Periods -> Period, DataSource attribute

quantower/Averages/AfirmaIndicator.cs

@@ -8,8 +8,8 @@ public class AfirmaIndicator : Indicator, IWatchlistIndicator
     [InputParameter("Taps (number of weights)", sortIndex: 1, 1, 2000, 1, 0)]
     public int Taps { get; set; } = 6;
 
-    [InputParameter("Periods for lowpass cutoff", sortIndex: 2, 1, 2000, 1, 0)]
+    [InputParameter("Period for lowpass cutoff", sortIndex: 2, 1, 2000, 1, 0)]
-    public int Periods { get; set; } = 6;
+    public int Period { get; set; } = 6;
 
     [InputParameter("Window Type", sortIndex: 3, variants: [
         "Rectangular", Afirma.WindowType.Rectangular,
@@ -20,18 +20,7 @@ public class AfirmaIndicator : Indicator, IWatchlistIndicator
     ])]
     public Afirma.WindowType Window { get; set; } = Afirma.WindowType.Hanning1;
 
-    [InputParameter("Data source", sortIndex: 4, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]
@@ -39,7 +28,7 @@ public class AfirmaIndicator : Indicator, IWatchlistIndicator
     private Afirma? ma;
     protected LineSeries? Series;
     protected string? SourceName;
-    public int MinHistoryDepths => Periods + Taps;
+    public int MinHistoryDepths => Period + Taps;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
     public AfirmaIndicator()
@@ -50,13 +39,13 @@ 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: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"AFIRMA {Taps}:{Period}:{Window}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 
     protected override void OnInit()
     {
-        ma = new Afirma(periods: Periods, taps: Taps, window: Window);
+        ma = new Afirma(periods: Period, taps: Taps, window: Window);
         SourceName = Source.ToString();
         base.OnInit();
     }
@@ -70,7 +59,7 @@ public class AfirmaIndicator : Indicator, IWatchlistIndicator
         Series!.SetValue(result.Value);
     }
 
-    public override string ShortName => $"AFIRMA {Taps}:{Periods}:{Window}:{SourceName}";
+    public override string ShortName => $"AFIRMA {Taps}:{Period}:{Window}:{SourceName}";
 
     public override void OnPaintChart(PaintChartEventArgs args)
     {

quantower/Averages/AlmaIndicator.cs

@@ -14,18 +14,7 @@ public class AlmaIndicator : Indicator, IWatchlistIndicator
     [InputParameter("Sigma", sortIndex: 3, minimum: 0, maximum: 100, decimalPlaces: 1)]
     public double Sigma { get; set; } = 6.0;
 
-    [InputParameter("Data source", sortIndex: 4, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]

quantower/Averages/DemaIndicator.cs

@@ -8,18 +8,7 @@ public class DemaIndicator : Indicator, IWatchlistIndicator
     [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
     public int Period { get; set; } = 10;
 
-    [InputParameter("Data source", sortIndex: 2, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]

quantower/Averages/DsmaIndicator.cs

@@ -11,18 +11,7 @@ public class DsmaIndicator : Indicator, IWatchlistIndicator
     [InputParameter("Scale factor", sortIndex: 2, minimum: 0.01, maximum: 1.0, increment: 0.01, decimalPlaces: 2)]
     public double Scale { get; set; } = 0.5;
 
-    [InputParameter("Data source", sortIndex: 3, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]

quantower/Averages/DwmaIndicator.cs

@@ -8,18 +8,7 @@ public class DwmaIndicator : Indicator, IWatchlistIndicator
     [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
     public int Period { get; set; } = 10;
 
-    [InputParameter("Data source", sortIndex: 2, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]

quantower/Averages/EmaIndicator.cs

@@ -5,23 +5,12 @@ namespace QuanTAlib;
 
 public class EmaIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 1, 1000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
-    public int Periods { get; set; } = 10;
+    public int Period { get; set; } = 10;
     [InputParameter("Use SMA for warmup period", sortIndex: 2)]
     public bool UseSMA { get; set; } = false;
 
-    [InputParameter("Data source", sortIndex: 3, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]
@@ -30,10 +19,10 @@ public class EmaIndicator : Indicator, IWatchlistIndicator
     private Ema? ma;
     protected LineSeries? Series;
     protected string? SourceName;
-    public int MinHistoryDepths => Periods;
+    public int MinHistoryDepths => Period;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"EMA {Periods}:{SourceName}";
+    public override string ShortName => $"EMA {Period}:{SourceName}";
 
     public EmaIndicator()
     {
@@ -42,13 +31,13 @@ public class EmaIndicator : Indicator, IWatchlistIndicator
         SourceName = Source.ToString();
         Name = "EMA - Exponential Moving Average";
         Description = "Exponential Moving Average";
-        Series = new(name: $"EMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"EMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 
     protected override void OnInit()
     {
-        ma = new Ema(Periods, useSma: UseSMA);
+        ma = new Ema(Period, useSma: UseSMA);
         SourceName = Source.ToString();
         base.OnInit();
     }

quantower/Averages/EpmaIndicator.cs

@@ -5,21 +5,10 @@ namespace QuanTAlib;
 
 public class EpmaIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 1, 1000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
-    public int Periods { get; set; } = 10;
+    public int Period { get; set; } = 10;
 
-    [InputParameter("Data source", sortIndex: 2, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]
@@ -28,10 +17,10 @@ public class EpmaIndicator : Indicator, IWatchlistIndicator
     private Epma? ma;
     protected LineSeries? Series;
     protected string? SourceName;
-    public int MinHistoryDepths => Periods;
+    public int MinHistoryDepths => Period;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"EPMA {Periods}:{SourceName}";
+    public override string ShortName => $"EPMA {Period}:{SourceName}";
 
     public EpmaIndicator()
     {
@@ -40,13 +29,13 @@ 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: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"EPMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 
     protected override void OnInit()
     {
-        ma = new Epma(Periods);
+        ma = new Epma(Period);
         SourceName = Source.ToString();
         base.OnInit();
     }

quantower/Averages/FramaIndicator.cs

@@ -5,21 +5,10 @@ namespace QuanTAlib;
 
 public class FramaIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 2, 1000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 2, 1000, 1, 0)]
-    public int Periods { get; set; } = 10;
+    public int Period { get; set; } = 10;
 
-    [InputParameter("Data source", sortIndex: 2, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]
@@ -28,10 +17,10 @@ public class FramaIndicator : Indicator, IWatchlistIndicator
     private Frama? ma;
     protected LineSeries? Series;
     protected string? SourceName;
-    public int MinHistoryDepths => Periods * 2;
+    public int MinHistoryDepths => Period * 2;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"FRAMA {Periods}:{SourceName}";
+    public override string ShortName => $"FRAMA {Period}:{SourceName}";
 
     public FramaIndicator()
     {
@@ -40,13 +29,13 @@ 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: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"FRAMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 
     protected override void OnInit()
     {
-        ma = new Frama(Periods);
+        ma = new Frama(Period);
         SourceName = Source.ToString();
         base.OnInit();
     }

quantower/Averages/FwmaIndicator.cs

@@ -5,21 +5,10 @@ namespace QuanTAlib;
 
 public class FwmaIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 1, 1000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
-    public int Periods { get; set; } = 10;
+    public int Period { get; set; } = 10;
 
-    [InputParameter("Data source", sortIndex: 2, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]
@@ -28,10 +17,10 @@ public class FwmaIndicator : Indicator, IWatchlistIndicator
     private Fwma? ma;
     protected LineSeries? Series;
     protected string? SourceName;
-    public int MinHistoryDepths => Periods;
+    public int MinHistoryDepths => Period;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"FWMA {Periods}:{SourceName}";
+    public override string ShortName => $"FWMA {Period}:{SourceName}";
 
     public FwmaIndicator()
     {
@@ -40,13 +29,13 @@ 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: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"FWMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 
     protected override void OnInit()
     {
-        ma = new Fwma(Periods);
+        ma = new Fwma(Period);
         SourceName = Source.ToString();
         base.OnInit();
     }

quantower/Averages/GmaIndicator.cs

@@ -5,21 +5,10 @@ namespace QuanTAlib;
 
 public class GmaIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 1, 1000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
-    public int Periods { get; set; } = 10;
+    public int Period { get; set; } = 10;
 
-    [InputParameter("Data source", sortIndex: 3, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]
@@ -28,10 +17,10 @@ public class GmaIndicator : Indicator, IWatchlistIndicator
     private Gma? ma;
     protected LineSeries? Series;
     protected string? SourceName;
-    public int MinHistoryDepths => Periods;
+    public int MinHistoryDepths => Period;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"GMA {Periods}:{SourceName}";
+    public override string ShortName => $"GMA {Period}:{SourceName}";
 
     public GmaIndicator()
     {
@@ -40,13 +29,13 @@ public class GmaIndicator : Indicator, IWatchlistIndicator
         SourceName = Source.ToString();
         Name = "GMA - Gaussian Moving Average";
         Description = "Gaussian Moving Average";
-        Series = new(name: $"GMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"GMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 
     protected override void OnInit()
     {
-        ma = new Gma(Periods);
+        ma = new Gma(Period);
         SourceName = Source.ToString();
         base.OnInit();
     }

quantower/Averages/HmaIndicator.cs

@@ -5,21 +5,10 @@ namespace QuanTAlib;
 
 public class HmaIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 2, 1000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 2, 1000, 1, 0)]
-    public int Periods { get; set; } = 10;
+    public int Period { get; set; } = 10;
 
