Momentum

charts for Quantower

QuanTAlib.sln

@@ -12,6 +12,14 @@ Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Averages", "quantower\Avera
 EndProject
 Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Volatility", "quantower\Volatility\_Volatility.csproj", "{B7DC44F7-D3A3-4C70-9025-513E0182B646}"
 EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Oscillators", "quantower\Oscillators\_Oscillators.csproj", "{C4D8F5D0-E6A7-4B7D-B8E9-F55C3F8D9D01}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Volume", "quantower\Volume\_Volume.csproj", "{D5E9F6D1-B8A8-4C7E-9FA0-F66C3F8D9D02}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Momentum", "quantower\Momentum\_Momentum.csproj", "{E6F0F7D2-C9B9-4D8F-0FA1-F77C4F9D9D03}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Experiments", "quantower\Experiments\_Experiments.csproj", "{F7F1F8D3-DAC0-4E9F-1FB2-F88D5F0E0E04}"
+EndProject
 Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "SyntheticVendor", "SyntheticVendor\SyntheticVendor.csproj", "{1CF111D9-33E6-4A11-8FEC-F23300A78D15}"
 EndProject
 Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Tests", "Tests\Tests.csproj", "{2D97C971-20BF-40DB-94AA-3279F787D3CB}"
@@ -40,12 +48,27 @@ Global
 		{B7DC44F7-D3A3-4C70-9025-513E0182B646}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
 		{B7DC44F7-D3A3-4C70-9025-513E0182B646}.Debug|Any CPU.Build.0 = Debug|Any CPU
 		{B7DC44F7-D3A3-4C70-9025-513E0182B646}.Release|Any CPU.ActiveCfg = Release|Any CPU
-		{B7DC44F7-D3A3-4C70-9025-513E0182B646}.Release | Any CPU.ActiveCfg = Release | Any CPU
-		{B7DC44F7-D3A3-4C70-9025-513E0182B646}.Release | Any CPU.Build.0 = Release | Any CPU
-		{1CF111D9-33E6-4A11-8FEC-F23300A78D15}.Debug | Any CPU.ActiveCfg = Debug | Any CPU
-		{1CF111D9-33E6-4A11-8FEC-F23300A78D15}.Debug | Any CPU.Build.0 = Debug | Any CPU
-		{1CF111D9-33E6-4A11-8FEC-F23300A78D15}.Release | Any CPU.ActiveCfg = Release | Any CPU
-		{1CF111D9-33E6-4A11-8FEC-F23300A78D15}.Release | Any CPU.Build.0 = Release | Any CPU
+		{B7DC44F7-D3A3-4C70-9025-513E0182B646}.Release|Any CPU.Build.0 = Release|Any CPU
+		{C4D8F5D0-E6A7-4B7D-B8E9-F55C3F8D9D01}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{C4D8F5D0-E6A7-4B7D-B8E9-F55C3F8D9D01}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{C4D8F5D0-E6A7-4B7D-B8E9-F55C3F8D9D01}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{C4D8F5D0-E6A7-4B7D-B8E9-F55C3F8D9D01}.Release|Any CPU.Build.0 = Release|Any CPU
+		{D5E9F6D1-B8A8-4C7E-9FA0-F66C3F8D9D02}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{D5E9F6D1-B8A8-4C7E-9FA0-F66C3F8D9D02}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{D5E9F6D1-B8A8-4C7E-9FA0-F66C3F8D9D02}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{D5E9F6D1-B8A8-4C7E-9FA0-F66C3F8D9D02}.Release|Any CPU.Build.0 = Release|Any CPU
+		{E6F0F7D2-C9B9-4D8F-0FA1-F77C4F9D9D03}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{E6F0F7D2-C9B9-4D8F-0FA1-F77C4F9D9D03}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{E6F0F7D2-C9B9-4D8F-0FA1-F77C4F9D9D03}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{E6F0F7D2-C9B9-4D8F-0FA1-F77C4F9D9D03}.Release|Any CPU.Build.0 = Release|Any CPU
+		{F7F1F8D3-DAC0-4E9F-1FB2-F88D5F0E0E04}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{F7F1F8D3-DAC0-4E9F-1FB2-F88D5F0E0E04}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{F7F1F8D3-DAC0-4E9F-1FB2-F88D5F0E0E04}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{F7F1F8D3-DAC0-4E9F-1FB2-F88D5F0E0E04}.Release|Any CPU.Build.0 = Release|Any CPU
+		{1CF111D9-33E6-4A11-8FEC-F23300A78D15}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{1CF111D9-33E6-4A11-8FEC-F23300A78D15}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{1CF111D9-33E6-4A11-8FEC-F23300A78D15}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{1CF111D9-33E6-4A11-8FEC-F23300A78D15}.Release|Any CPU.Build.0 = Release|Any CPU
 		{2D97C971-20BF-40DB-94AA-3279F787D3CB}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
 		{2D97C971-20BF-40DB-94AA-3279F787D3CB}.Debug|Any CPU.Build.0 = Debug|Any CPU
 		{2D97C971-20BF-40DB-94AA-3279F787D3CB}.Release|Any CPU.ActiveCfg = Release|Any CPU
@@ -55,5 +78,9 @@ Global
 		{2E9427C7-144F-488E-A29D-789ACC1C32AE} = {1B9AC248-76F8-44DD-958D-F1DC08EE1E87}
 		{6BE10C39-4127-446C-818B-7976FCDD51D5} = {1B9AC248-76F8-44DD-958D-F1DC08EE1E87}
 		{B7DC44F7-D3A3-4C70-9025-513E0182B646} = {1B9AC248-76F8-44DD-958D-F1DC08EE1E87}
+		{C4D8F5D0-E6A7-4B7D-B8E9-F55C3F8D9D01} = {1B9AC248-76F8-44DD-958D-F1DC08EE1E87}
+		{D5E9F6D1-B8A8-4C7E-9FA0-F66C3F8D9D02} = {1B9AC248-76F8-44DD-958D-F1DC08EE1E87}
+		{E6F0F7D2-C9B9-4D8F-0FA1-F77C4F9D9D03} = {1B9AC248-76F8-44DD-958D-F1DC08EE1E87}
+		{F7F1F8D3-DAC0-4E9F-1FB2-F88D5F0E0E04} = {1B9AC248-76F8-44DD-958D-F1DC08EE1E87}
 	EndGlobalSection
 EndGlobal

lib/momentum/Dmi.cs

@@ -24,10 +24,13 @@ namespace QuanTAlib;
 ///
 /// Formula:
 /// TR = max(high-low, abs(high-prevClose), abs(low-prevClose))
-/// +DM = if(high-prevHigh > prevLow-low) then max(high-prevHigh, 0) else 0
-/// -DM = if(prevLow-low > high-prevHigh) then max(prevLow-low, 0) else 0
-/// +DI = 100 * smoothed(+DM) / smoothed(TR)
-/// -DI = 100 * smoothed(-DM) / smoothed(TR)
+/// +DM = if(high-prevHigh > prevLow-low && high-prevHigh > 0) then high-prevHigh else 0
+/// -DM = if(prevLow-low > high-prevHigh && prevLow-low > 0) then prevLow-low else 0
+/// Smoothed TR = Wilder's smoothing of TR (ATR)
+/// Smoothed +DM = Wilder's smoothing of +DM
+/// Smoothed -DM = Wilder's smoothing of -DM
+/// +DI = 100 * Smoothed(+DM) / Smoothed(TR)
+/// -DI = 100 * Smoothed(-DM) / Smoothed(TR)
 ///
 /// Sources:
 ///     J. Welles Wilder Jr. - "New Concepts in Technical Trading Systems" (1978)
@@ -36,49 +39,41 @@ namespace QuanTAlib;
 /// Note: Default period of 14 was recommended by Wilder
 /// </remarks>
 [SkipLocalsInit]
-public sealed class Dmi : AbstractBarBase
+public sealed class Dmi : AbstractBase
 {
-    private readonly Rma _smoothedTr;
+    private readonly Atr _atr;
     private readonly Rma _smoothedPlusDm;
     private readonly Rma _smoothedMinusDm;
-    private double _prevHigh, _prevLow, _prevClose;
-    private double _p_prevHigh, _p_prevLow, _p_prevClose;
+    private double _prevHigh, _prevLow;
+    private double _p_prevHigh, _p_prevLow;
     private double _plusDi, _minusDi;
     private const double ScalingFactor = 100.0;
     private const int DefaultPeriod = 14;
 
-    /// <summary>
-    /// Gets the most recent +DI value
-    /// </summary>
     public double PlusDI => _plusDi;
-
-    /// <summary>
-    /// Gets the most recent -DI value
-    /// </summary>
     public double MinusDI => _minusDi;
 
-    /// <param name="period">The number of periods used in the DMI calculation (default 14).</param>
-    /// <exception cref="ArgumentOutOfRangeException">Thrown when period is less than 1.</exception>
-    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     public Dmi(int period = DefaultPeriod)
     {
         if (period < 1)
             throw new ArgumentOutOfRangeException(nameof(period));
-        _smoothedTr = new(period, useSma: true);
-        _smoothedPlusDm = new(period, useSma: true);
-        _smoothedMinusDm = new(period, useSma: true);
-        _index = 0;
+        _atr = new(period);
+        _smoothedPlusDm = new(period);
+        _smoothedMinusDm = new(period);
         WarmupPeriod = period + 1;
         Name = $"DMI({period})";
     }
 
