|Any CPU
-		{5096AEA1-81BC-46E7-9F2B-B408AFAA850C}.Debug|Any CPU.Build.0 = Release|Any CPU
-		{5096AEA1-81BC-46E7-9F2B-B408AFAA850C}.Debug|x64.ActiveCfg = Release|Any CPU
-		{5096AEA1-81BC-46E7-9F2B-B408AFAA850C}.Debug|x64.Build.0 = Release|Any CPU
-		{5096AEA1-81BC-46E7-9F2B-B408AFAA850C}.Release|Any CPU.ActiveCfg = Release|Any CPU
-		{5096AEA1-81BC-46E7-9F2B-B408AFAA850C}.Release|Any CPU.Build.0 = Release|Any CPU
-		{5096AEA1-81BC-46E7-9F2B-B408AFAA850C}.Release|x64.ActiveCfg = Release|Any CPU
-		{5096AEA1-81BC-46E7-9F2B-B408AFAA850C}.Release|x64.Build.0 = Release|Any CPU
-	EndGlobalSection
-	GlobalSection(SolutionProperties) = preSolution
-		HideSolutionNode = FALSE
-	EndGlobalSection
-	GlobalSection(NestedProjects) = preSolution
-		{283EACC9-3AF6-4DAE-9C1C-0F7F8C8CD70D} = {8D8CD223-7A8C-46C4-A326-58E0B735FBA4}
-		{AAE21F8A-9BC2-4647-A9EB-4DC86C569080} = {8D8CD223-7A8C-46C4-A326-58E0B735FBA4}
-	EndGlobalSection
-	GlobalSection(ExtensibilityGlobals) = postSolution
-		SolutionGuid = {E5592DC2-0542-45B2-A0CF-C6B1EDC72B87}
-	EndGlobalSection
-EndGlobal
+
+Microsoft Visual Studio Solution File, Format Version 12.00
+# Visual Studio Version 17
+VisualStudioVersion = 17.2.32210.308
+MinimumVisualStudioVersion = 10.0.40219.1
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "QuanTAlib", "Source\QuanTAlib.csproj", "{AAE21F8A-9BC2-4647-A9EB-4DC86C569080}"
+EndProject
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Quantower", "Quantower\Quantower.csproj", "{5096AEA1-81BC-46E7-9F2B-B408AFAA850C}"
+EndProject
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Tests", "Tests\Tests.csproj", "{283EACC9-3AF6-4DAE-9C1C-0F7F8C8CD70D}"
+EndProject
+Global
+	GlobalSection(SolutionConfigurationPlatforms) = preSolution
+		Debug|Any CPU = Debug|Any CPU
+		Debug|x64 = Debug|x64
+		Release|Any CPU = Release|Any CPU
+		Release|x64 = Release|x64
+	EndGlobalSection
+	GlobalSection(ProjectConfigurationPlatforms) = postSolution
+		{AAE21F8A-9BC2-4647-A9EB-4DC86C569080}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{AAE21F8A-9BC2-4647-A9EB-4DC86C569080}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{AAE21F8A-9BC2-4647-A9EB-4DC86C569080}.Debug|x64.ActiveCfg = Debug|Any CPU
+		{AAE21F8A-9BC2-4647-A9EB-4DC86C569080}.Debug|x64.Build.0 = Debug|Any CPU
+		{AAE21F8A-9BC2-4647-A9EB-4DC86C569080}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{AAE21F8A-9BC2-4647-A9EB-4DC86C569080}.Release|Any CPU.Build.0 = Release|Any CPU
+		{AAE21F8A-9BC2-4647-A9EB-4DC86C569080}.Release|x64.ActiveCfg = Release|x64
+		{AAE21F8A-9BC2-4647-A9EB-4DC86C569080}.Release|x64.Build.0 = Release|x64
+		{5096AEA1-81BC-46E7-9F2B-B408AFAA850C}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{5096AEA1-81BC-46E7-9F2B-B408AFAA850C}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{5096AEA1-81BC-46E7-9F2B-B408AFAA850C}.Debug|x64.ActiveCfg = Release|Any CPU
+		{5096AEA1-81BC-46E7-9F2B-B408AFAA850C}.Debug|x64.Build.0 = Release|Any CPU
+		{5096AEA1-81BC-46E7-9F2B-B408AFAA850C}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{5096AEA1-81BC-46E7-9F2B-B408AFAA850C}.Release|Any CPU.Build.0 = Release|Any CPU
+		{5096AEA1-81BC-46E7-9F2B-B408AFAA850C}.Release|x64.ActiveCfg = Release|x64
+		{5096AEA1-81BC-46E7-9F2B-B408AFAA850C}.Release|x64.Build.0 = Release|x64
+		{283EACC9-3AF6-4DAE-9C1C-0F7F8C8CD70D}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{283EACC9-3AF6-4DAE-9C1C-0F7F8C8CD70D}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{283EACC9-3AF6-4DAE-9C1C-0F7F8C8CD70D}.Debug|x64.ActiveCfg = Debug|x64
+		{283EACC9-3AF6-4DAE-9C1C-0F7F8C8CD70D}.Debug|x64.Build.0 = Debug|x64
+		{283EACC9-3AF6-4DAE-9C1C-0F7F8C8CD70D}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{283EACC9-3AF6-4DAE-9C1C-0F7F8C8CD70D}.Release|Any CPU.Build.0 = Release|Any CPU
+		{283EACC9-3AF6-4DAE-9C1C-0F7F8C8CD70D}.Release|x64.ActiveCfg = Release|x64
+		{283EACC9-3AF6-4DAE-9C1C-0F7F8C8CD70D}.Release|x64.Build.0 = Release|x64
+	EndGlobalSection
+	GlobalSection(SolutionProperties) = preSolution
+		HideSolutionNode = FALSE
+	EndGlobalSection
+	GlobalSection(ExtensibilityGlobals) = postSolution
+		SolutionGuid = {E5592DC2-0542-45B2-A0CF-C6B1EDC72B87}
+	EndGlobalSection
+EndGlobal