-    [InputParameter("Data source", sortIndex: 2, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]
@@ -28,10 +17,10 @@ public class HmaIndicator : Indicator, IWatchlistIndicator
     private Hma? ma;
     protected LineSeries? Series;
     protected string? SourceName;
-    public int MinHistoryDepths => Periods + (int)Math.Sqrt(Periods) - 1;
+    public int MinHistoryDepths => Period + (int)Math.Sqrt(Period) - 1;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"HMA {Periods}:{SourceName}";
+    public override string ShortName => $"HMA {Period}:{SourceName}";
 
     public HmaIndicator()
     {
@@ -40,13 +29,13 @@ public class HmaIndicator : Indicator, IWatchlistIndicator
         SourceName = Source.ToString();
         Name = "HMA - Hull Moving Average";
         Description = "Hull Moving Average";
-        Series = new(name: $"HMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"HMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 
     protected override void OnInit()
     {
-        ma = new Hma(Periods);
+        ma = new Hma(Period);
         SourceName = Source.ToString();
         base.OnInit();
     }

quantower/Averages/HtitIndicator.cs

@@ -5,18 +5,7 @@ namespace QuanTAlib;
 
 public class HtitIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Data source", sortIndex: 1, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]

quantower/Averages/HwmaIndicator.cs

@@ -5,8 +5,8 @@ namespace QuanTAlib;
 
 public class HwmaIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods (only when nA=nB=nC=0)", sortIndex: 1, 1, 1000, 1, 0)]
+    [InputParameter("Period (only when nA=nB=nC=0)", sortIndex: 1, 1, 1000, 1, 0)]
-    public int Periods { get; set; } = 10;
+    public int Period { get; set; } = 10;
 
     [InputParameter("nA", sortIndex: 2, 0, 1, 0.01, 2)]
     public double NA { get; set; } = 0;
@@ -17,18 +17,7 @@ public class HwmaIndicator : Indicator, IWatchlistIndicator
     [InputParameter("nC", sortIndex: 4, 0, 1, 0.01, 2)]
     public double NC { get; set; } = 0;
 
-    [InputParameter("Data source", sortIndex: 5, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]
@@ -37,10 +26,10 @@ public class HwmaIndicator : Indicator, IWatchlistIndicator
     private Hwma? ma;
     protected LineSeries? Series;
     protected string? SourceName;
-    public int MinHistoryDepths => Periods;
+    public int MinHistoryDepths => Period;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"HWMA {Periods}:{NA}:{NB}:{NC}:{SourceName}";
+    public override string ShortName => $"HWMA {Period}:{NA}:{NB}:{NC}:{SourceName}";
 
     public HwmaIndicator()
     {
@@ -49,7 +38,7 @@ 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: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"HWMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 
@@ -57,11 +46,11 @@ public class HwmaIndicator : Indicator, IWatchlistIndicator
     {
         if ((NA, NB, NC) == (0, 0, 0))
         {
-            ma = new Hwma(Periods);
+            ma = new Hwma(Period);
         }
         else
         {
-            ma = new Hwma(Periods, NA, NB, NC);
+            ma = new Hwma(Period, NA, NB, NC);
         }
         SourceName = Source.ToString();
         base.OnInit();

quantower/Averages/JmaIndicator.cs

@@ -5,8 +5,8 @@ namespace QuanTAlib;
 
 public class JmaIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 1, 1000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
-    public int Periods { get; set; } = 10;
+    public int Period { get; set; } = 10;
 
     [InputParameter("Phase", sortIndex: 2, -100, 100, 1, 0)]
     public int Phase { get; set; } = 0;
@@ -14,18 +14,7 @@ public class JmaIndicator : Indicator, IWatchlistIndicator
     [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: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]
@@ -34,10 +23,10 @@ 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, Period * 2);
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"JMA {Periods}:{Phase}:{Factor:F2}:{SourceName}";
+    public override string ShortName => $"JMA {Period}:{Phase}:{Factor:F2}:{SourceName}";
 
     public JmaIndicator()
     {
@@ -46,13 +35,13 @@ 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: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"JMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 
     protected override void OnInit()
     {
-        ma = new Jma(period: Periods, phase: Phase, factor: Factor);
+        ma = new Jma(period: Period, phase: Phase, factor: Factor);
         SourceName = Source.ToString();
         base.OnInit();
     }

quantower/Averages/KamaIndicator.cs

@@ -5,8 +5,8 @@ namespace QuanTAlib;
 
 public class KamaIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 1, 1000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
-    public int Periods { get; set; } = 10;
+    public int Period { get; set; } = 10;
 
     [InputParameter("Fast", sortIndex: 2, 1, 100, 1, 0)]
     public int Fast { get; set; } = 2;
@@ -14,18 +14,7 @@ public class KamaIndicator : Indicator, IWatchlistIndicator
     [InputParameter("Slow", sortIndex: 3, 1, 100, 1, 0)]
     public int Slow { get; set; } = 30;
 
-    [InputParameter("Data source", sortIndex: 4, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]
@@ -34,10 +23,10 @@ public class KamaIndicator : Indicator, IWatchlistIndicator
     private Kama? ma;
     protected LineSeries? Series;
     protected string? SourceName;
-    public int MinHistoryDepths => Periods;
+    public int MinHistoryDepths => Period;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"KAMA {Periods}:{Fast}:{Slow}:{SourceName}";
+    public override string ShortName => $"KAMA {Period}:{Fast}:{Slow}:{SourceName}";
 
     public KamaIndicator()
     {
@@ -46,13 +35,13 @@ 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: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"KAMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 
     protected override void OnInit()
     {
-        ma = new Kama(Periods, Fast, Slow);
+        ma = new Kama(Period, Fast, Slow);
         SourceName = Source.ToString();
         base.OnInit();
     }

quantower/Averages/LtmaIndicator.cs

@@ -8,18 +8,7 @@ public class LtmaIndicator : Indicator, IWatchlistIndicator
     [InputParameter("Gamma", sortIndex: 1, 0.01, 1, 0.01, 2)]
     public double Gamma { get; set; } = 0.1;
 
-    [InputParameter("Data source", sortIndex: 2, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]

quantower/Averages/MaafIndicator.cs

@@ -5,24 +5,13 @@ namespace QuanTAlib;
 
 public class MaafIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 3, 1000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 3, 1000, 1, 0)]
-    public int Periods { get; set; } = 10;
+    public int Period { get; set; } = 10;
 
     [InputParameter("Threshold", sortIndex: 2, 0.0001, 0.1, 0.0001, 4)]
     public double Threshold { get; set; } = 0.002;
 
-    [InputParameter("Data source", sortIndex: 3, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]
@@ -31,10 +20,10 @@ public class MaafIndicator : Indicator, IWatchlistIndicator
     private Maaf? ma;
     protected LineSeries? Series;
     protected string? SourceName;
-    public int MinHistoryDepths => Periods;
+    public int MinHistoryDepths => Period;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"MAAF {Periods}:{Threshold}:{SourceName}";
+    public override string ShortName => $"MAAF {Period}:{Threshold}:{SourceName}";
 
     public MaafIndicator()
     {
@@ -43,13 +32,13 @@ 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: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"MAAF {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 
     protected override void OnInit()
     {
-        ma = new Maaf(Periods, Threshold);
+        ma = new Maaf(Period, Threshold);
         SourceName = Source.ToString();
         base.OnInit();
     }

quantower/Averages/MamaIndicator.cs

@@ -11,18 +11,7 @@ public class MamaIndicator : Indicator, IWatchlistIndicator
     [InputParameter("Slow Limit", sortIndex: 2, 0.01, 1, 0.01, 2)]
     public double SlowLimit { get; set; } = 0.05;
 
-    [InputParameter("Data source", sortIndex: 3, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]

quantower/Averages/MgdiIndicator.cs

@@ -5,24 +5,13 @@ namespace QuanTAlib;
 
 public class MgdiIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 1, 1000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
-    public int Periods { get; set; } = 14;
+    public int Period { get; set; } = 14;
 
     [InputParameter("K-Factor", sortIndex: 2, 0.1, 2, 0.1, 1)]
     public double KFactor { get; set; } = 0.6;
 
-    [InputParameter("Data source", sortIndex: 3, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]
@@ -31,10 +20,10 @@ public class MgdiIndicator : Indicator, IWatchlistIndicator
     private Mgdi? ma;
     protected LineSeries? Series;
     protected string? SourceName;
-    public int MinHistoryDepths => Periods;
+    public int MinHistoryDepths => Period;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"MGDI {Periods}:{KFactor}:{SourceName}";
+    public override string ShortName => $"MGDI {Period}:{KFactor}:{SourceName}";
 
     public MgdiIndicator()
     {
@@ -43,13 +32,13 @@ public class MgdiIndicator : Indicator, IWatchlistIndicator
         SourceName = Source.ToString();
         Name = "MGDI - McGinley Dynamic Indicator";
         Description = "McGinley Dynamic Indicator";
-        Series = new(name: $"MGDI {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"MGDI {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 
     protected override void OnInit()
     {
-        ma = new Mgdi(Periods, KFactor);
+        ma = new Mgdi(Period, KFactor);
         SourceName = Source.ToString();
         base.OnInit();
     }

quantower/Averages/MmaIndicator.cs

@@ -5,21 +5,10 @@ namespace QuanTAlib;
 
 public class MmaIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 2, 1000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 2, 1000, 1, 0)]
-    public int Periods { get; set; } = 14;
+    public int Period { get; set; } = 14;
 