-    /// <param name="source">The data source object that publishes updates.</param>
-    /// <param name="period">The number of periods used in the DMI calculation.</param>
-    [MethodImpl(MethodImplOptions.AggressiveInlining)]
-    public Dmi(object source, int period) : this(period)
+    public override void Init()
     {
-        var pubEvent = source.GetType().GetEvent("Pub");
-        pubEvent?.AddEventHandler(source, new BarSignal(Sub));
+        base.Init();
+        _atr.Init();
+        _smoothedPlusDm.Init();
+        _smoothedMinusDm.Init();
+        _prevHigh = _prevLow = double.NaN;
+        _p_prevHigh = _p_prevLow = double.NaN;
+        _plusDi = _minusDi = 0;
+        _index = 0;
     }
 
     [MethodImpl(MethodImplOptions.AggressiveInlining)]
@@ -89,25 +84,14 @@ public sealed class Dmi : AbstractBarBase
             _index++;
             _p_prevHigh = _prevHigh;
             _p_prevLow = _prevLow;
-            _p_prevClose = _prevClose;
         }
         else
         {
             _prevHigh = _p_prevHigh;
             _prevLow = _p_prevLow;
-            _prevClose = _p_prevClose;
         }
     }
 
-    [MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
-    private static double CalculateTrueRange(double high, double low, double prevClose)
-    {
-        double hl = high - low;
-        double hpc = Math.Abs(high - prevClose);
-        double lpc = Math.Abs(low - prevClose);
-        return Math.Max(hl, Math.Max(hpc, lpc));
-    }
-
     [MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
     private static (double plusDm, double minusDm) CalculateDirectionalMovement(
         double high, double low, double prevHigh, double prevLow)
@@ -115,13 +99,8 @@ public sealed class Dmi : AbstractBarBase
         double upMove = high - prevHigh;
         double downMove = prevLow - low;
 
-        double plusDm = 0.0;
-        double minusDm = 0.0;
-
-        if (upMove > downMove && upMove > 0)
-            plusDm = upMove;
-        else if (downMove > upMove && downMove > 0)
-            minusDm = downMove;
+        double plusDm = (upMove > downMove && upMove > 0) ? upMove : 0;
+        double minusDm = (downMove > upMove && downMove > 0) ? downMove : 0;
 
         return (plusDm, minusDm);
     }
@@ -129,38 +108,36 @@ public sealed class Dmi : AbstractBarBase
     [MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
     protected override double Calculation()
     {
-        ManageState(Input.IsNew);
+        ManageState(BarInput.IsNew);
 
-        if (_index == 1)
+        if (double.IsNaN(_prevHigh))
         {
-            _prevHigh = Input.High;
-            _prevLow = Input.Low;
-            _prevClose = Input.Close;
+            _prevHigh = BarInput.High;
+            _prevLow = BarInput.Low;
             return 0.0;
         }
 
-        // Calculate True Range and Directional Movement
-        double tr = CalculateTrueRange(Input.High, Input.Low, _prevClose);
+        // Calculate ATR
+        double atr = _atr.Calc(BarInput).Value;
+
+        // Calculate Directional Movement
         var (plusDm, minusDm) = CalculateDirectionalMovement(
-            Input.High, Input.Low, _prevHigh, _prevLow);
+            BarInput.High, BarInput.Low, _prevHigh, _prevLow);
 
-        // Update previous values
-        _prevHigh = Input.High;
-        _prevLow = Input.Low;
-        _prevClose = Input.Close;
+        // Update previous values for next calculation
+        _prevHigh = BarInput.High;
+        _prevLow = BarInput.Low;
 
-        // Smooth the indicators using Wilder's method
-        _smoothedTr.Calc(tr, Input.IsNew);
-        _smoothedPlusDm.Calc(plusDm, Input.IsNew);
-        _smoothedMinusDm.Calc(minusDm, Input.IsNew);
+        // Smooth DM values using Wilder's method
+        double smoothedPlusDm = _smoothedPlusDm.Calc(plusDm, BarInput.IsNew).Value;
+        double smoothedMinusDm = _smoothedMinusDm.Calc(minusDm, BarInput.IsNew).Value;
 
-        // Calculate +DI and -DI
-        double smoothedTr = _smoothedTr.Value;
-        if (smoothedTr > 0)
+        // Calculate DI values
+        if (atr > 0)
         {
-            _plusDi = ScalingFactor * _smoothedPlusDm.Value / smoothedTr;
-            _minusDi = ScalingFactor * _smoothedMinusDm.Value / smoothedTr;
-            return _plusDi - _minusDi;  // Return the difference as main value
+            _plusDi = ScalingFactor * smoothedPlusDm / atr;
+            _minusDi = ScalingFactor * smoothedMinusDm / atr;
+            return _plusDi - _minusDi;
         }
 
         _plusDi = 0.0;

lib/momentum/Dmx.cs

@@ -4,16 +4,13 @@ namespace QuanTAlib;
 /// <summary>
 /// DMX: Enhanced Directional Movement Index using JMA smoothing
 /// An improvement over the traditional DMI indicator that uses Jurik Moving Average (JMA)
-/// for smoothing instead of Wilder's moving average. This enhancement provides better
-/// noise reduction while maintaining responsiveness to significant price movements.
+/// for smoothing. This enhancement provides better noise reduction while maintaining
+/// responsiveness to significant price movements.
 /// </summary>
 /// <remarks>
 /// The DMX calculation process:
-/// 1. Calculate True Range (TR)
-/// 2. Calculate +DM (Positive Directional Movement)
-/// 3. Calculate -DM (Negative Directional Movement)
-/// 4. Smooth TR, +DM, and -DM using JMA instead of Wilder's smoothing
-/// 5. Calculate +DI and -DI as percentages
+/// 1. Calculate DMI using the standard Dmi class
+/// 2. Apply JMA smoothing to the +DI and -DI values
 ///
 /// Key improvements over DMI:
 /// - Uses JMA's adaptive volatility-based smoothing
@@ -22,11 +19,9 @@ namespace QuanTAlib;
 /// - Reduced lag through JMA's phase-shifting
 ///
 /// Formula:
-/// TR = max(high-low, abs(high-prevClose), abs(low-prevClose))
-/// +DM = if(high-prevHigh > prevLow-low) then max(high-prevHigh, 0) else 0
-/// -DM = if(prevLow-low > high-prevHigh) then max(prevLow-low, 0) else 0
-/// +DI = 100 * JMA(+DM) / JMA(TR)
-/// -DI = 100 * JMA(-DM) / JMA(TR)
+/// DMI calculation as per standard DMI
+/// DMX +DI = JMA(DMI +DI)
+/// DMX -DI = JMA(DMI -DI)
 ///
 /// Sources:
 ///     Original DMI by J. Welles Wilder Jr. - "New Concepts in Technical Trading Systems" (1978)
@@ -35,53 +30,40 @@ namespace QuanTAlib;
 [SkipLocalsInit]
 public sealed class Dmx : AbstractBarBase
 {
-    private readonly Jma _smoothedTr;
-    private readonly Jma _smoothedPlusDm;
-    private readonly Jma _smoothedMinusDm;
-    private double _prevHigh, _prevLow, _prevClose;
-    private double _p_prevHigh, _p_prevLow, _p_prevClose;
+    private readonly Dmi _dmi;
+    private readonly Jma _smoothedPlusDi;
+    private readonly Jma _smoothedMinusDi;
     private double _plusDi, _minusDi;
-    private const double ScalingFactor = 100.0;
-    private const int DefaultPeriod = 10;
+    private const int DefaultDmiPeriod = 14;
+    private const int DefaultJmaPeriod = 7;
     private const int DefaultPhase = 100;
     private const double DefaultFactor = 0.25;
 
     /// <summary>
-    /// Gets the most recent +DI value
+    /// Gets the most recent smoothed +DI value
     /// </summary>
     public double PlusDI => _plusDi;
 
     /// <summary>
-    /// Gets the most recent -DI value
+    /// Gets the most recent smoothed -DI value
     /// </summary>
     public double MinusDI => _minusDi;
 
