Refactor IndicatorExtensions: Remove unused methods and optimize price retrieval

lib/momentum/adx/Adx.Quantower.Tests.cs

@@ -19,33 +19,15 @@ public class AdxIndicatorTests
     }
 
     [Fact]
-    public void AdxIndicator_MinHistoryDepths_EqualsPeriod()
+    public void AdxIndicator_MinHistoryDepths_EqualsZero()
     {
         var indicator = new AdxIndicator { Period = 20 };
 
-        Assert.Equal(20, indicator.MinHistoryDepths);
+        Assert.Equal(0, AdxIndicator.MinHistoryDepths);
         IWatchlistIndicator watchlistIndicator = indicator;
-        Assert.Equal(20, watchlistIndicator.MinHistoryDepths);
+        Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
     }
 
-    [Fact]
-    public void AdxIndicator_ShortName_IncludesParameters()
-    {
-        var indicator = new AdxIndicator { Period = 20 };
-        indicator.Initialize();
-
-        Assert.Contains("ADX", indicator.ShortName);
-        Assert.Contains("20", indicator.ShortName);
-    }
-
-    [Fact]
-    public void AdxIndicator_SourceCodeLink_IsValid()
-    {
-        var indicator = new AdxIndicator();
-
-        Assert.Contains("github.com", indicator.SourceCodeLink);
-        Assert.Contains("Adx.Quantower.cs", indicator.SourceCodeLink);
-    }
 
     [Fact]
     public void AdxIndicator_Initialize_CreatesInternalAdx()

lib/momentum/adx/Adx.Quantower.cs

@@ -1,9 +1,11 @@
 using System.Drawing;
+using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib;
 
-public class AdxIndicator : Indicator, IWatchlistIndicator
+[SkipLocalsInit]
+public sealed class AdxIndicator : Indicator, IWatchlistIndicator
 {
     [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
     public int Period { get; set; } = 14;
@@ -12,15 +14,15 @@ public class AdxIndicator : Indicator, IWatchlistIndicator
     public bool ShowColdValues { get; set; } = true;
 
     private Adx? _adx;
-    protected LineSeries? AdxSeries;
-    protected LineSeries? DiPlusSeries;
-    protected LineSeries? DiMinusSeries;
+    private readonly LineSeries? _adxSeries;
+    private readonly LineSeries? _diPlusSeries;
+    private readonly LineSeries? _diMinusSeries;
 
-    public int MinHistoryDepths => Period;
+    public static int MinHistoryDepths => 0;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
     public override string ShortName => $"ADX {Period}";
-    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/trends/adx/Adx.Quantower.cs";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/momentum/adx/Adx.Quantower.cs";
 
     public AdxIndicator()
     {
@@ -29,36 +31,29 @@ public class AdxIndicator : Indicator, IWatchlistIndicator
         Name = "ADX - Average Directional Index";
         Description = "Measures the strength of a trend";
 
-        AdxSeries = new(name: "ADX", color: Color.Blue, width: 2, style: LineStyle.Solid);
-        DiPlusSeries = new(name: "+DI", color: Color.Green, width: 1, style: LineStyle.Solid);
-        DiMinusSeries = new(name: "-DI", color: Color.Red, width: 1, style: LineStyle.Solid);
+        _adxSeries = new(name: "ADX", color: Color.Blue, width: 2, style: LineStyle.Solid);
+        _diPlusSeries = new(name: "+DI", color: Color.Green, width: 1, style: LineStyle.Solid);
+        _diMinusSeries = new(name: "-DI", color: Color.Red, width: 1, style: LineStyle.Solid);
 
-        AddLineSeries(AdxSeries);
-        AddLineSeries(DiPlusSeries);
-        AddLineSeries(DiMinusSeries);
+        AddLineSeries(_adxSeries);
+        AddLineSeries(_diPlusSeries);
+        AddLineSeries(_diMinusSeries);
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnInit()
     {
         _adx = new Adx(Period);
         base.OnInit();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnUpdate(UpdateArgs args)
     {
-        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
+        TValue result = _adx!.Update(this.GetInputBar(args), args.IsNewBar());
 
-        TBar bar = this.GetInputBar(args);
-
-        TValue result = _adx!.Update(bar, isNew);
-
-        if (!_adx.IsHot && !ShowColdValues)
-        {
-            return;
-        }
-
-        AdxSeries!.SetValue(result.Value);
-        DiPlusSeries!.SetValue(_adx.DiPlus.Value);
-        DiMinusSeries!.SetValue(_adx.DiMinus.Value);
+        _adxSeries!.SetValue(result.Value, _adx.IsHot, ShowColdValues);
+        _diPlusSeries!.SetValue(_adx.DiPlus.Value, _adx.IsHot, ShowColdValues);
+        _diMinusSeries!.SetValue(_adx.DiMinus.Value, _adx.IsHot, ShowColdValues);
     }
 }

lib/momentum/adxr/Adxr.Quantower.Tests.cs

@@ -19,33 +19,15 @@ public class AdxrIndicatorTests
     }
 
     [Fact]
-    public void AdxrIndicator_MinHistoryDepths_EqualsPeriod()
+    public void AdxrIndicator_MinHistoryDepths_EqualsZero()
     {
         var indicator = new AdxrIndicator { Period = 20 };
 
-        Assert.Equal(20, indicator.MinHistoryDepths);
+        Assert.Equal(0, AdxrIndicator.MinHistoryDepths);
         IWatchlistIndicator watchlistIndicator = indicator;
-        Assert.Equal(20, watchlistIndicator.MinHistoryDepths);
+        Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
     }
 
-    [Fact]
-    public void AdxrIndicator_ShortName_IncludesParameters()
-    {
-        var indicator = new AdxrIndicator { Period = 20 };
-        indicator.Initialize();
-
-        Assert.Contains("ADXR", indicator.ShortName);
-        Assert.Contains("20", indicator.ShortName);
-    }
-
-    [Fact]
-    public void AdxrIndicator_SourceCodeLink_IsValid()
-    {
-        var indicator = new AdxrIndicator();
-
-        Assert.Contains("github.com", indicator.SourceCodeLink);
-        Assert.Contains("Adxr.Quantower.cs", indicator.SourceCodeLink);
-    }
 
     [Fact]
     public void AdxrIndicator_Initialize_CreatesInternalAdxr()

lib/momentum/adxr/Adxr.Quantower.cs

@@ -1,9 +1,11 @@
 using System.Drawing;
+using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib;
 
-public class AdxrIndicator : Indicator, IWatchlistIndicator
+[SkipLocalsInit]
+public sealed class AdxrIndicator : Indicator, IWatchlistIndicator
 {
     [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
     public int Period { get; set; } = 14;
@@ -12,9 +14,9 @@ public class AdxrIndicator : Indicator, IWatchlistIndicator
     public bool ShowColdValues { get; set; } = true;
 
     private Adxr? _adxr;
-    protected LineSeries? AdxrSeries;
+    private readonly LineSeries? _adxrSeries;
 
-    public int MinHistoryDepths => Period;
+    public static int MinHistoryDepths => 0;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
     public override string ShortName => $"ADXR {Period}";
@@ -27,29 +29,22 @@ public class AdxrIndicator : Indicator, IWatchlistIndicator
         Name = "ADXR - Average Directional Movement Rating";
         Description = "Quantifies the change in momentum of the ADX";
 
-        AdxrSeries = new(name: "ADXR", color: Color.Orange, width: 2, style: LineStyle.Solid);
-        AddLineSeries(AdxrSeries);
+        _adxrSeries = new(name: "ADXR", color: Color.Orange, width: 2, style: LineStyle.Solid);
+        AddLineSeries(_adxrSeries);
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnInit()
     {
         _adxr = new Adxr(Period);
         base.OnInit();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnUpdate(UpdateArgs args)
     {
-        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
+        TValue result = _adxr!.Update(this.GetInputBar(args), args.IsNewBar());
 
-        TBar bar = this.GetInputBar(args);
-
-        TValue result = _adxr!.Update(bar, isNew);
-
-        if (!_adxr.IsHot && !ShowColdValues)
-        {
-            return;
-        }
-
-        AdxrSeries!.SetValue(result.Value);
+        _adxrSeries!.SetValue(result.Value, _adxr.IsHot, ShowColdValues);
     }
 }

lib/momentum/adxr/Adxr.Tests.cs

@@ -128,4 +128,21 @@ public class AdxrTests
         Assert.Throws<ArgumentException>(() => new Adxr(0));
         Assert.Throws<ArgumentException>(() => new Adxr(-1));
     }
+
+    [Fact]
+    public void Chainability_Works()
+    {
+        var adxr = new Adxr(14);
+        var gbm = new GBM();
+        var bars = gbm.Fetch(10, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+        
+        // Test TBarSeries chain
+        var result = adxr.Update(bars);
+        Assert.NotNull(result);
+        Assert.IsType<TSeries>(result);
+        
+        // Test TBar chain (returns TValue)
+        var result2 = adxr.Update(bars[0]);
+        Assert.IsType<TValue>(result2);
+    }
 }

lib/momentum/ao/Ao.Quantower.Tests.cs

@@ -20,13 +20,13 @@ public class AoIndicatorTests
     }
 
     [Fact]
-    public void AoIndicator_MinHistoryDepths_EqualsSlowPeriod()
+    public void AoIndicator_MinHistoryDepths_EqualsZero()
     {
         var indicator = new AoIndicator { SlowPeriod = 20 };
 
-        Assert.Equal(20, indicator.MinHistoryDepths);
+        Assert.Equal(0, AoIndicator.MinHistoryDepths);
         IWatchlistIndicator watchlistIndicator = indicator;
-        Assert.Equal(20, watchlistIndicator.MinHistoryDepths);
+        Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
     }
 
     [Fact]
@@ -120,6 +120,6 @@ public class AoIndicatorTests
 
         Assert.Equal(10, indicator.FastPeriod);
         Assert.Equal(40, indicator.SlowPeriod);
-        Assert.Equal(40, indicator.MinHistoryDepths);
+        Assert.Equal(0, AoIndicator.MinHistoryDepths);
     }
 }

lib/momentum/ao/Ao.Quantower.cs

@@ -1,9 +1,11 @@
 using System.Drawing;
+using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib;
 
-public class AoIndicator : Indicator, IWatchlistIndicator
+[SkipLocalsInit]
+public sealed class AoIndicator : Indicator, IWatchlistIndicator
 {
     [InputParameter("Fast Period", sortIndex: 1, 1, 1000, 1, 0)]
     public int FastPeriod { get; set; } = 5;
@@ -15,10 +17,10 @@ public class AoIndicator : Indicator, IWatchlistIndicator
     public bool ShowColdValues { get; set; } = true;
 
     private Ao? _ao;
-    protected LineSeries? UpSeries;
-    protected LineSeries? DownSeries;
+    private readonly LineSeries? _upSeries;
+    private readonly LineSeries? _downSeries;
 
-    public int MinHistoryDepths => SlowPeriod;
+    public static int MinHistoryDepths => 0;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
     public override string ShortName => $"AO {FastPeriod}:{SlowPeriod}";
@@ -31,69 +33,47 @@ public class AoIndicator : Indicator, IWatchlistIndicator
         Name = "AO - Awesome Oscillator";
         Description = "Momentum indicator measuring market momentum";
 
-        UpSeries = new(name: "AO Up", color: Color.Green, width: 2, style: LineStyle.Solid);
-        DownSeries = new(name: "AO Down", color: Color.Red, width: 2, style: LineStyle.Solid);
+        _upSeries = new(name: "AO Up", color: Color.Green, width: 2, style: LineStyle.Solid);
+        _downSeries = new(name: "AO Down", color: Color.Red, width: 2, style: LineStyle.Solid);
 
-        AddLineSeries(UpSeries);
-        AddLineSeries(DownSeries);
+        AddLineSeries(_upSeries);
+        AddLineSeries(_downSeries);
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnInit()
     {
         _ao = new Ao(FastPeriod, SlowPeriod);
         base.OnInit();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnUpdate(UpdateArgs args)
     {
-        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
-
-        TBar bar = this.GetInputBar(args);
-        TValue result = _ao!.Update(bar, isNew);
+        TValue result = _ao!.Update(this.GetInputBar(args), args.IsNewBar());
 
         if (!_ao.IsHot && !ShowColdValues)
-        {
             return;
-        }
 
-        // Determine color based on momentum
-        // Green if rising, Red if falling
-        // We need previous value to compare.
-        // Since OnUpdate is called multiple times for the same bar (ticks),
-        // we need to be careful about "previous value".
-        // Ideally, we compare with the value of the *previous bar*.
-        // But AO coloring is usually: Current > Previous Bar's AO => Green.
-        // Or Current > Previous Value (intra-bar)?
-        // Standard is: "Green bar if the bar is higher than the previous bar. Red bar if the bar is lower than the previous bar."
-        // "Previous bar" usually means the AO value of the previous period.
-
-        // We can get the previous value from the indicator history if we stored it,
-        // or just use _ao.Last (which is current) and we need the previous one.
-        // But _ao doesn't expose history directly unless we use TSeries.
-        // However, Quantower stores history in the Series.
-
-        // Get previous value from series
         double prevAo = double.NaN;
         if (Count > 1)
         {
-            // Try to get from UpSeries
-            prevAo = UpSeries!.GetValue(1);
+            prevAo = _upSeries!.GetValue(1);
             if (double.IsNaN(prevAo))
             {
-                prevAo = DownSeries!.GetValue(1);
+                prevAo = _downSeries!.GetValue(1);
             }
         }
 
-        // If first bar, just pick a color (e.g. Green) or NaN
         if (double.IsNaN(prevAo) || result.Value > prevAo)
         {
-            UpSeries!.SetValue(result.Value);
-            DownSeries!.SetValue(double.NaN);
+            _upSeries!.SetValue(result.Value);
+            _downSeries!.SetValue(double.NaN);
         }
         else
         {
-            UpSeries!.SetValue(double.NaN);
-            DownSeries!.SetValue(result.Value);
+            _upSeries!.SetValue(double.NaN);
+            _downSeries!.SetValue(result.Value);
         }
     }
 }

lib/momentum/ao/Ao.Tests.cs

@@ -101,7 +101,7 @@ public class AoTests
     }
     
     [Fact]
-    public void StaticBatch_Matches_Streaming()
+    public void StaticCalculate_Matches_Streaming()
     {
         var gbm = new GBM();
         var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));

lib/momentum/apo/Apo.Quantower.Tests.cs

@@ -20,13 +20,13 @@ public class ApoIndicatorTests
     }
 
     [Fact]
-    public void ApoIndicator_MinHistoryDepths_EqualsSlowPeriod()
+    public void ApoIndicator_MinHistoryDepths_EqualsZero()
     {
         var indicator = new ApoIndicator { SlowPeriod = 20 };
 
-        Assert.Equal(20, indicator.MinHistoryDepths);
+        Assert.Equal(0, ApoIndicator.MinHistoryDepths);
         IWatchlistIndicator watchlistIndicator = indicator;
-        Assert.Equal(20, watchlistIndicator.MinHistoryDepths);
+        Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
     }
 
     [Fact]
@@ -117,6 +117,6 @@ public class ApoIndicatorTests
 
         Assert.Equal(10, indicator.FastPeriod);
         Assert.Equal(40, indicator.SlowPeriod);
-        Assert.Equal(40, indicator.MinHistoryDepths);
+        Assert.Equal(0, ApoIndicator.MinHistoryDepths);
     }
 }

lib/momentum/apo/Apo.Quantower.cs

@@ -1,9 +1,11 @@
 using System.Drawing;
+using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib;
 
-public class ApoIndicator : Indicator, IWatchlistIndicator
+[SkipLocalsInit]
+public sealed class ApoIndicator : Indicator, IWatchlistIndicator
 {
     [InputParameter("Fast Period", sortIndex: 1, 1, 1000, 1, 0)]
     public int FastPeriod { get; set; } = 12;
@@ -15,9 +17,9 @@ public class ApoIndicator : Indicator, IWatchlistIndicator
     public bool ShowColdValues { get; set; } = true;
 
     private Apo? _apo;
-    protected LineSeries? Series;
+    private readonly LineSeries? _series;
 
-    public int MinHistoryDepths => SlowPeriod;
+    public static int MinHistoryDepths => 0;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
     public override string ShortName => $"APO {FastPeriod}:{SlowPeriod}";
@@ -30,28 +32,22 @@ public class ApoIndicator : Indicator, IWatchlistIndicator
         Name = "APO - Absolute Price Oscillator";
         Description = "Momentum indicator showing the difference between two EMAs";
 
-        Series = new(name: "APO", color: Color.Orange, width: 2, style: LineStyle.Solid);
-        AddLineSeries(Series);
+        _series = new(name: "APO", color: Color.Orange, width: 2, style: LineStyle.Solid);
+        AddLineSeries(_series);
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnInit()
     {
         _apo = new Apo(FastPeriod, SlowPeriod);
         base.OnInit();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnUpdate(UpdateArgs args)
     {
-        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
+        TValue result = _apo!.Update(this.GetInputBar(args), args.IsNewBar());
 
-        TBar bar = this.GetInputBar(args);
-        TValue result = _apo!.Update(bar, isNew);
-
-        if (!_apo.IsHot && !ShowColdValues)
-        {
-            return;
-        }
-
-        Series!.SetValue(result.Value);
+        _series!.SetValue(result.Value, _apo.IsHot, ShowColdValues);
     }
 }

lib/momentum/apo/Apo.Tests.cs

@@ -1,67 +1,149 @@
-using Xunit;
 using System;
+using System.Collections.Generic;
+using Xunit;
 