-    [InputParameter("Data source", sortIndex: 2, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]
@@ -28,10 +17,10 @@ public class MmaIndicator : Indicator, IWatchlistIndicator
     private Mma? ma;
     protected LineSeries? Series;
     protected string? SourceName;
-    public int MinHistoryDepths => Periods;
+    public int MinHistoryDepths => Period;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"MMA {Periods}:{SourceName}";
+    public override string ShortName => $"MMA {Period}:{SourceName}";
 
     public MmaIndicator()
     {
@@ -40,13 +29,13 @@ public class MmaIndicator : Indicator, IWatchlistIndicator
         SourceName = Source.ToString();
         Name = "MMA - Modified Moving Average";
         Description = "Modified Moving Average";
-        Series = new(name: $"MMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"MMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 
     protected override void OnInit()
     {
-        ma = new Mma(Periods);
+        ma = new Mma(Period);
         SourceName = Source.ToString();
         base.OnInit();
     }

quantower/Averages/PwmaIndicator.cs

@@ -5,21 +5,10 @@ namespace QuanTAlib;
 
 public class PwmaIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 1, 1000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
-    public int Periods { get; set; } = 14;
+    public int Period { get; set; } = 14;
 
-    [InputParameter("Data source", sortIndex: 2, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]
@@ -28,10 +17,10 @@ public class PwmaIndicator : Indicator, IWatchlistIndicator
     private Pwma? ma;
     protected LineSeries? Series;
     protected string? SourceName;
-    public int MinHistoryDepths => Periods;
+    public int MinHistoryDepths => Period;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"PWMA {Periods}:{SourceName}";
+    public override string ShortName => $"PWMA {Period}:{SourceName}";
 
     public PwmaIndicator()
     {
@@ -40,13 +29,13 @@ 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: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"PWMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 
     protected override void OnInit()
     {
-        ma = new Pwma(Periods);
+        ma = new Pwma(Period);
         SourceName = Source.ToString();
         base.OnInit();
     }

quantower/Averages/RemaIndicator.cs

@@ -5,24 +5,13 @@ namespace QuanTAlib;
 
 public class RemaIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 1, 1000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
-    public int Periods { get; set; } = 14;
+    public int Period { get; set; } = 14;
 
     [InputParameter("Lambda", sortIndex: 2, 0, 1, 0.01, 2)]
     public double Lambda { get; set; } = 0.5;
 
-    [InputParameter("Data source", sortIndex: 3, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]
@@ -31,10 +20,10 @@ public class RemaIndicator : Indicator, IWatchlistIndicator
     private Rema? ma;
     protected LineSeries? Series;
     protected string? SourceName;
-    public int MinHistoryDepths => Periods;
+    public int MinHistoryDepths => Period;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"REMA {Periods}:{Lambda}:{SourceName}";
+    public override string ShortName => $"REMA {Period}:{Lambda}:{SourceName}";
 
     public RemaIndicator()
     {
@@ -43,13 +32,13 @@ 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: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"REMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 
     protected override void OnInit()
     {
-        ma = new Rema(Periods, Lambda);
+        ma = new Rema(Period, Lambda);
         SourceName = Source.ToString();
         base.OnInit();
     }

quantower/Averages/RmaIndicator.cs

@@ -5,21 +5,10 @@ namespace QuanTAlib;
 
 public class RmaIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 1, 1000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
-    public int Periods { get; set; } = 14;
+    public int Period { get; set; } = 14;
 
-    [InputParameter("Data source", sortIndex: 2, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]
@@ -28,10 +17,10 @@ public class RmaIndicator : Indicator, IWatchlistIndicator
     private Rma? ma;
     protected LineSeries? Series;
     protected string? SourceName;
-    public int MinHistoryDepths => Periods * 2;
+    public int MinHistoryDepths => Period * 2;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"RMA {Periods}:{SourceName}";
+    public override string ShortName => $"RMA {Period}:{SourceName}";
 
     public RmaIndicator()
     {
@@ -40,13 +29,13 @@ 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: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"RMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 
     protected override void OnInit()
     {
-        ma = new Rma(Periods);
+        ma = new Rma(Period);
         SourceName = Source.ToString();
         base.OnInit();
     }

quantower/Averages/SinemaIndicator.cs

@@ -5,21 +5,10 @@ namespace QuanTAlib;
 
 public class SinemaIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 1, 1000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
-    public int Periods { get; set; } = 14;
+    public int Period { get; set; } = 14;
 
-    [InputParameter("Data source", sortIndex: 2, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]
@@ -28,10 +17,10 @@ public class SinemaIndicator : Indicator, IWatchlistIndicator
     private Sinema? ma;
     protected LineSeries? Series;
     protected string? SourceName;
-    public int MinHistoryDepths => Periods;
+    public int MinHistoryDepths => Period;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"SINEMA {Periods}:{SourceName}";
+    public override string ShortName => $"SINEMA {Period}:{SourceName}";
 
     public SinemaIndicator()
     {
@@ -40,13 +29,13 @@ 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: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"SINEMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 
     protected override void OnInit()
     {
-        ma = new Sinema(Periods);
+        ma = new Sinema(Period);
         SourceName = Source.ToString();
         base.OnInit();
     }

quantower/Averages/SmaIndicator.cs

@@ -8,18 +8,7 @@ public class SmaIndicator : Indicator, IWatchlistIndicator
     [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
     public int Period { get; set; } = 14;
 
-    [InputParameter("Data source", sortIndex: 2, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]

quantower/Averages/SmmaIndicator.cs

@@ -5,21 +5,10 @@ namespace QuanTAlib;
 
 public class SmmaIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 1, 1000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
-    public int Periods { get; set; } = 14;
+    public int Period { get; set; } = 14;
 
-    [InputParameter("Data source", sortIndex: 2, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]
@@ -28,10 +17,10 @@ public class SmmaIndicator : Indicator, IWatchlistIndicator
     private Smma? ma;
     protected LineSeries? Series;
     protected string? SourceName;
-    public int MinHistoryDepths => Periods;
+    public int MinHistoryDepths => Period;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"SMMA {Periods}:{SourceName}";
+    public override string ShortName => $"SMMA {Period}:{SourceName}";
 
     public SmmaIndicator()
     {
@@ -40,13 +29,13 @@ public class SmmaIndicator : Indicator, IWatchlistIndicator
         SourceName = Source.ToString();
         Name = "SMMA - Smoothed Moving Average";
         Description = "Smoothed Moving Average";
-        Series = new(name: $"SMMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"SMMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 
     protected override void OnInit()
     {
-        ma = new Smma(Periods);
+        ma = new Smma(Period);
         SourceName = Source.ToString();
         base.OnInit();
     }

quantower/Averages/T3Indicator.cs

@@ -5,8 +5,8 @@ namespace QuanTAlib;
 
 public class T3Indicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 1, 1000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
-    public int Periods { get; set; } = 14;
+    public int Period { get; set; } = 14;
 
     [InputParameter("Volume Factor", sortIndex: 2, 0, 1, 0.01, 2)]
     public double VolumeFactor { get; set; } = 0.7;
@@ -14,18 +14,7 @@ public class T3Indicator : Indicator, IWatchlistIndicator
     [InputParameter("Use SMA", sortIndex: 3)]
     public bool UseSma { get; set; } = true;
 
-    [InputParameter("Data source", sortIndex: 4, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]
@@ -34,10 +23,10 @@ public class T3Indicator : Indicator, IWatchlistIndicator
     private T3? ma;
     protected LineSeries? Series;
     protected string? SourceName;
-    public int MinHistoryDepths => Periods;
+    public int MinHistoryDepths => Period;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"T3 {Periods}:{VolumeFactor}:{UseSma}:{SourceName}";
+    public override string ShortName => $"T3 {Period}:{VolumeFactor}:{UseSma}:{SourceName}";
 
     public T3Indicator()
     {
@@ -46,13 +35,13 @@ 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: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"T3 {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 
     protected override void OnInit()
     {
-        ma = new T3(Periods, VolumeFactor, UseSma);
+        ma = new T3(Period, VolumeFactor, UseSma);
         SourceName = Source.ToString();
         base.OnInit();
     }

quantower/Averages/TemaIndicator.cs

@@ -5,21 +5,10 @@ namespace QuanTAlib;
 
 public class TemaIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 1, 1000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
-    public int Periods { get; set; } = 14;
+    public int Period { get; set; } = 14;
 
-    [InputParameter("Data source", sortIndex: 2, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]
@@ -28,10 +17,10 @@ public class TemaIndicator : Indicator, IWatchlistIndicator
     private Tema? ma;
     protected LineSeries? Series;
     protected string? SourceName;
-    public int MinHistoryDepths => (int)Math.Ceiling(-Periods * Math.Log(1 - 0.85));
+    public int MinHistoryDepths => (int)Math.Ceiling(-Period * Math.Log(1 - 0.85));
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"TEMA {Periods}:{SourceName}";
+    public override string ShortName => $"TEMA {Period}:{SourceName}";
 
     public TemaIndicator()
     {
@@ -40,13 +29,13 @@ 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: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"TEMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 
     protected override void OnInit()
     {
-        ma = new Tema(Periods);
+        ma = new Tema(Period);
         SourceName = Source.ToString();
         base.OnInit();
     }

quantower/Averages/TrimaIndicator.cs

@@ -5,21 +5,10 @@ namespace QuanTAlib;
 
 public class TrimaIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 1, 1000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
-    public int Periods { get; set; } = 14;
+    public int Period { get; set; } = 14;
 