Quantower/Indicators/ATR_chart.cs

@@ -0,0 +1,46 @@
+using System.Drawing;
+using TradingPlatform.BusinessLayer;
+namespace QuanTAlib;
+
+public class ATR_chart : Indicator
+{
+    #region Parameters
+
+    [InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
+    private readonly int Period = 10;
+
+    #endregion Parameters
+
+    private readonly TBars bars = new();
+
+    ///////
+    private ATR_Series indicator;
+    ///////
+
+    public ATR_chart()
+    {
+        this.SeparateWindow = true;
+        this.Name = "ATR - Average True Range";
+        this.Description = "Average True Range description";
+        this.AddLineSeries("ATR", Color.RoyalBlue, 3, LineStyle.Solid);
+    }
+
+    protected override void OnInit()
+    {
+        this.ShortName =
+            "ATR (" + this.Period + ")";
+        this.indicator = new(source: bars, period: this.Period, useNaN: false);
+    }
+
+	protected override void OnUpdate(UpdateArgs args)
+    {
+        bool update = !(args.Reason == UpdateReason.NewBar ||
+                        args.Reason == UpdateReason.HistoricalBar);
+        this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
+                      this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
+                      this.GetPrice(PriceType.Close),
+                      this.GetPrice(PriceType.Volume), update);
+        double result = this.indicator[this.indicator.Count - 1].v;
+        this.SetValue(result);
+    }
+}

Quantower/Indicators/BIAS_chart.cs

@@ -38,8 +38,6 @@ public class BIAS_chart : Indicator
             new(source: bars.Select(this.DataSource), period: this.Period);
     }
 
-    protected void OnNewData(bool update = false) { this.indicator.Add(update); }
-
     protected override void OnUpdate(UpdateArgs args)
     {
         bool update = !(args.Reason == UpdateReason.NewBar ||
@@ -48,7 +46,6 @@ public class BIAS_chart : Indicator
                       this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
                       this.GetPrice(PriceType.Close),
                       this.GetPrice(PriceType.Volume), update);
-        this.OnNewData(update);
         double result = this.indicator[this.indicator.Count - 1].v;
         this.SetValue(result, 0);
     }

Quantower/Indicators/DEMA_chart.cs

@@ -38,8 +38,6 @@ public class DEMA_chart : Indicator
                              period: this.Period, useNaN: false);
     }
 
-    protected void OnNewData(bool update = false) { this.indicator.Add(update); }
-
     protected override void OnUpdate(UpdateArgs args)
     {
         bool update = !(args.Reason == UpdateReason.NewBar ||
@@ -48,8 +46,6 @@ public class DEMA_chart : Indicator
                       this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
                       this.GetPrice(PriceType.Close),
                       this.GetPrice(PriceType.Volume), update);
-        this.OnNewData(update);
-
         double result = this.indicator[this.indicator.Count - 1].v;
         this.SetValue(result);
     }

Quantower/Indicators/EMA_chart.cs

@@ -38,8 +38,6 @@ public class EMA_chart : Indicator
                              period: this.Period, useNaN: false);
     }
 
-    protected void OnNewData(bool update = false) { this.indicator.Add(update); }
-
     protected override void OnUpdate(UpdateArgs args)
     {
         bool update = !(args.Reason == UpdateReason.NewBar ||
@@ -48,8 +46,6 @@ public class EMA_chart : Indicator
                       this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
                       this.GetPrice(PriceType.Close),
                       this.GetPrice(PriceType.Volume), update);
-        this.OnNewData(update);
-
         double result = this.indicator[this.indicator.Count - 1].v;
         this.SetValue(result);
     }

Quantower/Indicators/ENTP_chart.cs

@@ -38,8 +38,6 @@ public class ENTP_chart : Indicator
                              period: this.Period, useNaN: true);
     }
 
-    protected void OnNewData(bool update = false) { this.indicator.Add(update); }
-
     protected override void OnUpdate(UpdateArgs args)
     {
         bool update = !(args.Reason == UpdateReason.NewBar ||
@@ -48,8 +46,6 @@ public class ENTP_chart : Indicator
                       this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
                       this.GetPrice(PriceType.Close),
                       this.GetPrice(PriceType.Volume), update);
-        this.OnNewData(update);
-
         double result = this.indicator[this.indicator.Count - 1].v;
 
         this.SetValue(result, 0);

