CCI

Source/Indicators/CCI_Series.cs

@@ -0,0 +1,50 @@
+namespace QuanTAlib;
+using System;
+
+/* <summary>
+CCI: Commodity Channel Index 
+    Commodity Channel Index is a momentum oscillator used to primarily identify overbought
+    and oversold levels relative to a mean. CCI measures the current price level relative
+    to an average price level over a given period of time:
+    - CCI is relatively high when prices are far above their average.
+    - CCI is relatively low when prices are far below their average.
+    Using this method, CCI can be used to identify overbought and oversold levels.
+
+Sources:
+    https://www.investopedia.com/terms/c/commoditychannelindex.asp
+    https://www.fidelity.com/learning-center/trading-investing/technical-analysis/technical-indicator-guide/cci
+
+</summary> */
+
+public class CCI_Series : Single_TBars_Indicator
+{
+  private readonly System.Collections.Generic.List<double> _tp = new();
+
+  public CCI_Series(TBars source, int period = 10, bool useNaN = false) 
+    : base(source, period: period, useNaN: useNaN) {
+
+    if (_bars.Count > 0) { base.Add(_bars); }
+  }
+
+  public override void Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update) {
+    
+    double _tpItem = (TBar.h + TBar.l + TBar.c) / 3.0;
+    if (update) { this._tp[this._tp.Count - 1] = _tpItem; } else { this._tp.Add(_tpItem); }
+    if (this._tp.Count > this._p) { this._tp.RemoveAt(0); }
+    
+    // average TP over _tp buffer
+    double _avgTp = 0;
+    for (int i = 0; i < this._tp.Count; i++) { _avgTp+=this._tp[i]; }
+    _avgTp /= this._tp.Count;
+
+    // average Deviation over _tp buffer
+    double _avgDv = 0;
+    for (int i = 0; i < this._tp.Count; i++) { _avgDv += Math.Abs(_avgTp - this._tp[i]); }
+    _avgDv /= this._tp.Count;
+
+    double _cci =  (_avgDv == 0) ? double.NaN : (this._tp[this._tp.Count-1] - _avgTp) / (0.015 * _avgDv);
+
+    var result = (TBar.t, (this.Count < this._p  && this._NaN) ? double.NaN : _cci);
+    base.Add(result, update);
+  }
+}

Source/Indicators/MACD_Series.cs

@@ -16,9 +16,9 @@ Sources:
 
 public class MACD_Series : Single_TSeries_Indicator
 {
-    private EMA_Series _TSslow;
-    private EMA_Series _TSfast;
-    private SUB_Series _TSmacd;
+    private readonly EMA_Series _TSslow;
+    private readonly EMA_Series _TSfast;
+    private readonly SUB_Series _TSmacd;
     public EMA_Series Signal { get; }
 
     public MACD_Series(TSeries source, int slow = 26, int fast = 12, int signal = 9, bool useNaN = false)
@@ -27,7 +27,7 @@ public class MACD_Series : Single_TSeries_Indicator
         _TSslow = new(source: source, period: slow, useNaN: false);
         _TSfast = new(source: source, period: fast, useNaN: false);
         _TSmacd = new(_TSfast, _TSslow);
-        Signal = new(source: _TSmacd, period: signal, useNaN: useNaN);
+        this.Signal = new(source: _TSmacd, period: signal, useNaN: useNaN);
 
         if (source.Count > 0) { base.Add(_TSmacd); }
     }

Source/Indicators/RSI_Series.cs

@@ -16,10 +16,10 @@ public class RSI_Series : Single_TSeries_Indicator
 {
     private readonly System.Collections.Generic.List<double> _gain = new();
     private readonly System.Collections.Generic.List<double> _loss = new();
-    double _avgGain = 0;
-    double _avgLoss = 0;
-    double _lastValue = 0;
-    double _lastlastValue = 0;
+    private double _avgGain;
+    private double _avgLoss;
+    private double _lastValue;
+    private double _lastlastValue;
 
     public RSI_Series(TSeries source, int period = 10, bool useNaN = false) : base(source, period: period, useNaN: useNaN)
     { if (source.Count > 0) { base.Add(source); } }