TR and ATR

Source/Indicators/WMA_Series.cs

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+namespace QuanTAlib;
+using System;
+
+/* <summary>
+WMA: (linearly) Weighted Moving Average
+    The weights are linearly decreasing over the period and the most recent data has
+    the heaviest weight.
+
+Sources:
+    https://corporatefinanceinstitute.com/resources/knowledge/trading-investing/weighted-moving-average-wma/
+    https://www.technicalindicators.net/indicators-technical-analysis/83-moving-averages-simple-exponential-weighted
+
+</summary> */
+
+public class WMA_Series : Single_TSeries_Indicator
+{
+    public WMA_Series(TSeries source, int period, bool useNaN = false) : base(source, period, useNaN)
+    {
+        for (int i = 0; i < this._p; i++) { this._weights.Add(i + 1); }
+        if (base._data.Count > 0) { base.Add(base._data); }
+    }
+    private readonly System.Collections.Generic.List<double> _buffer = new();
+    private readonly System.Collections.Generic.List<double> _weights = new();
+
+    public override void Add((System.DateTime t, double v) d, bool update)
+    {
+        if (update) { _buffer[_buffer.Count - 1] = d.v; }
+        else { _buffer.Add(d.v); }
+        if (_buffer.Count > this._p && this._p != 0) { _buffer.RemoveAt(0); }
+
+        double _wma = 0;
+        for (int i = 0; i < _buffer.Count; i++) { _wma += _buffer[i] * this._weights[i]; }
+        _wma /= (this._buffer.Count * (this._buffer.Count + 1)) * 0.5;
+
+        var result = (d.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _wma);
+
+        base.Add(result, update);
+    }
+}