-namespace QuanTAlib.Tests;
+namespace QuanTAlib;
 
 public class ApoTests
 {
-    private readonly GBM _gbm;
-
-    public ApoTests()
-    {
-        _gbm = new GBM();
-    }
-
     [Fact]
-    public void Constructor_ValidatesInput()
-    {
-        Assert.Throws<ArgumentException>(() => new Apo(fastPeriod: 0));
-        Assert.Throws<ArgumentException>(() => new Apo(slowPeriod: 0));
-        Assert.Throws<ArgumentException>(() => new Apo(fastPeriod: 26, slowPeriod: 12)); // Fast >= Slow
-    }
-
-    [Fact]
-    public void Update_ReturnsValidValue()
+    public void BasicCalculation_DoesNotCrash()
     {
         var apo = new Apo(12, 26);
-        var result = apo.Update(new TValue(DateTime.UtcNow, 100));
-        Assert.Equal(0, result.Value); // First value: EMA(100) - EMA(100) = 0
+        var gbm = new GBM();
+        var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+
+        for (int i = 0; i < bars.Count; i++)
+        {
+            apo.Update(bars[i]);
+        }
+
+        Assert.True(double.IsFinite(apo.Last.Value));
     }
 
     [Fact]
-    public void IsHot_BecomesTrue()
+    public void IsNew_Consistency()
     {
         var apo = new Apo(12, 26);
-        for (int i = 0; i < 100; i++)
+        var gbm = new GBM();
+        var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+
+        // Feed first 99
+        for (int i = 0; i < 99; i++)
         {
-            apo.Update(new TValue(DateTime.UtcNow, 100));
+            apo.Update(bars[i]);
         }
-        Assert.True(apo.IsHot);
+
+        // Update with 100th point (isNew=true)
+        apo.Update(bars[99], true);
+
+        // Update with modified 100th point (isNew=false)
+        var modifiedBar = new TBar(bars[99].Time, bars[99].Open, bars[99].High + 1.0, bars[99].Low - 1.0, bars[99].Close, bars[99].Volume);
+        var val2 = apo.Update(modifiedBar, false);
+
+        // Create new instance and feed up to modified
+        var apo2 = new Apo(12, 26);
+        for (int i = 0; i < 99; i++)
+        {
+            apo2.Update(bars[i]);
+        }
+        var val3 = apo2.Update(modifiedBar, true);
+
+        Assert.Equal(val3.Value, val2.Value, 1e-9);
     }
 
     [Fact]
-    public void Batch_Matches_Streaming()
+    public void Reset_Works()
     {
-        var source = _gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
-        var tSeries = new TSeries(source.Close.Count);
-        for (int i = 0; i < source.Close.Count; i++)
+        var apo = new Apo(12, 26);
+        var gbm = new GBM();
+        var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+
+        for (int i = 0; i < bars.Count; i++)
         {
-            tSeries.Add(source.Close[i]);
+            apo.Update(bars[i]);
         }
 
-        var apoBatch = Apo.Batch(tSeries, 12, 26);
-
-        var apoStream = new Apo(12, 26);
-        var streamResults = new List<double>();
-        for (int i = 0; i < tSeries.Count; i++)
+        apo.Reset();
+        Assert.Equal(0, apo.Last.Value);
+        Assert.False(apo.IsHot);
+        
+        // Feed again
+        for (int i = 0; i < bars.Count; i++)
         {
-            streamResults.Add(apoStream.Update(tSeries[i]).Value);
+            apo.Update(bars[i]);
+        }
+        
+        Assert.True(double.IsFinite(apo.Last.Value));
+    }
+
+    [Fact]
+    public void TBarSeries_Update_Matches_Streaming()
+    {
+        var apo = new Apo(12, 26);
+        var gbm = new GBM();
+        var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+
+        var streamingResults = new List<double>();
+        for (int i = 0; i < bars.Count; i++)
+        {
+            streamingResults.Add(apo.Update(bars[i]).Value);
         }
 
-        Assert.Equal(apoBatch.Count, streamResults.Count);
-        for (int i = 0; i < apoBatch.Count; i++)
+        var apo2 = new Apo(12, 26);
+        var seriesResults = apo2.Update(bars.Close);
+
+        Assert.Equal(streamingResults.Count, seriesResults.Count);
+        for (int i = 0; i < seriesResults.Count; i++)
         {
-            Assert.Equal(apoBatch[i].Value, streamResults[i], precision: 9);
+            Assert.Equal(streamingResults[i], seriesResults.Values[i], 1e-9);
         }
     }
+    
+    [Fact]
+    public void StaticCalculate_Matches_Streaming()
+    {
+        var gbm = new GBM();
+        var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+        
+        var apo = new Apo(12, 26);
+        var streamingResults = new List<double>();
+        for (int i = 0; i < bars.Count; i++)
+        {
+            streamingResults.Add(apo.Update(bars[i]).Value);
+        }
+        
+        var staticResults = Apo.Batch(bars.Close, 12, 26);
+        
+        Assert.Equal(streamingResults.Count, staticResults.Count);
+        for (int i = 0; i < staticResults.Count; i++)
+        {
+            Assert.Equal(streamingResults[i], staticResults.Values[i], 1e-9);
+        }
+    }
+
+    [Fact]
+    public void Chainability_Works()
+    {
+        var apo = new Apo(12, 26);
+        var gbm = new GBM();
+        var bars = gbm.Fetch(10, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+        
+        // Test TBarSeries chain
+        var result = apo.Update(bars.Close);
+        Assert.NotNull(result);
+        Assert.IsType<TSeries>(result);
+        
+        // Test TBar chain (returns TValue)
+        var result2 = apo.Update(bars[0]);
+        Assert.IsType<TValue>(result2);
+    }
+
+    [Fact]
+    public void Constructor_InvalidParameters_ThrowsArgumentException()
+    {
+        Assert.Throws<ArgumentException>(() => new Apo(0, 26));
+        Assert.Throws<ArgumentException>(() => new Apo(12, 0));
+        Assert.Throws<ArgumentException>(() => new Apo(26, 12)); // Fast >= Slow
+    }
 }

lib/momentum/aroon/Aroon.Quantower.Tests.cs

@@ -19,13 +19,13 @@ public class AroonIndicatorTests
     }
 
     [Fact]
-    public void AroonIndicator_MinHistoryDepths_EqualsPeriod()
+    public void AroonIndicator_MinHistoryDepths_EqualsZero()
     {
         var indicator = new AroonIndicator { Period = 20 };
 
-        Assert.Equal(20, indicator.MinHistoryDepths);
+        Assert.Equal(0, AroonIndicator.MinHistoryDepths);
         IWatchlistIndicator watchlistIndicator = indicator;
-        Assert.Equal(20, watchlistIndicator.MinHistoryDepths);
+        Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
     }
 
     [Fact]

lib/momentum/aroon/Aroon.Quantower.cs

@@ -1,9 +1,11 @@
 using System.Drawing;
+using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib;
 
-public class AroonIndicator : Indicator, IWatchlistIndicator
+[SkipLocalsInit]
+public sealed class AroonIndicator : Indicator, IWatchlistIndicator
 {
     [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
     public int Period { get; set; } = 14;
@@ -12,11 +14,11 @@ public class AroonIndicator : Indicator, IWatchlistIndicator
     public bool ShowColdValues { get; set; } = true;
 
     private Aroon? _aroon;
-    protected LineSeries? UpSeries;
-    protected LineSeries? DownSeries;
-    protected LineSeries? OscSeries;
+    private readonly LineSeries? _upSeries;
+    private readonly LineSeries? _downSeries;
+    private readonly LineSeries? _oscSeries;
 
-    public int MinHistoryDepths => Period;
+    public static int MinHistoryDepths => 0;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
     public override string ShortName => $"Aroon {Period}";
@@ -29,36 +31,29 @@ public class AroonIndicator : Indicator, IWatchlistIndicator
         Name = "Aroon";
         Description = "Identifies trend changes and strength";
 
-        UpSeries = new(name: "Aroon Up", color: Color.Green, width: 1, style: LineStyle.Solid);
-        DownSeries = new(name: "Aroon Down", color: Color.Red, width: 1, style: LineStyle.Solid);
-        OscSeries = new(name: "Aroon Osc", color: Color.Blue, width: 2, style: LineStyle.Solid);
+        _upSeries = new(name: "Aroon Up", color: Color.Green, width: 1, style: LineStyle.Solid);
+        _downSeries = new(name: "Aroon Down", color: Color.Red, width: 1, style: LineStyle.Solid);
+        _oscSeries = new(name: "Aroon Osc", color: Color.Blue, width: 2, style: LineStyle.Solid);
 
-        AddLineSeries(UpSeries);
-        AddLineSeries(DownSeries);
-        AddLineSeries(OscSeries);
+        AddLineSeries(_upSeries);
+        AddLineSeries(_downSeries);
+        AddLineSeries(_oscSeries);
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnInit()
     {
         _aroon = new Aroon(Period);
         base.OnInit();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnUpdate(UpdateArgs args)
     {
-        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
+        TValue result = _aroon!.Update(this.GetInputBar(args), args.IsNewBar());
 
-        TBar bar = this.GetInputBar(args);
-
-        TValue result = _aroon!.Update(bar, isNew);
-
-        if (!_aroon.IsHot && !ShowColdValues)
-        {
-            return;
-        }
-
-        UpSeries!.SetValue(_aroon.Up.Value);
-        DownSeries!.SetValue(_aroon.Down.Value);
-        OscSeries!.SetValue(result.Value);
+        _upSeries!.SetValue(_aroon.Up.Value, _aroon.IsHot, ShowColdValues);
+        _downSeries!.SetValue(_aroon.Down.Value, _aroon.IsHot, ShowColdValues);
+        _oscSeries!.SetValue(result.Value, _aroon.IsHot, ShowColdValues);
     }
 }

lib/momentum/aroonosc/AroonOsc.Quantower.Tests.cs

@@ -19,13 +19,13 @@ public class AroonOscIndicatorTests
     }
 
     [Fact]
-    public void AroonOscIndicator_MinHistoryDepths_EqualsPeriod()
+    public void AroonOscIndicator_MinHistoryDepths_EqualsZero()
     {
         var indicator = new AroonOscIndicator { Period = 20 };
 
-        Assert.Equal(20, indicator.MinHistoryDepths);
+        Assert.Equal(0, AroonOscIndicator.MinHistoryDepths);
         IWatchlistIndicator watchlistIndicator = indicator;
-        Assert.Equal(20, watchlistIndicator.MinHistoryDepths);
+        Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
     }
 
     [Fact]

lib/momentum/aroonosc/AroonOsc.Quantower.cs

@@ -1,9 +1,11 @@
 using System.Drawing;
+using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib;
 
-public class AroonOscIndicator : Indicator, IWatchlistIndicator
+[SkipLocalsInit]
+public sealed class AroonOscIndicator : Indicator, IWatchlistIndicator
 {
     [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
     public int Period { get; set; } = 14;
@@ -12,9 +14,9 @@ public class AroonOscIndicator : Indicator, IWatchlistIndicator
     public bool ShowColdValues { get; set; } = true;
 
     private AroonOsc? _aroonOsc;
-    protected LineSeries? OscSeries;
+    private readonly LineSeries? _oscSeries;
 
-    public int MinHistoryDepths => Period;
+    public static int MinHistoryDepths => 0;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
     public override string ShortName => $"AroonOsc {Period}";
@@ -27,30 +29,23 @@ public class AroonOscIndicator : Indicator, IWatchlistIndicator
         Name = "Aroon Oscillator";
         Description = "Aroon Oscillator";
 
-        OscSeries = new(name: "Aroon Osc", color: Color.Blue, width: 2, style: LineStyle.Solid);
+        _oscSeries = new(name: "Aroon Osc", color: Color.Blue, width: 2, style: LineStyle.Solid);
 
-        AddLineSeries(OscSeries);
+        AddLineSeries(_oscSeries);
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnInit()
     {
         _aroonOsc = new AroonOsc(Period);
         base.OnInit();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnUpdate(UpdateArgs args)
     {
-        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
+        TValue result = _aroonOsc!.Update(this.GetInputBar(args), args.IsNewBar());
 
-        TBar bar = this.GetInputBar(args);
-
-        TValue result = _aroonOsc!.Update(bar, isNew);
-
-        if (!_aroonOsc.IsHot && !ShowColdValues)
-        {
-            return;
-        }
-
-        OscSeries!.SetValue(result.Value);
+        _oscSeries!.SetValue(result.Value, _aroonOsc.IsHot, ShowColdValues);
     }
 }

lib/momentum/bop/Bop.Quantower.cs

@@ -1,12 +1,14 @@
 using System.Drawing;
+using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib;
 
-public class BopIndicator : Indicator, IWatchlistIndicator
+[SkipLocalsInit]
+public sealed class BopIndicator : Indicator, IWatchlistIndicator
 {
     private Bop? _bop;
-    protected LineSeries? BopSeries;
+    private readonly LineSeries? _bopSeries;
 
     public static int MinHistoryDepths => 0;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
@@ -21,24 +23,22 @@ public class BopIndicator : Indicator, IWatchlistIndicator
         Name = "BOP - Balance of Power";
         Description = "Measures the strength of buyers vs sellers";
 
-        BopSeries = new(name: "BOP", color: Color.Blue, width: 2, style: LineStyle.Solid);
-        AddLineSeries(BopSeries);
+        _bopSeries = new(name: "BOP", color: Color.Blue, width: 2, style: LineStyle.Solid);
+        AddLineSeries(_bopSeries);
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnInit()
     {
         _bop = new Bop();
         base.OnInit();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnUpdate(UpdateArgs args)
     {
-        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
+        TValue result = _bop!.Update(this.GetInputBar(args), args.IsNewBar());
 
-        TBar bar = this.GetInputBar(args);
-
-        TValue result = _bop!.Update(bar, isNew);
-
-        BopSeries!.SetValue(result.Value);
+        _bopSeries!.SetValue(result.Value);
     }
 }

lib/momentum/cfb/Cfb.Quantower.Tests.cs

@@ -26,9 +26,9 @@ public class CfbIndicatorTests
     {
         var indicator = new CfbIndicator { MaxLength = 50 };
 
-        Assert.Equal(50, indicator.MinHistoryDepths);
+        Assert.Equal(0, CfbIndicator.MinHistoryDepths);
         IWatchlistIndicator watchlistIndicator = indicator;
-        Assert.Equal(50, watchlistIndicator.MinHistoryDepths);
+        Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
     }
 
     [Fact]
@@ -132,17 +132,6 @@ public class CfbIndicatorTests
         Assert.True(double.IsFinite(secondValue));
     }
 
-    [Fact]
-    public void CfbIndicator_OnPaintChart_DoesNotThrow()
-    {
-        var indicator = new CfbIndicator();
-        indicator.Initialize();
-
-        var method = indicator.GetType().GetMethod("OnPaintChart");
-        Assert.NotNull(method);
-        Assert.Equal(typeof(CfbIndicator), method.DeclaringType);
-    }
-
     [Fact]
     public void CfbIndicator_DifferentSourceTypes_Work()
     {
@@ -182,6 +171,6 @@ public class CfbIndicatorTests
         Assert.Equal(10, indicator.MinLength);
         Assert.Equal(40, indicator.MaxLength);
         Assert.Equal(10, indicator.Step);
-        Assert.Equal(40, indicator.MinHistoryDepths);
+        Assert.Equal(0, CfbIndicator.MinHistoryDepths);
     }
 }

lib/momentum/cfb/Cfb.Quantower.cs

@@ -1,9 +1,11 @@
 using System.Drawing;
+using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib;
 
-public class CfbIndicator : Indicator, IWatchlistIndicator
+[SkipLocalsInit]
+public sealed class CfbIndicator : Indicator, IWatchlistIndicator
 {
     [InputParameter("Min Length", sortIndex: 1, 2, 1000, 1, 0)]
     public int MinLength { get; set; } = 2;
@@ -21,27 +23,28 @@ public class CfbIndicator : Indicator, IWatchlistIndicator
     public bool ShowColdValues { get; set; } = true;
 
     private Cfb? _cfb;
-    private int _warmupBarIndex = -1;
-    protected LineSeries? Series;
-    protected string? SourceName;
+    private readonly LineSeries? _series;
+    private string? _sourceName;
+    private Func<IHistoryItem, double>? _priceSelector;
 
-    public int MinHistoryDepths => MaxLength;
+    public static int MinHistoryDepths => 0;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"CFB {MinLength}-{MaxLength}:{SourceName}";
+    public override string ShortName => $"CFB {MinLength}-{MaxLength}:{_sourceName}";
     public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/momentum/cfb/Cfb.Quantower.cs";
 
     public CfbIndicator()
     {
         OnBackGround = true;
         SeparateWindow = true;
-        SourceName = Source.ToString();
+        _sourceName = Source.ToString();
         Name = "CFB - Jurik Composite Fractal Behavior";
         Description = "Trend Duration Index using fractal efficiency";
-        Series = new(name: "CFB", color: IndicatorExtensions.Statistics, width: 2, style: LineStyle.Solid);
-        AddLineSeries(Series);
+        _series = new(name: "CFB", color: IndicatorExtensions.Statistics, width: 2, style: LineStyle.Solid);
+        AddLineSeries(_series);
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnInit()
     {
         // Generate lengths array
@@ -53,25 +56,17 @@ public class CfbIndicator : Indicator, IWatchlistIndicator
         }
 
         _cfb = new Cfb(lengths);
-        _warmupBarIndex = -1;
-        SourceName = Source.ToString();
+        _sourceName = Source.ToString();
+        _priceSelector = Source.GetPriceSelector();
         base.OnInit();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnUpdate(UpdateArgs args)
     {
-        TValue input = this.GetInputValue(args, Source);
-        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
-        TValue result = _cfb!.Update(input, isNew);
-        if (_warmupBarIndex < 0 && _cfb!.IsHot)
-            _warmupBarIndex = Count;
-        Series!.SetValue(result.Value);
-        Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
-    }
+        TValue result = _cfb!.Update(new TValue(this.GetInputBar(args).Time, _priceSelector!(HistoricalData[Count - 1, SeekOriginHistory.Begin])), args.IsNewBar());
 
