ABOVE_Series

Calculations/Basics/ABOVE_Series.cs

@@ -10,7 +10,8 @@ Remarks:
 </summary> */
 
 public class OVER_Series : Pair_TSeries_Indicator {
-	public TSeries Cross = new();
+	public TSeries Cross { get; set; } = new();
+
 	private double _previous = double.NaN;
 	public OVER_Series(TSeries d1, TSeries d2) : base(d1, d2) {
 		if (base._d1.Count > 0 && base._d2.Count > 0) { for (int i = 0; i < base._d1.Count; i++) { this.Add(base._d1[i], base._d2[i], false); } }
@@ -23,13 +24,18 @@ public class OVER_Series : Pair_TSeries_Indicator {
 	}
 
 	public override void Add((System.DateTime t, double v) TValue1, (System.DateTime t, double v) TValue2, bool update) {
-		(System.DateTime t, double v) over = ((TValue1.t > TValue2.t) ? TValue1.t : TValue2.t, TValue1.v > TValue2.v ? 1 : TValue1.v < TValue2.v ? -1 : 0);
+
+		double val = TValue1.v > TValue2.v ? 1 : -1;
+		val = TValue1.v == TValue2.v ? 0 : val;
+		(System.DateTime t, double v) over = ((TValue1.t > TValue2.t) ? TValue1.t : TValue2.t, TValue1.v > TValue2.v ? 1 : val);
 		if (update) { this.Cross[^1] = over; }
 		else { this.Cross.Add(over); }
 
+		val = (this._previous < over.v) ? 1 : -1;
 		(System.DateTime t, double v) result = ((TValue1.t > TValue2.t) ? TValue1.t : TValue2.t,
-						((_previous == over.v) || (_previous != 0) || Double.IsNaN(_previous)) ? 0 : (_previous < over.v) ? 1 : -1);
+						((this._previous == over.v) || Double.IsNaN(this._previous) || (this._previous == 0)) ? 0 : val);
-		_previous = over.v;
+
+		this._previous = over.v;
 
 		if (update) { base[^1] = result; }
 		else { base.Add(result); }
@@ -37,3 +43,4 @@ public class OVER_Series : Pair_TSeries_Indicator {
 	}
 }
 
+

Calculations/Calculations.csproj

@@ -2,7 +2,7 @@
 <Project Sdk="Microsoft.NET.Sdk">
   <PropertyGroup>
     <Title>QuanTAlib</Title>
-    <Version>0.1.30</Version>
+    <Version>0.1.31</Version>
     <Product>Library of TA Calculations, Charts and Strategies for Quantower</Product>
     <Description>Quantitative Technical Analysis Library in C# for Quantower</Description>
     <RepositoryType>git</RepositoryType>

Calculations/Feeds/Alphavantage_Feed.cs

@@ -10,7 +10,7 @@ Alphavantage - Free API to collect 100 recent daily quotes. It requires a (free)
         APIkey: unique Alphavantage API key
 
 </summary> 
-
+*/
 public class Alphavantage_Feed : TBars
 {
     public enum Interval { Month, Week, Day, Hour, Min30, Min15, Min5, Min1}
@@ -52,5 +52,4 @@ public class Alphavantage_Feed : TBars
         }
         return (date, o, h, l, c, v);
     }
-}
+}
-*/

Calculations/Feeds/Yahoo_Feed.cs

@@ -11,7 +11,7 @@ Yahoo Finance - Free API feed to collect daily market quotes
         Yahoo_Feed ticker = new("MSFT", 20)
 
 </summary> 
-
+*/
 public class Yahoo_Feed : TBars
 {
     public Yahoo_Feed(string Symbol = "IBM", int Period =  252) {
@@ -46,4 +46,3 @@ public class Yahoo_Feed : TBars
         }
     }
 }
-*/

Indicators/Basics/QuanTAlib_Indicator.cs

@@ -6,15 +6,30 @@ using TradingPlatform.BusinessLayer.Chart;
 
 namespace QuanTAlib;
 
-public class QuanTAlib_Indicator : Indicator {
+public abstract class QuanTAlib_Indicator : Indicator {
 	protected TBars bars;
 	protected IChartWindow mainWindow;
 	protected Graphics graphics;
 	protected int firstOnScreenBarIndex, lastOnScreenBarIndex;
+	protected HistoricalData History;
+	protected int HistPeriod;
 
 	protected override void OnInit() {
 		base.OnInit();
 		bars = new();
+		var dur1 = this.HistoricalData.FromTime;
+		var dur = this.HistoricalData.Period.Duration.TotalSeconds * (HistPeriod*4)  ; //seconds of two periods
+
+		this.History = this.Symbol.GetHistory(period: this.HistoricalData.Period,  fromTime: HistoricalData.FromTime);
+
+		for (int i = this.History.Count-1; i >= 0; i--) {
+
+			var rec = this.History[i, SeekOriginHistory.Begin];
+
+			bars.Add(rec.TimeLeft, rec[PriceType.Open], 
+				 rec[PriceType.High], rec[PriceType.Low],
+				 rec[PriceType.Close], rec[PriceType.Volume]);
+		}
 	}
 
 	protected override void OnUpdate(UpdateArgs args) {

Indicators/Charts/JMA_chart.cs

@@ -14,7 +14,7 @@ public class JMA_chart : QuanTAlib_Indicator {
 	private int DataSource = 3;
 
 	[InputParameter("Smoothing period", 1, 1, 999, 1, 1)]
-	private int Period = 10;
+	private int Period = 9;
 
 	[InputParameter("Volatility short", 2, 3, 50, 1, 1)]
 	private int Vshort = 10;
@@ -28,7 +28,7 @@ public class JMA_chart : QuanTAlib_Indicator {
 	#endregion Parameters
 
 	///////
-	private JMA_Series indicator;
+	private EMA_Series indicator;
 	///////
 
 	public JMA_chart() :base() {
@@ -36,14 +36,15 @@ public class JMA_chart : QuanTAlib_Indicator {
 		Description = "Jurik Moving Average description";
 		AddLineSeries(lineName: "JMA", lineColor: Color.Yellow, lineWidth:  3,lineStyle: LineStyle.Solid);
 		SeparateWindow = false;
+		HistPeriod = Period;
 	}
 
 
 	protected override void OnInit() { 
 		base.OnInit();
 		indicator = new(source: bars.Select(DataSource), period: Period, 
-										phase: Jphase, vshort: Vshort, vlong: Vlong, 
+		//								phase: Jphase, vshort: Vshort, vlong: Vlong, 
-										useNaN: false);
+										useNaN: true);
 	}
 
 	protected override void OnUpdate(UpdateArgs args) {