-    /// <param name="period">The number of periods used in the DMX calculation (default 14).</param>
-    /// <param name="phase">The phase for the JMA smoothing (default 0).</param>
-    /// <param name="factor">The factor for the JMA smoothing (default 0.45).</param>
+    /// <param name="dmiPeriod">The number of periods used in the DMI calculation (default 14).</param>
+    /// <param name="jmaPeriod">The number of periods used in the JMA smoothing (default 10).</param>
+    /// <param name="phase">The phase for the JMA smoothing (default 100).</param>
+    /// <param name="factor">The factor for the JMA smoothing (default 0.25).</param>
     /// <exception cref="ArgumentOutOfRangeException">Thrown when period is less than 1.</exception>
     [MethodImpl(MethodImplOptions.AggressiveInlining)]
-    public Dmx(int period = DefaultPeriod, int phase = DefaultPhase, double factor = DefaultFactor)
+    public Dmx(int period = DefaultDmiPeriod, int jmaPeriod = DefaultJmaPeriod, int phase = DefaultPhase, double factor = DefaultFactor)
     {
-        if (period < 1)
-            throw new ArgumentOutOfRangeException(nameof(period));
-        _smoothedTr = new(period, phase, factor);
-        _smoothedPlusDm = new(period, phase, factor);
-        _smoothedMinusDm = new(period, phase, factor);
-        _index = 0;
-        WarmupPeriod = period * 2;  // JMA needs more warmup periods than RMA
-        Name = $"DMX({period})";
-    }
-
-    /// <param name="source">The data source object that publishes updates.</param>
-    /// <param name="period">The number of periods used in the DMX calculation.</param>
-    /// <param name="phase">The phase for the JMA smoothing.</param>
-    /// <param name="factor">The factor for the JMA smoothing.</param>
-    [MethodImpl(MethodImplOptions.AggressiveInlining)]
-    public Dmx(object source, int period, int phase = DefaultPhase, double factor = DefaultFactor) : this(period, phase, factor)
-    {
-        var pubEvent = source.GetType().GetEvent("Pub");
-        pubEvent?.AddEventHandler(source, new BarSignal(Sub));
+        if (period < 1 || jmaPeriod < 1)
+            throw new ArgumentOutOfRangeException(nameof(period), "Periods must be greater than or equal to 1.");
+        _dmi = new(period);
+        _smoothedPlusDi = new(jmaPeriod, phase, factor);
+        _smoothedMinusDi = new(jmaPeriod, phase, factor);
+        WarmupPeriod = period + jmaPeriod;
+        Name = $"DMX({period},{jmaPeriod})";
     }
 
     [MethodImpl(MethodImplOptions.AggressiveInlining)]
@@ -90,43 +72,7 @@ public sealed class Dmx : AbstractBarBase
         if (isNew)
         {
             _index++;
-            _p_prevHigh = _prevHigh;
-            _p_prevLow = _prevLow;
-            _p_prevClose = _prevClose;
         }
-        else
-        {
-            _prevHigh = _p_prevHigh;
-            _prevLow = _p_prevLow;
-            _prevClose = _p_prevClose;
-        }
-    }
-
-    [MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
-    private static double CalculateTrueRange(double high, double low, double prevClose)
-    {
-        double hl = high - low;
-        double hpc = Math.Abs(high - prevClose);
-        double lpc = Math.Abs(low - prevClose);
-        return Math.Max(hl, Math.Max(hpc, lpc));
-    }
-
-    [MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
-    private static (double plusDm, double minusDm) CalculateDirectionalMovement(
-        double high, double low, double prevHigh, double prevLow)
-    {
-        double upMove = high - prevHigh;
-        double downMove = prevLow - low;
-
-        double plusDm = 0.0;
-        double minusDm = 0.0;
-
-        if (upMove > downMove && upMove > 0)
-            plusDm = upMove;
-        else if (downMove > upMove && downMove > 0)
-            minusDm = downMove;
-
-        return (plusDm, minusDm);
     }
 
     [MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
@@ -134,40 +80,13 @@ public sealed class Dmx : AbstractBarBase
     {
         ManageState(Input.IsNew);
 
-        if (_index == 1)
-        {
-            _prevHigh = Input.High;
-            _prevLow = Input.Low;
-            _prevClose = Input.Close;
-            return 0.0;
-        }
+        // Calculate DMI
+        _dmi.Calc(Input);
 
-        // Calculate True Range and Directional Movement
-        double tr = CalculateTrueRange(Input.High, Input.Low, _prevClose);
-        var (plusDm, minusDm) = CalculateDirectionalMovement(
-            Input.High, Input.Low, _prevHigh, _prevLow);
+        // Smooth the DMI values using JMA
+        _plusDi = _smoothedPlusDi.Calc(_dmi.PlusDI, Input.IsNew).Value;
+        _minusDi = _smoothedMinusDi.Calc(_dmi.MinusDI, Input.IsNew).Value;
 
-        // Update previous values
-        _prevHigh = Input.High;
-        _prevLow = Input.Low;
-        _prevClose = Input.Close;
-
-        // Smooth the indicators using JMA
-        _smoothedTr.Calc(tr, Input.IsNew);
-        _smoothedPlusDm.Calc(plusDm, Input.IsNew);
-        _smoothedMinusDm.Calc(minusDm, Input.IsNew);
-
-        // Calculate +DI and -DI
-        double smoothedTr = _smoothedTr.Value;
-        if (smoothedTr > 0)
-        {
-            _plusDi = ScalingFactor * _smoothedPlusDm.Value / smoothedTr;
-            _minusDi = ScalingFactor * _smoothedMinusDm.Value / smoothedTr;
-            return _plusDi - _minusDi;  // Return the difference as main value
-        }
-
-        _plusDi = 0.0;
-        _minusDi = 0.0;
-        return 0.0;
+        return _plusDi - _minusDi;  // Return the difference as main value
     }
 }

lib/momentum/Dpo.cs

@@ -82,12 +82,13 @@ public sealed class Dpo : AbstractBase
     [MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
     protected override double Calculation()
     {
+
         ManageState(BarInput.IsNew);
 
         // Add current price to buffer
-        _prices.Add(BarInput.Close);
-
+        _prices.Add(BarInput.Close, BarInput.IsNew);
         // Need enough prices for the shifted SMA calculation
+
         if (_index <= _shift)
         {
             return 0;
@@ -96,12 +97,6 @@ public sealed class Dpo : AbstractBase
         // Add price from shift periods ago to SMA buffer
         _sma.Add(_prices[_shift]);
 
-        // Need enough prices for full calculation
-        if (_index <= WarmupPeriod)
-        {
-            return 0;
-        }
-
         // Calculate DPO
         double dpo = BarInput.Close - _sma.Average();
 

lib/momentum/_list.md

@@ -1,5 +1,4 @@
 # Momentum indicators
-Done: 15, Todo: 2
 
 ✔️ ADX - Average Directional Movement Index
 ✔️ ADXR - Average Directional Movement Index Rating

quantower/Averages/AfirmaIndicator.cs

@@ -50,7 +50,7 @@ public class AfirmaIndicator : Indicator, IWatchlistIndicator
         Name = "AFIRMA - Adaptive Finite Impulse Response Moving Average";
         Description = "Adaptive Finite Impulse Response Moving Average with ARMA component";
 
-        Series = new(name: $"AFIRMA {Taps}:{Periods}:{Window}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"AFIRMA {Taps}:{Periods}:{Window}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 

quantower/Averages/AlmaIndicator.cs

@@ -46,7 +46,7 @@ public class AlmaIndicator : Indicator, IWatchlistIndicator
         SourceName = Source.ToString();
         Name = "ALMA - Arnaud Legoux Moving Average";
         Description = "Arnaud Legoux Moving Average";
-        Series = new(name: $"ALMA {Period}:{Offset:F2}:{Sigma:F0}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"ALMA {Period}:{Offset:F2}:{Sigma:F0}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 

quantower/Averages/DemaIndicator.cs

@@ -40,7 +40,7 @@ public class DemaIndicator : Indicator, IWatchlistIndicator
         SourceName = Source.ToString();
         Name = "DEMA - Double Exponential Moving Average";
         Description = "A faster-responding moving average that reduces lag by applying the EMA twice.";
-        Series = new(name: $"DEMA {Period}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"DEMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 

quantower/Averages/DsmaIndicator.cs

@@ -43,7 +43,7 @@ public class DsmaIndicator : Indicator, IWatchlistIndicator
         SourceName = Source.ToString();
         Name = "DSMA - Deviation Scaled Moving Average";
         Description = "A moving average that adjusts its responsiveness based on price deviations from the mean.";
-        Series = new(name: $"DSMA {Period}:{Scale:F2}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"DSMA {Period}:{Scale:F2}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 

quantower/Averages/DwmaIndicator.cs

@@ -40,7 +40,7 @@ public class DwmaIndicator : Indicator, IWatchlistIndicator
         SourceName = Source.ToString();
         Name = "DWMA - Double Weighted Moving Average";
         Description = "A moving average that applies double weighting to recent prices for increased responsiveness.";
-        Series = new(name: $"DWMA {Period}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"DWMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 

quantower/Averages/EmaIndicator.cs

@@ -7,7 +7,7 @@ public class EmaIndicator : Indicator, IWatchlistIndicator
 {
     [InputParameter("Periods", sortIndex: 1, 1, 1000, 1, 0)]
     public int Periods { get; set; } = 10;
-        [InputParameter("Use SMA for warmup period", sortIndex: 2)]
+    [InputParameter("Use SMA for warmup period", sortIndex: 2)]
     public bool UseSMA { get; set; } = false;
 