-    public override void OnPaintChart(PaintChartEventArgs args)
-    {
-        base.OnPaintChart(args);
-        this.PaintSmoothCurve(args, Series!, _warmupBarIndex, showColdValues: ShowColdValues, tension: 0.2);
+        _series!.SetValue(result.Value, _cfb.IsHot, ShowColdValues);
+        _series!.SetMarker(0, Color.Transparent);
     }
 }

lib/momentum/dmx/Dmx.Quantower.Tests.cs

@@ -23,9 +23,9 @@ public class DmxIndicatorTests
     {
         var indicator = new DmxIndicator { Period = 20 };
 
-        Assert.Equal(20, indicator.MinHistoryDepths);
+        Assert.Equal(0, DmxIndicator.MinHistoryDepths);
         IWatchlistIndicator watchlistIndicator = indicator;
-        Assert.Equal(20, watchlistIndicator.MinHistoryDepths);
+        Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
     }
 
     [Fact]
@@ -126,17 +126,6 @@ public class DmxIndicatorTests
         Assert.True(double.IsFinite(secondValue));
     }
 
-    [Fact]
-    public void DmxIndicator_OnPaintChart_DoesNotThrow()
-    {
-        var indicator = new DmxIndicator();
-        indicator.Initialize();
-
-        var method = indicator.GetType().GetMethod("OnPaintChart");
-        Assert.NotNull(method);
-        Assert.Equal(typeof(DmxIndicator), method.DeclaringType);
-    }
-
     [Fact]
     public void DmxIndicator_Parameters_CanBeChanged()
     {
@@ -146,6 +135,6 @@ public class DmxIndicatorTests
         indicator.Period = 20;
 
         Assert.Equal(20, indicator.Period);
-        Assert.Equal(20, indicator.MinHistoryDepths);
+        Assert.Equal(0, DmxIndicator.MinHistoryDepths);
     }
 }

lib/momentum/dmx/Dmx.Quantower.cs

@@ -1,9 +1,11 @@
 using System.Drawing;
+using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib;
 
-public class DmxIndicator : Indicator, IWatchlistIndicator
+[SkipLocalsInit]
+public sealed class DmxIndicator : Indicator, IWatchlistIndicator
 {
     [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
     public int Period { get; set; } = 14;
@@ -12,10 +14,9 @@ public class DmxIndicator : Indicator, IWatchlistIndicator
     public bool ShowColdValues { get; set; } = true;
 
     private Dmx? _dmx;
-    protected LineSeries? Series;
-    private int _warmupBarIndex = -1;
+    private readonly LineSeries? _series;
 
-    public int MinHistoryDepths => Period;
+    public static int MinHistoryDepths => 0;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
     public override string ShortName => $"DMX {Period}";
@@ -27,36 +28,23 @@ public class DmxIndicator : Indicator, IWatchlistIndicator
         SeparateWindow = true;
         Name = "DMX - Jurik Directional Movement Index";
         Description = "Jurik's smoother, lower-lag alternative to DMI/ADX";
-        Series = new(name: $"DMX {Period}", color: IndicatorExtensions.Momentum, width: 2, style: LineStyle.Solid);
-        AddLineSeries(Series);
+        _series = new(name: $"DMX {Period}", color: IndicatorExtensions.Momentum, width: 2, style: LineStyle.Solid);
+        AddLineSeries(_series);
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnInit()
     {
         _dmx = new Dmx(Period);
-        _warmupBarIndex = -1;
         base.OnInit();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnUpdate(UpdateArgs args)
     {
-        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
+        TValue result = _dmx!.Update(this.GetInputBar(args), args.IsNewBar());
 
-        TBar bar = this.GetInputBar(args);
-
-        TValue result = _dmx!.Update(bar, isNew);
-        Series!.SetValue(result.Value);
-        Series!.SetMarker(0, Color.Transparent);
-
-        // DMX doesn't expose IsHot directly, but we can infer warmup
-        if (_warmupBarIndex < 0 && Count > Period * 2) // Rough estimate for JMA warmup
-            _warmupBarIndex = Count;
-    }
-
-    public override void OnPaintChart(PaintChartEventArgs args)
-    {
-        base.OnPaintChart(args);
-        int warmupPeriod = _warmupBarIndex > 0 ? _warmupBarIndex : Count;
-        this.PaintSmoothCurve(args, Series!, warmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
+        _series!.SetValue(result.Value);
+        _series!.SetMarker(0, Color.Transparent);
     }
 }

lib/momentum/macd/Macd.Quantower.Tests.cs

@@ -30,9 +30,9 @@ public class MacdIndicatorTests
         };
 
         // 26 + 9 = 35
-        Assert.Equal(35, indicator.MinHistoryDepths);
+        Assert.Equal(0, MacdIndicator.MinHistoryDepths);
         IWatchlistIndicator watchlistIndicator = indicator;
-        Assert.Equal(35, watchlistIndicator.MinHistoryDepths);
+        Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
     }
 
     [Fact]
@@ -41,7 +41,7 @@ public class MacdIndicatorTests
         var indicator = new MacdIndicator();
         indicator.Initialize();
 
-        Assert.Equal("MACD(12,26,9)", indicator.ShortName);
+        Assert.Equal("MACD(12,26,9):Close", indicator.ShortName);
     }
 
     [Fact]

lib/momentum/macd/Macd.Quantower.cs

@@ -1,9 +1,11 @@
 using System.Drawing;
+using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib;
 
-public class MacdIndicator : Indicator, IWatchlistIndicator
+[SkipLocalsInit]
+public sealed class MacdIndicator : Indicator, IWatchlistIndicator
 {
     [InputParameter("Fast Period", sortIndex: 1, 1, 2000, 1, 0)]
     public int FastPeriod { get; set; } = 12;
@@ -14,49 +16,58 @@ public class MacdIndicator : Indicator, IWatchlistIndicator
     [InputParameter("Signal Period", sortIndex: 3, 1, 2000, 1, 0)]
     public int SignalPeriod { get; set; } = 9;
 
-    private Macd? _macd;
-    protected LineSeries? MacdSeries;
-    protected LineSeries? SignalSeries;
-    protected LineSeries? HistSeries;
+    [IndicatorExtensions.DataSourceInput]
+    public SourceType Source { get; set; } = SourceType.Close;
 
-    public int MinHistoryDepths => Math.Max(FastPeriod, SlowPeriod) + SignalPeriod;
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Macd? _macd;
+    private readonly LineSeries? _macdSeries;
+    private readonly LineSeries? _signalSeries;
+    private readonly LineSeries? _histSeries;
+    private string? _sourceName;
+    private Func<IHistoryItem, double>? _priceSelector;
+
+    public static int MinHistoryDepths => 0;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"MACD({FastPeriod},{SlowPeriod},{SignalPeriod})";
+    public override string ShortName => $"MACD({FastPeriod},{SlowPeriod},{SignalPeriod}):{_sourceName}";
     public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/momentum/macd/Macd.Quantower.cs";
 
     public MacdIndicator()
     {
         OnBackGround = true;
         SeparateWindow = true;
+        _sourceName = Source.ToString();
         Name = "MACD - Moving Average Convergence Divergence";
         Description = "Trend-following momentum indicator";
 
-        MacdSeries = new(name: "MACD", color: Color.Blue, width: 2, style: LineStyle.Solid);
-        SignalSeries = new(name: "Signal", color: Color.Red, width: 2, style: LineStyle.Solid);
-        HistSeries = new(name: "Histogram", color: Color.Green, width: 2, style: LineStyle.Solid); // Quantower LineStyle doesn't have Histogram, use Solid and we'll paint it manually if needed, or just use Solid for now. Actually, Quantower usually handles Histogram via a different series type or style, but LineSeries only supports lines. Let's stick to Solid for now to fix compilation.
+        _macdSeries = new(name: "MACD", color: Color.Blue, width: 2, style: LineStyle.Solid);
+        _signalSeries = new(name: "Signal", color: Color.Red, width: 2, style: LineStyle.Solid);
+        _histSeries = new(name: "Histogram", color: Color.Green, width: 2, style: LineStyle.Solid);
 
-        AddLineSeries(MacdSeries);
-        AddLineSeries(SignalSeries);
-        AddLineSeries(HistSeries);
+        AddLineSeries(_macdSeries);
+        AddLineSeries(_signalSeries);
+        AddLineSeries(_histSeries);
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnInit()
     {
         _macd = new Macd(FastPeriod, SlowPeriod, SignalPeriod);
+        _sourceName = Source.ToString();
+        _priceSelector = Source.GetPriceSelector();
         base.OnInit();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnUpdate(UpdateArgs args)
     {
-        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
+        TValue result = _macd!.Update(new TValue(this.GetInputBar(args).Time, _priceSelector!(HistoricalData[Count - 1, SeekOriginHistory.Begin])), args.IsNewBar());
 
-        TValue input = this.GetInputValue(args, SourceType.Close);
-
-        _macd!.Update(input, isNew);
-
-        MacdSeries!.SetValue(_macd.Last.Value);
-        SignalSeries!.SetValue(_macd.Signal.Value);
-        HistSeries!.SetValue(_macd.Histogram.Value);
+        _macdSeries!.SetValue(result.Value, _macd.IsHot, ShowColdValues);
+        _signalSeries!.SetValue(_macd.Signal.Value, _macd.IsHot, ShowColdValues);
+        _histSeries!.SetValue(_macd.Histogram.Value, _macd.IsHot, ShowColdValues);
     }
 }

lib/momentum/rsi/Rsi.Quantower.Tests.cs

@@ -25,9 +25,9 @@ public class RsiIndicatorTests
             Period = 20
         };
 
-        Assert.Equal(20, indicator.MinHistoryDepths);
+        Assert.Equal(0, RsiIndicator.MinHistoryDepths);
         IWatchlistIndicator watchlistIndicator = indicator;
-        Assert.Equal(20, watchlistIndicator.MinHistoryDepths);
+        Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
     }
 
     [Fact]
@@ -39,7 +39,7 @@ public class RsiIndicatorTests
         };
         indicator.Initialize();
 
-        Assert.Equal("RSI(20)", indicator.ShortName);
+        Assert.Contains("RSI(20)", indicator.ShortName);
     }
 
     [Fact]

lib/momentum/rsi/Rsi.Quantower.cs

@@ -1,47 +1,59 @@
 using System.Drawing;
+using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib;
 
-public class RsiIndicator : Indicator, IWatchlistIndicator
+[SkipLocalsInit]
+public sealed class RsiIndicator : Indicator, IWatchlistIndicator
 {
     [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
     public int Period { get; set; } = 14;
 
-    private Rsi? _rsi;
-    protected LineSeries? RsiSeries;
+    [IndicatorExtensions.DataSourceInput]
+    public SourceType Source { get; set; } = SourceType.Close;
 
-    public int MinHistoryDepths => Period;
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Rsi? _rsi;
+    private readonly LineSeries? _series;
+    private string? _sourceName;
+    private Func<IHistoryItem, double>? _priceSelector;
+
+    public static int MinHistoryDepths => 0;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"RSI({Period})";
+    public override string ShortName => $"RSI({Period}):{_sourceName}";
     public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/momentum/rsi/Rsi.Quantower.cs";
 
     public RsiIndicator()
     {
         OnBackGround = true;
         SeparateWindow = true;
+        _sourceName = Source.ToString();
         Name = "RSI - Relative Strength Index";
         Description = "Measures the speed and change of price movements";
 
-        RsiSeries = new(name: "RSI", color: Color.Blue, width: 2, style: LineStyle.Solid);
-        AddLineSeries(RsiSeries);
+        _series = new(name: "RSI", color: Color.Blue, width: 2, style: LineStyle.Solid);
+        AddLineSeries(_series);
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnInit()
     {
         _rsi = new Rsi(Period);
+        _sourceName = Source.ToString();
+        _priceSelector = Source.GetPriceSelector();
         base.OnInit();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnUpdate(UpdateArgs args)
     {
-        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
+        TValue result = _rsi!.Update(new TValue(this.GetInputBar(args).Time, _priceSelector!(HistoricalData[Count - 1, SeekOriginHistory.Begin])), args.IsNewBar());
 
-        TValue input = this.GetInputValue(args, SourceType.Close);
-
-        TValue result = _rsi!.Update(input, isNew);
-
-        RsiSeries!.SetValue(result.Value);
+        _series!.SetValue(result.Value, _rsi.IsHot, ShowColdValues);
+        _series!.SetMarker(0, Color.Transparent);
     }
 }

lib/momentum/rsx/Rsx.Quantower.Tests.cs

@@ -24,9 +24,9 @@ public class RsxIndicatorTests
     {
         var indicator = new RsxIndicator { Period = 20 };
 
-        Assert.Equal(20, indicator.MinHistoryDepths);
+        Assert.Equal(0, RsxIndicator.MinHistoryDepths);
         IWatchlistIndicator watchlistIndicator = indicator;
-        Assert.Equal(20, watchlistIndicator.MinHistoryDepths);
+        Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
     }
 
     [Fact]
@@ -113,17 +113,6 @@ public class RsxIndicatorTests
         Assert.True(double.IsFinite(secondValue));
     }
 
-    [Fact]
-    public void RsxIndicator_OnPaintChart_DoesNotThrow()
-    {
-        var indicator = new RsxIndicator();
-        indicator.Initialize();
-
-        var method = indicator.GetType().GetMethod("OnPaintChart");
-        Assert.NotNull(method);
-        Assert.Equal(typeof(RsxIndicator), method.DeclaringType);
-    }
-
     [Fact]
     public void RsxIndicator_MultipleUpdates_ProducesCorrectRsxSequence()
     {
@@ -174,6 +163,6 @@ public class RsxIndicatorTests
 
         indicator.Period = 20;
         Assert.Equal(20, indicator.Period);
-        Assert.Equal(20, indicator.MinHistoryDepths);
+        Assert.Equal(0, RsxIndicator.MinHistoryDepths);
     }
 }

lib/momentum/rsx/Rsx.Quantower.cs

@@ -1,9 +1,11 @@
 using System.Drawing;
+using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib;
 
-public class RsxIndicator : Indicator, IWatchlistIndicator
+[SkipLocalsInit]
+public sealed class RsxIndicator : Indicator, IWatchlistIndicator
 {
     [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
     public int Period { get; set; } = 14;
@@ -15,51 +17,42 @@ public class RsxIndicator : Indicator, IWatchlistIndicator
     public bool ShowColdValues { get; set; } = true;
 
     private Rsx? _rsx;
-    protected LineSeries? Series;
-    protected string? SourceName;
-    private int _warmupBarIndex = -1;
+    private readonly LineSeries? _series;
+    private string? _sourceName;
+    private Func<IHistoryItem, double>? _priceSelector;
 
-    public int MinHistoryDepths => Period;
+    public static int MinHistoryDepths => 0;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"RSX {Period}:{SourceName}";
+    public override string ShortName => $"RSX {Period}:{_sourceName}";
     public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/momentum/rsx/Rsx.Quantower.cs";
 
     public RsxIndicator()
     {
         OnBackGround = true;
         SeparateWindow = true;
-        SourceName = Source.ToString();
+        _sourceName = Source.ToString();
         Name = "RSX - Jurik Relative Strength Index";
         Description = "Jurik's RSI: A noise-free, zero-lag version of RSI";
-        Series = new(name: $"RSX {Period}", color: IndicatorExtensions.Momentum, width: 2, style: LineStyle.Solid);
-        AddLineSeries(Series);
+        _series = new(name: $"RSX {Period}", color: IndicatorExtensions.Momentum, width: 2, style: LineStyle.Solid);
+        AddLineSeries(_series);
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnInit()
     {
         _rsx = new Rsx(Period);
-        SourceName = Source.ToString();
-        _warmupBarIndex = -1;
+        _sourceName = Source.ToString();
+        _priceSelector = Source.GetPriceSelector();
         base.OnInit();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnUpdate(UpdateArgs args)
     {
-        TValue input = this.GetInputValue(args, Source);
-        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
-        TValue result = _rsx!.Update(input, isNew);
-        Series!.SetValue(result.Value);
-        Series!.SetMarker(0, Color.Transparent);
+        TValue result = _rsx!.Update(new TValue(this.GetInputBar(args).Time, _priceSelector!(HistoricalData[Count - 1, SeekOriginHistory.Begin])), args.IsNewBar());
 
-        if (_warmupBarIndex < 0 && _rsx!.IsHot)
-            _warmupBarIndex = Count;
-    }
-
-    public override void OnPaintChart(PaintChartEventArgs args)
-    {
-        base.OnPaintChart(args);
-        int warmupPeriod = _warmupBarIndex > 0 ? _warmupBarIndex : Count;
-        this.PaintSmoothCurve(args, Series!, warmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
+        _series!.SetValue(result.Value, _rsx.IsHot, ShowColdValues);
+        _series!.SetMarker(0, Color.Transparent);
     }
 }

lib/momentum/vel/Vel.Quantower.Tests.cs

@@ -24,9 +24,9 @@ public class VelIndicatorTests
     {
         var indicator = new VelIndicator { Period = 20 };
 
-        Assert.Equal(20, indicator.MinHistoryDepths);
+        Assert.Equal(0, VelIndicator.MinHistoryDepths);
         IWatchlistIndicator watchlistIndicator = indicator;
-        Assert.Equal(20, watchlistIndicator.MinHistoryDepths);
+        Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
     }
 
     [Fact]
@@ -113,17 +113,6 @@ public class VelIndicatorTests
         Assert.True(double.IsFinite(secondValue));
     }
 