-    [InputParameter("Data source", sortIndex: 2, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]
@@ -28,10 +17,10 @@ public class TrimaIndicator : Indicator, IWatchlistIndicator
     private Trima? ma;
     protected LineSeries? Series;
     protected string? SourceName;
-    public int MinHistoryDepths => Periods;
+    public int MinHistoryDepths => Period;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"TRIMA {Periods}:{SourceName}";
+    public override string ShortName => $"TRIMA {Period}:{SourceName}";
 
     public TrimaIndicator()
     {
@@ -40,13 +29,13 @@ public class TrimaIndicator : Indicator, IWatchlistIndicator
         SourceName = Source.ToString();
         Name = "TRIMA - Triangular Moving Average";
         Description = "Triangular Moving Average";
-        Series = new(name: $"TRIMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"TRIMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 
     protected override void OnInit()
     {
-        ma = new Trima(Periods);
+        ma = new Trima(Period);
         SourceName = Source.ToString();
         base.OnInit();
     }

quantower/Averages/VidyaIndicator.cs

@@ -13,19 +13,8 @@ public class VidyaIndicator : Indicator, IWatchlistIndicator
 
     [InputParameter("Alpha", sortIndex: 3, 0.01, 1, 0.01, 2)]
     public double Alpha { get; set; } = 0.2;
-
+    
-    [InputParameter("Data source", sortIndex: 4, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]

quantower/Averages/WmaIndicator.cs

@@ -5,21 +5,10 @@ namespace QuanTAlib;
 
 public class WmaIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 1, 1000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
-    public int Periods { get; set; } = 14;
+    public int Period { get; set; } = 14;
 
-    [InputParameter("Data source", sortIndex: 2, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]
@@ -28,10 +17,10 @@ public class WmaIndicator : Indicator, IWatchlistIndicator
     private Wma? ma;
     protected LineSeries? Series;
     protected string? SourceName;
-    public int MinHistoryDepths => Periods;
+    public int MinHistoryDepths => Period;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"WMA {Periods}:{SourceName}";
+    public override string ShortName => $"WMA {Period}:{SourceName}";
 
     public WmaIndicator()
     {
@@ -40,13 +29,13 @@ public class WmaIndicator : Indicator, IWatchlistIndicator
         SourceName = Source.ToString();
         Name = "WMA - Weighted Moving Average";
         Description = "Weighted Moving Average";
-        Series = new(name: $"WMA {Periods}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"WMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 
     protected override void OnInit()
     {
-        ma = new Wma(Periods);
+        ma = new Wma(Period);
         SourceName = Source.ToString();
         base.OnInit();
     }

quantower/Averages/ZlemaIndicator.cs

@@ -5,21 +5,10 @@ namespace QuanTAlib;
 
 public class ZlemaIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 1, 1000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
-    public int Periods { get; set; } = 14;
+    public int Period { get; set; } = 14;
 
-    [InputParameter("Data source", sortIndex: 2, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]
@@ -29,10 +18,10 @@ public class ZlemaIndicator : Indicator, IWatchlistIndicator
     private Huber? err;
     protected LineSeries? Series;
     protected string? SourceName;
-    public int MinHistoryDepths => Periods;
+    public int MinHistoryDepths => Period;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"ZLEMA {Periods}:{SourceName}";
+    public override string ShortName => $"ZLEMA {Period}:{SourceName}";
 
     public ZlemaIndicator()
     {
@@ -41,14 +30,14 @@ 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: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
+        Series = new(name: $"ZLEMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(Series);
     }
 
     protected override void OnInit()
     {
-        ma = new(Periods);
+        ma = new(Period);
-        err = new(Periods);
+        err = new(Period);
         SourceName = Source.ToString();
         base.OnInit();
     }

quantower/Experiments/ConvolutionIndicator.cs

@@ -9,18 +9,7 @@ public class ConvolutionIndicator : Indicator, IWatchlistIndicator
     [InputParameter("Kernel (comma/space/semicolon separated numbers)", sortIndex: 1)]
     public string KernelString { get; set; } = "0.25, 0.5, 0.25, -0.5";
 
-    [InputParameter("Data source", sortIndex: 2, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]

quantower/Experiments/QemaIndicator.cs

@@ -17,18 +17,7 @@ public class QemaIndicator : Indicator, IWatchlistIndicator
     [InputParameter("K4", sortIndex: 4, 0.01, 1, 0.01, 2)]
     public double K4 { get; set; } = 0.2;
 
-    [InputParameter("Data source", sortIndex: 5, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]

quantower/Experiments/TestIndicator.cs

@@ -8,18 +8,7 @@ public class TestIndicator : Indicator, IWatchlistIndicator
     [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
     public int Period { get; set; } = 10;
 
-    [InputParameter("Data source", sortIndex: 20, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]

quantower/IndicatorExtensions.cs

@@ -24,6 +24,26 @@ public static class IndicatorExtensions
     public static readonly Color Momentum = Color.FromArgb(128, 255, 255);    // #80FFFF - Cyan
     public static readonly Color Experiments = Color.FromArgb(255, 165, 0);   // #FFA500 - Orange
 
+    [AttributeUsage(AttributeTargets.Property)]
+    public class DataSourceInputAttribute : InputParameterAttribute
+    {
+        public DataSourceInputAttribute(string label = "Data source", int sortIndex = 20)
+            : base(label, sortIndex, variants: new object[]
+            {
+                "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 static TValue GetInputValue(this Indicator indicator, UpdateArgs args, SourceType source)
     {
         var historicalData = indicator.HistoricalData;

quantower/Momentum/AdxIndicator.cs

@@ -5,15 +5,15 @@ namespace QuanTAlib;
 
 public class AdxIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 1, 2000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
-    public int Periods { get; set; } = 14;
+    public int Period { 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
+    public int MinHistoryDepths => Math.Max(5, Period * 3); // Need extra periods for ADX calculation
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
     public AdxIndicator()
@@ -22,13 +22,13 @@ public class AdxIndicator : Indicator, IWatchlistIndicator
         Description = "Measures the strength of a trend, regardless of its direction.";
         SeparateWindow = true;
 
-        AdxSeries = new($"ADX {Periods}", color: IndicatorExtensions.Momentum, 2, LineStyle.Solid);
+        AdxSeries = new($"ADX {Period}", color: IndicatorExtensions.Momentum, 2, LineStyle.Solid);
         AddLineSeries(AdxSeries);
     }
 
     protected override void OnInit()
     {
-        adx = new Adx(Periods);
+        adx = new Adx(Period);
         base.OnInit();
     }
 
@@ -43,7 +43,7 @@ public class AdxIndicator : Indicator, IWatchlistIndicator
 
 #pragma warning disable CA1416 // Validate platform compatibility
 
-    public override string ShortName => $"ADX ({Periods})";
+    public override string ShortName => $"ADX ({Period})";
 
     public override void OnPaintChart(PaintChartEventArgs args)
     {

quantower/Momentum/AdxrIndicator.cs

@@ -5,15 +5,15 @@ namespace QuanTAlib;
 
 public class AdxrIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 1, 2000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
-    public int Periods { get; set; } = 14;
+    public int Period { 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
+    public int MinHistoryDepths => Math.Max(5, Period * 4); // Need extra periods for ADXR calculation
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
     public AdxrIndicator()
@@ -22,13 +22,13 @@ public class AdxrIndicator : Indicator, IWatchlistIndicator
         Description = "Measures trend strength by comparing current ADX with historical ADX values.";
         SeparateWindow = true;
 
-        AdxrSeries = new($"ADXR {Periods}", Color.Blue, 2, LineStyle.Solid);
+        AdxrSeries = new($"ADXR {Period}", Color.Blue, 2, LineStyle.Solid);
         AddLineSeries(AdxrSeries);
     }
 
     protected override void OnInit()
     {
-        adxr = new Adxr(Periods);
+        adxr = new Adxr(Period);
         base.OnInit();
     }
 
@@ -43,7 +43,7 @@ public class AdxrIndicator : Indicator, IWatchlistIndicator
 
 #pragma warning disable CA1416 // Validate platform compatibility
 
-    public override string ShortName => $"ADXR ({Periods})";
+    public override string ShortName => $"ADXR ({Period})";
 
     public override void OnPaintChart(PaintChartEventArgs args)
     {

quantower/Momentum/ApoIndicator.cs

@@ -11,18 +11,7 @@ public class ApoIndicator : Indicator, IWatchlistIndicator
     [InputParameter("Slow Period", sortIndex: 2, 1, 2000, 1, 0)]
     public int SlowPeriod { get; set; } = 26;
 
-    [InputParameter("Data source", sortIndex: 4, variants: [
+    [IndicatorExtensions.DataSourceInput]
-    "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;
 
 

quantower/Momentum/DmiIndicator.cs

@@ -5,8 +5,8 @@ namespace QuanTAlib;
 
 public class DmiIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 1, 2000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
-    public int Periods { get; set; } = 14;
+    public int Period { get; set; } = 14;
 
     [InputParameter("Show cold values", sortIndex: 21)]
     public bool ShowColdValues { get; set; } = true;
@@ -14,7 +14,7 @@ public class DmiIndicator : Indicator, IWatchlistIndicator
     private Dmi? dmi;
     protected LineSeries? PlusDiSeries;
     protected LineSeries? MinusDiSeries;
-    public int MinHistoryDepths => Math.Max(5, Periods * 2);
+    public int MinHistoryDepths => Math.Max(5, Period * 2);
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
     public DmiIndicator()
@@ -23,22 +23,22 @@ public class DmiIndicator : Indicator, IWatchlistIndicator
         Description = "Identifies the directional movement of a price by comparing successive highs and lows.";
         SeparateWindow = true;
 