     [InputParameter("Data source", sortIndex: 3, variants: [
@@ -42,7 +42,7 @@ public class EmaIndicator : Indicator, IWatchlistIndicator
         SourceName = Source.ToString();
         Name = "EMA - Exponential Moving Average";
         Description = "Exponential Moving Average";
-        Series = new(name: $"EMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"EMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 

quantower/Averages/EpmaIndicator.cs

@@ -40,7 +40,7 @@ public class EpmaIndicator : Indicator, IWatchlistIndicator
         SourceName = Source.ToString();
         Name = "EPMA - Exponential Percentage Moving Average";
         Description = "Exponential Percentage Moving Average";
-        Series = new(name: $"EPMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"EPMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 

quantower/Averages/FramaIndicator.cs

@@ -40,7 +40,7 @@ public class FramaIndicator : Indicator, IWatchlistIndicator
         SourceName = Source.ToString();
         Name = "FRAMA - Fractal Adaptive Moving Average";
         Description = "Fractal Adaptive Moving Average";
-        Series = new(name: $"FRAMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"FRAMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 

quantower/Averages/FwmaIndicator.cs

@@ -40,7 +40,7 @@ public class FwmaIndicator : Indicator, IWatchlistIndicator
         SourceName = Source.ToString();
         Name = "FWMA - Fibonacci Weighted Moving Average";
         Description = "Fibonacci Weighted Moving Average";
-        Series = new(name: $"FWMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"FWMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 

quantower/Averages/GmaIndicator.cs

@@ -40,7 +40,7 @@ public class GmaIndicator : Indicator, IWatchlistIndicator
         SourceName = Source.ToString();
         Name = "GMA - Gaussian Moving Average";
         Description = "Gaussian Moving Average";
-        Series = new(name: $"GMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"GMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 

quantower/Averages/HmaIndicator.cs

@@ -40,7 +40,7 @@ public class HmaIndicator : Indicator, IWatchlistIndicator
         SourceName = Source.ToString();
         Name = "HMA - Hull Moving Average";
         Description = "Hull Moving Average";
-        Series = new(name: $"HMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"HMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 

quantower/Averages/HtitIndicator.cs

@@ -37,7 +37,7 @@ public class HtitIndicator : Indicator, IWatchlistIndicator
         SourceName = Source.ToString();
         Name = "HTIT - Hilbert Transform Instantaneous Trendline";
         Description = "Hilbert Transform Instantaneous Trendline (Note: This indicator may not be fully functional)";
-        Series = new(name: "HTIT", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        Series = new(name: "HTIT", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 

quantower/Averages/HwmaIndicator.cs

@@ -49,7 +49,7 @@ public class HwmaIndicator : Indicator, IWatchlistIndicator
         SourceName = Source.ToString();
         Name = "HWMA - Holt-Winter Moving Average";
         Description = "Holt-Winter Moving Average";
-        Series = new(name: $"HWMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"HWMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 

quantower/Averages/JmaIndicator.cs

@@ -11,7 +11,7 @@ public class JmaIndicator : Indicator, IWatchlistIndicator
     [InputParameter("Phase", sortIndex: 2, -100, 100, 1, 0)]
     public int Phase { get; set; } = 0;
 
-    [InputParameter("Beta factor", sortIndex: 3, minimum: 0, maximum:5 , increment: 0.01, decimalPlaces: 2)]
+    [InputParameter("Beta factor", sortIndex: 3, minimum: 0, maximum: 5, increment: 0.01, decimalPlaces: 2)]
     public double Factor { get; set; } = 0.45;
 
     [InputParameter("Data source", sortIndex: 4, variants: [
@@ -34,7 +34,7 @@ public class JmaIndicator : Indicator, IWatchlistIndicator
     private Jma? ma;
     protected LineSeries? Series;
     protected string? SourceName;
-    public int MinHistoryDepths => Math.Max(65,Periods * 2);
+    public int MinHistoryDepths => Math.Max(65, Periods * 2);
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
     public override string ShortName => $"JMA {Periods}:{Phase}:{Factor:F2}:{SourceName}";
@@ -46,7 +46,7 @@ public class JmaIndicator : Indicator, IWatchlistIndicator
         SourceName = Source.ToString();
         Name = "JMA - Jurik Moving Average";
         Description = "Jurik Moving Average (Note: This indicator may have consistency issues)";
-        Series = new(name: $"JMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"JMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 

quantower/Averages/KamaIndicator.cs

@@ -46,7 +46,7 @@ public class KamaIndicator : Indicator, IWatchlistIndicator
         SourceName = Source.ToString();
         Name = "KAMA - Kaufman's Adaptive Moving Average";
         Description = "Kaufman's Adaptive Moving Average";
-        Series = new(name: $"KAMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"KAMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 

quantower/Averages/LtmaIndicator.cs

@@ -40,7 +40,7 @@ public class LtmaIndicator : Indicator, IWatchlistIndicator
         SourceName = Source.ToString();
         Name = "LTMA - Laguerre Time Moving Average";
         Description = "Laguerre Time Moving Average";
-        Series = new(name: $"LTMA {Gamma}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"LTMA {Gamma}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 

quantower/Averages/MaafIndicator.cs

@@ -43,7 +43,7 @@ public class MaafIndicator : Indicator, IWatchlistIndicator
         SourceName = Source.ToString();
         Name = "MAAF - Median Adaptive Averaging Filter";
         Description = "Median Adaptive Averaging Filter (Note: This indicator may have consistency issues)";
-        Series = new(name: $"MAAF {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"MAAF {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 

quantower/Averages/MamaIndicator.cs

@@ -44,7 +44,7 @@ public class MamaIndicator : Indicator, IWatchlistIndicator
         SourceName = Source.ToString();
         Name = "MAMA - MESA Adaptive Moving Average";
         Description = "MESA Adaptive Moving Average";
-        MamaSeries = new(name: "MAMA", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        MamaSeries = new(name: "MAMA", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         FamaSeries = new(name: "FAMA", color: Color.Red, width: 2, style: LineStyle.Solid);
         AddLineSeries(MamaSeries);
         AddLineSeries(FamaSeries);

quantower/Averages/MgdiIndicator.cs

@@ -43,7 +43,7 @@ public class MgdiIndicator : Indicator, IWatchlistIndicator
         SourceName = Source.ToString();
         Name = "MGDI - McGinley Dynamic Indicator";
         Description = "McGinley Dynamic Indicator";
-        Series = new(name: $"MGDI {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"MGDI {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 

quantower/Averages/MmaIndicator.cs

@@ -40,7 +40,7 @@ public class MmaIndicator : Indicator, IWatchlistIndicator
         SourceName = Source.ToString();
         Name = "MMA - Modified Moving Average";
         Description = "Modified Moving Average";
-        Series = new(name: $"MMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"MMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 

quantower/Averages/PwmaIndicator.cs

@@ -40,7 +40,7 @@ public class PwmaIndicator : Indicator, IWatchlistIndicator
         SourceName = Source.ToString();
         Name = "PWMA - Pascal's Weighted Moving Average";
         Description = "Pascal's Weighted Moving Average";
-        Series = new(name: $"PWMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"PWMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 

quantower/Averages/QemaIndicator.cs

@@ -49,7 +49,7 @@ public class QemaIndicator : Indicator, IWatchlistIndicator
         SourceName = Source.ToString();
         Name = "QEMA - Quadruple Exponential Moving Average";
         Description = "Quadruple Exponential Moving Average";
-        Series = new(name: $"QEMA {K1},{K2},{K3},{K4}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"QEMA {K1},{K2},{K3},{K4}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 

quantower/Averages/RemaIndicator.cs

@@ -43,7 +43,7 @@ public class RemaIndicator : Indicator, IWatchlistIndicator
         SourceName = Source.ToString();
         Name = "REMA - Regularized Exponential Moving Average";
         Description = "Regularized Exponential Moving Average";
-        Series = new(name: $"REMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"REMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 

quantower/Averages/RmaIndicator.cs

@@ -40,7 +40,7 @@ public class RmaIndicator : Indicator, IWatchlistIndicator
         SourceName = Source.ToString();
         Name = "RMA - Relative Moving Average (Wilder's Moving Average)";
         Description = "Relative Moving Average, also known as Wilder's Moving Average";
-        Series = new(name: $"RMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"RMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 

quantower/Averages/SinemaIndicator.cs

@@ -40,7 +40,7 @@ public class SinemaIndicator : Indicator, IWatchlistIndicator
         SourceName = Source.ToString();
         Name = "SINEMA - Sine-Weighted Moving Average";
         Description = "Sine-Weighted Moving Average";
-        Series = new(name: $"SINEMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"SINEMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 

quantower/Averages/SmaIndicator.cs

@@ -39,7 +39,7 @@ public class SmaIndicator : Indicator, IWatchlistIndicator
         SourceName = Source.ToString();
         Name = "SMA - Simple Moving Average";
         Description = "Simple Moving Average";
-        Series = new(name: $"SMA {Period}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"SMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 

quantower/Averages/SmmaIndicator.cs

@@ -40,7 +40,7 @@ public class SmmaIndicator : Indicator, IWatchlistIndicator
         SourceName = Source.ToString();
         Name = "SMMA - Smoothed Moving Average";
         Description = "Smoothed Moving Average";
-        Series = new(name: $"SMMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"SMMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 