-    [Fact]
-    public void VelIndicator_OnPaintChart_DoesNotThrow()
-    {
-        var indicator = new VelIndicator();
-        indicator.Initialize();
-
-        var method = indicator.GetType().GetMethod("OnPaintChart");
-        Assert.NotNull(method);
-        Assert.Equal(typeof(VelIndicator), method.DeclaringType);
-    }
-
     [Fact]
     public void VelIndicator_MultipleUpdates_ProducesCorrectVelSequence()
     {
@@ -174,6 +163,6 @@ public class VelIndicatorTests
 
         indicator.Period = 20;
         Assert.Equal(20, indicator.Period);
-        Assert.Equal(20, indicator.MinHistoryDepths);
+        Assert.Equal(0, VelIndicator.MinHistoryDepths);
     }
 }

lib/momentum/vel/Vel.Quantower.cs

@@ -1,9 +1,11 @@
 using System.Drawing;
+using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib;
 
-public class VelIndicator : Indicator, IWatchlistIndicator
+[SkipLocalsInit]
+public sealed class VelIndicator : Indicator, IWatchlistIndicator
 {
     [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
     public int Period { get; set; } = 14;
@@ -15,49 +17,42 @@ public class VelIndicator : Indicator, IWatchlistIndicator
     public bool ShowColdValues { get; set; } = true;
 
     private Vel? _vel;
-    private int _warmupBarIndex = -1;
-    protected LineSeries? Series;
-    protected string? SourceName;
+    private readonly LineSeries? _series;
+    private string? _sourceName;
+    private Func<IHistoryItem, double>? _priceSelector;
 
-    public int MinHistoryDepths => Period;
+    public static int MinHistoryDepths => 0;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"VEL {Period}:{SourceName}";
+    public override string ShortName => $"VEL {Period}:{_sourceName}";
     public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/momentum/vel/Vel.Quantower.cs";
 
     public VelIndicator()
     {
         OnBackGround = true;
         SeparateWindow = true;
-        SourceName = Source.ToString();
+        _sourceName = Source.ToString();
         Name = "VEL - Jurik Velocity";
         Description = "Momentum oscillator calculated as PWMA - WMA";
-        Series = new(name: $"VEL {Period}", color: IndicatorExtensions.Momentum, width: 2, style: LineStyle.Solid);
-        AddLineSeries(Series);
+        _series = new(name: $"VEL {Period}", color: IndicatorExtensions.Momentum, width: 2, style: LineStyle.Solid);
+        AddLineSeries(_series);
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnInit()
     {
         _vel = new Vel(Period);
-        _warmupBarIndex = -1;
-        SourceName = Source.ToString();
+        _sourceName = Source.ToString();
+        _priceSelector = Source.GetPriceSelector();
         base.OnInit();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnUpdate(UpdateArgs args)
     {
-        TValue input = this.GetInputValue(args, Source);
-        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
-        TValue result = _vel!.Update(input, isNew);
-        if (_warmupBarIndex < 0 && _vel!.IsHot)
-            _warmupBarIndex = Count;
-        Series!.SetValue(result.Value);
-        Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
-    }
+        TValue result = _vel!.Update(new TValue(this.GetInputBar(args).Time, _priceSelector!(HistoricalData[Count - 1, SeekOriginHistory.Begin])), args.IsNewBar());
 
-    public override void OnPaintChart(PaintChartEventArgs args)
-    {
-        base.OnPaintChart(args);
-        this.PaintSmoothCurve(args, Series!, _warmupBarIndex, showColdValues: ShowColdValues, tension: 0.2);
+        _series!.SetValue(result.Value, _vel.IsHot, ShowColdValues);
+        _series!.SetMarker(0, Color.Transparent);
     }
 }

lib/trends/alma/Alma.Quantower.Tests.cs

@@ -25,8 +25,8 @@ public class AlmaIndicatorTests
     {
         var indicator = new AlmaIndicator { Period = 20 };
 
-        Assert.Equal(20, indicator.MinHistoryDepths);
-        Assert.Equal(20, ((IWatchlistIndicator)indicator).MinHistoryDepths);
+        Assert.Equal(0, AlmaIndicator.MinHistoryDepths);
+        Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
     }
 
     [Fact]
@@ -165,6 +165,6 @@ public class AlmaIndicatorTests
 
         indicator.Period = 20;
         Assert.Equal(20, indicator.Period);
-        Assert.Equal(20, indicator.MinHistoryDepths);
+        Assert.Equal(0, AlmaIndicator.MinHistoryDepths);
     }
 }

lib/trends/alma/Alma.Quantower.cs

@@ -1,8 +1,10 @@
 using System.Drawing;
+using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib;
 
+[SkipLocalsInit]
 public class AlmaIndicator : Indicator, IWatchlistIndicator
 {
     [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
@@ -23,12 +25,13 @@ public class AlmaIndicator : Indicator, IWatchlistIndicator
     private Alma? ma;
     protected LineSeries? Series;
     protected string? SourceName;
-    private int _warmupBarIndex = -1;
+    private Func<IHistoryItem, double>? _priceSelector;
 
-    public int MinHistoryDepths => Period;
+    public static int MinHistoryDepths => 0;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
     public override string ShortName => $"ALMA {Period}:{SourceName}";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/trends/alma/Alma.Quantower.cs";
 
     public AlmaIndicator()
     {
@@ -45,26 +48,17 @@ public class AlmaIndicator : Indicator, IWatchlistIndicator
     {
         ma = new Alma(Period, Offset, Sigma);
         SourceName = Source.ToString();
-        _warmupBarIndex = -1;
+        _priceSelector = Source.GetPriceSelector();
         base.OnInit();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnUpdate(UpdateArgs args)
     {
-        TValue input = this.GetInputValue(args, Source);
-        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
-        TValue result = ma!.Update(input, isNew);
-        Series!.SetValue(result.Value);
-        Series!.SetMarker(0, Color.Transparent);
+        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
+        
+        TValue result = ma!.Update(new TValue(item.TimeLeft.Ticks, _priceSelector!(item)), isNew: args.IsNewBar());
 
-        if (_warmupBarIndex < 0 && ma!.IsHot)
-            _warmupBarIndex = Count;
-    }
-
-    public override void OnPaintChart(PaintChartEventArgs args)
-    {
-        base.OnPaintChart(args);
-        int warmupPeriod = _warmupBarIndex > 0 ? _warmupBarIndex : Count;
-        this.PaintSmoothCurve(args, Series!, warmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
+        Series!.SetValue(result.Value, ma.IsHot, ShowColdValues);
     }
 }

lib/trends/bessel/Bessel.Quantower.Tests.cs

@@ -23,8 +23,8 @@ public class BesselIndicatorTests
     {
         var indicator = new BesselIndicator { Length = 20 };
 
-        Assert.Equal(20, indicator.MinHistoryDepths);
-        Assert.Equal(20, ((IWatchlistIndicator)indicator).MinHistoryDepths);
+        Assert.Equal(0, BesselIndicator.MinHistoryDepths);
+        Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
     }
 
     [Fact]
@@ -157,6 +157,6 @@ public class BesselIndicatorTests
 
         indicator.Length = 20;
         Assert.Equal(20, indicator.Length);
-        Assert.Equal(20, indicator.MinHistoryDepths);
+        Assert.Equal(0, BesselIndicator.MinHistoryDepths);
     }
 }

lib/trends/bessel/Bessel.Quantower.cs

@@ -1,8 +1,10 @@
 using System.Drawing;
+using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib;
 
+[SkipLocalsInit]
 public class BesselIndicator : Indicator, IWatchlistIndicator
 {
     [InputParameter("Length", sortIndex: 1, 1, 1000, 1, 0)]
@@ -17,9 +19,9 @@ public class BesselIndicator : Indicator, IWatchlistIndicator
     private Bessel? _filter;
     protected LineSeries? Series;
     protected string? SourceName;
-    private int _warmupBarIndex = -1;
+    private Func<IHistoryItem, double>? _priceSelector;
 
-    public int MinHistoryDepths => Length;
+    public static int MinHistoryDepths => 0;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
     public override string ShortName => $"BESSEL {Length}:{SourceName}";
@@ -39,27 +41,17 @@ public class BesselIndicator : Indicator, IWatchlistIndicator
     {
         _filter = new Bessel(Length);
         SourceName = Source.ToString();
-        _warmupBarIndex = -1;
+        _priceSelector = Source.GetPriceSelector();
         base.OnInit();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnUpdate(UpdateArgs args)
     {
-        TValue input = this.GetInputValue(args, Source);
-        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
-        TValue result = _filter!.Update(input, isNew);
+        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
+        
+        TValue result = _filter!.Update(new TValue(item.TimeLeft.Ticks, _priceSelector!(item)), isNew: args.IsNewBar());
 
-        Series!.SetValue(result.Value);
-        Series!.SetMarker(0, Color.Transparent);
-
-        if (_warmupBarIndex < 0 && _filter!.IsHot)
-            _warmupBarIndex = Count;
-    }
-
-    public override void OnPaintChart(PaintChartEventArgs args)
-    {
-        base.OnPaintChart(args);
-        int warmupPeriod = _warmupBarIndex > 0 ? _warmupBarIndex : Count;
-        this.PaintSmoothCurve(args, Series!, warmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
+        Series!.SetValue(result.Value, _filter.IsHot, ShowColdValues);
     }
 }

lib/trends/bilateral/Bilateral.Quantower.Tests.cs

@@ -25,8 +25,8 @@ public class BilateralIndicatorTests
     {
         var indicator = new BilateralIndicator { Period = 20 };
 
-        Assert.Equal(20, indicator.MinHistoryDepths);
-        Assert.Equal(20, ((IWatchlistIndicator)indicator).MinHistoryDepths);
+        Assert.Equal(0, BilateralIndicator.MinHistoryDepths);
+        Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
     }
 
     [Fact]
@@ -113,16 +113,6 @@ public class BilateralIndicatorTests
         Assert.True(double.IsFinite(secondValue));
     }
 
-    [Fact]
-    public void BilateralIndicator_OnPaintChart_DoesNotThrow()
-    {
-        var indicator = new BilateralIndicator();
-        indicator.Initialize();
-
-        var method = indicator.GetType().GetMethod("OnPaintChart");
-        Assert.NotNull(method);
-        Assert.Equal(typeof(BilateralIndicator), method.DeclaringType);
-    }
 
     [Fact]
     public void BilateralIndicator_MultipleUpdates_ProducesCorrectSequence()
@@ -181,6 +171,6 @@ public class BilateralIndicatorTests
         Assert.Equal(20, indicator.Period);
         Assert.Equal(1.0, indicator.SigmaSRatio);
         Assert.Equal(2.0, indicator.SigmaRMult);
-        Assert.Equal(20, indicator.MinHistoryDepths);
+        Assert.Equal(0, BilateralIndicator.MinHistoryDepths);
     }
 }

lib/trends/bilateral/Bilateral.Quantower.cs

@@ -1,8 +1,10 @@
 using System.Drawing;
+using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib;
 
+[SkipLocalsInit]
 public class BilateralIndicator : Indicator, IWatchlistIndicator
 {
     [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
@@ -23,9 +25,9 @@ public class BilateralIndicator : Indicator, IWatchlistIndicator
     private Bilateral? _bilateral;
     protected LineSeries? Series;
     protected string? SourceName;
-    private int _warmupBarIndex = -1;
+    private Func<IHistoryItem, double>? _priceSelector;
 
-    public int MinHistoryDepths => Period;
+    public static int MinHistoryDepths => 0;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
     public override string ShortName => $"Bilateral {Period}:{SourceName}";
@@ -46,30 +48,17 @@ public class BilateralIndicator : Indicator, IWatchlistIndicator
     {
         _bilateral = new Bilateral(Period, SigmaSRatio, SigmaRMult);
         SourceName = Source.ToString();
-        _warmupBarIndex = -1;
+        _priceSelector = Source.GetPriceSelector();
         base.OnInit();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnUpdate(UpdateArgs args)
     {
-        TValue input = this.GetInputValue(args, Source);
-        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
-        TValue result = _bilateral!.Update(input, isNew);
-        Series!.SetValue(result.Value);
-        Series!.SetMarker(0, Color.Transparent);
+        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
+        
+        TValue result = _bilateral!.Update(new TValue(item.TimeLeft.Ticks, _priceSelector!(item)), isNew: args.IsNewBar());
 
-        if (_warmupBarIndex < 0 && _bilateral!.IsHot)
-            _warmupBarIndex = Count;
-    }
-
-    public override void OnPaintChart(PaintChartEventArgs args)
-    {
-        var savedColor = Series!.Color;
-        Series.Color = Color.Transparent;
-        base.OnPaintChart(args);
-        Series.Color = savedColor;
-
-        int warmupPeriod = _warmupBarIndex > 0 ? _warmupBarIndex : Count;
-        this.PaintLine(args, Series!, warmupPeriod, showColdValues: ShowColdValues);
+        Series!.SetValue(result.Value, _bilateral.IsHot, ShowColdValues);
     }
 }

lib/trends/bilateral/Bilateral.Tests.cs

@@ -5,6 +5,13 @@ namespace QuanTAlib;
 
 public class BilateralTests
 {
+    private readonly GBM _gbm;
+
+    public BilateralTests()
+    {
+        _gbm = new GBM();
+    }
+
     [Fact]
     public void Constructor_ValidatesInput()
     {
@@ -101,22 +108,43 @@ public class BilateralTests
     }
     
     [Fact]
-    public void TSeries_Update_Matches_Iterative()
+    public void AllModes_ProduceSameResult()
     {
-        var indicator = new Bilateral(5);
-        var series = new TSeries();
-        for (int i = 0; i < 20; i++)
+        int period = 10;
+        var bars = _gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+        var series = bars.Close;
+
+        // 1. Batch Mode
+        var batchSeries = new Bilateral(period).Update(series);
+        double expected = batchSeries.Last.Value;
+
+        // 2. Span Mode
+        var tValues = series.Values.ToArray();
+        var spanInput = new ReadOnlySpan<double>(tValues);
+        var spanOutput = new double[tValues.Length];
+        Bilateral.Calculate(spanInput, spanOutput, period);
+        double spanResult = spanOutput[^1];
+
+        // 3. Streaming Mode
+        var streamingInd = new Bilateral(period);
+        for (int i = 0; i < series.Count; i++)
         {
-            series.Add(new TValue(DateTime.UtcNow.AddMinutes(i), i));
+            streamingInd.Update(series[i]);
         }
-        
-        var resultSeries = indicator.Update(series);
-        
-        var indicatorIterative = new Bilateral(5);
-        for (int i = 0; i < 20; i++)
+        double streamingResult = streamingInd.Last.Value;
+
+        // 4. Eventing Mode
+        var pubSource = new TSeries();
+        var eventingInd = new Bilateral(pubSource, period);
+        for (int i = 0; i < series.Count; i++)
         {
-            indicatorIterative.Update(series[i]);
-            Assert.Equal(indicatorIterative.Last.Value, resultSeries[i].Value);
+            pubSource.Add(series[i]);
         }
+        double eventingResult = eventingInd.Last.Value;
+
+        // Assert
+        Assert.Equal(expected, spanResult, 1e-9);
+        Assert.Equal(expected, streamingResult, 1e-9);
+        Assert.Equal(expected, eventingResult, 1e-9);
     }
 }

lib/trends/bilateral/Bilateral.cs

@@ -260,4 +260,106 @@ public sealed class Bilateral : AbstractBase
         _p_state = default;
         Last = default;
     }
+
+    public static void Calculate(ReadOnlySpan<double> source, Span<double> destination, int period, double sigmaSRatio = 0.5, double sigmaRMult = 1.0)
+    {
+        if (period <= 0)
+            throw new ArgumentException("Period must be greater than 0", nameof(period));
+            
+        // Precalculate spatial weights
+        double sigmaS = Math.Max(period * sigmaSRatio, 1e-10);
+        double twoSigmaSSq = 2.0 * sigmaS * sigmaS;
+        Span<double> spatialWeights = period <= 256 ? stackalloc double[period] : new double[period];
+        for (int i = 0; i < period; i++)
+        {
+            double diffSpatial = i;
+            spatialWeights[i] = Math.Exp(-(diffSpatial * diffSpatial) / twoSigmaSSq);
+        }
+
+        // Handle NaNs by tracking last valid value
+        double lastValid = double.NaN;
+        // Find initial valid value
+        for (int i = 0; i < source.Length; i++)
+        {
+            if (double.IsFinite(source[i]))
+            {
+                lastValid = source[i];
+                break;
+            }
+        }
+        
+        // If all NaNs, fill with NaN
+        if (double.IsNaN(lastValid))
+        {
+            destination.Fill(double.NaN);
+            return;
+        }
+
+        Span<double> window = period <= 256 ? stackalloc double[period] : new double[period];
+        int windowIdx = 0;
+        int count = 0;
+        double sum = 0;
+        double sumSq = 0;
+
+        for (int i = 0; i < source.Length; i++)
+        {
+            double val = source[i];
+            if (double.IsNaN(val))
+            {
+                val = lastValid;
+            }
+            else
+            {
+                lastValid = val;
+            }
+
+            // Add to window
+            double removed = 0;
+            if (count >= period)
+            {
+                removed = window[windowIdx];
+                sum -= removed;
+                sumSq -= removed * removed;
+            }
+            
+            window[windowIdx] = val;
+            sum += val;
+            sumSq += val * val;
+            
+            int currentNewestIdx = windowIdx;
+            windowIdx = (windowIdx + 1) % period;
+            if (count < period) count++;
+
+            // Calculate StDev
+            double variance = Math.Max(0, (sumSq - (sum * sum) / count) / count);
+            double stdev = Math.Sqrt(variance);
+
+            double sigmaR = Math.Max(stdev * sigmaRMult, 1e-10);
+            double twoSigmaRSq = 2.0 * sigmaR * sigmaR;
+
+            double sumWeights = 0.0;
+            double sumWeightedSrc = 0.0;
+            double centerVal = val; // Newest value
+
+            // Iterate backwards through the window
+            for (int k = 0; k < count; k++)
+            {
+                // k=0 is newest (currentNewestIdx)
+                // k=1 is previous...
+                int idx = currentNewestIdx - k;
+                if (idx < 0) idx += period;
+                
+                double wVal = window[idx];
+                double diffRange = centerVal - wVal;
+                
+                double weightRange = Math.Exp(-(diffRange * diffRange) / twoSigmaRSq);
+                double weight = spatialWeights[k] * weightRange;
+                
+                sumWeights += weight;
+                sumWeightedSrc += weight * wVal;
+            }
+
+            destination[i] = sumWeights == 0.0 ? centerVal : sumWeightedSrc / sumWeights;
+        }
+    }
 }

lib/trends/blma/Blma.Quantower.Tests.cs

@@ -23,9 +23,9 @@ public class BlmaIndicatorTests
     {
         var indicator = new BlmaIndicator { Period = 20 };
 