-        PlusDiSeries = new($"+DI {Periods}", color: Color.Red, 2, LineStyle.Solid);
+        PlusDiSeries = new($"+DI {Period}", color: Color.Red, 2, LineStyle.Solid);
-        MinusDiSeries = new($"-DI {Periods}", color: Color.Blue, 2, LineStyle.Solid);
+        MinusDiSeries = new($"-DI {Period}", color: Color.Blue, 2, LineStyle.Solid);
         AddLineSeries(PlusDiSeries);
         AddLineSeries(MinusDiSeries);
     }
 
     protected override void OnInit()
     {
-        dmi = new Dmi(Periods);
+        dmi = new Dmi(Period);
         base.OnInit();
     }
 
     protected override void OnUpdate(UpdateArgs args)
     {
         TBar input = IndicatorExtensions.GetInputBar(this, args);
-        var result = dmi!.Calc(input);
+        dmi!.Calc(input);
 
         PlusDiSeries!.SetValue(dmi.PlusDI);
         MinusDiSeries!.SetValue(dmi.MinusDI);
@@ -48,7 +48,7 @@ public class DmiIndicator : Indicator, IWatchlistIndicator
 
 #pragma warning disable CA1416 // Validate platform compatibility
 
-    public override string ShortName => $"DMI ({Periods})";
+    public override string ShortName => $"DMI ({Period})";
 
     public override void OnPaintChart(PaintChartEventArgs args)
     {

quantower/Momentum/DmxIndicator.cs

@@ -5,11 +5,11 @@ namespace QuanTAlib;
 
 public class DmxIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("DMI Periods", sortIndex: 1, 1, 2000, 1, 0)]
+    [InputParameter("DMI Period", sortIndex: 1, 1, 2000, 1, 0)]
-    public int DmiPeriods { get; set; } = 14;
+    public int DmiPeriod { get; set; } = 14;
 
-    [InputParameter("JMA Smoothing Periods", sortIndex: 2, 1, 2000, 1, 0)]
+    [InputParameter("JMA Smoothing Period", sortIndex: 2, 1, 2000, 1, 0)]
-    public int JmaPeriods { get; set; } = 12;
+    public int JmaPeriod { get; set; } = 12;
 
     [InputParameter("JMA Phase", sortIndex: 3, -100, 100, 1, 0)]
     public int JmaPhase { get; set; } = 100;
@@ -23,7 +23,7 @@ public class DmxIndicator : Indicator, IWatchlistIndicator
     private Dmx? dmx;
     protected LineSeries? PlusDiSeries;
     protected LineSeries? MinusDiSeries;
-    public int MinHistoryDepths => Math.Max(5, (DmiPeriods + JmaPeriods) * 2);
+    public int MinHistoryDepths => Math.Max(5, (DmiPeriod + JmaPeriod) * 2);
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
     public DmxIndicator()
@@ -32,22 +32,22 @@ public class DmxIndicator : Indicator, IWatchlistIndicator
         Description = "An enhanced version of DMI using JMA smoothing for better noise reduction and responsiveness.";
         SeparateWindow = true;
 
-        PlusDiSeries = new($"+DI {DmiPeriods}", color: Color.Red, 2, LineStyle.Solid);
+        PlusDiSeries = new($"+DI {DmiPeriod}", color: Color.Red, 2, LineStyle.Solid);
-        MinusDiSeries = new($"-DI {DmiPeriods}", color: Color.Blue, 2, LineStyle.Solid);
+        MinusDiSeries = new($"-DI {DmiPeriod}", color: Color.Blue, 2, LineStyle.Solid);
         AddLineSeries(PlusDiSeries);
         AddLineSeries(MinusDiSeries);
     }
 
     protected override void OnInit()
     {
-        dmx = new Dmx(DmiPeriods, JmaPeriods, JmaPhase, JmaFactor);
+        dmx = new Dmx(DmiPeriod, JmaPeriod, JmaPhase, JmaFactor);
         base.OnInit();
     }
 
     protected override void OnUpdate(UpdateArgs args)
     {
         TBar input = IndicatorExtensions.GetInputBar(this, args);
-        var result = dmx!.Calc(input);
+        dmx!.Calc(input);
 
         PlusDiSeries!.SetValue(dmx.PlusDI);
         MinusDiSeries!.SetValue(dmx.MinusDI);
@@ -57,7 +57,7 @@ public class DmxIndicator : Indicator, IWatchlistIndicator
 
 #pragma warning disable CA1416 // Validate platform compatibility
 
-    public override string ShortName => $"DMX ({DmiPeriods})";
+    public override string ShortName => $"DMX ({DmiPeriod})";
 
     public override void OnPaintChart(PaintChartEventArgs args)
     {

quantower/Momentum/DpoIndicator.cs

@@ -8,18 +8,7 @@ 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: [
+    [IndicatorExtensions.DataSourceInput]
-    "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)]

quantower/Momentum/MacdIndicator.cs

@@ -19,18 +19,7 @@ public class MacdIndicator : Indicator, IWatchlistIndicator
     [InputParameter("Use SMA for warmup period", sortIndex: 2)]
     public bool UseSMA { get; set; } = false;
 
-    [InputParameter("Data source", sortIndex: 3, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]

quantower/Momentum/MomIndicator.cs

@@ -8,18 +8,7 @@ public class MomIndicator : Indicator
     [InputParameter("Period", sortIndex: 1, minimum: 1, maximum: 2000, increment: 1)]
     public int Period { get; set; } = 10;
 
-    [InputParameter("Data source", sortIndex: 2, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]

quantower/Momentum/PmoIndicator.cs

@@ -11,18 +11,7 @@ public class PmoIndicator : Indicator
     [InputParameter("Second Period", sortIndex: 2, minimum: 1, maximum: 2000, increment: 1)]
     public int Period2 { get; set; } = 20;
 
-    [InputParameter("Data source", sortIndex: 3, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]

quantower/Momentum/PoIndicator.cs

@@ -11,18 +11,7 @@ public class PoIndicator : Indicator
     [InputParameter("Slow Period", sortIndex: 2, minimum: 1, maximum: 2000, increment: 1)]
     public int SlowPeriod { get; set; } = 21;
 
-    [InputParameter("Data source", sortIndex: 3, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]

quantower/Momentum/PpoIndicator.cs

@@ -11,18 +11,7 @@ public class PpoIndicator : Indicator
     [InputParameter("Slow Period", sortIndex: 2, minimum: 1, maximum: 2000, increment: 1)]
     public int SlowPeriod { get; set; } = 26;
 
-    [InputParameter("Data source", sortIndex: 3, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]

quantower/Momentum/RocIndicator.cs

@@ -8,18 +8,7 @@ public class RocIndicator : Indicator, IWatchlistIndicator
     [InputParameter("Period", sortIndex: 1, minimum: 1, maximum: 2000, increment: 1)]
     public int Period { get; set; } = 12;
 
-    [InputParameter("Data source", sortIndex: 2, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]

quantower/Momentum/TrixIndicator.cs

@@ -8,18 +8,7 @@ public class TrixIndicator : Indicator
     [InputParameter("Period", sortIndex: 1, minimum: 1, maximum: 2000, increment: 1)]
     public int Period { get; set; } = 18;
 
-    [InputParameter("Data source", sortIndex: 2, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]

quantower/Momentum/VelIndicator.cs

@@ -14,18 +14,7 @@ public class VelIndicator : Indicator, IWatchlistIndicator
     [InputParameter("Factor", sortIndex: 3, minimum: 0.1, maximum: 0.9, increment: 0.1, decimalPlaces: 2)]
     public double Factor { get; set; } = 0.25;
 
-    [InputParameter("Data source", sortIndex: 4, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]

quantower/Momentum/VortexIndicator.cs

@@ -5,8 +5,8 @@ namespace QuanTAlib;
 
 public class VortexIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 1, 2000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
-    public int Periods { get; set; } = 14;
+    public int Period { get; set; } = 14;
 
     [InputParameter("Show cold values", sortIndex: 21)]
     public bool ShowColdValues { get; set; } = true;
@@ -16,7 +16,7 @@ public class VortexIndicator : Indicator, IWatchlistIndicator
     protected LineSeries? PlusLine;
     protected LineSeries? MinusLine;
     protected LineSeries? ZeroLine;
-    public int MinHistoryDepths => Math.Max(5, Periods * 2);
+    public int MinHistoryDepths => Math.Max(5, Period * 2);
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
     public VortexIndicator()
@@ -25,9 +25,9 @@ public class VortexIndicator : Indicator, IWatchlistIndicator
         Description = "A technical indicator consisting of two oscillating lines that identify trend reversals";
         SeparateWindow = true;
 
-        ValueSeries = new($"VORTEX({Periods})", color: IndicatorExtensions.Momentum, 2, LineStyle.Solid);
+        ValueSeries = new($"VORTEX({Period})", color: IndicatorExtensions.Momentum, 2, LineStyle.Solid);
-        PlusLine = new($"VI+({Periods})", color: Color.Green, 2, LineStyle.Solid);
+        PlusLine = new($"VI+({Period})", color: Color.Green, 2, LineStyle.Solid);
-        MinusLine = new($"VI-({Periods})", color: Color.Red, 2, LineStyle.Solid);
+        MinusLine = new($"VI-({Period})", color: Color.Red, 2, LineStyle.Solid);
         ZeroLine = new("Zero", Color.Gray, 1, LineStyle.Dot);
 
         AddLineSeries(ValueSeries);
@@ -38,7 +38,7 @@ public class VortexIndicator : Indicator, IWatchlistIndicator
 
     protected override void OnInit()
     {
-        vortex = new Vortex(Periods);
+        vortex = new Vortex(Period);
         base.OnInit();
     }
 