Quantower/Indicators/HEMA_chart.cs

@@ -38,8 +38,6 @@ public class HEMA_chart : Indicator
                              period: this.Period, useNaN: false);
     }
 
-    protected void OnNewData(bool update = false) { this.indicator.Add(update); }
-
     protected override void OnUpdate(UpdateArgs args)
     {
         bool update = !(args.Reason == UpdateReason.NewBar ||
@@ -48,8 +46,6 @@ public class HEMA_chart : Indicator
                       this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
                       this.GetPrice(PriceType.Close),
                       this.GetPrice(PriceType.Volume), update);
-        this.OnNewData(update);
-
         double result = this.indicator[this.indicator.Count - 1].v;
         this.SetValue(result);
     }

Quantower/Indicators/HMA_chart.cs

@@ -1,56 +1,56 @@
-using System.Drawing;
-using TradingPlatform.BusinessLayer;
-namespace QuanTAlib;
-
-public class HMA_chart : Indicator
-{
-    #region Parameters
-
-    [InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
-    private int Period = 10;
-
-    [InputParameter("Data source", 1, variants: new object[]
-      { "Open", 0, "High", 1,  "Low", 2,  "Close", 3,  "HL2", 4,  "OC2", 5,
-      "OHL3", 6,  "HLC3", 7,  "OHLC4", 8,  "Weighted (HLCC4)", 9 })]
-    private int DataSource = 3;
-
-    #endregion Parameters
-
-    private readonly TBars bars = new();
-
-    ///////
-    private HMA_Series indicator;
-    ///////
-
-    public HMA_chart()
-    {
-        this.SeparateWindow = false;
-        this.Name = "HMA - Hull Moving Average";
-        this.Description = "Hull Moving Average description";
-        this.AddLineSeries("HMA", Color.RoyalBlue, 3, LineStyle.Solid);
-    }
-
-    protected override void OnInit()
-    {
-        this.ShortName =
-            "HMA (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
-        this.indicator = new(source: bars.Select(this.DataSource),
-                             period: this.Period, useNaN: false);
-    }
-
-    protected void OnNewData(bool update = false) { this.indicator.Add(update); }
-
-    protected override void OnUpdate(UpdateArgs args)
-    {
-        bool update = !(args.Reason == UpdateReason.NewBar ||
-                        args.Reason == UpdateReason.HistoricalBar);
-        this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
-                      this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
-                      this.GetPrice(PriceType.Close),
-                      this.GetPrice(PriceType.Volume), update);
-        this.OnNewData(update);
-
-        double result = this.indicator[this.indicator.Count - 1].v;
-        this.SetValue(result);
-    }
-}
+using System.Diagnostics;
+using System.Drawing;
+using TradingPlatform.BusinessLayer;
+namespace QuanTAlib;
+
+public class HMA_chart : Indicator
+{
+    #region Parameters
+
+    [InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
+    private int Period = 10;
+
+    [InputParameter("Data source", 1, variants: new object[]
+      { "Open", 0, "High", 1,  "Low", 2,  "Close", 3,  "HL2", 4,  "OC2", 5,
+      "OHL3", 6,  "HLC3", 7,  "OHLC4", 8,  "Weighted (HLCC4)", 9 })]
+    private int DataSource = 3;
+
+    #endregion Parameters
+
+    private readonly TBars bars = new();
+
+    ///////
+    private HMA_Series indicator;
+    ///////
+
+    public HMA_chart()
+    {
+        this.SeparateWindow = false;
+        this.Name = "HMA - Hull Moving Average";
+        this.Description = "Hull Moving Average description";
+        this.AddLineSeries("HMA", Color.RoyalBlue, 3, LineStyle.Solid);
+    }
+
+    protected override void OnInit()
+    {
+        this.ShortName =
+            "HMA (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
+        this.indicator = new(source: bars.Select(this.DataSource),
+                             period: this.Period, useNaN: false);
+        Debug.WriteLine("Send to debug output.");
+}
+
+    protected override void OnUpdate(UpdateArgs args)
+    {
+	    Debug.WriteLine("Send to debug output.");
+
+			bool update = !(args.Reason == UpdateReason.NewBar ||
+                        args.Reason == UpdateReason.HistoricalBar);
+        this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
+                      this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
+                      this.GetPrice(PriceType.Close),
+                      this.GetPrice(PriceType.Volume), update);
+        double result = this.indicator[this.indicator.Count - 1].v;
+        this.SetValue(result);
+    }
+}

Quantower/Indicators/JMA_chart.cs

@@ -37,9 +37,6 @@ public class JMA_chart : Indicator
         this.indicator = new(source: bars.Select(this.DataSource),
                              period: this.Period, useNaN: false);
     }
-
-    protected void OnNewData(bool update = false) { this.indicator.Add(update); }
-
     protected override void OnUpdate(UpdateArgs args)
     {
         bool update = !(args.Reason == UpdateReason.NewBar ||
@@ -48,8 +45,6 @@ public class JMA_chart : Indicator
                       this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
                       this.GetPrice(PriceType.Close),
                       this.GetPrice(PriceType.Volume), update);
-        this.OnNewData(update);
-
         double result = this.indicator[this.indicator.Count - 1].v;
         this.SetValue(result);
     }