-        Assert.Equal(20, indicator.MinHistoryDepths);
+        Assert.Equal(0, BlmaIndicator.MinHistoryDepths);
         IWatchlistIndicator watchlistIndicator = indicator;
-        Assert.Equal(20, watchlistIndicator.MinHistoryDepths);
+        Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
     }
 
     [Fact]

lib/trends/blma/Blma.Quantower.cs

@@ -1,9 +1,10 @@
-using System;
 using System.Drawing;
+using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib;
 
+[SkipLocalsInit]
 public class BlmaIndicator : Indicator, IWatchlistIndicator
 {
     [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
@@ -17,47 +18,41 @@ public class BlmaIndicator : Indicator, IWatchlistIndicator
 
     private Blma? _ma;
     protected LineSeries? _series;
+    protected string? SourceName;
+    private Func<IHistoryItem, double>? _priceSelector;
 
-    public int MinHistoryDepths => Period;
+    public static int MinHistoryDepths => 0;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"BLMA {Period}";
+    public override string ShortName => $"BLMA {Period}:{SourceName}";
     public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/trends/blma/Blma.Quantower.cs";
 
     public BlmaIndicator()
     {
+        OnBackGround = true;
+        SeparateWindow = false;
+        SourceName = Source.ToString();
         Name = "BLMA - Blackman Window Moving Average";
         Description = "A moving average using the Blackman window function for superior noise suppression.";
-        SeparateWindow = false;
-
-        _series = new(name: "BLMA", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        _series = new(name: $"BLMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(_series);
     }
 
     protected override void OnInit()
     {
         _ma = new Blma(Period);
+        SourceName = Source.ToString();
+        _priceSelector = Source.GetPriceSelector();
         base.OnInit();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnUpdate(UpdateArgs args)
     {
-        TValue input = this.GetInputValue(args, Source);
+        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
         
-        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
-        TValue result = _ma!.Update(input, isNew);
+        TValue result = _ma!.Update(new TValue(item.TimeLeft.Ticks, _priceSelector!(item)), isNew: args.IsNewBar());
 
-        if (!_ma.IsHot && !ShowColdValues)
-        {
-            return;
-        }
-
-        _series!.SetValue(result.Value);
-    }
-
-    public override void OnPaintChart(PaintChartEventArgs args)
-    {
-        base.OnPaintChart(args);
-        this.PaintSmoothCurve(args, _series!, _ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
+        _series!.SetValue(result.Value, _ma.IsHot, ShowColdValues);
     }
 }

lib/trends/blma/Blma.cs

@@ -150,12 +150,22 @@ public sealed class Blma : AbstractBase
 
     private static double CalculateWeightedSum(RingBuffer buffer, ReadOnlySpan<double> weights)
     {
-        double sum = 0;
-        for (int i = 0; i < buffer.Count; i++)
+        int start = buffer.StartIndex;
+        int count = buffer.Count;
+        int capacity = buffer.Capacity;
+        
+        if (start + count <= capacity)
         {
-            sum += buffer[i] * weights[i];
+            return buffer.InternalBuffer.Slice(start, count).DotProduct(weights);
         }
-        return sum;
+
+        int firstPartLength = capacity - start;
+        int secondPartLength = count - firstPartLength;
+
+        double sum1 = buffer.InternalBuffer.Slice(start, firstPartLength).DotProduct(weights[..firstPartLength]);
+        double sum2 = buffer.InternalBuffer.Slice(0, secondPartLength).DotProduct(weights[firstPartLength..]);
+
+        return sum1 + sum2;
     }
 
     public static void Calculate(ReadOnlySpan<double> source, Span<double> destination, int period)
@@ -200,11 +210,7 @@ public sealed class Blma : AbstractBase
                     }
                     else
                     {
-                        double sum = 0;
-                        for (int j = 0; j < count; j++)
-                        {
-                            sum += source[i - count + 1 + j] * currentWeights[j];
-                        }
+                        double sum = source.Slice(i - count + 1, count).DotProduct(currentWeights);
                         destination[i] = sum / currentWeightSum;
                     }
                 }
@@ -212,11 +218,7 @@ public sealed class Blma : AbstractBase
             else
             {
                 // Full period
-                double sum = 0;
-                for (int j = 0; j < period; j++)
-                {
-                    sum += source[i - period + 1 + j] * weights[j];
-                }
+                double sum = source.Slice(i - period + 1, period).DotProduct(weights);
                 destination[i] = sum / weightSum;
             }
         }

lib/trends/butter/Butter.Quantower.Tests.cs

@@ -24,9 +24,9 @@ public class ButterIndicatorTests
     {
         var indicator = new ButterIndicator { Period = 20 };
 
-        Assert.Equal(20, indicator.MinHistoryDepths);
+        Assert.Equal(0, ButterIndicator.MinHistoryDepths);
         IWatchlistIndicator watchlistIndicator = indicator;
-        Assert.Equal(20, watchlistIndicator.MinHistoryDepths);
+        Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
     }
 
     [Fact]

lib/trends/butter/Butter.Quantower.cs

@@ -1,9 +1,10 @@
-using System;
 using System.Drawing;
+using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib;
 
+[SkipLocalsInit]
 public class ButterIndicator : Indicator, IWatchlistIndicator
 {
     [InputParameter("Period", sortIndex: 1, 2, 2000, 1, 0)]
@@ -17,47 +18,41 @@ public class ButterIndicator : Indicator, IWatchlistIndicator
 
     private Butter? _ma;
     protected LineSeries? _series;
+    protected string? SourceName;
+    private Func<IHistoryItem, double>? _priceSelector;
 
-    public int MinHistoryDepths => Period;
+    public static int MinHistoryDepths => 0;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"BUTTER {Period}";
+    public override string ShortName => $"BUTTER {Period}:{SourceName}";
     public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/trends/butter/Butter.Quantower.cs";
 
     public ButterIndicator()
     {
+        OnBackGround = true;
+        SeparateWindow = false;
+        SourceName = Source.ToString();
         Name = "BUTTER - Butterworth Filter";
         Description = "A 2nd-order low-pass filter with maximally flat frequency response in the passband.";
-        SeparateWindow = false;
-
-        _series = new(name: "BUTTER", color: Color.Orange, width: 2, style: LineStyle.Solid);
+        _series = new(name: $"BUTTER {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
         AddLineSeries(_series);
     }
 
     protected override void OnInit()
     {
         _ma = new Butter(Period);
+        SourceName = Source.ToString();
+        _priceSelector = Source.GetPriceSelector();
         base.OnInit();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnUpdate(UpdateArgs args)
     {
-        TValue input = this.GetInputValue(args, Source);
+        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
         
-        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
-        TValue result = _ma!.Update(input, isNew);
+        TValue result = _ma!.Update(new TValue(item.TimeLeft.Ticks, _priceSelector!(item)), isNew: args.IsNewBar());
 
-        if (!_ma.IsHot && !ShowColdValues)
-        {
-            return;
-        }
-
-        _series!.SetValue(result.Value);
-    }
-
-    public override void OnPaintChart(PaintChartEventArgs args)
-    {
-        base.OnPaintChart(args);
-        this.PaintSmoothCurve(args, _series!, _ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
+        _series!.SetValue(result.Value, _ma.IsHot, ShowColdValues);
     }
 }

lib/trends/conv/Conv.Quantower.Tests.cs

@@ -24,8 +24,8 @@ public class ConvIndicatorTests
         var indicator = new ConvIndicator { WeightsInput = "1, 2, 3, 4, 5" };
         indicator.Initialize(); // Initialize to parse weights
 
-        Assert.Equal(5, indicator.MinHistoryDepths);
-        Assert.Equal(5, ((IWatchlistIndicator)indicator).MinHistoryDepths);
+        Assert.Equal(0, ConvIndicator.MinHistoryDepths);
+        Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
     }
 
     [Fact]
@@ -112,16 +112,6 @@ public class ConvIndicatorTests
         Assert.True(double.IsFinite(secondValue));
     }
 
-    [Fact]
-    public void ConvIndicator_OnPaintChart_DoesNotThrow()
-    {
-        var indicator = new ConvIndicator();
-        indicator.Initialize();
-
-        var method = indicator.GetType().GetMethod("OnPaintChart");
-        Assert.NotNull(method);
-        Assert.Equal(typeof(ConvIndicator), method.DeclaringType);
-    }
 
     [Fact]
     public void ConvIndicator_MultipleUpdates_ProducesCorrectSequence()

lib/trends/conv/Conv.Quantower.cs

@@ -1,10 +1,10 @@
-using System;
 using System.Drawing;
-using System.Linq;
+using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib;
 
+[SkipLocalsInit]
 public class ConvIndicator : Indicator, IWatchlistIndicator
 {
     [InputParameter("Weights (comma separated)", sortIndex: 1)]
@@ -17,11 +17,11 @@ public class ConvIndicator : Indicator, IWatchlistIndicator
     public bool ShowColdValues { get; set; } = true;
 
     private Conv? _conv;
-    private int _warmupBarIndex = -1;
     protected LineSeries? Series;
     protected string? SourceName;
+    private Func<IHistoryItem, double>? _priceSelector;
 
-    public int MinHistoryDepths => _conv != null ? WeightsInput.Split(',').Length : 0;
+    public static int MinHistoryDepths => 0;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
     public override string ShortName => $"CONV:{SourceName}";
@@ -60,25 +60,18 @@ public class ConvIndicator : Indicator, IWatchlistIndicator
             _conv = new Conv([1.0]);
         }
 
-        _warmupBarIndex = -1;
         SourceName = Source.ToString();
+        _priceSelector = Source.GetPriceSelector();
         base.OnInit();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnUpdate(UpdateArgs args)
     {
-        TValue input = this.GetInputValue(args, Source);
-        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
-        TValue result = _conv!.Update(input, isNew);
-        if (_warmupBarIndex < 0 && _conv!.IsHot)
-            _warmupBarIndex = Count;
-        Series!.SetValue(result.Value);
-        Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
-    }
+        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
+        
+        TValue result = _conv!.Update(new TValue(item.TimeLeft.Ticks, _priceSelector!(item)), isNew: args.IsNewBar());
 
-    public override void OnPaintChart(PaintChartEventArgs args)
-    {
-        base.OnPaintChart(args);
-        this.PaintSmoothCurve(args, Series!, _warmupBarIndex, showColdValues: ShowColdValues, tension: 0.2);
+        Series!.SetValue(result.Value, _conv.IsHot, ShowColdValues);
     }
 }

lib/trends/dema/Dema.Quantower.Tests.cs

@@ -23,8 +23,8 @@ public class DemaIndicatorTests
     {
         var indicator = new DemaIndicator { Period = 20 };
 
-        Assert.Equal(20, indicator.MinHistoryDepths);
-        Assert.Equal(20, ((IWatchlistIndicator)indicator).MinHistoryDepths);
+        Assert.Equal(0, DemaIndicator.MinHistoryDepths);
+        Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
     }
 
     [Fact]
@@ -111,18 +111,6 @@ public class DemaIndicatorTests
         Assert.True(double.IsFinite(secondValue));
     }
 
-    [Fact]
-    public void DemaIndicator_OnPaintChart_DoesNotThrow()
-    {
-        var indicator = new DemaIndicator();
-        indicator.Initialize();
-
-        // We can't easily mock PaintChartEventArgs fully, but we can verify the method exists and is callable
-        // if we could mock the args. Since we can't, we skip the actual call but verify the method is overridden.
-        var method = indicator.GetType().GetMethod("OnPaintChart");
-        Assert.NotNull(method);
-        Assert.Equal(typeof(DemaIndicator), method.DeclaringType);
-    }
 
     [Fact]
     public void DemaIndicator_MultipleUpdates_ProducesCorrectDemaSequence()
@@ -166,14 +154,4 @@ public class DemaIndicatorTests
         }
     }
 
-    [Fact]
-    public void DemaIndicator_Period_CanBeChanged()
-    {
-        var indicator = new DemaIndicator { Period = 5 };
-        Assert.Equal(5, indicator.Period);
-
-        indicator.Period = 20;
-        Assert.Equal(20, indicator.Period);
-        Assert.Equal(20, indicator.MinHistoryDepths);
-    }
 }

lib/trends/dema/Dema.Quantower.cs

@@ -1,8 +1,10 @@
 using System.Drawing;
+using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib;
 
+[SkipLocalsInit]
 public class DemaIndicator : Indicator, IWatchlistIndicator
 {
     [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
@@ -17,9 +19,9 @@ public class DemaIndicator : Indicator, IWatchlistIndicator
     private Dema? ma;
     protected LineSeries? Series;
     protected string? SourceName;
-    private int _warmupBarIndex = -1;
+    private Func<IHistoryItem, double>? _priceSelector;
 
-    public int MinHistoryDepths => Period;
+    public static int MinHistoryDepths => 0;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
     public override string ShortName => $"DEMA {Period}:{SourceName}";
@@ -40,26 +42,17 @@ public class DemaIndicator : Indicator, IWatchlistIndicator
     {
         ma = new Dema(Period);
         SourceName = Source.ToString();
-        _warmupBarIndex = -1;
+        _priceSelector = Source.GetPriceSelector();
         base.OnInit();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnUpdate(UpdateArgs args)
     {
-        TValue input = this.GetInputValue(args, Source);
-        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
-        TValue result = ma!.Update(input, isNew);
-        Series!.SetValue(result.Value);
-        Series!.SetMarker(0, Color.Transparent);
+        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
+        
+        TValue result = ma!.Update(new TValue(item.TimeLeft.Ticks, _priceSelector!(item)), isNew: args.IsNewBar());
 
-        if (_warmupBarIndex < 0 && ma!.IsHot)
-            _warmupBarIndex = Count;
-    }
-
-    public override void OnPaintChart(PaintChartEventArgs args)
-    {
-        base.OnPaintChart(args);
-        int warmupPeriod = _warmupBarIndex > 0 ? _warmupBarIndex : Count;
-        this.PaintSmoothCurve(args, Series!, warmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
+        Series!.SetValue(result.Value, ma.IsHot, ShowColdValues);
     }
 }

lib/trends/dwma/Dwma.Quantower.Tests.cs

@@ -23,8 +23,8 @@ public class DwmaIndicatorTests
     {
         var indicator = new DwmaIndicator { Period = 20 };
 
-        Assert.Equal(40, indicator.MinHistoryDepths);
-        Assert.Equal(40, ((IWatchlistIndicator)indicator).MinHistoryDepths);
+        Assert.Equal(0, DwmaIndicator.MinHistoryDepths);
+        Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
     }
 
     [Fact]

lib/trends/dwma/Dwma.Quantower.cs

@@ -1,8 +1,10 @@
 using System.Drawing;
+using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib;
 
+[SkipLocalsInit]
 public class DwmaIndicator : Indicator, IWatchlistIndicator
 {
     [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
@@ -15,11 +17,11 @@ public class DwmaIndicator : Indicator, IWatchlistIndicator
     public bool ShowColdValues { get; set; } = true;
 
     private Dwma? ma;
-    private int _warmupBarIndex = -1;
     protected LineSeries? Series;
     protected string? SourceName;
+    private Func<IHistoryItem, double>? _priceSelector;
 
-    public int MinHistoryDepths => Period * 2; // DWMA needs roughly 2x period to warm up
+    public static int MinHistoryDepths => 0;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
     public override string ShortName => $"DWMA {Period}:{SourceName}";
@@ -39,25 +41,18 @@ public class DwmaIndicator : Indicator, IWatchlistIndicator
     protected override void OnInit()
     {
         ma = new Dwma(Period);
-        _warmupBarIndex = -1;
         SourceName = Source.ToString();
+        _priceSelector = Source.GetPriceSelector();
         base.OnInit();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnUpdate(UpdateArgs args)
     {
-        TValue input = this.GetInputValue(args, Source);
-        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
-        TValue result = ma!.Update(input, isNew);
-        if (_warmupBarIndex < 0 && ma!.IsHot)
-            _warmupBarIndex = Count;
-        Series!.SetValue(result.Value);
-        Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
-    }
+        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
+        
+        TValue result = ma!.Update(new TValue(item.TimeLeft.Ticks, _priceSelector!(item)), isNew: args.IsNewBar());
 
-    public override void OnPaintChart(PaintChartEventArgs args)
-    {
-        base.OnPaintChart(args);
-        this.PaintSmoothCurve(args, Series!, _warmupBarIndex, showColdValues: ShowColdValues, tension: 0.2);
+        Series!.SetValue(result.Value, ma.IsHot, ShowColdValues);
     }
 }

lib/trends/ema/Ema.Quantower.Tests.cs

@@ -19,12 +19,12 @@ public class EmaIndicatorTests
     }
 
     [Fact]
-    public void EmaIndicator_MinHistoryDepths_EqualsPeriod()
+    public void EmaIndicator_MinHistoryDepths_EqualsZero()
     {
         var indicator = new EmaIndicator { Period = 20 };
 
-        Assert.Equal(20, indicator.MinHistoryDepths);
-        Assert.Equal(20, ((IWatchlistIndicator)indicator).MinHistoryDepths);
+        Assert.Equal(0, EmaIndicator.MinHistoryDepths);
+        Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
     }
 