@@ -59,7 +59,7 @@ public class VortexIndicator : Indicator, IWatchlistIndicator
 
 #pragma warning disable CA1416 // Validate platform compatibility
 
-    public override string ShortName => $"VORTEX({Periods})";
+    public override string ShortName => $"VORTEX({Period})";
 
     public override void OnPaintChart(PaintChartEventArgs args)
     {

quantower/Oscillators/CtiIndicator.cs

@@ -8,19 +8,7 @@ namespace QuanTAlib
         [InputParameter("Period", 0, 1, 100, 1, 0)]
         public int Period { get; set; } = 20;
 
-        [InputParameter("Source Type", 1, variants: new object[]
+        [IndicatorExtensions.DataSourceInput]
-        {
-            "Open", SourceType.Open,
-            "High", SourceType.High,
-            "Low", SourceType.Low,
-            "Close", SourceType.Close,
-            "HL2", SourceType.HL2,
-            "OC2", SourceType.OC2,
-            "OHL3", SourceType.OHL3,
-            "HLC3", SourceType.HLC3,
-            "OHLC4", SourceType.OHLC4,
-            "HLCC4", SourceType.HLCC4
-        })]
         public SourceType Source { get; set; } = SourceType.Close;
 
         [InputParameter("Show Cold Values", 2)]

quantower/Oscillators/RsiIndicator.cs

@@ -5,21 +5,10 @@ namespace QuanTAlib;
 
 public class RsiIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 1, 2000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
-    public int Periods { get; set; } = 14;
+    public int Period { get; set; } = 14;
 
-    [InputParameter("Data source", sortIndex: 5, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]
@@ -28,7 +17,7 @@ public class RsiIndicator : Indicator, IWatchlistIndicator
     private Rsi? rsi;
     protected string? SourceName;
     protected LineSeries? RsiSeries;
-    public int MinHistoryDepths => Periods + 1;
+    public int MinHistoryDepths => Period + 1;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
     public RsiIndicator()
@@ -37,13 +26,13 @@ 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($"RSI {Periods}", color: IndicatorExtensions.Oscillators, 2, LineStyle.Solid);
+        RsiSeries = new($"RSI {Period}", color: IndicatorExtensions.Oscillators, 2, LineStyle.Solid);
         AddLineSeries(RsiSeries);
     }
 
     protected override void OnInit()
     {
-        rsi = new Rsi(Periods);
+        rsi = new Rsi(Period);
         base.OnInit();
     }
 
@@ -56,7 +45,7 @@ public class RsiIndicator : Indicator, IWatchlistIndicator
         RsiSeries!.SetMarker(0, Color.Transparent);
     }
 
-    public override string ShortName => $"RSI ({Periods}:{SourceName})";
+    public override string ShortName => $"RSI ({Period}:{SourceName})";
 
 #pragma warning disable CA1416 // Validate platform compatibility
     public override void OnPaintChart(PaintChartEventArgs args)

quantower/Oscillators/RsxIndicator.cs

@@ -8,18 +8,7 @@ public class RsxIndicator : Indicator, IWatchlistIndicator
     [InputParameter("Rsi Period", sortIndex: 1, 1, 2000, 1, 0)]
     public int Period { get; set; } = 14;
 
-    [InputParameter("Data source", sortIndex: 5, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]

quantower/Statistics/CurvatureIndicator.cs

@@ -5,28 +5,17 @@ namespace QuanTAlib;
 
 public class CurvatureIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 3, 1000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 3, 1000, 1, 0)]
-    public int Periods { get; set; } = 20;
+    public int Period { get; set; } = 20;
 
-    [InputParameter("Data source", sortIndex: 2, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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;
 
     private Curvature? curvature;
     protected LineSeries? CurvatureSeries;
     protected LineSeries? LineSeries;
     protected string? SourceName;
-    public int MinHistoryDepths => (Periods * 2) - 1;
+    public int MinHistoryDepths => (Period * 2) - 1;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
     public CurvatureIndicator()
@@ -37,12 +26,14 @@ public class CurvatureIndicator : Indicator, IWatchlistIndicator
         SourceName = Source.ToString();
 
         CurvatureSeries = new("Curvature", color: IndicatorExtensions.Statistics, 2, LineStyle.Solid);
+        LineSeries = new("Line", color: Color.Red, 1, LineStyle.Solid);
         AddLineSeries(CurvatureSeries);
+        AddLineSeries(LineSeries);
     }
 
     protected override void OnInit()
     {
-        curvature = new Curvature(Periods);
+        curvature = new Curvature(Period);
         SourceName = Source.ToString();
         base.OnInit();
     }
@@ -59,5 +50,5 @@ public class CurvatureIndicator : Indicator, IWatchlistIndicator
         }
     }
 
-    public override string ShortName => $"Curvature ({Periods}:{SourceName})";
+    public override string ShortName => $"Curvature ({Period}:{SourceName})";
 }

quantower/Statistics/EntropyIndicator.cs

@@ -4,21 +4,10 @@ namespace QuanTAlib;
 
 public class EntropyIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 2, 1000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 2, 1000, 1, 0)]
-    public int Periods { get; set; } = 20;
+    public int Period { get; set; } = 20;
 
-    [InputParameter("Data source", sortIndex: 2, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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;
 
     private Entropy? entropy;
@@ -40,7 +29,7 @@ public class EntropyIndicator : Indicator, IWatchlistIndicator
 
     protected override void OnInit()
     {
-        entropy = new Entropy(Periods);
+        entropy = new Entropy(Period);
         SourceName = Source.ToString();
         base.OnInit();
     }
@@ -53,5 +42,5 @@ public class EntropyIndicator : Indicator, IWatchlistIndicator
         EntropySeries!.SetValue(result.Value);
     }
 
-    public override string ShortName => $"Entropy ({Periods}:{SourceName})";
+    public override string ShortName => $"Entropy ({Period}:{SourceName})";
 }

quantower/Statistics/KurtosisIndicator.cs

@@ -5,27 +5,16 @@ namespace QuanTAlib;
 
 public class KurtosisIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 4, 1000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 4, 1000, 1, 0)]
-    public int Periods { get; set; } = 20;
+    public int Period { get; set; } = 20;
 
-    [InputParameter("Data source", sortIndex: 2, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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;
 
     private Kurtosis? kurtosis;
     protected LineSeries? KurtosisSeries;
     protected string? SourceName;
-    public int MinHistoryDepths => Periods - 1;
+    public int MinHistoryDepths => Period - 1;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
     public KurtosisIndicator()
@@ -41,7 +30,7 @@ public class KurtosisIndicator : Indicator, IWatchlistIndicator
 
     protected override void OnInit()
     {
-        kurtosis = new Kurtosis(Periods);
+        kurtosis = new Kurtosis(Period);
         SourceName = Source.ToString();
         base.OnInit();
     }
@@ -54,5 +43,5 @@ public class KurtosisIndicator : Indicator, IWatchlistIndicator
         KurtosisSeries!.SetValue(result.Value);
     }
 
-    public override string ShortName => $"Kurtosis ({Periods}:{SourceName})";
+    public override string ShortName => $"Kurtosis ({Period}:{SourceName})";
 }

quantower/Statistics/MaxIndicator.cs

@@ -5,24 +5,13 @@ namespace QuanTAlib;
 
 public class MaxIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 1, 1000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
-    public int Periods { get; set; } = 20;
+    public int Period { get; set; } = 20;
 
     [InputParameter("Decay", sortIndex: 2, 0, 10, 0.01, 2)]
     public double Decay { get; set; } = 0;
 
-    [InputParameter("Data source", sortIndex: 3, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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.High;
 
     private Max? ma;
@@ -44,7 +33,7 @@ public class MaxIndicator : Indicator, IWatchlistIndicator
 
     protected override void OnInit()
     {
-        ma = new Max(Periods, Decay);
+        ma = new Max(Period, Decay);
         SourceName = Source.ToString();
         base.OnInit();
     }
@@ -57,5 +46,5 @@ public class MaxIndicator : Indicator, IWatchlistIndicator
         MaxSeries!.SetValue(result.Value);
     }
 
-    public override string ShortName => $"Max ({Periods}, {Decay:F2}:{SourceName})";
+    public override string ShortName => $"Max ({Period}, {Decay:F2}:{SourceName})";
 }

quantower/Statistics/MedianIndicator.cs

@@ -5,27 +5,16 @@ namespace QuanTAlib;
 
 public class MedianIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 1, 1000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
-    public int Periods { get; set; } = 20;
+    public int Period { get; set; } = 20;
 
-    [InputParameter("Data source", sortIndex: 2, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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;
 
     private Median? med;
     protected LineSeries? MedianSeries;
     protected string? SourceName;
-    public int MinHistoryDepths => Periods;
+    public int MinHistoryDepths => Period;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
     public MedianIndicator()
@@ -41,7 +30,7 @@ public class MedianIndicator : Indicator, IWatchlistIndicator
 
     protected override void OnInit()
     {
-        med = new Median(Periods);
+        med = new Median(Period);
         SourceName = Source.ToString();
         base.OnInit();
     }
@@ -54,5 +43,5 @@ public class MedianIndicator : Indicator, IWatchlistIndicator
         MedianSeries!.SetValue(result.Value);
     }
 
-    public override string ShortName => $"Median ({Periods}:{SourceName})";
+    public override string ShortName => $"Median ({Period}:{SourceName})";
 }

quantower/Statistics/MinIndicator.cs

@@ -5,24 +5,13 @@ namespace QuanTAlib;
 
 public class MinIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 1, 1000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
-    public int Periods { get; set; } = 20;
+    public int Period { get; set; } = 20;
 
     [InputParameter("Decay", sortIndex: 2, 0, 10, 0.01, 2)]
     public double Decay { get; set; } = 0;
 