quantower/Averages/T3Indicator.cs

@@ -46,7 +46,7 @@ public class T3Indicator : Indicator, IWatchlistIndicator
         SourceName = Source.ToString();
         Name = "T3 - Tillson T3 Moving Average";
         Description = "Tillson T3 Moving Average";
-        Series = new(name: $"T3 {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"T3 {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 

quantower/Averages/TemaIndicator.cs

@@ -40,7 +40,7 @@ public class TemaIndicator : Indicator, IWatchlistIndicator
         SourceName = Source.ToString();
         Name = "TEMA - Triple Exponential Moving Average";
         Description = "Triple Exponential Moving Average";
-        Series = new(name: $"TEMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"TEMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 

quantower/Averages/TrimaIndicator.cs

@@ -40,7 +40,7 @@ public class TrimaIndicator : Indicator, IWatchlistIndicator
         SourceName = Source.ToString();
         Name = "TRIMA - Triangular Moving Average";
         Description = "Triangular Moving Average";
-        Series = new(name: $"TRIMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"TRIMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 

quantower/Averages/VidyaIndicator.cs

@@ -46,7 +46,7 @@ public class VidyaIndicator : Indicator, IWatchlistIndicator
         SourceName = Source.ToString();
         Name = "VIDYA - Variable Index Dynamic Average";
         Description = "Variable Index Dynamic Average";
-        Series = new(name: $"VIDYA {ShortPeriod}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"VIDYA {ShortPeriod}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 

quantower/Averages/WmaIndicator.cs

@@ -40,7 +40,7 @@ public class WmaIndicator : Indicator, IWatchlistIndicator
         SourceName = Source.ToString();
         Name = "WMA - Weighted Moving Average";
         Description = "Weighted Moving Average";
-        Series = new(name: $"WMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"WMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 

quantower/Averages/ZlemaIndicator.cs

@@ -41,7 +41,7 @@ public class ZlemaIndicator : Indicator, IWatchlistIndicator
         SourceName = Source.ToString();
         Name = "ZLEMA - Zero Lag Exponential Moving Average";
         Description = "Zero Lag Exponential Moving Average";
-        Series = new(name: $"ZLEMA {Periods}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"ZLEMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 

quantower/Experiments/TestIndicator.cs

@@ -37,7 +37,7 @@ public class TestIndicator : Indicator, IWatchlistIndicator
         SeparateWindow = false;
         Name = "TEST";
         Description = "test and test and test and more test.";
-        Series = new(name: $"{Name}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"{Name}", color: IndicatorExtensions.Volatility, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 

quantower/Experiments/_Experiments.csproj

@@ -0,0 +1,30 @@
+<Project Sdk="Microsoft.NET.Sdk">
+  <PropertyGroup>
+    <AssemblyName>Experiments</AssemblyName>
+    <AlgoType>Indicator</AlgoType>
+    <OutputPath>bin\$(Configuration)\</OutputPath>
+    <EnableDefaultCompileItems>false</EnableDefaultCompileItems>
+  </PropertyGroup>
+
+  <ItemGroup>
+    <PackageReference Include="System.Drawing.Common" Version="8.0.0" />
+  </ItemGroup>
+
+  <ItemGroup>
+    <Compile Include="..\*.cs" />
+    <Compile Include="*.cs" />
+    <Compile Include="..\..\lib\**\*.cs" Exclude="..\..\lib\bin\**;..\..\lib\obj\**" />
+    <Reference Include="TradingPlatform.BusinessLayer">
+      <HintPath>..\..\.github\TradingPlatform.BusinessLayer.dll</HintPath>
+    </Reference>
+    <None Include="..\..\.github\TradingPlatform.BusinessLayer.xml">
+      <Link>TradingPlatform.BusinessLayer.xml</Link>
+    </None>
+  </ItemGroup>
+
+  <Target Name="CopyCustomContent" AfterTargets="AfterBuild"
+        Condition="'$(IsLocalBuild)' == 'true' AND $([MSBuild]::IsOSPlatform('Windows'))">
+    <Copy SourceFiles="$(OutputPath)\Experiments.dll" DestinationFolder="$(QuantowerRoot)\Settings\Scripts\Indicators\QuanTAlib\Experiments" />
+  </Target>
+
+</Project>

quantower/IndicatorExtensions.cs

@@ -16,6 +16,12 @@ public enum MaType
 
 public static class IndicatorExtensions
 {
+    public static readonly Color Averages = Color.FromArgb(255, 255, 128);    // #FFFF80 - Yellow
+    public static readonly Color Volume = Color.FromArgb(128, 255, 128);      // #80FF80 - Green
+    public static readonly Color Volatility = Color.FromArgb(255, 128, 128);  // #FF8080 - Red
+    public static readonly Color Statistics = Color.FromArgb(128, 128, 255);  // #8080FF - Blue
+    public static readonly Color Oscillators = Color.FromArgb(255, 128, 255); // #FF80FF - Magenta
+    public static readonly Color Momentum = Color.FromArgb(128, 255, 255);    // #80FFFF - Cyan
     public static TValue GetInputValue(this Indicator indicator, UpdateArgs args, SourceType source)
     {
         var historicalData = indicator.HistoricalData;
@@ -179,7 +185,6 @@ public static class IndicatorExtensions
         }
     }
 
-
     public static void DrawText(this Indicator indicator, PaintChartEventArgs args, string text)
     {
         if (indicator.CurrentChart == null)
@@ -210,7 +215,3 @@ public static class IndicatorExtensions
         };
     }
 }
-
-
-
-

quantower/Momentum/AdxIndicator.cs

@@ -0,0 +1,53 @@
+using System.Drawing;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+public class AdxIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Periods", sortIndex: 1, 1, 2000, 1, 0)]
+    public int Periods { get; set; } = 14;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Adx? adx;
+    protected LineSeries? AdxSeries;
+    public int MinHistoryDepths => Math.Max(5, Periods * 3); // Need extra periods for ADX calculation
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public AdxIndicator()
+    {
+        Name = "ADX - Average Directional Movement Index";
+        Description = "Measures the strength of a trend, regardless of its direction.";
+        SeparateWindow = true;
+
+        AdxSeries = new($"ADX {Periods}", color: IndicatorExtensions.Momentum, 2, LineStyle.Solid);
+        AddLineSeries(AdxSeries);
+    }
+
+    protected override void OnInit()
+    {
+        adx = new Adx(Periods);
+        base.OnInit();
+    }
+
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        TBar input = IndicatorExtensions.GetInputBar(this, args);
+        TValue result = adx!.Calc(input);
+
+        AdxSeries!.SetValue(result.Value);
+        AdxSeries!.SetMarker(0, Color.Transparent);
+    }
+
+#pragma warning disable CA1416 // Validate platform compatibility
+
+    public override string ShortName => $"ADX ({Periods})";
+
+    public override void OnPaintChart(PaintChartEventArgs args)
+    {
+        base.OnPaintChart(args);
+        this.PaintSmoothCurve(args, AdxSeries!, adx!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
+    }
+}

quantower/Momentum/AdxrIndicator.cs

@@ -0,0 +1,55 @@
+using System.Drawing;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+public class AdxrIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Periods", sortIndex: 1, 1, 2000, 1, 0)]
+    public int Periods { get; set; } = 14;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Adxr? adxr;
+    protected LineSeries? AdxrSeries;
+    public int MinHistoryDepths => Math.Max(5, Periods * 4); // Need extra periods for ADXR calculation
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public AdxrIndicator()
+    {
+        Name = "ADXR - Average Directional Movement Index Rating";
+        Description = "Measures trend strength by comparing current ADX with historical ADX values.";
+        SeparateWindow = true;
+
+        AdxrSeries = new($"ADXR {Periods}", Color.Blue, 2, LineStyle.Solid);
+        AddLineSeries(AdxrSeries);
+    }
+
+    protected override void OnInit()
+    {
+        adxr = new Adxr(Periods);
+        base.OnInit();
+    }
+
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        TBar input = IndicatorExtensions.GetInputBar(this, args);
+        TValue result = adxr!.Calc(input);
+
+        AdxrSeries!.SetValue(result.Value);
+        AdxrSeries!.SetMarker(0, Color.Transparent);
+    }
+
+#pragma warning disable CA1416 // Validate platform compatibility
+
+    public override string ShortName => $"ADXR ({Periods})";
+
+    public override void OnPaintChart(PaintChartEventArgs args)
+    {
+        base.OnPaintChart(args);
+        this.PaintHLine(args, 25, new Pen(color: IndicatorExtensions.Momentum, width: 1)); // Strong trend line
+        this.PaintHLine(args, 20, new Pen(color: IndicatorExtensions.Momentum, width: 1)); // Weak trend line
+        this.PaintSmoothCurve(args, AdxrSeries!, adxr!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
+    }
+}