Quantower/Indicators/KAMA_chart.cs

@@ -0,0 +1,52 @@
+using System.Diagnostics;
+using System.Drawing;
+using TradingPlatform.BusinessLayer;
+namespace QuanTAlib;
+
+public class KAMA_chart : Indicator
+{
+    #region Parameters
+
+    [InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
+    private int Period = 10;
+
+    [InputParameter("Data source", 1, variants: new object[]
+      { "Open", 0, "High", 1,  "Low", 2,  "Close", 3,  "HL2", 4,  "OC2", 5,
+      "OHL3", 6,  "HLC3", 7,  "OHLC4", 8,  "Weighted (HLCC4)", 9 })]
+    private int DataSource = 3;
+
+    #endregion Parameters
+
+    private readonly TBars bars = new();
+
+    ///////
+    private KAMA_Series indicator;
+    ///////
+
+    public KAMA_chart()
+    {
+    this.SeparateWindow = false;
+        this.Name = "KAMA - Kaufman's Adaptive Moving Average";
+        this.Description = "Kaufman's Adaptive Moving Average description";
+        this.AddLineSeries("KAMA", Color.RoyalBlue, 3, LineStyle.Solid);
+    }
+
+    protected override void OnInit()
+    {
+        this.ShortName =
+            "KAMA (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
+        this.indicator = new(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
+        Debug.WriteLine($"KAMA on-init. indicator.Count: {indicator.Count}");
+		}
+
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        bool update = !(args.Reason == UpdateReason.NewBar ||
+                        args.Reason == UpdateReason.HistoricalBar);
+        this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
+                      this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
+                      this.GetPrice(PriceType.Close), this.GetPrice(PriceType.Volume), update);
+        double result = this.indicator[this.indicator.Count - 1].v;
+        this.SetValue(result);
+    }
+}

Quantower/Indicators/KURT_chart.cs

@@ -38,8 +38,6 @@ public class KURT_chart : Indicator
                              period: this.Period, useNaN: true);
     }
 
-    protected void OnNewData(bool update = false) { this.indicator.Add(update); }
-
     protected override void OnUpdate(UpdateArgs args)
     {
         bool update = !(args.Reason == UpdateReason.NewBar ||
@@ -48,7 +46,6 @@ public class KURT_chart : Indicator
                       this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
                       this.GetPrice(PriceType.Close),
                       this.GetPrice(PriceType.Volume), update);
-        this.OnNewData(update);
         double result = this.indicator[this.indicator.Count - 1].v;
         this.SetValue(result, 0);
     }

Quantower/Indicators/MAD_chart.cs

@@ -38,8 +38,6 @@ public class MAD_chart : Indicator
                              period: this.Period, useNaN: true);
     }
 
-    protected void OnNewData(bool update = false) { this.indicator.Add(update); }
-
     protected override void OnUpdate(UpdateArgs args)
     {
         bool update = !(args.Reason == UpdateReason.NewBar ||
@@ -48,7 +46,6 @@ public class MAD_chart : Indicator
                       this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
                       this.GetPrice(PriceType.Close),
                       this.GetPrice(PriceType.Volume), update);
-        this.OnNewData(update);
 
         double result = this.indicator[this.indicator.Count - 1].v;
 

Quantower/Indicators/MAPE_chart.cs

@@ -38,8 +38,6 @@ public class MAPE_chart : Indicator
                              period: this.Period, useNaN: true);
     }
 
-    protected void OnNewData(bool update = false) { this.indicator.Add(update); }
-
     protected override void OnUpdate(UpdateArgs args)
     {
         bool update = !(args.Reason == UpdateReason.NewBar ||
@@ -48,7 +46,6 @@ public class MAPE_chart : Indicator
                       this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
                       this.GetPrice(PriceType.Close),
                       this.GetPrice(PriceType.Volume), update);
-        this.OnNewData(update);
 
         double result = this.indicator[this.indicator.Count - 1].v;
 

Quantower/Indicators/MAX_chart.cs

@@ -38,8 +38,6 @@ public class MAX_chart : Indicator
             new(source: bars.Select(this.DataSource), period: this.Period);
     }
 
-    protected void OnNewData(bool update = false) { this.indicator.Add(update); }
-
     protected override void OnUpdate(UpdateArgs args)
     {
         bool update = !(args.Reason == UpdateReason.NewBar ||
@@ -48,8 +46,6 @@ public class MAX_chart : Indicator
                       this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
                       this.GetPrice(PriceType.Close),
                       this.GetPrice(PriceType.Volume), update);
-        this.OnNewData(update);
-
         double result = this.indicator[this.indicator.Count - 1].v;
 
         this.SetValue(result, 0);