-    [InputParameter("Data source", sortIndex: 3, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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.Low;
 
     private Min? mi;
@@ -44,7 +33,7 @@ public class MinIndicator : Indicator, IWatchlistIndicator
 
     protected override void OnInit()
     {
-        mi = new Min(Periods, Decay);
+        mi = new Min(Period, Decay);
         SourceName = Source.ToString();
         base.OnInit();
     }
@@ -57,5 +46,5 @@ public class MinIndicator : Indicator, IWatchlistIndicator
         MinSeries!.SetValue(result.Value);
     }
 
-    public override string ShortName => $"Min ({Periods}, {Decay:F2}:{SourceName})";
+    public override string ShortName => $"Min ({Period}, {Decay:F2}:{SourceName})";
 }

quantower/Statistics/ModeIndicator.cs

@@ -5,27 +5,16 @@ namespace QuanTAlib;
 
 public class ModeIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 1, 1000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
-    public int Periods { get; set; } = 20;
+    public int Period { get; set; } = 20;
 
-    [InputParameter("Data source", sortIndex: 2, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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;
 
     private Mode? mode;
     protected LineSeries? ModeSeries;
     protected string? SourceName;
-    public int MinHistoryDepths => Periods;
+    public int MinHistoryDepths => Period;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
     public ModeIndicator()
@@ -41,7 +30,7 @@ public class ModeIndicator : Indicator, IWatchlistIndicator
 
     protected override void OnInit()
     {
-        mode = new Mode(Periods);
+        mode = new Mode(Period);
         SourceName = Source.ToString();
         base.OnInit();
     }
@@ -54,5 +43,5 @@ public class ModeIndicator : Indicator, IWatchlistIndicator
         ModeSeries!.SetValue(result.Value);
     }
 
-    public override string ShortName => $"Mode ({Periods}:{SourceName})";
+    public override string ShortName => $"Mode ({Period}:{SourceName})";
 }

quantower/Statistics/PercentileIndicator.cs

@@ -5,24 +5,13 @@ namespace QuanTAlib;
 
 public class PercentileIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 2, 1000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 2, 1000, 1, 0)]
-    public int Periods { get; set; } = 20;
+    public int Period { get; set; } = 20;
 
     [InputParameter("Percentile", sortIndex: 2, 0, 100, 0.1, 1)]
     public double PercentileValue { get; set; } = 50;
 
-    [InputParameter("Data source", sortIndex: 3, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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;
 
     private Percentile? percentile;
@@ -44,7 +33,7 @@ public class PercentileIndicator : Indicator, IWatchlistIndicator
 
     protected override void OnInit()
     {
-        percentile = new Percentile(Periods, PercentileValue);
+        percentile = new Percentile(Period, PercentileValue);
         SourceName = Source.ToString();
         base.OnInit();
     }
@@ -57,5 +46,5 @@ public class PercentileIndicator : Indicator, IWatchlistIndicator
         PercentileSeries!.SetValue(result.Value);
     }
 
-    public override string ShortName => $"Percentile ({Periods}, {PercentileValue}%:{SourceName})";
+    public override string ShortName => $"Percentile ({Period}, {PercentileValue}%:{SourceName})";
 }

quantower/Statistics/SkewIndicator.cs

@@ -5,21 +5,10 @@ namespace QuanTAlib;
 
 public class SkewIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 3, 1000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 3, 1000, 1, 0)]
-    public int Periods { get; set; } = 20;
+    public int Period { get; set; } = 20;
 
-    [InputParameter("Data source", sortIndex: 2, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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;
 
     private Skew? skew;
@@ -41,7 +30,7 @@ public class SkewIndicator : Indicator, IWatchlistIndicator
 
     protected override void OnInit()
     {
-        skew = new Skew(Periods);
+        skew = new Skew(Period);
         SourceName = Source.ToString();
         base.OnInit();
     }
@@ -54,5 +43,5 @@ public class SkewIndicator : Indicator, IWatchlistIndicator
         SkewSeries!.SetValue(result.Value);
     }
 
-    public override string ShortName => $"Skew ({Periods}:{SourceName})";
+    public override string ShortName => $"Skew ({Period}:{SourceName})";
 }

quantower/Statistics/SlopeIndicator.cs

@@ -5,28 +5,17 @@ namespace QuanTAlib;
 
 public class SlopeIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 2, 1000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 2, 1000, 1, 0)]
-    public int Periods { get; set; } = 20;
+    public int Period { get; set; } = 20;
 
-    [InputParameter("Data source", sortIndex: 2, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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;
 
     private Slope? slope;
     protected LineSeries? SlopeSeries;
     protected LineSeries? LineSeries;
     protected string? SourceName;
-    public int MinHistoryDepths => Periods;
+    public int MinHistoryDepths => Period;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
     public SlopeIndicator()
@@ -44,7 +33,7 @@ public class SlopeIndicator : Indicator, IWatchlistIndicator
 
     protected override void OnInit()
     {
-        slope = new Slope(Periods);
+        slope = new Slope(Period);
         SourceName = Source.ToString();
         base.OnInit();
     }
@@ -65,7 +54,7 @@ public class SlopeIndicator : Indicator, IWatchlistIndicator
     {
         get
         {
-            var result = $"Slope ({Periods}:{SourceName})";
+            var result = $"Slope ({Period}:{SourceName})";
             if (slope != null)
             {
                 result += $" Slope: {Math.Round(SlopeSeries!.GetValue(), 6)}";

quantower/Statistics/StddevIndicator.cs

@@ -5,24 +5,13 @@ namespace QuanTAlib;
 
 public class StddevIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 2, 1000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 2, 1000, 1, 0)]
-    public int Periods { get; set; } = 20;
+    public int Period { get; set; } = 20;
 
     [InputParameter("Population", sortIndex: 2)]
     public bool IsPopulation { get; set; } = false;
 
-    [InputParameter("Data source", sortIndex: 3, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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;
 
     private Stddev? stddev;
@@ -44,7 +33,7 @@ public class StddevIndicator : Indicator, IWatchlistIndicator
 
     protected override void OnInit()
     {
-        stddev = new Stddev(Periods, IsPopulation);
+        stddev = new Stddev(Period, IsPopulation);
         SourceName = Source.ToString();
         base.OnInit();
     }
@@ -57,5 +46,5 @@ public class StddevIndicator : Indicator, IWatchlistIndicator
         StddevSeries!.SetValue(result.Value);
     }
 
-    public override string ShortName => $"StdDev ({Periods}, {(IsPopulation ? "Pop" : "Sample")}:{SourceName})";
+    public override string ShortName => $"StdDev ({Period}, {(IsPopulation ? "Pop" : "Sample")}:{SourceName})";
 }

quantower/Statistics/VarianceIndicator.cs

@@ -5,24 +5,13 @@ namespace QuanTAlib;
 
 public class VarianceIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 2, 1000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 2, 1000, 1, 0)]
-    public int Periods { get; set; } = 20;
+    public int Period { get; set; } = 20;
 
     [InputParameter("Population", sortIndex: 2)]
     public bool IsPopulation { get; set; } = false;
 
-    [InputParameter("Data source", sortIndex: 3, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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;
 
     private Variance? variance;
@@ -44,7 +33,7 @@ public class VarianceIndicator : Indicator, IWatchlistIndicator
 
     protected override void OnInit()
     {
-        variance = new Variance(Periods, IsPopulation);
+        variance = new Variance(Period, IsPopulation);
         SourceName = Source.ToString();
         base.OnInit();
     }
@@ -57,5 +46,5 @@ public class VarianceIndicator : Indicator, IWatchlistIndicator
         VarianceSeries!.SetValue(result.Value);
     }
 
-    public override string ShortName => $"Variance ({Periods}, {(IsPopulation ? "Pop" : "Sample")}:{SourceName})";
+    public override string ShortName => $"Variance ({Period}, {(IsPopulation ? "Pop" : "Sample")}:{SourceName})";
 }

quantower/Statistics/ZscoreIndicator.cs

@@ -5,21 +5,10 @@ namespace QuanTAlib;
 
 public class ZscoreIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 2, 2000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 2, 2000, 1, 0)]
-    public int Periods { get; set; } = 20;
+    public int Period { get; set; } = 20;
 
-    [InputParameter("Data source", sortIndex: 2, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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;
 
     private Zscore? zScore;
@@ -41,7 +30,7 @@ public class ZscoreIndicator : Indicator, IWatchlistIndicator
 
     protected override void OnInit()
     {
-        zScore = new Zscore(Periods);
+        zScore = new Zscore(Period);
         SourceName = Source.ToString();
         base.OnInit();
     }
@@ -54,5 +43,5 @@ public class ZscoreIndicator : Indicator, IWatchlistIndicator
         ZscoreSeries!.SetValue(result.Value);
     }
 
-    public override string ShortName => $"Z-Score ({Periods}:{SourceName})";
+    public override string ShortName => $"Z-Score ({Period}:{SourceName})";
 }

quantower/Volatility/AtrIndicator.cs

@@ -5,15 +5,15 @@ namespace QuanTAlib;
 
 public class AtrIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 1, 2000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
-    public int Periods { get; set; } = 20;
+    public int Period { get; set; } = 20;
 
     [InputParameter("Show cold values", sortIndex: 21)]
     public bool ShowColdValues { get; set; } = true;
 
     private Atr? atr;
     protected LineSeries? AtrSeries;
-    public int MinHistoryDepths => Math.Max(5, Periods * 2);
+    public int MinHistoryDepths => Math.Max(5, Period * 2);
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
     public AtrIndicator()
@@ -22,13 +22,13 @@ public class AtrIndicator : Indicator, IWatchlistIndicator
         Description = "Measures market volatility by calculating the average range between high and low prices.";
         SeparateWindow = true;
 