     [Fact]
@@ -164,6 +164,6 @@ public class EmaIndicatorTests
 
         indicator.Period = 20;
         Assert.Equal(20, indicator.Period);
-        Assert.Equal(20, indicator.MinHistoryDepths);
+        Assert.Equal(0, EmaIndicator.MinHistoryDepths);
     }
 }

lib/trends/ema/Ema.Quantower.cs

@@ -1,8 +1,10 @@
 using System.Drawing;
+using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib;
 
+[SkipLocalsInit]
 public class EmaIndicator : Indicator, IWatchlistIndicator
 {
     [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
@@ -17,9 +19,9 @@ public class EmaIndicator : Indicator, IWatchlistIndicator
     private Ema? ma;
     protected LineSeries? Series;
     protected string? SourceName;
-    private int _warmupBarIndex = -1;
+    private Func<IHistoryItem, double>? _priceSelector;
 
-    public int MinHistoryDepths => Period;
+    public static int MinHistoryDepths => 0;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
     public override string ShortName => $"EMA {Period}:{SourceName}";
@@ -39,27 +41,15 @@ public class EmaIndicator : Indicator, IWatchlistIndicator
     {
         ma = new Ema(Period);
         SourceName = Source.ToString();
-        _warmupBarIndex = -1;  // Reset warmup tracking when period changes
+        _priceSelector = Source.GetPriceSelector();
         base.OnInit();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnUpdate(UpdateArgs args)
     {
-        TValue input = this.GetInputValue(args, Source);
-        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
-        TValue result = ma!.Update(input, isNew);
-        Series!.SetValue(result.Value);
-        Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
-
-        // Track when IsHot becomes true for the first time
-        if (_warmupBarIndex < 0 && ma!.IsHot)
-            _warmupBarIndex = Count;
-    }
-
-    public override void OnPaintChart(PaintChartEventArgs args)
-    {
-        base.OnPaintChart(args);
-        int warmupPeriod = _warmupBarIndex > 0 ? _warmupBarIndex : Count;
-        this.PaintSmoothCurve(args, Series!, warmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
+        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
+        TValue result = ma!.Update(new TValue(item.TimeLeft.Ticks, _priceSelector!(item)), isNew: args.IsNewBar());
+        Series!.SetValue(result.Value, ma.IsHot, ShowColdValues);
     }
 }

lib/trends/hma/Hma.Quantower.Tests.cs

@@ -24,8 +24,8 @@ public class HmaIndicatorTests
         var indicator = new HmaIndicator { Period = 16 };
         // HMA warmup is roughly Period + Sqrt(Period)
         // 16 + Sqrt(16) = 16 + 4 = 20
-        Assert.Equal(20, indicator.MinHistoryDepths);
-        Assert.Equal(20, ((IWatchlistIndicator)indicator).MinHistoryDepths);
+        Assert.Equal(0, HmaIndicator.MinHistoryDepths);
+        Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
     }
 
     [Fact]
@@ -112,16 +112,6 @@ public class HmaIndicatorTests
         Assert.True(double.IsFinite(secondValue));
     }
 
-    [Fact]
-    public void HmaIndicator_OnPaintChart_DoesNotThrow()
-    {
-        var indicator = new HmaIndicator();
-        indicator.Initialize();
-
-        var method = indicator.GetType().GetMethod("OnPaintChart");
-        Assert.NotNull(method);
-        Assert.Equal(typeof(HmaIndicator), method.DeclaringType);
-    }
 
     [Fact]
     public void HmaIndicator_MultipleUpdates_ProducesCorrectHmaSequence()
@@ -174,6 +164,6 @@ public class HmaIndicatorTests
         indicator.Period = 20;
         Assert.Equal(20, indicator.Period);
         // 20 + sqrt(20) = 20 + 4 = 24
-        Assert.Equal(24, indicator.MinHistoryDepths);
+        Assert.Equal(0, HmaIndicator.MinHistoryDepths);
     }
 }

lib/trends/hma/Hma.Quantower.cs

@@ -1,8 +1,10 @@
 using System.Drawing;
+using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib;
 
+[SkipLocalsInit]
 public class HmaIndicator : Indicator, IWatchlistIndicator
 {
     [InputParameter("Period", sortIndex: 1, 2, 1000, 1, 0)]
@@ -15,11 +17,11 @@ public class HmaIndicator : Indicator, IWatchlistIndicator
     public bool ShowColdValues { get; set; } = true;
 
     private Hma? ma;
-    private int _warmupBarIndex = -1;
     protected LineSeries? Series;
     protected string? SourceName;
+    private Func<IHistoryItem, double>? _priceSelector;
 
-    public int MinHistoryDepths => Period + (int)Math.Sqrt(Period); // Approximate warmup
+    public static int MinHistoryDepths => 0;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
     public override string ShortName => $"HMA {Period}:{SourceName}";
@@ -39,25 +41,18 @@ public class HmaIndicator : Indicator, IWatchlistIndicator
     protected override void OnInit()
     {
         ma = new Hma(Period);
-        _warmupBarIndex = -1;
         SourceName = Source.ToString();
+        _priceSelector = Source.GetPriceSelector();
         base.OnInit();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnUpdate(UpdateArgs args)
     {
-        TValue input = this.GetInputValue(args, Source);
-        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
-        TValue result = ma!.Update(input, isNew);
-        if (_warmupBarIndex < 0 && ma!.IsHot)
-            _warmupBarIndex = Count;
-        Series!.SetValue(result.Value);
-        Series!.SetMarker(0, Color.Transparent);
-    }
+        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
+        
+        TValue result = ma!.Update(new TValue(item.TimeLeft.Ticks, _priceSelector!(item)), isNew: args.IsNewBar());
 
-    public override void OnPaintChart(PaintChartEventArgs args)
-    {
-        base.OnPaintChart(args);
-        this.PaintSmoothCurve(args, Series!, _warmupBarIndex, showColdValues: ShowColdValues, tension: 0.2);
+        Series!.SetValue(result.Value, ma.IsHot, ShowColdValues);
     }
 }

lib/trends/htit/Htit.Quantower.Tests.cs

@@ -11,9 +11,11 @@ public class HtitIndicatorTests
     public void Indicator_Initializes_Correctly()
     {
         var indicator = new HtitIndicator();
+        indicator.Initialize();
         Assert.Equal("HTIT - Ehlers Hilbert Transform Instantaneous Trend", indicator.Name);
-        Assert.Equal("HTIT:Close", indicator.ShortName);
-        Assert.Equal(50, HtitIndicator.MinHistoryDepths);
+        Assert.StartsWith("HTIT", indicator.ShortName);
+        Assert.Contains("Close", indicator.ShortName);
+        Assert.Equal(0, HtitIndicator.MinHistoryDepths);
         Assert.Single(indicator.LinesSeries);
     }
 

lib/trends/htit/Htit.Quantower.cs

@@ -1,13 +1,15 @@
 using System;
 using System.Drawing;
+using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib;
 
-public class HtitIndicator : Indicator, IWatchlistIndicator
+[SkipLocalsInit]
+public sealed class HtitIndicator : Indicator, IWatchlistIndicator
 {
     [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
-    public int Period { get; set; } = 50; // Not used in calculation but kept for consistency if needed
+    public int Period { get; set; } = 50; // Not used in calculation but kept for consistency
 
     [IndicatorExtensions.DataSourceInput]
     public SourceType Source { get; set; } = SourceType.Close;
@@ -16,51 +18,39 @@ public class HtitIndicator : Indicator, IWatchlistIndicator
     public bool ShowColdValues { get; set; } = true;
 
     private Htit? _htit;
-    protected LineSeries? Series;
-    protected string? SourceName;
-    private int _warmupBarIndex = -1;
+    private readonly LineSeries? _series;
+    private string? _sourceName;
+    private Func<IHistoryItem, double>? _priceSelector;
 
-    public static int MinHistoryDepths => 50;
+    public static int MinHistoryDepths => 0;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"HTIT:{SourceName}";
+    public override string ShortName => $"HTIT:{_sourceName}";
 
     public HtitIndicator()
     {
         OnBackGround = true;
         SeparateWindow = false;
-        SourceName = Source.ToString();
         Name = "HTIT - Ehlers Hilbert Transform Instantaneous Trend";
         Description = "Ehlers Hilbert Transform Instantaneous Trend";
-        Series = new(name: "HTIT", color: Color.Orange, width: 2, style: LineStyle.Solid);
-        AddLineSeries(Series);
+        _series = new(name: "HTIT", color: Color.Orange, width: 2, style: LineStyle.Solid);
+        AddLineSeries(_series);
     }
 
     protected override void OnInit()
     {
+        _priceSelector = Source.GetPriceSelector();
+        _sourceName = Source.ToString();
         _htit = new Htit();
-        SourceName = Source.ToString();
-        _warmupBarIndex = -1;
         base.OnInit();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnUpdate(UpdateArgs args)
     {
-        TValue input = this.GetInputValue(args, Source);
-        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
-
-        TValue result = _htit!.Update(input, isNew);
-        Series!.SetValue(result.Value);
-        Series!.SetMarker(0, Color.Transparent);
-
-        if (_warmupBarIndex < 0 && _htit.IsHot)
-            _warmupBarIndex = Count;
-    }
-
-    public override void OnPaintChart(PaintChartEventArgs args)
-    {
-        base.OnPaintChart(args);
-        int warmupPeriod = _warmupBarIndex > 0 ? _warmupBarIndex : Count;
-        this.PaintSmoothCurve(args, Series!, warmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
+        bool isNew = args.IsNewBar();
+        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
+        double value = _htit!.Update(new TValue(item.TimeLeft.Ticks, _priceSelector!(item)), isNew).Value;
+        _series!.SetValue(value, _htit.IsHot, ShowColdValues);
     }
 }

lib/trends/jma/Jma.Quantower.Tests.cs

@@ -12,7 +12,6 @@ public class JmaIndicatorTests
 
         Assert.Equal(10, indicator.Period);
         Assert.Equal(0, indicator.Phase);
-        Assert.Equal(0.45, indicator.Power);
         Assert.Equal(SourceType.Close, indicator.Source);
         Assert.True(indicator.ShowColdValues);
         Assert.Equal("JMA - Jurik Moving Average", indicator.Name);
@@ -25,19 +24,18 @@ public class JmaIndicatorTests
     {
         var indicator = new JmaIndicator { Period = 20 };
 
-        Assert.Equal(20, indicator.MinHistoryDepths);
-        Assert.Equal(20, ((IWatchlistIndicator)indicator).MinHistoryDepths);
+        Assert.Equal(0, JmaIndicator.MinHistoryDepths);
+        Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
     }
 
     [Fact]
     public void JmaIndicator_ShortName_IncludesParameters()
     {
-        var indicator = new JmaIndicator { Period = 15, Phase = 50, Power = 0.8 };
+        var indicator = new JmaIndicator { Period = 15, Phase = 50 };
 
         Assert.Contains("JMA", indicator.ShortName);
         Assert.Contains("15", indicator.ShortName);
         Assert.Contains("50", indicator.ShortName);
-        Assert.Contains("0.8", indicator.ShortName);
     }
 
     [Fact]
@@ -115,16 +113,6 @@ public class JmaIndicatorTests
         Assert.True(double.IsFinite(secondValue));
     }
 
-    [Fact]
-    public void JmaIndicator_OnPaintChart_DoesNotThrow()
-    {
-        var indicator = new JmaIndicator();
-        indicator.Initialize();
-
-        var method = indicator.GetType().GetMethod("OnPaintChart");
-        Assert.NotNull(method);
-        Assert.Equal(typeof(JmaIndicator), method.DeclaringType);
-    }
 
     [Fact]
     public void JmaIndicator_MultipleUpdates_ProducesCorrectSequence()
@@ -171,18 +159,15 @@ public class JmaIndicatorTests
     [Fact]
     public void JmaIndicator_Parameters_CanBeChanged()
     {
-        var indicator = new JmaIndicator { Period = 5, Phase = 10, Power = 0.5 };
+        var indicator = new JmaIndicator { Period = 5, Phase = 10 };
         Assert.Equal(5, indicator.Period);
         Assert.Equal(10, indicator.Phase);
-        Assert.Equal(0.5, indicator.Power);
 
         indicator.Period = 20;
         indicator.Phase = -10;
-        indicator.Power = 0.9;
 
         Assert.Equal(20, indicator.Period);
         Assert.Equal(-10, indicator.Phase);
-        Assert.Equal(0.9, indicator.Power);
-        Assert.Equal(20, indicator.MinHistoryDepths);
+        Assert.Equal(0, JmaIndicator.MinHistoryDepths);
     }
 }

lib/trends/jma/Jma.Quantower.cs

@@ -1,8 +1,10 @@
 using System.Drawing;
+using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib;
 
+[SkipLocalsInit]
 public class JmaIndicator : Indicator, IWatchlistIndicator
 {
     [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
@@ -11,24 +13,27 @@ public class JmaIndicator : Indicator, IWatchlistIndicator
     [InputParameter("Phase", sortIndex: 2, -100, 100, 1, 0)]
     public int Phase { get; set; } = 0;
 
-    [InputParameter("Power", sortIndex: 3, 0.1, 10.0, 0.1, 1)]
-    public double Power { get; set; } = 0.45;
-
     [IndicatorExtensions.DataSourceInput]
     public SourceType Source { get; set; } = SourceType.Close;
 
     [InputParameter("Show cold values", sortIndex: 21)]
     public bool ShowColdValues { get; set; } = true;
 
+    [InputParameter("Color", sortIndex: 22)]
+    public Color LineColor { get; set; } = IndicatorExtensions.Averages;
+
+    [InputParameter("Width", sortIndex: 23)]
+    public int LineWidth { get; set; } = 2;
+
     private Jma? ma;
     protected LineSeries? Series;
     protected string? SourceName;
-    private int _warmupBarIndex = -1;
+    private Func<IHistoryItem, double>? _priceSelector;
 
-    public int MinHistoryDepths => Period;
+    public static int MinHistoryDepths => 0;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"JMA {Period}:{Phase}:{Power}:{SourceName}";
+    public override string ShortName => $"JMA {Period}:{Phase}:{SourceName}";
     public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/trends/jma/Jma.Quantower.cs";
 
     public JmaIndicator()
@@ -44,28 +49,21 @@ public class JmaIndicator : Indicator, IWatchlistIndicator
 
     protected override void OnInit()
     {
-        ma = new Jma(Period, Phase, Power);
+        ma = new Jma(Period, Phase);
         SourceName = Source.ToString();
-        _warmupBarIndex = -1;
+        _priceSelector = Source.GetPriceSelector();
+        Series!.Color = LineColor;
+        Series!.Width = LineWidth;
         base.OnInit();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnUpdate(UpdateArgs args)
     {
-        TValue input = this.GetInputValue(args, Source);
-        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
-        TValue result = ma!.Update(input, isNew);
-        Series!.SetValue(result.Value);
-        Series!.SetMarker(0, Color.Transparent);
+        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
+        
+        TValue result = ma!.Update(new TValue(item.TimeLeft.Ticks, _priceSelector!(item)), isNew: args.IsNewBar());
 
-        if (_warmupBarIndex < 0 && ma!.IsHot)
-            _warmupBarIndex = Count;
-    }
-
-    public override void OnPaintChart(PaintChartEventArgs args)
-    {
-        base.OnPaintChart(args);
-        int warmupPeriod = _warmupBarIndex > 0 ? _warmupBarIndex : Count;
-        this.PaintSmoothCurve(args, Series!, warmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
+        Series!.SetValue(result.Value, ma.IsHot, ShowColdValues);
     }
 }

lib/trends/kama/Kama.Quantower.Tests.cs

@@ -15,7 +15,7 @@ public class KamaIndicatorTests
         Assert.Equal(30, indicator.SlowPeriod);
         Assert.Equal(SourceType.Close, indicator.Source);
         Assert.True(indicator.ShowColdValues);
-        Assert.Equal("KAMA - Kaufman Adaptive Moving Average", indicator.Name);
+        Assert.Equal("KAMA - Kaufman's Adaptive Moving Average", indicator.Name);
         Assert.False(indicator.SeparateWindow);
         Assert.True(indicator.OnBackGround);
     }
@@ -25,8 +25,8 @@ public class KamaIndicatorTests
     {
         var indicator = new KamaIndicator { Period = 20 };
 
-        Assert.Equal(20, indicator.MinHistoryDepths);
-        Assert.Equal(20, ((IWatchlistIndicator)indicator).MinHistoryDepths);
+        Assert.Equal(0, KamaIndicator.MinHistoryDepths);
+        Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
     }
 
     [Fact]
@@ -165,6 +165,6 @@ public class KamaIndicatorTests
 
         indicator.Period = 20;
         Assert.Equal(20, indicator.Period);
-        Assert.Equal(20, indicator.MinHistoryDepths);
+        Assert.Equal(0, KamaIndicator.MinHistoryDepths);
     }
 }

lib/trends/kama/Kama.Quantower.cs

@@ -1,17 +1,20 @@
+using System;
 using System.Drawing;
+using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib;
 
-public class KamaIndicator : Indicator, IWatchlistIndicator
+[SkipLocalsInit]
+public sealed class KamaIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
     public int Period { get; set; } = 10;
 
-    [InputParameter("Fast Period", sortIndex: 2, 1, 1000, 1, 0)]
+    [InputParameter("Fast Period", sortIndex: 2, 1, 200, 1, 0)]
     public int FastPeriod { get; set; } = 2;
 
-    [InputParameter("Slow Period", sortIndex: 3, 1, 1000, 1, 0)]
+    [InputParameter("Slow Period", sortIndex: 3, 1, 200, 1, 0)]
     public int SlowPeriod { get; set; } = 30;
 
     [IndicatorExtensions.DataSourceInput]
@@ -20,51 +23,40 @@ public class KamaIndicator : Indicator, IWatchlistIndicator
     [InputParameter("Show cold values", sortIndex: 21)]
     public bool ShowColdValues { get; set; } = true;
 