Quantower/Indicators/MED_chart.cs

@@ -37,8 +37,6 @@ public class MED_chart : Indicator
         this.indicator =
             new(source: bars.Select(this.DataSource), period: this.Period);
     }
-
-    protected void OnNewData(bool update = false) { this.indicator.Add(update); }
     protected override void OnUpdate(UpdateArgs args)
     {
         bool update = !(args.Reason == UpdateReason.NewBar ||
@@ -47,7 +45,6 @@ public class MED_chart : Indicator
                       this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
                       this.GetPrice(PriceType.Close),
                       this.GetPrice(PriceType.Volume), update);
-        this.OnNewData(update);
         double result = this.indicator[this.indicator.Count - 1].v;
         this.SetValue(result, 0);
     }

Quantower/Indicators/MIN_chart.cs

@@ -38,8 +38,6 @@ public class MIN_chart : Indicator
             new(source: bars.Select(this.DataSource), period: this.Period);
     }
 
-    protected void OnNewData(bool update = false) { this.indicator.Add(update); }
-
     protected override void OnUpdate(UpdateArgs args)
     {
         bool update = !(args.Reason == UpdateReason.NewBar ||
@@ -48,8 +46,6 @@ public class MIN_chart : Indicator
                       this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
                       this.GetPrice(PriceType.Close),
                       this.GetPrice(PriceType.Volume), update);
-        this.OnNewData(update);
-
         double result = this.indicator[this.indicator.Count - 1].v;
 
         this.SetValue(result, 0);

Quantower/Indicators/MSE_chart.cs

@@ -38,8 +38,6 @@ public class MSE_chart : Indicator
                              period: this.Period, useNaN: true);
     }
 
-    protected void OnNewData(bool update = false) { this.indicator.Add(update); }
-
     protected override void OnUpdate(UpdateArgs args)
     {
         bool update = !(args.Reason == UpdateReason.NewBar ||
@@ -48,7 +46,6 @@ public class MSE_chart : Indicator
                       this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
                       this.GetPrice(PriceType.Close),
                       this.GetPrice(PriceType.Volume), update);
-        this.OnNewData(update);
 
         double result = this.indicator[this.indicator.Count - 1].v;
 

Quantower/Indicators/PSDEV_chart.cs

@@ -37,9 +37,6 @@ public class PSDEV_chart : Indicator
         this.indicator = new(source: bars.Select(this.DataSource),
                              period: this.Period, useNaN: true);
     }
-
-    protected void OnNewData(bool update = false) { this.indicator.Add(update); }
-
     protected override void OnUpdate(UpdateArgs args)
     {
         bool update = !(args.Reason == UpdateReason.NewBar ||
@@ -48,8 +45,6 @@ public class PSDEV_chart : Indicator
                       this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
                       this.GetPrice(PriceType.Close),
                       this.GetPrice(PriceType.Volume), update);
-        this.OnNewData(update);
-
         double result = this.indicator[this.indicator.Count - 1].v;
 
         this.SetValue(result, 0);

Quantower/Indicators/PVAR_chart.cs

@@ -38,8 +38,6 @@ public class PVAR_chart : Indicator
                              period: this.Period, useNaN: true);
     }
 
-    protected void OnNewData(bool update = false) { this.indicator.Add(update); }
-
     protected override void OnUpdate(UpdateArgs args)
     {
         bool update = !(args.Reason == UpdateReason.NewBar ||
@@ -48,8 +46,6 @@ public class PVAR_chart : Indicator
                       this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
                       this.GetPrice(PriceType.Close),
                       this.GetPrice(PriceType.Volume), update);
-        this.OnNewData(update);
-
         double result = this.indicator[this.indicator.Count - 1].v;
 
         this.SetValue(result, 0);

Quantower/Indicators/RMA_chart.cs

@@ -38,8 +38,6 @@ public class RMA_chart : Indicator
                              period: this.Period, useNaN: false);
     }
 
-    protected void OnNewData(bool update = false) { this.indicator.Add(update); }
-
     protected override void OnUpdate(UpdateArgs args)
     {
         bool update = !(args.Reason == UpdateReason.NewBar ||
@@ -48,8 +46,6 @@ public class RMA_chart : Indicator
                       this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
                       this.GetPrice(PriceType.Close),
                       this.GetPrice(PriceType.Volume), update);
-        this.OnNewData(update);
-
         double result = this.indicator[this.indicator.Count - 1].v;
         this.SetValue(result);
     }

Quantower/Indicators/SDEV_chart.cs

@@ -37,9 +37,6 @@ public class SDEV_chart : Indicator
         this.indicator = new(source: bars.Select(this.DataSource),
                              period: this.Period, useNaN: true);
     }
-
-    protected void OnNewData(bool update = false) { this.indicator.Add(update); }
-
     protected override void OnUpdate(UpdateArgs args)
     {
         bool update = !(args.Reason == UpdateReason.NewBar ||
@@ -48,8 +45,6 @@ public class SDEV_chart : Indicator
                       this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
                       this.GetPrice(PriceType.Close),
                       this.GetPrice(PriceType.Volume), update);
-        this.OnNewData(update);
-
         double result = this.indicator[this.indicator.Count - 1].v;
 
         this.SetValue(result, 0);

Quantower/Indicators/SMAPE_chart.cs

@@ -38,8 +38,6 @@ public class SMAPE_chart : Indicator
                              period: this.Period, useNaN: true);
     }
 