-        AtrSeries = new($"ATR {Periods}", Color.Blue, 2, LineStyle.Solid);
+        AtrSeries = new($"ATR {Period}", Color.Blue, 2, LineStyle.Solid);
         AddLineSeries(AtrSeries);
     }
 
     protected override void OnInit()
     {
-        atr = new Atr(Periods);
+        atr = new Atr(Period);
         base.OnInit();
     }
 
@@ -42,7 +42,7 @@ public class AtrIndicator : Indicator, IWatchlistIndicator
     }
 #pragma warning disable CA1416 // Validate platform compatibility
 
-    public override string ShortName => $"ATR ({Periods})";
+    public override string ShortName => $"ATR ({Period})";
 
     public override void OnPaintChart(PaintChartEventArgs args)
     {

quantower/Volatility/CmoIndicator.cs

@@ -5,21 +5,10 @@ namespace QuanTAlib;
 
 public class CmoIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 1, 2000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
-    public int Periods { get; set; } = 9;
+    public int Period { get; set; } = 9;
 
-    [InputParameter("Data source", sortIndex: 5, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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)]
@@ -28,7 +17,7 @@ public class CmoIndicator : Indicator, IWatchlistIndicator
     private Cmo? cmo;
     protected string? SourceName;
     protected LineSeries? CmoSeries;
-    public int MinHistoryDepths => Periods + 1;
+    public int MinHistoryDepths => Period + 1;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
 
@@ -38,13 +27,13 @@ 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($"CMO {Periods}", color: IndicatorExtensions.Volatility, 2, LineStyle.Solid);
+        CmoSeries = new($"CMO {Period}", color: IndicatorExtensions.Volatility, 2, LineStyle.Solid);
         AddLineSeries(CmoSeries);
     }
 
     protected override void OnInit()
     {
-        cmo = new Cmo(Periods);
+        cmo = new Cmo(Period);
         base.OnInit();
     }
 
@@ -57,7 +46,7 @@ public class CmoIndicator : Indicator, IWatchlistIndicator
         CmoSeries!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
     }
 
-    public override string ShortName => $"CMO ({Periods}:{SourceName})";
+    public override string ShortName => $"CMO ({Period}:{SourceName})";
 
 #pragma warning disable CA1416 // Validate platform compatibility
     public override void OnPaintChart(PaintChartEventArgs args)

quantower/Volatility/CviIndicator.cs

@@ -5,15 +5,15 @@ namespace QuanTAlib;
 
 public class CviIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 1, 2000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
-    public int Periods { get; set; } = 20;
+    public int Period { get; set; } = 20;
 
     [InputParameter("Show cold values", sortIndex: 21)]
     public bool ShowColdValues { get; set; } = true;
 
     private Cvi? cvi;
     protected LineSeries? CviSeries;
-    public int MinHistoryDepths => Math.Max(5, Periods * 2);
+    public int MinHistoryDepths => Math.Max(5, Period * 2);
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
     public CviIndicator()
@@ -22,13 +22,13 @@ 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($"CVI {Periods}", color: IndicatorExtensions.Volatility, 2, LineStyle.Solid);
+        CviSeries = new($"CVI {Period}", color: IndicatorExtensions.Volatility, 2, LineStyle.Solid);
         AddLineSeries(CviSeries);
     }
 
     protected override void OnInit()
     {
-        cvi = new Cvi(Periods);
+        cvi = new Cvi(Period);
         base.OnInit();
     }
 
@@ -43,7 +43,7 @@ public class CviIndicator : Indicator, IWatchlistIndicator
 
 #pragma warning disable CA1416 // Validate platform compatibility
 
-    public override string ShortName => $"CVI ({Periods})";
+    public override string ShortName => $"CVI ({Period})";
 
     public override void OnPaintChart(PaintChartEventArgs args)
     {

quantower/Volatility/HistoricalIndicator.cs

@@ -5,15 +5,15 @@ namespace QuanTAlib;
 
 public class HistoricalIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 1, 2000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
-    public int Periods { get; set; } = 20;
+    public int Period { get; set; } = 20;
 
     [InputParameter("Annualized", sortIndex: 2)]
     public bool IsAnnualized { get; set; } = true;
 
     private Hv? historical;
     protected LineSeries? HvSeries;
-    public int MinHistoryDepths => Periods;
+    public int MinHistoryDepths => Period;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
     public HistoricalIndicator()
@@ -28,7 +28,7 @@ public class HistoricalIndicator : Indicator, IWatchlistIndicator
 
     protected override void OnInit()
     {
-        historical = new(Periods, IsAnnualized);
+        historical = new(Period, IsAnnualized);
         base.OnInit();
     }
 
@@ -40,5 +40,5 @@ public class HistoricalIndicator : Indicator, IWatchlistIndicator
         HvSeries!.SetValue(result.Value);
     }
 
-    public override string ShortName => $"HV ({Periods}{(IsAnnualized ? " - Annualized" : "")})";
+    public override string ShortName => $"HV ({Period}{(IsAnnualized ? " - Annualized" : "")})";
 }

quantower/Volatility/JbandsIndicator.cs

@@ -5,21 +5,10 @@ namespace QuanTAlib;
 
 public class JbandsIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 1, 2000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
-    public int Periods { get; set; } = 14;
+    public int Period { get; set; } = 14;
 
-    [InputParameter("Data source", sortIndex: 5, variants: [
+    [IndicatorExtensions.DataSourceInput]
-           "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("vShort", sortIndex: 6, -100, 100, 1, 0)]
@@ -47,8 +36,8 @@ public class JbandsIndicator : Indicator, IWatchlistIndicator
 
     protected override void OnInit()
     {
-        jmaUp = new(Periods, phase: Phase);
+        jmaUp = new(Period, phase: Phase);
-        jmaLo = new(Periods, phase: Phase);
+        jmaLo = new(Period, phase: Phase);
         SourceName = Source.ToString();
         base.OnInit();
     }
@@ -63,5 +52,5 @@ public class JbandsIndicator : Indicator, IWatchlistIndicator
         LbSeries!.SetValue(jmaLo.LowerBand);
     }
 
-    public override string ShortName => $"JBands ({Periods}:{Phase})";
+    public override string ShortName => $"JBands ({Period}:{Phase})";
 }

quantower/Volatility/JvoltyIndicator.cs

@@ -5,21 +5,10 @@ namespace QuanTAlib;
 
 public class JvoltyIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 1, 2000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
-    public int Periods { get; set; } = 14;
+    public int Period { get; set; } = 14;
 
-    [InputParameter("Data source", sortIndex: 5, variants: [
+    [IndicatorExtensions.DataSourceInput]
-        "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;
 
     private Jma? jma;
@@ -41,7 +30,7 @@ public class JvoltyIndicator : Indicator, IWatchlistIndicator
 
     protected override void OnInit()
     {
-        jma = new(Periods);
+        jma = new(Period);
         base.OnInit();
     }
 
@@ -53,5 +42,5 @@ public class JvoltyIndicator : Indicator, IWatchlistIndicator
         JvoltySeries!.SetValue(jma.Volty);
     }
 
-    public override string ShortName => $"JVOLTY ({Periods})";
+    public override string ShortName => $"JVOLTY ({Period})";
 }

quantower/Volatility/RealizedIndicator.cs

@@ -5,15 +5,15 @@ namespace QuanTAlib;
 
 public class RealizedIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 1, 2000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
-    public int Periods { get; set; } = 20;
+    public int Period { get; set; } = 20;
 
     [InputParameter("Annualized", sortIndex: 2)]
     public bool IsAnnualized { get; set; } = true;
 
     private Rv? realized;
     protected LineSeries? RvSeries;
-    public int MinHistoryDepths => Periods;
+    public int MinHistoryDepths => Period;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
     public RealizedIndicator()
@@ -28,7 +28,7 @@ public class RealizedIndicator : Indicator, IWatchlistIndicator
 
     protected override void OnInit()
     {
-        realized = new(Periods, IsAnnualized);
+        realized = new(Period, IsAnnualized);
         base.OnInit();
     }
 
@@ -40,5 +40,5 @@ public class RealizedIndicator : Indicator, IWatchlistIndicator
         RvSeries!.SetValue(result.Value);
     }
 
-    public override string ShortName => $"RV ({Periods}{(IsAnnualized ? " - Annualized" : "")})";
+    public override string ShortName => $"RV ({Period}{(IsAnnualized ? " - Annualized" : "")})";
 }

quantower/Volatility/RviIndicator.cs

@@ -5,12 +5,12 @@ namespace QuanTAlib;
 
 public class RviIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Periods", sortIndex: 1, 2, 100, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 2, 100, 1, 0)]
-    public int Periods { get; set; } = 10;
+    public int Period { get; set; } = 10;
 
     private Rvi? rvi;
     protected LineSeries? RviSeries;
-    public int MinHistoryDepths => Periods;
+    public int MinHistoryDepths => Period;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
     public RviIndicator()
@@ -25,7 +25,7 @@ public class RviIndicator : Indicator, IWatchlistIndicator
 
     protected override void OnInit()
     {
-        rvi = new Rvi(Periods);
+        rvi = new Rvi(Period);
         base.OnInit();
     }
 
@@ -37,5 +37,5 @@ public class RviIndicator : Indicator, IWatchlistIndicator
         RviSeries!.SetValue(result.Value);
     }
 
-    public override string ShortName => $"RVI ({Periods})";
+    public override string ShortName => $"RVI ({Period})";
 }