CMO - Chande Momentum Oscillator

lib/volatility/Cmo.cs

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+using System;
+using System.Collections.Generic;
+
+namespace QuanTAlib;
+
+/// <summary>
+/// Represents a Chande Momentum Oscillator (CMO) calculator.
+/// </summary>
+public class Cmo : AbstractBase
+{
+    private readonly int _period;
+    private readonly CircularBuffer _diffBuffer;
+    private readonly CircularBuffer _sumH;
+    private readonly CircularBuffer _sumL;
+    private double _prevValue, _p_prevValue;
+
+    public Cmo(int period)
+    {
+        if (period < 1)
+            throw new ArgumentOutOfRangeException(nameof(period));
+
+        _period = period;
+        _diffBuffer = new(period);
+        _sumH = new(period);
+        _sumL = new(period);
+
+        WarmupPeriod = period+1;
+        Name = $"CMO({period})";
+    }
+
+    protected override void ManageState(bool isNew)
+    {
+        if (isNew)
+        {
+            _index++;
+            _p_prevValue = _prevValue;
+        }
+        else
+        {
+            _prevValue = _p_prevValue;
+        }
+    }
+
+    protected override double Calculation()
+    {
+        ManageState(Input.IsNew);
+
+        if (_index == 0)
+        {
+            _prevValue = Input.Value;
+        }
+
+        double diff = Input.Value - _prevValue;
+        _prevValue = Input.Value;
+
+        if (diff > 0)
+        {
+            _sumH.Add(diff, Input.IsNew);
+            _sumL.Add(0, Input.IsNew);
+        }
+        else
+        {
+            _sumH.Add(0, Input.IsNew);
+            _sumL.Add(-diff, Input.IsNew);
+
+        }
+
+        // Calculate sums for the specified period only
+        double sumH = _sumH.Sum();
+        double sumL = _sumL.Sum();
+        double divisor = sumH + sumL;
+
+        return (Math.Abs(divisor) > double.Epsilon) ?
+            100.0 * ((sumH - sumL) / divisor) :
+            0.0;
+    }
+}
+