quantower/Momentum/ApoIndicator.cs

@@ -0,0 +1,71 @@
+using System.Drawing;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+public class ApoIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Fast Period", sortIndex: 1, 1, 2000, 1, 0)]
+    public int FastPeriod { get; set; } = 12;
+
+    [InputParameter("Slow Period", sortIndex: 2, 1, 2000, 1, 0)]
+    public int SlowPeriod { get; set; } = 26;
+
+    [InputParameter("Data source", sortIndex: 4, variants: [
+    "Open", SourceType.Open,
+            "High", SourceType.High,
+            "Low", SourceType.Low,
+            "Close", SourceType.Close,
+            "HL/2 (Median)", SourceType.HL2,
+            "OC/2 (Midpoint)", SourceType.OC2,
+            "OHL/3 (Mean)", SourceType.OHL3,
+            "HLC/3 (Typical)", SourceType.HLC3,
+            "OHLC/4 (Average)", SourceType.OHLC4,
+            "HLCC/4 (Weighted)", SourceType.HLCC4
+    ])]
+    public SourceType Source { get; set; } = SourceType.Close;
+
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Apo? apo;
+    protected LineSeries? ApoSeries;
+    public int MinHistoryDepths => Math.Max(FastPeriod, SlowPeriod) * 2;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public ApoIndicator()
+    {
+        Name = "APO - Absolute Price Oscillator";
+        Description = "Shows the difference between two moving averages of different periods.";
+        SeparateWindow = true;
+
+        ApoSeries = new($"APO {FastPeriod},{SlowPeriod}", color: IndicatorExtensions.Momentum, 2, LineStyle.Solid);
+        AddLineSeries(ApoSeries);
+    }
+
+    protected override void OnInit()
+    {
+        apo = new Apo(FastPeriod, SlowPeriod);
+        base.OnInit();
+    }
+
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        TValue input = this.GetInputValue(args, Source);
+        TValue result = apo!.Calc(input);
+
+        ApoSeries!.SetValue(result.Value);
+        ApoSeries!.SetMarker(0, Color.Transparent);
+    }
+
+#pragma warning disable CA1416 // Validate platform compatibility
+
+    public override string ShortName => $"APO ({FastPeriod},{SlowPeriod})";
+
+    public override void OnPaintChart(PaintChartEventArgs args)
+    {
+        base.OnPaintChart(args);
+        this.PaintSmoothCurve(args, ApoSeries!, apo!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
+    }
+}

quantower/Momentum/DmiIndicator.cs

@@ -0,0 +1,59 @@
+using System.Drawing;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+public class DmiIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Periods", sortIndex: 1, 1, 2000, 1, 0)]
+    public int Periods { get; set; } = 14;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Dmi? dmi;
+    protected LineSeries? PlusDiSeries;
+    protected LineSeries? MinusDiSeries;
+    public int MinHistoryDepths => Math.Max(5, Periods * 2);
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public DmiIndicator()
+    {
+        Name = "DMI - Directional Movement Index";
+        Description = "Identifies the directional movement of a price by comparing successive highs and lows.";
+        SeparateWindow = true;
+
+        PlusDiSeries = new($"+DI {Periods}", color: Color.Red, 2, LineStyle.Solid);
+        MinusDiSeries = new($"-DI {Periods}", color: Color.Blue, 2, LineStyle.Solid);
+        AddLineSeries(PlusDiSeries);
+        AddLineSeries(MinusDiSeries);
+    }
+
+    protected override void OnInit()
+    {
+        dmi = new Dmi(Periods);
+        base.OnInit();
+    }
+
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        TBar input = IndicatorExtensions.GetInputBar(this, args);
+        var result = dmi!.Calc(input);
+
+        PlusDiSeries!.SetValue(dmi.PlusDI);
+        MinusDiSeries!.SetValue(dmi.MinusDI);
+        PlusDiSeries!.SetMarker(0, Color.Transparent);
+        MinusDiSeries!.SetMarker(0, Color.Transparent);
+    }
+
+#pragma warning disable CA1416 // Validate platform compatibility
+
+    public override string ShortName => $"DMI ({Periods})";
+
+    public override void OnPaintChart(PaintChartEventArgs args)
+    {
+        base.OnPaintChart(args);
+        this.PaintSmoothCurve(args, PlusDiSeries!, dmi!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
+        this.PaintSmoothCurve(args, MinusDiSeries!, dmi!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
+    }
+}

quantower/Momentum/DmxIndicator.cs

@@ -0,0 +1,68 @@
+using System.Drawing;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+public class DmxIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("DMI Periods", sortIndex: 1, 1, 2000, 1, 0)]
+    public int DmiPeriods { get; set; } = 14;
+
+    [InputParameter("JMA Smoothing Periods", sortIndex: 2, 1, 2000, 1, 0)]
+    public int JmaPeriods { get; set; } = 12;
+
+    [InputParameter("JMA Phase", sortIndex: 3, -100, 100, 1, 0)]
+    public int JmaPhase { get; set; } = 100;
+
+    [InputParameter("JMA Factor", sortIndex: 4, 0.01, 1, 0.01, 2)]
+    public double JmaFactor { get; set; } = 0.3;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Dmx? dmx;
+    protected LineSeries? PlusDiSeries;
+    protected LineSeries? MinusDiSeries;
+    public int MinHistoryDepths => Math.Max(5, (DmiPeriods + JmaPeriods) * 2);
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public DmxIndicator()
+    {
+        Name = "DMX - Enhanced Directional Movement Index";
+        Description = "An enhanced version of DMI using JMA smoothing for better noise reduction and responsiveness.";
+        SeparateWindow = true;
+
+        PlusDiSeries = new($"+DI {DmiPeriods}", color: Color.Red, 2, LineStyle.Solid);
+        MinusDiSeries = new($"-DI {DmiPeriods}", color: Color.Blue, 2, LineStyle.Solid);
+        AddLineSeries(PlusDiSeries);
+        AddLineSeries(MinusDiSeries);
+    }
+
+    protected override void OnInit()
+    {
+        dmx = new Dmx(DmiPeriods, JmaPeriods, JmaPhase, JmaFactor);
+        base.OnInit();
+    }
+
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        TBar input = IndicatorExtensions.GetInputBar(this, args);
+        var result = dmx!.Calc(input);
+
+        PlusDiSeries!.SetValue(dmx.PlusDI);
+        MinusDiSeries!.SetValue(dmx.MinusDI);
+        PlusDiSeries!.SetMarker(0, Color.Transparent);
+        MinusDiSeries!.SetMarker(0, Color.Transparent);
+    }
+
+#pragma warning disable CA1416 // Validate platform compatibility
+
+    public override string ShortName => $"DMX ({DmiPeriods})";
+
+    public override void OnPaintChart(PaintChartEventArgs args)
+    {
+        base.OnPaintChart(args);
+        this.PaintSmoothCurve(args, PlusDiSeries!, dmx!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
+        this.PaintSmoothCurve(args, MinusDiSeries!, dmx!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
+    }
+}

quantower/Momentum/DpoIndicator.cs

@@ -0,0 +1,67 @@
+using System.Drawing;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+public class DpoIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
+    public int Period { get; set; } = 20;
+
+    [InputParameter("Data source", sortIndex: 2, variants: [
+    "Open", SourceType.Open,
+            "High", SourceType.High,
+            "Low", SourceType.Low,
+            "Close", SourceType.Close,
+            "HL/2 (Median)", SourceType.HL2,
+            "OC/2 (Midpoint)", SourceType.OC2,
+            "OHL/3 (Mean)", SourceType.OHL3,
+            "HLC/3 (Typical)", SourceType.HLC3,
+            "OHLC/4 (Average)", SourceType.OHLC4,
+            "HLCC/4 (Weighted)", SourceType.HLCC4
+    ])]
+    public SourceType Source { get; set; } = SourceType.Close;
+
+    [InputParameter("Show cold values", sortIndex: 3)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Dpo? Dpo;
+    protected LineSeries? DpoSeries;
+    public int MinHistoryDepths => Period * 2;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public DpoIndicator()
+    {
+        Name = "DPO - Detrended Price Oscillator";
+        Description = "Removes trend from price by comparing current price to a past moving average, helping identify cycles in the price.";
+        SeparateWindow = true;
+
+        DpoSeries = new($"DPO {Period}", color: IndicatorExtensions.Momentum, 2, LineStyle.Solid);
+        AddLineSeries(DpoSeries);
+    }
+
+    protected override void OnInit()
+    {
+        Dpo = new Dpo(Period);
+        base.OnInit();
+    }
+
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        TBar input = this.GetInputBar(args);
+        TValue result = Dpo!.Calc(input);
+
+        DpoSeries!.SetValue(result.Value);
+        DpoSeries!.SetMarker(0, Color.Transparent);
+    }
+
+#pragma warning disable CA1416 // Validate platform compatibility
+
+    public override string ShortName => $"DPO ({Period})";
+
+    public override void OnPaintChart(PaintChartEventArgs args)
+    {
+        base.OnPaintChart(args);
+        this.PaintSmoothCurve(args, DpoSeries!, Dpo!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
+    }
+}

quantower/Momentum/MacdIndicator.cs

@@ -36,9 +36,7 @@ public class MacdIndicator : Indicator, IWatchlistIndicator
     [InputParameter("Show cold values", sortIndex: 21)]
     public bool ShowColdValues { get; set; } = true;
 