-    protected void OnNewData(bool update = false) { this.indicator.Add(update); }
-
     protected override void OnUpdate(UpdateArgs args)
     {
         bool update = !(args.Reason == UpdateReason.NewBar ||
@@ -48,8 +46,6 @@ public class SMAPE_chart : Indicator
                       this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
                       this.GetPrice(PriceType.Close),
                       this.GetPrice(PriceType.Volume), update);
-        this.OnNewData(update);
-
         double result = this.indicator[this.indicator.Count - 1].v;
 
         this.SetValue(result, 0);

Quantower/Indicators/SMA_chart.cs

@@ -7,12 +7,12 @@ public class SMA_chart : Indicator
     #region Parameters
 
     [InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
-    private int Period = 10;
+    private readonly int Period = 10;
 
     [InputParameter("Data source", 1, variants: new object[]
       { "Open", 0, "High", 1,  "Low", 2,  "Close", 3,  "HL2", 4,  "OC2", 5,
       "OHL3", 6,  "HLC3", 7,  "OHLC4", 8,  "Weighted (HLCC4)", 9 })]
-    private int DataSource = 3;
+    private readonly int DataSource = 3;
 
     #endregion Parameters
 
@@ -36,11 +36,9 @@ public class SMA_chart : Indicator
             "SMA (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
         this.indicator = new(source: bars.Select(this.DataSource),
                              period: this.Period, useNaN: false);
-    }
-
-    protected void OnNewData(bool update = false) { this.indicator.Add(update); }
-
-    protected override void OnUpdate(UpdateArgs args)
+    }
+
+	protected override void OnUpdate(UpdateArgs args)
     {
         bool update = !(args.Reason == UpdateReason.NewBar ||
                         args.Reason == UpdateReason.HistoricalBar);
@@ -48,8 +46,6 @@ public class SMA_chart : Indicator
                       this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
                       this.GetPrice(PriceType.Close),
                       this.GetPrice(PriceType.Volume), update);
-        this.OnNewData(update);
-
         double result = this.indicator[this.indicator.Count - 1].v;
         this.SetValue(result);
     }

Quantower/Indicators/TEMA_chart.cs

@@ -38,8 +38,6 @@ public class TEMA_chart : Indicator
                              period: this.Period, useNaN: false);
     }
 
-    protected void OnNewData(bool update = false) { this.indicator.Add(update); }
-
     protected override void OnUpdate(UpdateArgs args)
     {
         bool update = !(args.Reason == UpdateReason.NewBar ||
@@ -48,8 +46,6 @@ public class TEMA_chart : Indicator
                       this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
                       this.GetPrice(PriceType.Close),
                       this.GetPrice(PriceType.Volume), update);
-        this.OnNewData(update);
-
         double result = this.indicator[this.indicator.Count - 1].v;
         this.SetValue(result);
     }

Quantower/Indicators/VAR_chart.cs

@@ -37,9 +37,7 @@ public class VAR_chart : Indicator
         this.indicator = new(source: bars.Select(this.DataSource),
                              period: this.Period, useNaN: true);
     }
-
-    protected void OnNewData(bool update = false) { this.indicator.Add(update); }
-
+  
     protected override void OnUpdate(UpdateArgs args)
     {
         bool update = !(args.Reason == UpdateReason.NewBar ||
@@ -48,8 +46,6 @@ public class VAR_chart : Indicator
                       this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
                       this.GetPrice(PriceType.Close),
                       this.GetPrice(PriceType.Volume), update);
-        this.OnNewData(update);
-
         double result = this.indicator[this.indicator.Count - 1].v;
 
         this.SetValue(result, 0);

Quantower/Indicators/WMAPE_chart.cs

@@ -44,15 +44,10 @@ public class WMAPE_chart : Indicator
         this.ShortName = "WMAPE (" + QuanTAlib.TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
         this.indicator = new(source: this.bars.Select(this.DataSource), period: this.Period, useNaN: true);
     }
-
-	protected void OnNewData(bool update = false) => this.indicator.Add(update);
-
 	protected override void OnUpdate(UpdateArgs args)
     {
         bool update = !(args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar);
         this.bars.Add(this.Time(), this.GetPrice(PriceType.Open), this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low), this.GetPrice(PriceType.Close), this.GetPrice(PriceType.Volume), update);
-        this.OnNewData(update);
-
         double result = this.indicator[this.indicator.Count - 1].v;
 
 

Quantower/Indicators/WMA_chart.cs

@@ -37,9 +37,6 @@ public class WMA_chart : Indicator
         this.indicator = new(source: bars.Select(this.DataSource),
                              period: this.Period, useNaN: false);
     }
-
-    protected void OnNewData(bool update = false) { this.indicator.Add(update); }
-
     protected override void OnUpdate(UpdateArgs args)
     {
         bool update = !(args.Reason == UpdateReason.NewBar ||
@@ -48,8 +45,6 @@ public class WMA_chart : Indicator
                       this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
                       this.GetPrice(PriceType.Close),
                       this.GetPrice(PriceType.Volume), update);
-        this.OnNewData(update);
-
         double result = this.indicator[this.indicator.Count - 1].v;
         this.SetValue(result);
     }