-    private Kama? ma;
-    protected LineSeries? Series;
-    protected string? SourceName;
-    private int _warmupBarIndex = -1;
+    private Kama? _kama;
+    private readonly LineSeries? _series;
+    private string? _sourceName;
+    private Func<IHistoryItem, double>? _priceSelector;
 
-    public int MinHistoryDepths => Period;
+    public static int MinHistoryDepths => 0;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"KAMA {Period}:{SourceName}";
+    public override string ShortName => $"KAMA {Period}:{_sourceName}";
 
     public KamaIndicator()
     {
         OnBackGround = true;
         SeparateWindow = false;
-        SourceName = Source.ToString();
-        Name = "KAMA - Kaufman Adaptive Moving Average";
-        Description = "Kaufman Adaptive Moving Average";
-        Series = new(name: $"KAMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
-        AddLineSeries(Series);
+        Name = "KAMA - Kaufman's Adaptive Moving Average";
+        Description = "Kaufman's Adaptive Moving Average";
+        _series = new(name: $"KAMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
+        AddLineSeries(_series);
     }
 
     protected override void OnInit()
     {
-        ma = new Kama(Period, FastPeriod, SlowPeriod);
-        SourceName = Source.ToString();
-        _warmupBarIndex = -1;
+        _priceSelector = Source.GetPriceSelector();
+        _sourceName = Source.ToString();
+        _kama = new Kama(Period, FastPeriod, SlowPeriod);
         base.OnInit();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnUpdate(UpdateArgs args)
     {
-        TValue input = this.GetInputValue(args, Source);
-        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
-        TValue result = ma!.Update(input, isNew);
-        Series!.SetValue(result.Value);
-        Series!.SetMarker(0, Color.Transparent);
-
-        if (_warmupBarIndex < 0 && ma!.IsHot)
-            _warmupBarIndex = Count;
-    }
-
-    public override void OnPaintChart(PaintChartEventArgs args)
-    {
-        base.OnPaintChart(args);
-        int warmupPeriod = _warmupBarIndex > 0 ? _warmupBarIndex : Count;
-        this.PaintSmoothCurve(args, Series!, warmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
+        bool isNew = args.IsNewBar();
+        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
+        double value = _kama!.Update(new TValue(item.TimeLeft.Ticks, _priceSelector!(item)), isNew).Value;
+        _series!.SetValue(value, _kama.IsHot, ShowColdValues);
     }
 }

lib/trends/lsma/Lsma.Quantower.Tests.cs

@@ -10,7 +10,7 @@ public class LsmaIndicatorTests
     {
         var indicator = new LsmaIndicator();
 
-        Assert.Equal(14, indicator.Period);
+        Assert.Equal(25, indicator.Period);
         Assert.Equal(0, indicator.Offset);
         Assert.Equal(SourceType.Close, indicator.Source);
         Assert.True(indicator.ShowColdValues);
@@ -24,8 +24,8 @@ public class LsmaIndicatorTests
     {
         var indicator = new LsmaIndicator { Period = 20 };
 
-        Assert.Equal(20, indicator.MinHistoryDepths);
-        Assert.Equal(20, ((IWatchlistIndicator)indicator).MinHistoryDepths);
+        Assert.Equal(0, LsmaIndicator.MinHistoryDepths);
+        Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
     }
 
     [Fact]
@@ -35,7 +35,6 @@ public class LsmaIndicatorTests
 
         Assert.Contains("LSMA", indicator.ShortName);
         Assert.Contains("15", indicator.ShortName);
-        Assert.Contains("2", indicator.ShortName);
     }
 
     [Fact]
@@ -113,16 +112,6 @@ public class LsmaIndicatorTests
         Assert.True(double.IsFinite(secondValue));
     }
 
-    [Fact]
-    public void LsmaIndicator_OnPaintChart_DoesNotThrow()
-    {
-        var indicator = new LsmaIndicator();
-        indicator.Initialize();
-
-        var method = indicator.GetType().GetMethod("OnPaintChart");
-        Assert.NotNull(method);
-        Assert.Equal(typeof(LsmaIndicator), method.DeclaringType);
-    }
 
     [Fact]
     public void LsmaIndicator_MultipleUpdates_ProducesCorrectSequence()
@@ -177,6 +166,6 @@ public class LsmaIndicatorTests
         indicator.Offset = 2;
         Assert.Equal(20, indicator.Period);
         Assert.Equal(2, indicator.Offset);
-        Assert.Equal(20, indicator.MinHistoryDepths);
+        Assert.Equal(0, LsmaIndicator.MinHistoryDepths);
     }
 }

lib/trends/lsma/Lsma.Quantower.cs

@@ -1,12 +1,15 @@
+using System;
 using System.Drawing;
+using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib;
 
-public class LsmaIndicator : Indicator, IWatchlistIndicator
+[SkipLocalsInit]
+public sealed class LsmaIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
-    public int Period { get; set; } = 14;
+    [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
+    public int Period { get; set; } = 25;
 
     [InputParameter("Offset", sortIndex: 2, -1000, 1000, 1, 0)]
     public int Offset { get; set; } = 0;
@@ -17,53 +20,41 @@ public class LsmaIndicator : Indicator, IWatchlistIndicator
     [InputParameter("Show cold values", sortIndex: 21)]
     public bool ShowColdValues { get; set; } = true;
 
-    private Lsma? ma;
-    protected LineSeries? Series;
-    protected string? SourceName;
-    private int _warmupBarIndex = -1;
+    private Lsma? _lsma;
+    private readonly LineSeries? _series;
+    private string? _sourceName;
+    private Func<IHistoryItem, double>? _priceSelector;
 
-    public int MinHistoryDepths => Period;
+    public static int MinHistoryDepths => 0;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"LSMA {Period}:{Offset}:{SourceName}";
+    public override string ShortName => $"LSMA {Period}:{_sourceName}";
     public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/trends/lsma/Lsma.Quantower.cs";
 
     public LsmaIndicator()
     {
         OnBackGround = true;
         SeparateWindow = false;
-        SourceName = Source.ToString();
         Name = "LSMA - Least Squares Moving Average";
         Description = "Least Squares Moving Average";
-        Series = new(name: $"LSMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
-        AddLineSeries(Series);
+        _series = new(name: $"LSMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
+        AddLineSeries(_series);
     }
 
     protected override void OnInit()
     {
-        ma = new Lsma(Period, Offset);
-        SourceName = Source.ToString();
-        _warmupBarIndex = -1;  // Reset warmup tracking when period changes
+        _priceSelector = Source.GetPriceSelector();
+        _sourceName = Source.ToString();
+        _lsma = new Lsma(Period, Offset);
         base.OnInit();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnUpdate(UpdateArgs args)
     {
-        TValue input = this.GetInputValue(args, Source);
-        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
-        TValue result = ma!.Update(input, isNew);
-        Series!.SetValue(result.Value);
-        Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
-
-        // Track when IsHot becomes true for the first time
-        if (_warmupBarIndex < 0 && ma!.IsHot)
-            _warmupBarIndex = Count;
-    }
-
-    public override void OnPaintChart(PaintChartEventArgs args)
-    {
-        base.OnPaintChart(args);
-        int warmupPeriod = _warmupBarIndex > 0 ? _warmupBarIndex : Count;
-        this.PaintSmoothCurve(args, Series!, warmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
+        bool isNew = args.IsNewBar();
+        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
+        double value = _lsma!.Update(new TValue(item.TimeLeft.Ticks, _priceSelector!(item)), isNew).Value;
+        _series!.SetValue(value, _lsma.IsHot, ShowColdValues);
     }
 }

lib/trends/mama/Mama.Quantower.Tests.cs

@@ -20,22 +20,22 @@ public class MamaIndicatorTests
     }
 
     [Fact]
-    public void MamaIndicator_MinHistoryDepths_Equals6()
+    public void MamaIndicator_MinHistoryDepths_Equals50()
     {
         var indicator = new MamaIndicator();
 
-        Assert.Equal(6, MamaIndicator.MinHistoryDepths);
-        Assert.Equal(6, ((IWatchlistIndicator)indicator).MinHistoryDepths);
+        Assert.Equal(0, MamaIndicator.MinHistoryDepths);
+        Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
     }
 
     [Fact]
     public void MamaIndicator_ShortName_IncludesLimitsAndSource()
     {
         var indicator = new MamaIndicator { FastLimit = 0.5, SlowLimit = 0.05 };
+        indicator.Initialize();
 
         Assert.Contains("MAMA", indicator.ShortName);
-        Assert.Contains("0.50", indicator.ShortName);
-        Assert.Contains("0.05", indicator.ShortName);
+        Assert.Contains("Close", indicator.ShortName);
     }
 
     [Fact]

lib/trends/mama/Mama.Quantower.cs

@@ -1,9 +1,12 @@
+using System;
 using System.Drawing;
+using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib;
 
-public class MamaIndicator : Indicator, IWatchlistIndicator
+[SkipLocalsInit]
+public sealed class MamaIndicator : Indicator, IWatchlistIndicator
 {
     [InputParameter("Fast Limit", sortIndex: 1, 0.01, 0.99, 0.01, 2)]
     public double FastLimit { get; set; } = 0.5;
@@ -17,62 +20,44 @@ public class MamaIndicator : Indicator, IWatchlistIndicator
     [InputParameter("Show cold values", sortIndex: 21)]
     public bool ShowColdValues { get; set; } = true;
 
-    private Mama? _ma;
-    protected LineSeries? MamaSeries;
-    protected LineSeries? FamaSeries;
-    protected string? SourceName;
-    private int _warmupBarIndex = -1;
+    private Mama? _mama;
+    private readonly LineSeries? _series;
+    private readonly LineSeries? _famaSeries;
+    private string? _sourceName;
+    private Func<IHistoryItem, double>? _priceSelector;
 
-    public static int MinHistoryDepths => 6;
+    public static int MinHistoryDepths => 0;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"MAMA({FastLimit:F2}, {SlowLimit:F2}):{SourceName}";
+    public override string ShortName => $"MAMA:{_sourceName}";
 
     public MamaIndicator()
     {
         OnBackGround = true;
         SeparateWindow = false;
-        SourceName = Source.ToString();
         Name = "MAMA - MESA Adaptive Moving Average";
         Description = "MESA Adaptive Moving Average";
-
-        MamaSeries = new(name: "MAMA", color: Color.Red, width: 2, style: LineStyle.Solid);
-        FamaSeries = new(name: "FAMA", color: Color.Blue, width: 2, style: LineStyle.Solid);
-
-        AddLineSeries(MamaSeries);
-        AddLineSeries(FamaSeries);
+        _series = new(name: "MAMA", color: Color.Orange, width: 2, style: LineStyle.Solid);
+        _famaSeries = new(name: "FAMA", color: Color.Red, width: 2, style: LineStyle.Solid);
+        AddLineSeries(_series);
+        AddLineSeries(_famaSeries);
     }
 
     protected override void OnInit()
     {
-        _ma = new Mama(FastLimit, SlowLimit);
-        SourceName = Source.ToString();
-        _warmupBarIndex = -1;
+        _priceSelector = Source.GetPriceSelector();
+        _sourceName = Source.ToString();
+        _mama = new Mama(FastLimit, SlowLimit);
         base.OnInit();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnUpdate(UpdateArgs args)
     {
-        TValue input = this.GetInputValue(args, Source);
-        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
-
-        TValue result = _ma!.Update(input, isNew);
-
-        MamaSeries!.SetValue(result.Value);
-        FamaSeries!.SetValue(_ma.Fama.Value);
-
-        MamaSeries!.SetMarker(0, Color.Transparent);
-        FamaSeries!.SetMarker(0, Color.Transparent);
-
-        if (_warmupBarIndex < 0 && _ma!.IsHot)
-            _warmupBarIndex = Count;
-    }
-
-    public override void OnPaintChart(PaintChartEventArgs args)
-    {
-        base.OnPaintChart(args);
-        int warmupPeriod = _warmupBarIndex > 0 ? _warmupBarIndex : Count;
-        this.PaintSmoothCurve(args, MamaSeries!, warmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
-        this.PaintSmoothCurve(args, FamaSeries!, warmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
+        bool isNew = args.IsNewBar();
+        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
+        double value = _mama!.Update(new TValue(item.TimeLeft.Ticks, _priceSelector!(item)), isNew).Value;
+        _series!.SetValue(value, _mama.IsHot, ShowColdValues);
+        _famaSeries!.SetValue(_mama.Fama.Value, _mama.IsHot, ShowColdValues);
     }
 }

lib/trends/mgdi/Mgdi.Quantower.Tests.cs

@@ -13,7 +13,7 @@ public class MgdiIndicatorTests
         var indicator = new MgdiIndicator();
         Assert.Equal("MGDI - McGinley Dynamic Indicator", indicator.Name);
         Assert.Equal("MGDI(14,0.6):Close", indicator.ShortName);
-        Assert.Equal(14, indicator.MinHistoryDepths);
+        Assert.Equal(0, MgdiIndicator.MinHistoryDepths);
         Assert.Single(indicator.LinesSeries);
     }
 

lib/trends/mgdi/Mgdi.Quantower.cs

@@ -1,15 +1,17 @@
 using System;
 using System.Drawing;
+using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib;
 
-public class MgdiIndicator : Indicator, IWatchlistIndicator
+[SkipLocalsInit]
+public sealed class MgdiIndicator : Indicator, IWatchlistIndicator
 {
     [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
     public int Period { get; set; } = 14;
 
-    [InputParameter("K Factor", sortIndex: 2, 0.1, 10, 0.1, 1)]
+    [InputParameter("K Factor", sortIndex: 2, 0.1, 10.0, 0.1, 1)]
     public double K { get; set; } = 0.6;
 
     [IndicatorExtensions.DataSourceInput]
@@ -19,51 +21,40 @@ public class MgdiIndicator : Indicator, IWatchlistIndicator
     public bool ShowColdValues { get; set; } = true;
 
     private Mgdi? _mgdi;
-    protected LineSeries? Series;
-    protected string? SourceName;
-    private int _warmupBarIndex = -1;
+    private readonly LineSeries? _series;
+    private string? _sourceName;
+    private Func<IHistoryItem, double>? _priceSelector;
 
-    public int MinHistoryDepths => Period;
+    public static int MinHistoryDepths => 0;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"MGDI({Period},{K}):{SourceName}";
+    public override string ShortName => $"MGDI({Period},{K}):{_sourceName}";
 
     public MgdiIndicator()
     {
         OnBackGround = true;
         SeparateWindow = false;
-        SourceName = Source.ToString();
+        _sourceName = Source.ToString();
         Name = "MGDI - McGinley Dynamic Indicator";
         Description = "McGinley Dynamic Indicator";
-        Series = new(name: "MGDI", color: Color.Orange, width: 2, style: LineStyle.Solid);
-        AddLineSeries(Series);
+        _series = new(name: $"MGDI {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
+        AddLineSeries(_series);
     }
 
     protected override void OnInit()
     {
+        _priceSelector = Source.GetPriceSelector();
+        _sourceName = Source.ToString();
         _mgdi = new Mgdi(Period, K);
-        SourceName = Source.ToString();
-        _warmupBarIndex = -1;
         base.OnInit();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnUpdate(UpdateArgs args)
     {
-        TValue input = this.GetInputValue(args, Source);
-        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
-
-        TValue result = _mgdi!.Update(input, isNew);
-        Series!.SetValue(result.Value);
-        Series!.SetMarker(0, Color.Transparent);
-
-        if (_warmupBarIndex < 0 && _mgdi.IsHot)
-            _warmupBarIndex = Count;
-    }
-
-    public override void OnPaintChart(PaintChartEventArgs args)
-    {
-        base.OnPaintChart(args);
-        int warmupPeriod = _warmupBarIndex > 0 ? _warmupBarIndex : Count;
-        this.PaintSmoothCurve(args, Series!, warmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
+        bool isNew = args.IsNewBar();
+        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
+        double value = _mgdi!.Update(new TValue(item.TimeLeft.Ticks, _priceSelector!(item)), isNew).Value;
+        _series!.SetValue(value, _mgdi.IsHot, ShowColdValues);
     }
 }

lib/trends/pwma/Pwma.Quantower.Tests.cs

@@ -24,9 +24,9 @@ public class PwmaIndicatorTests
     {
         var indicator = new PwmaIndicator { Period = 20 };
 
-        Assert.Equal(20, indicator.MinHistoryDepths);
+        Assert.Equal(0, PwmaIndicator.MinHistoryDepths);
         IWatchlistIndicator watchlistIndicator = indicator;
-        Assert.Equal(20, watchlistIndicator.MinHistoryDepths);
+        Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
     }
 
     [Fact]
@@ -113,17 +113,6 @@ public class PwmaIndicatorTests
         Assert.True(double.IsFinite(secondValue));
     }
 
-    [Fact]
-    public void PwmaIndicator_OnPaintChart_DoesNotThrow()
-    {
-        var indicator = new PwmaIndicator();
-        indicator.Initialize();
-
-        var method = indicator.GetType().GetMethod("OnPaintChart");
-        Assert.NotNull(method);
-        Assert.Equal(typeof(PwmaIndicator), method.DeclaringType);
-    }
-
     [Fact]
     public void PwmaIndicator_MultipleUpdates_ProducesCorrectPwmaSequence()
     {
@@ -174,6 +163,6 @@ public class PwmaIndicatorTests
 
         indicator.Period = 20;
         Assert.Equal(20, indicator.Period);
-        Assert.Equal(20, indicator.MinHistoryDepths);
+        Assert.Equal(0, PwmaIndicator.MinHistoryDepths);
     }
 }

lib/trends/pwma/Pwma.Quantower.cs

@@ -1,9 +1,12 @@
+using System;
 using System.Drawing;
+using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib;
 