-    private Ema? slow_ma;
-    private Ema? fast_ma;
-    private Ema? signal_ma;
+    private Macd? macd;
     private Slope? histSlope;
     protected LineSeries? MainSeries;
     protected LineSeries? SignalSeries;
@@ -58,8 +56,8 @@ public class MacdIndicator : Indicator, IWatchlistIndicator
         SourceName = Source.ToString();
         Name = "MACD - Moving Average Convergence Divergence";
         Description = "MACD";
-        MainSeries = new(name: $"MAIN", color: Color.Blue, width: 2, style: LineStyle.Solid);
-        SignalSeries = new(name: $"SIGNAL", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        MainSeries = new(name: $"MAIN", color: Color.RoyalBlue, width: 2, style: LineStyle.Solid);
+        SignalSeries = new(name: $"SIGNAL", color: Color.Red, width: 2, style: LineStyle.Solid);
         HistogramSeries = new(name: $"HISTOGRAM", color: Color.White, width: 2, style: LineStyle.Solid);
         HistSlopeSeries = new(name: $"SLOPE", color: Color.Transparent, width: 2, style: LineStyle.Solid);
         HistSlopeSeries.Visible = false;
@@ -72,9 +70,7 @@ public class MacdIndicator : Indicator, IWatchlistIndicator
 
     protected override void OnInit()
     {
-        slow_ma = new(Slow, useSma: UseSMA);
-        fast_ma = new(Fast, useSma: UseSMA);
-        signal_ma = new(Signal, useSma: UseSMA);
+        macd = new(fastPeriod: Fast, slowPeriod: Slow, signalPeriod: Signal);
         histSlope = new(2);
         SourceName = Source.ToString();
         base.OnInit();
@@ -83,19 +79,22 @@ public class MacdIndicator : Indicator, IWatchlistIndicator
     protected override void OnUpdate(UpdateArgs args)
     {
         TValue input = this.GetInputValue(args, Source);
-        slow_ma!.Calc(input);
-        fast_ma!.Calc(input);
-        double main = fast_ma.Value - slow_ma.Value;
-        double signal = signal_ma!.Calc(main);
-        double histogram = main - signal;
+        macd!.Calc(input);
+
+        double main = macd.MacdLine;
+        double signal = macd.SignalLine;
+        double histogram = macd.Value;
         histSlope!.Calc(histogram);
 
         MainSeries!.SetValue(main);
         MainSeries!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
+
         SignalSeries!.SetValue(signal);
         SignalSeries!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
+
         HistogramSeries!.SetValue(histogram);
         HistogramSeries!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
+
         HistSlopeSeries!.SetValue(histSlope.Value);
         HistSlopeSeries!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
     }
@@ -118,7 +117,7 @@ public class MacdIndicator : Indicator, IWatchlistIndicator
         for (int i = rightIndex; i < leftIndex; i++)
         {
             int barX = (int)converter.GetChartX(this.HistoricalData.Time(i));
-            int barY = (int)converter.GetChartY(HistogramSeries![i]*2.0);
+            int barY = (int)converter.GetChartY(HistogramSeries![i] * 2.0);
             int barY0 = (int)converter.GetChartY(0);
             int HistBarWidth = this.CurrentChart.BarsWidth - 2;
 
@@ -139,8 +138,8 @@ public class MacdIndicator : Indicator, IWatchlistIndicator
             }
         }
 
-        this.PaintSmoothCurve(args, MainSeries!, slow_ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.3);
-        this.PaintSmoothCurve(args, SignalSeries!, slow_ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
+        this.PaintSmoothCurve(args, MainSeries!, macd!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.3);
+        this.PaintSmoothCurve(args, SignalSeries!, macd!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
         base.OnPaintChart(args);
     }
 }

quantower/Momentum/_Momentum.csproj

@@ -27,4 +27,4 @@
     <Copy SourceFiles="$(OutputPath)\Momentum.dll" DestinationFolder="$(QuantowerRoot)\Settings\Scripts\Indicators\QuanTAlib\Momentum" />
   </Target>
 
-</Project>
+</Project>

quantower/Oscillators/RsiIndicator.cs

@@ -37,7 +37,7 @@ public class RsiIndicator : Indicator, IWatchlistIndicator
         Description = "Measures the speed and magnitude of recent price changes to evaluate overbought or oversold conditions.";
         SeparateWindow = true;
         SourceName = Source.ToString();
-        RsiSeries = new($"RSI {Periods}", Color.Blue, 2, LineStyle.Solid);
+        RsiSeries = new($"RSI {Periods}", color: IndicatorExtensions.Oscillators, 2, LineStyle.Solid);
         AddLineSeries(RsiSeries);
     }
 

quantower/Oscillators/RsxIndicator.cs

@@ -37,7 +37,7 @@ public class RsxIndicator : Indicator, IWatchlistIndicator
         Description = "Measures the speed and magnitude of recent price changes to evaluate overbought or oversold conditions.";
         SeparateWindow = true;
         SourceName = Source.ToString();
-        RsxSeries = new($"RSX {Period}", Color.Blue, 2, LineStyle.Solid);
+        RsxSeries = new($"RSX {Period}", color: IndicatorExtensions.Oscillators, 2, LineStyle.Solid);
         AddLineSeries(RsxSeries);
     }
 

quantower/Statistics/CurvatureIndicator.cs

@@ -36,7 +36,7 @@ public class CurvatureIndicator : Indicator, IWatchlistIndicator
         SeparateWindow = true;
         SourceName = Source.ToString();
 
-        CurvatureSeries = new("Curvature", Color.Blue, 2, LineStyle.Solid);
+        CurvatureSeries = new("Curvature", color: IndicatorExtensions.Statistics, 2, LineStyle.Solid);
         AddLineSeries(CurvatureSeries);
     }
 

quantower/Statistics/EntropyIndicator.cs

@@ -34,7 +34,7 @@ public class EntropyIndicator : Indicator, IWatchlistIndicator
         SeparateWindow = true;
         SourceName = Source.ToString();
 
-        EntropySeries = new("Entropy", Color.Blue, 2, LineStyle.Solid);
+        EntropySeries = new("Entropy", color: IndicatorExtensions.Statistics, 2, LineStyle.Solid);
         AddLineSeries(EntropySeries);
     }
 

quantower/Statistics/KurtosisIndicator.cs

@@ -35,7 +35,7 @@ public class KurtosisIndicator : Indicator, IWatchlistIndicator
         SeparateWindow = true;
         SourceName = Source.ToString();
 
-        KurtosisSeries = new("Kurtosis", Color.Blue, 2, LineStyle.Solid);
+        KurtosisSeries = new("Kurtosis", color: IndicatorExtensions.Statistics, 2, LineStyle.Solid);
         AddLineSeries(KurtosisSeries);
     }
 

quantower/Statistics/MaxIndicator.cs

@@ -38,7 +38,7 @@ public class MaxIndicator : Indicator, IWatchlistIndicator
         SeparateWindow = false;
         SourceName = Source.ToString();
 
-        MaxSeries = new("Max", Color.Blue, 2, LineStyle.Solid);
+        MaxSeries = new("Max", color: IndicatorExtensions.Statistics, 2, LineStyle.Solid);
         AddLineSeries(MaxSeries);
     }
 

quantower/Statistics/MedianIndicator.cs

@@ -35,7 +35,7 @@ public class MedianIndicator : Indicator, IWatchlistIndicator
         SeparateWindow = false;
         SourceName = Source.ToString();
 
-        MedianSeries = new("Median", Color.Blue, 2, LineStyle.Solid);
+        MedianSeries = new("Median", color: IndicatorExtensions.Statistics, 2, LineStyle.Solid);
         AddLineSeries(MedianSeries);
     }
 

quantower/Statistics/MinIndicator.cs

@@ -38,7 +38,7 @@ public class MinIndicator : Indicator, IWatchlistIndicator
         SeparateWindow = false;
         SourceName = Source.ToString();
 
-        MinSeries = new("Min", Color.Blue, 2, LineStyle.Solid);
+        MinSeries = new("Min", color: IndicatorExtensions.Statistics, 2, LineStyle.Solid);
         AddLineSeries(MinSeries);
     }
 

quantower/Statistics/ModeIndicator.cs

@@ -35,7 +35,7 @@ public class ModeIndicator : Indicator, IWatchlistIndicator
         SeparateWindow = false;
         SourceName = Source.ToString();
 
-        ModeSeries = new("Mode", Color.Blue, 2, LineStyle.Solid);
+        ModeSeries = new("Mode", color: IndicatorExtensions.Statistics, 2, LineStyle.Solid);
         AddLineSeries(ModeSeries);
     }
 

quantower/Statistics/PercentileIndicator.cs

@@ -38,7 +38,7 @@ public class PercentileIndicator : Indicator, IWatchlistIndicator
         SeparateWindow = false;
         SourceName = Source.ToString();
 
-        PercentileSeries = new("Percentile", Color.Blue, 2, LineStyle.Solid);
+        PercentileSeries = new("Percentile", color: IndicatorExtensions.Statistics, 2, LineStyle.Solid);
         AddLineSeries(PercentileSeries);
     }
 

quantower/Statistics/SkewIndicator.cs

@@ -35,7 +35,7 @@ public class SkewIndicator : Indicator, IWatchlistIndicator
         SeparateWindow = true;
         SourceName = Source.ToString();
 