Quantower/Indicators/ZLEMA_chart.cs

@@ -37,10 +37,7 @@ public class ZLEMA_chart : Indicator
         this.indicator = new(source: bars.Select(this.DataSource),
                              period: this.Period, useNaN: false);
     }
-
-    protected void OnNewData(bool update = false) { this.indicator.Add(update); }
-
-    protected override void OnUpdate(UpdateArgs args)
+  protected override void OnUpdate(UpdateArgs args)
     {
         bool update = !(args.Reason == UpdateReason.NewBar ||
                         args.Reason == UpdateReason.HistoricalBar);
@@ -48,7 +45,6 @@ public class ZLEMA_chart : Indicator
                       this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
                       this.GetPrice(PriceType.Close),
                       this.GetPrice(PriceType.Volume), update);
-        this.OnNewData(update);
 
         double result = this.indicator[this.indicator.Count - 1].v;
         this.SetValue(result);

Quantower/Quantower.csproj

@@ -8,15 +8,33 @@
     <AlgoType>Indicator</AlgoType>
     <AssemblyName>Quantower_QTAlib</AssemblyName>
     <RootNamespace>QuanTAlib</RootNamespace>
-    <Configurations>Release</Configurations>
-    <BaseOutputPath>bin\</BaseOutputPath>
+    <DebugType>embedded</DebugType>
+    <PlatformTarget>AnyCPU</PlatformTarget>
+    <Nullable>disable</Nullable>
+    <SignAssembly>False</SignAssembly>
   </PropertyGroup>
   
+  <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|AnyCPU'">
+    <Optimize>True</Optimize>
+    <WarningLevel>3</WarningLevel>
+    <CheckForOverflowUnderflow>True</CheckForOverflowUnderflow>
+    <PlatformTarget>anycpu</PlatformTarget>
+    <DebugType>full</DebugType>
+  </PropertyGroup>
+
+  <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|AnyCPU'">
+    <DebugType>embedded</DebugType>
+    <Optimize>True</Optimize>
+    <WarningLevel>3</WarningLevel>
+    <CheckForOverflowUnderflow>True</CheckForOverflowUnderflow>
+    <PlatformTarget>anycpu</PlatformTarget>
+  </PropertyGroup>
+
   <ItemGroup>
-    <Compile Include="..\Source\**\*.cs" Exclude="..\Source\obj\**"/>
+    <Compile Include="..\Source\**\*.cs" Exclude="..\Source\obj\**" />
   </ItemGroup>
 
-  <Target Name="CopyCustomContent" AfterTargets="AfterBuild" >
+  <Target Name="CopyCustomContent" AfterTargets="AfterBuild">
     <Copy SourceFiles=".\bin\$(Configuration)\net48\Quantower_QTAlib.dll" DestinationFolder="\Quantower\Settings\Scripts\Indicators\QuanTAlib" />
   </Target>
 

Source/Basics/ZL_Series.cs

@@ -1,35 +1,35 @@
-namespace QuanTAlib;
-using System;
-
-/* <summary>
-ZL: Zero Lag
-    Data is de-lagged by removing the data from “lag” days ago, thus removing 
-    (or attempting to) the cumulative effect of the moving average.
-
-Calculation:
-    Lag = (Period-1)/2
-    ZL = Data + (Data - Data(Lag days ago) ) 
-
-Sources:
-     https://mudrex.com/blog/zero-lag-ema-trading-strategy/
-
-</summary> */
-
-public class ZL_Series : Single_TSeries_Indicator
-{
-    public ZL_Series(TSeries source, int period, bool useNaN = false) : base(source, period:period, useNaN:useNaN) {
-        if (this._data.Count > 0) { base.Add(this._data); }
-    }
-
-    public override void Add((DateTime t, double v) TValue, bool update)
-    {
-        int _lag = (int)((_p-1) * 0.5);
-        _lag = (_data.Count-_lag < 0) ? 0 : _data.Count-_lag;
-
-        double _zl = TValue.v + (TValue.v - _data[_lag].v);
-
-        var ret = (TValue.t, (base.Count==0 && base._NaN) ? double.NaN : _zl );
-        base.Add(ret, update);
-
-    }
+namespace QuanTAlib;
+using System;
+
+/* <summary>
+ZL: Zero Lag
+    Data is de-lagged by removing the data from “lag” days ago, thus removing 
+    (or attempting to) the cumulative effect of the moving average.
+
+Calculation:
+    Lag = (Period-1)/2
+    ZL = Data + (Data - Data(Lag days ago) ) 
+
+Sources:
+     https://mudrex.com/blog/zero-lag-ema-trading-strategy/
+
+</summary> */
+
+public class ZL_Series : Single_TSeries_Indicator
+{
+    public ZL_Series(TSeries source, int period, bool useNaN = false) : base(source, period:period, useNaN:useNaN) {
+        if (this._data.Count > 0) { base.Add(this._data); }
+    }
+
+    public override void Add((DateTime t, double v) TValue, bool update)
+    {
+        int _lag = (int)((_p-1) * 0.5);
+        _lag = (_data.Count-_lag < 0) ? 0 : _data.Count-_lag;
+
+        double _zl = TValue.v + (TValue.v - _data[_lag].v);
+
+        var ret = (TValue.t, (base.Count==0 && base._NaN) ? double.NaN : _zl );
+        base.Add(ret, update);
+
+    }
 }