-        SkewSeries = new("Skew", Color.Blue, 2, LineStyle.Solid);
+        SkewSeries = new("Skew", color: IndicatorExtensions.Statistics, 2, LineStyle.Solid);
         AddLineSeries(SkewSeries);
     }
 

quantower/Statistics/SlopeIndicator.cs

@@ -36,7 +36,7 @@ public class SlopeIndicator : Indicator, IWatchlistIndicator
         SeparateWindow = true;
         SourceName = Source.ToString();
 
-        SlopeSeries = new("Slope", Color.Blue, 2, LineStyle.Solid);
+        SlopeSeries = new("Slope", color: IndicatorExtensions.Statistics, 2, LineStyle.Solid);
         LineSeries = new("Regression Line", Color.Red, 1, LineStyle.Solid);
         AddLineSeries(SlopeSeries);
         AddLineSeries(LineSeries);

quantower/Statistics/StddevIndicator.cs

@@ -38,7 +38,7 @@ public class StddevIndicator : Indicator, IWatchlistIndicator
         SeparateWindow = true;
         SourceName = Source.ToString();
 
-        StddevSeries = new("StdDev", Color.Blue, 2, LineStyle.Solid);
+        StddevSeries = new("StdDev", color: IndicatorExtensions.Statistics, 2, LineStyle.Solid);
         AddLineSeries(StddevSeries);
     }
 

quantower/Statistics/VarianceIndicator.cs

@@ -38,7 +38,7 @@ public class VarianceIndicator : Indicator, IWatchlistIndicator
         SeparateWindow = true;
         SourceName = Source.ToString();
 
-        VarianceSeries = new("Variance", Color.Blue, 2, LineStyle.Solid);
+        VarianceSeries = new("Variance", color: IndicatorExtensions.Statistics, 2, LineStyle.Solid);
         AddLineSeries(VarianceSeries);
     }
 

quantower/Statistics/ZscoreIndicator.cs

@@ -35,7 +35,7 @@ public class ZscoreIndicator : Indicator, IWatchlistIndicator
         SeparateWindow = true;
         SourceName = Source.ToString();
 
-        ZscoreSeries = new("Z-Score", Color.Blue, 2, LineStyle.Solid);
+        ZscoreSeries = new("Z-Score", color: IndicatorExtensions.Statistics, 2, LineStyle.Solid);
         AddLineSeries(ZscoreSeries);
     }
 

quantower/Volatility/AtrIndicator.cs

@@ -47,7 +47,7 @@ public class AtrIndicator : Indicator, IWatchlistIndicator
     public override void OnPaintChart(PaintChartEventArgs args)
     {
         base.OnPaintChart(args);
-        this.PaintHLine(args, 0.05, new Pen(Color.DarkRed, width: 2));
+        this.PaintHLine(args, 0.05, new Pen(color: IndicatorExtensions.Volatility, width: 2));
         this.PaintSmoothCurve(args, AtrSeries!, atr!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
     }
 }

quantower/Volatility/CmoIndicator.cs

@@ -38,7 +38,7 @@ public class CmoIndicator : Indicator, IWatchlistIndicator
         Description = "Measures the momentum of price changes using the difference between the sum of recent gains and the sum of recent losses.";
         SeparateWindow = true;
         SourceName = Source.ToString();
-        CmoSeries = new($"CMO {Periods}", Color.Blue, 2, LineStyle.Solid);
+        CmoSeries = new($"CMO {Periods}", color: IndicatorExtensions.Volatility, 2, LineStyle.Solid);
         AddLineSeries(CmoSeries);
     }
 

quantower/Volatility/CviIndicator.cs

@@ -22,7 +22,7 @@ public class CviIndicator : Indicator, IWatchlistIndicator
         Description = "Measures the volatility of a financial instrument by comparing the spread between the high and low prices.";
         SeparateWindow = true;
 
-        CviSeries = new($"CVI {Periods}", Color.Blue, 2, LineStyle.Solid);
+        CviSeries = new($"CVI {Periods}", color: IndicatorExtensions.Volatility, 2, LineStyle.Solid);
         AddLineSeries(CviSeries);
     }
 
@@ -48,7 +48,7 @@ public class CviIndicator : Indicator, IWatchlistIndicator
     public override void OnPaintChart(PaintChartEventArgs args)
     {
         base.OnPaintChart(args);
-        this.PaintHLine(args, 0.05, new Pen(Color.DarkRed, width: 2));
+        this.PaintHLine(args, 0.05, new Pen(color: IndicatorExtensions.Volatility, width: 2));
         this.PaintSmoothCurve(args, CviSeries!, cvi!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
     }
 }

quantower/Volatility/HistoricalIndicator.cs

@@ -22,7 +22,7 @@ public class HistoricalIndicator : Indicator, IWatchlistIndicator
         Description = "Measures price fluctuations over time, indicating market volatility based on past price movements.";
         SeparateWindow = true;
 
-        HvSeries = new("HV", Color.Blue, 2, LineStyle.Solid);
+        HvSeries = new("HV", color: IndicatorExtensions.Volatility, 2, LineStyle.Solid);
         AddLineSeries(HvSeries);
     }
 

quantower/Volatility/JbandsIndicator.cs

@@ -39,8 +39,8 @@ public class JbandsIndicator : Indicator, IWatchlistIndicator
         Description = "Upper and Lower Bands.";
         SeparateWindow = false;
 
-        UbSeries = new("UB", Color.Blue, 2, LineStyle.Solid);
-        LbSeries = new("LB", Color.Red, 2, LineStyle.Solid);
+        UbSeries = new("UB", color: IndicatorExtensions.Volatility, 2, LineStyle.Solid);
+        LbSeries = new("LB", color: IndicatorExtensions.Volatility, 2, LineStyle.Solid);
         AddLineSeries(UbSeries);
         AddLineSeries(LbSeries);
     }

quantower/Volatility/JvoltyIndicator.cs

@@ -35,7 +35,7 @@ public class JvoltyIndicator : Indicator, IWatchlistIndicator
         Description = "Measures market volatility according to Mark Jurik.";
         SeparateWindow = true;
 
-        JvoltySeries = new("JVOLTY", Color.Blue, 2, LineStyle.Solid);
+        JvoltySeries = new("JVOLTY", color: IndicatorExtensions.Volatility, 2, LineStyle.Solid);
         AddLineSeries(JvoltySeries);
     }
 

quantower/Volatility/RealizedIndicator.cs

@@ -22,7 +22,7 @@ public class RealizedIndicator : Indicator, IWatchlistIndicator
         Description = "Measures actual price volatility over a specific period, useful for risk assessment and forecasting.";
         SeparateWindow = true;
 
-        RvSeries = new("RV", Color.Blue, 2, LineStyle.Solid);
+        RvSeries = new("RV", color: IndicatorExtensions.Volatility, 2, LineStyle.Solid);
         AddLineSeries(RvSeries);
     }
 

quantower/Volatility/RviIndicator.cs

@@ -19,7 +19,7 @@ public class RviIndicator : Indicator, IWatchlistIndicator
         Description = "Measures the direction of volatility, helping to identify overbought or oversold conditions in price.";
         SeparateWindow = true;
 
-        RviSeries = new("RVI", Color.Blue, 2, LineStyle.Solid);
+        RviSeries = new("RVI", color: IndicatorExtensions.Volatility, 2, LineStyle.Solid);
         AddLineSeries(RviSeries);
     }
 

quantower/Volume/ObvIndicator.cs

@@ -0,0 +1,51 @@
+using System.Drawing;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+public class ObvIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Obv? obv;
+    protected LineSeries? ObvSeries;
+    public int MinHistoryDepths => 5;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public ObvIndicator()
+    {
+        Name = "OBV - On-Balance Volume";
+        Description = "Measures buying and selling pressure by analyzing volume in relation to price changes.";
+        SeparateWindow = true;
+
+        ObvSeries = new("OBV", color: IndicatorExtensions.Volume, 2, LineStyle.Solid);
+        AddLineSeries(ObvSeries);
+    }
+
+    protected override void OnInit()
+    {
+        obv = new Obv();
+        base.OnInit();
+    }
+
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        TBar input = IndicatorExtensions.GetInputBar(this, args);
+        TValue result = obv!.Calc(input);
+
+        ObvSeries!.SetValue(result.Value);
+        ObvSeries!.SetMarker(0, Color.Transparent);
+    }
+
+#pragma warning disable CA1416 // Validate platform compatibility
+
+    public override string ShortName => "OBV";
+
+    public override void OnPaintChart(PaintChartEventArgs args)
+    {
+        base.OnPaintChart(args);
+        this.PaintHLine(args, 0, new Pen(color: Color.DimGray, width: 1));
+        this.PaintSmoothCurve(args, ObvSeries!, obv!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
+    }
+}

quantower/Volume/_Volume.csproj

@@ -27,4 +27,4 @@
     <Copy SourceFiles="$(OutputPath)\Volume.dll" DestinationFolder="$(QuantowerRoot)\Settings\Scripts\Indicators\QuanTAlib\Volume" />
   </Target>
 
-</Project>
+</Project>