Source/Indicators/KAMA_Series.cs

@@ -0,0 +1,53 @@
+namespace QuanTAlib;
+using System;
+
+/* <summary>
+KAMA: Kaufman's Adaptive Moving Average
+    Created in 1988 by American quantitative finance theorist Perry J. Kaufman and is known as
+    Kaufman's Adaptive Moving Average (KAMA). Even though the method was developed as early as 1972,
+    it was not until the popular book titled "Trading Systems and Methods" that it was made widely
+    available to the public. Unlike other conventional moving averages systems, the Kaufman's Adaptive
+    Moving Average, considers market volatility apart from price fluctuations.
+
+    KAMAi = KAMAi - 1 + SC * ( price - KAMAi-1 )
+
+Sources:
+    https://www.tutorialspoint.com/kaufman-s-adaptive-moving-average-kama-formula-and-how-does-it-work
+    https://corporatefinanceinstitute.com/resources/knowledge/trading-investing/kaufmans-adaptive-moving-average-kama/
+    https://www.technicalindicators.net/indicators-technical-analysis/152-kama-kaufman-adaptive-moving-average
+
+Remark:
+    If useNaN:true argument is provided, KAMA starts calculating values from [period] bar onwards.
+    Without useNaN argument (default setting), KAMA starts calculating values from bar 1 - and yields
+    slightly different results for the first 50 bars - and then converges with the other one.
+
+</summary> */
+
+public class KAMA_Series : Single_TSeries_Indicator
+{
+  private static double _scFast, _scSlow;
+  public KAMA_Series(TSeries source, int period, int fast = 2, int slow= 30, bool useNaN = false) : base(source, period, useNaN) {
+    _scFast = 2.0 / (fast+1);
+    _scSlow = 2.0 / (slow+1);
+    if (base._data.Count > 0) { base.Add(base._data); }
+  }
+  public override void Add((System.DateTime t, double v) TValue, bool update) {
+      //if (update) { } else { }
+      double _change = Math.Abs( TValue.v - _data[(this.Count>_p)?this.Count-_p : 0].v);
+      double _sumpv = 0;
+      double _kama = TValue.v;
+      for (int i = (this.Count-_p+1>0)?this.Count-_p+1:0; i <= this.Count; i++) {
+        _sumpv += Math.Abs(_data[(i>0)?i:0].v- _data[(i>1)?i-1:0].v);
+      }
+      if (_sumpv != 0) {
+        double _er = _change/_sumpv;
+        double _sc = (_er * (_scFast - _scSlow)) + _scSlow;
+        double _prevKama = (this.Count > 0) ? this[this.Count-1].v : TValue.v;
+        if (double.IsNaN(_prevKama)) { _prevKama = TValue.v; }
+        _kama = (_prevKama + (_sc * _sc * (TValue.v - _prevKama)));
+      }
+
+      var result = (TValue.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _kama);
+      base.Add(result, update);
+  }
+}

Source/QuanTAlib.csproj

@@ -13,7 +13,7 @@
     <PackageReadmeFile>readme.md</PackageReadmeFile>
     <TargetFrameworks>net7.0;net6.0;net48;netcoreapp3.1;netstandard2.1</TargetFrameworks>
     <ImplicitUsings>disable</ImplicitUsings>
-    <LangVersion>10.0</LangVersion>
+    <LangVersion>preview</LangVersion>
     <Nullable>disable</Nullable>
     <DisableImplicitNamespaceImports>true</DisableImplicitNamespaceImports>
     <NeutralLanguage>en-US</NeutralLanguage>

Tests/Tests.csproj

@@ -10,6 +10,22 @@
     <Platforms>AnyCPU;x64</Platforms>
   </PropertyGroup>
 
+  <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|AnyCPU'">
+    <NoWarn>1701;1702;MSB3270</NoWarn>
+  </PropertyGroup>
+
+  <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|AnyCPU'">
+    <NoWarn>1701;1702;MSB3270</NoWarn>
+  </PropertyGroup>
+
+  <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|x64'">
+    <NoWarn>1701;1702;MSB3270</NoWarn>
+  </PropertyGroup>
+
+  <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|x64'">
+    <NoWarn>1701;1702;MSB3270</NoWarn>
+  </PropertyGroup>
+
   <ItemGroup>
     <PackageReference Include="JetBrains.dotCover.CommandLineTools" Version="2022.1.0-eap10">
       <PrivateAssets>all</PrivateAssets>
@@ -25,8 +41,9 @@
       <PrivateAssets>all</PrivateAssets>
     </PackageReference>
   </ItemGroup>
-  <ItemGroup>
-    <ProjectReference Include="..\Source\QuanTAlib.csproj" />
+
+  <ItemGroup>
+    <ProjectReference Include="..\Source\QuanTAlib.csproj" />
   </ItemGroup>
 
 </Project>