-public class PwmaIndicator : Indicator, IWatchlistIndicator
+[SkipLocalsInit]
+public sealed class PwmaIndicator : Indicator, IWatchlistIndicator
 {
     [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
     public int Period { get; set; } = 14;
@@ -14,50 +17,42 @@ public class PwmaIndicator : Indicator, IWatchlistIndicator
     [InputParameter("Show cold values", sortIndex: 21)]
     public bool ShowColdValues { get; set; } = true;
 
-    private Pwma? _ma;
-    private int _warmupBarIndex = -1;
-    protected LineSeries? Series;
-    protected string? SourceName;
+    private Pwma? _pwma;
+    private readonly LineSeries? _series;
+    private string? _sourceName;
+    private Func<IHistoryItem, double>? _priceSelector;
 
-    public int MinHistoryDepths => Period;
+    public static int MinHistoryDepths => 0;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"PWMA {Period}:{SourceName}";
+    public override string ShortName => $"PWMA {Period}:{_sourceName}";
     public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/trends/pwma/Pwma.Quantower.cs";
 
     public PwmaIndicator()
     {
         OnBackGround = true;
         SeparateWindow = false;
-        SourceName = Source.ToString();
         Name = "PWMA - Parabolic Weighted Moving Average";
-        Description = "Weighted Moving Average with parabolic weighting";
-        Series = new(name: $"PWMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
-        AddLineSeries(Series);
+        Description = "Parabolic Weighted Moving Average";
+        _series = new(name: $"PWMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
+        AddLineSeries(_series);
     }
 
     protected override void OnInit()
     {
-        _ma = new Pwma(Period);
-        _warmupBarIndex = -1;
-        SourceName = Source.ToString();
+        _priceSelector = Source.GetPriceSelector();
+        _sourceName = Source.ToString();
+        _pwma = new Pwma(Period);
         base.OnInit();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnUpdate(UpdateArgs args)
     {
-        TValue input = this.GetInputValue(args, Source);
-        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
-        TValue result = _ma!.Update(input, isNew);
-        if (_warmupBarIndex < 0 && _ma!.IsHot)
-            _warmupBarIndex = Count;
-        Series!.SetValue(result.Value);
-        Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
+        bool isNew = args.IsNewBar();
+        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
+        double value = _pwma!.Update(new TValue(item.TimeLeft.Ticks, _priceSelector!(item)), isNew).Value;
+        _series!.SetValue(value, _pwma.IsHot, ShowColdValues);
     }
 
-    public override void OnPaintChart(PaintChartEventArgs args)
-    {
-        base.OnPaintChart(args);
-        this.PaintSmoothCurve(args, Series!, _warmupBarIndex, showColdValues: ShowColdValues, tension: 0.2);
-    }
 }

lib/trends/rma/Rma.Quantower.Tests.cs

@@ -23,8 +23,8 @@ public class RmaIndicatorTests
     {
         var indicator = new RmaIndicator { Period = 20 };
 
-        Assert.Equal(20, indicator.MinHistoryDepths);
-        Assert.Equal(20, ((IWatchlistIndicator)indicator).MinHistoryDepths);
+        Assert.Equal(0, RmaIndicator.MinHistoryDepths);
+        Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
     }
 
     [Fact]
@@ -164,6 +164,6 @@ public class RmaIndicatorTests
 
         indicator.Period = 20;
         Assert.Equal(20, indicator.Period);
-        Assert.Equal(20, indicator.MinHistoryDepths);
+        Assert.Equal(0, RmaIndicator.MinHistoryDepths);
     }
 }

lib/trends/rma/Rma.Quantower.cs

@@ -1,11 +1,14 @@
+using System;
 using System.Drawing;
+using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib;
 
-public class RmaIndicator : Indicator, IWatchlistIndicator
+[SkipLocalsInit]
+public sealed class RmaIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
     public int Period { get; set; } = 14;
 
     [IndicatorExtensions.DataSourceInput]
@@ -14,52 +17,40 @@ public class RmaIndicator : Indicator, IWatchlistIndicator
     [InputParameter("Show cold values", sortIndex: 21)]
     public bool ShowColdValues { get; set; } = true;
 
-    private Rma? ma;
-    protected LineSeries? Series;
-    protected string? SourceName;
-    private int _warmupBarIndex = -1;
+    private Rma? _rma;
+    private readonly LineSeries? _series;
+    private string? _sourceName;
+    private Func<IHistoryItem, double>? _priceSelector;
 
-    public int MinHistoryDepths => Period;
+    public static int MinHistoryDepths => 0;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"RMA {Period}:{SourceName}";
+    public override string ShortName => $"RMA {Period}:{_sourceName}";
 
     public RmaIndicator()
     {
         OnBackGround = true;
         SeparateWindow = false;
-        SourceName = Source.ToString();
         Name = "RMA - Running Moving Average";
         Description = "Running Moving Average (Wilder's Smoothing)";
-        Series = new(name: $"RMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
-        AddLineSeries(Series);
+        _series = new(name: $"RMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
+        AddLineSeries(_series);
     }
 
     protected override void OnInit()
     {
-        ma = new Rma(Period);
-        SourceName = Source.ToString();
-        _warmupBarIndex = -1;  // Reset warmup tracking when period changes
+        _priceSelector = Source.GetPriceSelector();
+        _sourceName = Source.ToString();
+        _rma = new Rma(Period);
         base.OnInit();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnUpdate(UpdateArgs args)
     {
-        TValue input = this.GetInputValue(args, Source);
-        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
-        TValue result = ma!.Update(input, isNew);
-        Series!.SetValue(result.Value);
-        Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
-
-        // Track when IsHot becomes true for the first time
-        if (_warmupBarIndex < 0 && ma!.IsHot)
-            _warmupBarIndex = Count;
-    }
-
-    public override void OnPaintChart(PaintChartEventArgs args)
-    {
-        base.OnPaintChart(args);
-        int warmupPeriod = _warmupBarIndex > 0 ? _warmupBarIndex : Count;
-        this.PaintSmoothCurve(args, Series!, warmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
+        bool isNew = args.IsNewBar();
+        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
+        double value = _rma!.Update(new TValue(item.TimeLeft.Ticks, _priceSelector!(item)), isNew).Value;
+        _series!.SetValue(value, _rma.IsHot, ShowColdValues);
     }
 }

lib/trends/sma/Sma.Quantower.Tests.cs

@@ -19,12 +19,12 @@ public class SmaIndicatorTests
     }
 
     [Fact]
-    public void SmaIndicator_MinHistoryDepths_EqualsPeriod()
+    public void SmaIndicator_MinHistoryDepths_EqualsZero()
     {
         var indicator = new SmaIndicator { Period = 20 };
 
-        Assert.Equal(20, indicator.MinHistoryDepths);
-        Assert.Equal(20, ((IWatchlistIndicator)indicator).MinHistoryDepths);
+        Assert.Equal(0, SmaIndicator.MinHistoryDepths);
+        Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
     }
 
     [Fact]
@@ -36,14 +36,6 @@ public class SmaIndicatorTests
         Assert.Contains("15", indicator.ShortName);
     }
 
-    [Fact]
-    public void SmaIndicator_SourceCodeLink_IsValid()
-    {
-        var indicator = new SmaIndicator();
-
-        Assert.Contains("github.com", indicator.SourceCodeLink);
-        Assert.Contains("Sma.Quantower.cs", indicator.SourceCodeLink);
-    }
 
     [Fact]
     public void SmaIndicator_Initialize_CreatesInternalSma()
@@ -111,16 +103,6 @@ public class SmaIndicatorTests
         Assert.True(double.IsFinite(secondValue));
     }
 
-    [Fact]
-    public void SmaIndicator_OnPaintChart_DoesNotThrow()
-    {
-        var indicator = new SmaIndicator();
-        indicator.Initialize();
-
-        var method = indicator.GetType().GetMethod("OnPaintChart");
-        Assert.NotNull(method);
-        Assert.Equal(typeof(SmaIndicator), method.DeclaringType);
-    }
 
     [Fact]
     public void SmaIndicator_MultipleUpdates_ProducesCorrectSmaSequence()
@@ -177,6 +159,6 @@ public class SmaIndicatorTests
 
         indicator.Period = 20;
         Assert.Equal(20, indicator.Period);
-        Assert.Equal(20, indicator.MinHistoryDepths);
+        Assert.Equal(0, SmaIndicator.MinHistoryDepths);
     }
 }

lib/trends/sma/Sma.Quantower.cs

@@ -1,11 +1,14 @@
+using System;
 using System.Drawing;
+using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib;
 
-public class SmaIndicator : Indicator, IWatchlistIndicator
+[SkipLocalsInit]
+public sealed class SmaIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
     public int Period { get; set; } = 10;
 
     [IndicatorExtensions.DataSourceInput]
@@ -14,57 +17,40 @@ public class SmaIndicator : Indicator, IWatchlistIndicator
     [InputParameter("Show cold values", sortIndex: 21)]
     public bool ShowColdValues { get; set; } = true;
 
-    private Sma? ma;
-    protected LineSeries? Series;
-    protected string? SourceName;
-    private int _warmupBarIndex = -1;
+    private Sma? _sma;
+    private readonly LineSeries? _series;
+    private string? _sourceName;
+    private Func<IHistoryItem, double>? _priceSelector;
 
-    public int MinHistoryDepths => Period;
+    public static int MinHistoryDepths => 0;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"SMA {Period}:{SourceName}";
-    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/trends/sma/Sma.Quantower.cs";
+    public override string ShortName => $"SMA {Period}:{_sourceName}";
 
     public SmaIndicator()
     {
         OnBackGround = true;
         SeparateWindow = false;
-        SourceName = Source.ToString();
         Name = "SMA - Simple Moving Average";
         Description = "Simple Moving Average";
-        Series = new(name: $"SMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
-        AddLineSeries(Series);
+        _series = new(name: $"SMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
+        AddLineSeries(_series);
     }
 
     protected override void OnInit()
     {
-        ma = new Sma(Period);
-        SourceName = Source.ToString();
-        _warmupBarIndex = -1;  // Reset warmup tracking when period changes
+        _priceSelector = Source.GetPriceSelector();
+        _sourceName = Source.ToString();
+        _sma = new Sma(Period);
         base.OnInit();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnUpdate(UpdateArgs args)
     {
-        TValue input = this.GetInputValue(args, Source);
-        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
-        TValue result = ma!.Update(input, isNew);
-        Series!.SetValue(result.Value);
-        Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
-
-        // Track when IsHot becomes true for the first time
-        if (_warmupBarIndex < 0 && ma!.IsHot)
-            _warmupBarIndex = Count;
-    }
-
-    public override void OnPaintChart(PaintChartEventArgs args)
-    {
-        var savedColor = Series!.Color;
-        Series.Color = Color.Transparent;
-        base.OnPaintChart(args);
-        Series.Color = savedColor;
-
-        int warmupPeriod = _warmupBarIndex > 0 ? _warmupBarIndex : Count;
-        this.PaintLine(args, Series!, warmupPeriod, showColdValues: ShowColdValues);
+        bool isNew = args.IsNewBar();
+        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
+        double value = _sma!.Update(new TValue(item.TimeLeft.Ticks, _priceSelector!(item)), isNew).Value;
+        _series!.SetValue(value, _sma.IsHot, ShowColdValues);
     }
 }

lib/trends/ssf/Ssf.Quantower.Tests.cs

@@ -23,8 +23,8 @@ public class SsfIndicatorTests
     {
         var indicator = new SsfIndicator { Period = 20 };
 
-        Assert.Equal(20, indicator.MinHistoryDepths);
-        Assert.Equal(20, ((IWatchlistIndicator)indicator).MinHistoryDepths);
+        Assert.Equal(0, SsfIndicator.MinHistoryDepths);
+        Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
     }
 
     [Fact]
@@ -164,6 +164,6 @@ public class SsfIndicatorTests
 
         indicator.Period = 20;
         Assert.Equal(20, indicator.Period);
-        Assert.Equal(20, indicator.MinHistoryDepths);
+        Assert.Equal(0, SsfIndicator.MinHistoryDepths);
     }
 }

lib/trends/ssf/Ssf.Quantower.cs

@@ -1,11 +1,14 @@
+using System;
 using System.Drawing;
+using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib;
 
-public class SsfIndicator : Indicator, IWatchlistIndicator
+[SkipLocalsInit]
+public sealed class SsfIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
     public int Period { get; set; } = 10;
 
     [IndicatorExtensions.DataSourceInput]
@@ -14,51 +17,40 @@ public class SsfIndicator : Indicator, IWatchlistIndicator
     [InputParameter("Show cold values", sortIndex: 21)]
     public bool ShowColdValues { get; set; } = true;
 
-    private Ssf? ma;
-    protected LineSeries? Series;
-    protected string? SourceName;
-    private int _warmupBarIndex = -1;
+    private Ssf? _ssf;
+    private readonly LineSeries? _series;
+    private string? _sourceName;
+    private Func<IHistoryItem, double>? _priceSelector;
 
-    public int MinHistoryDepths => Period;
+    public static int MinHistoryDepths => 0;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"SSF {Period}:{SourceName}";
+    public override string ShortName => $"SSF {Period}:{_sourceName}";
 
     public SsfIndicator()
     {
         OnBackGround = true;
         SeparateWindow = false;
-        SourceName = Source.ToString();
         Name = "SSF - Super Smooth Filter";
         Description = "Ehlers Super Smooth Filter";
-        Series = new(name: $"SSF {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
-        AddLineSeries(Series);
+        _series = new(name: $"SSF {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
+        AddLineSeries(_series);
     }
 
     protected override void OnInit()
     {
-        ma = new Ssf(Period);
-        SourceName = Source.ToString();
-        _warmupBarIndex = -1;
+        _priceSelector = Source.GetPriceSelector();
+        _sourceName = Source.ToString();
+        _ssf = new Ssf(Period);
         base.OnInit();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnUpdate(UpdateArgs args)
     {
-        TValue input = this.GetInputValue(args, Source);
-        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
-        TValue result = ma!.Update(input, isNew);
-        Series!.SetValue(result.Value);
-        Series!.SetMarker(0, Color.Transparent);
-
-        if (_warmupBarIndex < 0 && ma!.IsHot)
-            _warmupBarIndex = Count;
-    }
-
-    public override void OnPaintChart(PaintChartEventArgs args)
-    {
-        base.OnPaintChart(args);
-        int warmupPeriod = _warmupBarIndex > 0 ? _warmupBarIndex : Count;
-        this.PaintSmoothCurve(args, Series!, warmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
+        bool isNew = args.IsNewBar();
+        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
+        double value = _ssf!.Update(new TValue(item.TimeLeft.Ticks, _priceSelector!(item)), isNew).Value;
+        _series!.SetValue(value, _ssf.IsHot, ShowColdValues);
     }
 }

lib/trends/super/Super.Quantower.Tests.cs

@@ -20,13 +20,13 @@ public class SuperIndicatorTests
     }
 
     [Fact]
-    public void SuperIndicator_MinHistoryDepths_EqualsPeriod()
+    public void SuperIndicator_MinHistoryDepths_EqualsZero()
     {
         var indicator = new SuperIndicator { Period = 20 };
 
-        Assert.Equal(20, indicator.MinHistoryDepths);
+        Assert.Equal(0, SuperIndicator.MinHistoryDepths);
         IWatchlistIndicator watchlistIndicator = indicator;
-        Assert.Equal(20, watchlistIndicator.MinHistoryDepths);
+        Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
     }
 
     [Fact]
@@ -57,8 +57,8 @@ public class SuperIndicatorTests
         // Initialize should not throw
         indicator.Initialize();
 
-        // After init, line series should exist (Up and Down)
-        Assert.Equal(2, indicator.LinesSeries.Count);
+        // After init, line series should exist (SuperTrend, Upper, Lower)
+        Assert.Equal(3, indicator.LinesSeries.Count);
     }
 
     [Fact]
@@ -119,6 +119,6 @@ public class SuperIndicatorTests
 
         Assert.Equal(20, indicator.Period);
         Assert.Equal(4.0, indicator.Multiplier);
-        Assert.Equal(20, indicator.MinHistoryDepths);
+        Assert.Equal(0, SuperIndicator.MinHistoryDepths);
     }
 }

lib/trends/super/Super.Quantower.cs

@@ -1,41 +1,45 @@
+using System;
 using System.Drawing;
+using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib;
 
-public class SuperIndicator : Indicator, IWatchlistIndicator
+[SkipLocalsInit]
+public sealed class SuperIndicator : Indicator, IWatchlistIndicator
 {
-    [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
+    [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
     public int Period { get; set; } = 10;
 
-    [InputParameter("Multiplier", sortIndex: 2, 0.1, 100, 0.1, 1)]
+    [InputParameter("Multiplier", sortIndex: 2, 0.1, 100.0, 0.1, 1)]
     public double Multiplier { get; set; } = 3.0;
 
     [InputParameter("Show cold values", sortIndex: 21)]
     public bool ShowColdValues { get; set; } = true;
 
     private Super? _super;
-    protected LineSeries? UpSeries;
-    protected LineSeries? DownSeries;
+    private readonly LineSeries? _series;
+    private readonly LineSeries? _upperBand;
+    private readonly LineSeries? _lowerBand;
 
-    public int MinHistoryDepths => Period;
+    public static int MinHistoryDepths => 0;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
     public override string ShortName => $"Super {Period}:{Multiplier}";
-    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/trends/super/Super.Quantower.cs";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/master/lib/trends/super/Super.Quantower.cs";
 
     public SuperIndicator()
     {
         OnBackGround = true;
         SeparateWindow = false;
         Name = "SuperTrend";
-        Description = "Trend-following indicator using ATR";
-
-        UpSeries = new(name: "SuperTrend Up", color: Color.Green, width: 2, style: LineStyle.Solid);
-        DownSeries = new(name: "SuperTrend Down", color: Color.Red, width: 2, style: LineStyle.Solid);
-
-        AddLineSeries(UpSeries);
-        AddLineSeries(DownSeries);
+        Description = "SuperTrend Indicator";
+        _series = new(name: "SuperTrend", color: Color.Orange, width: 2, style: LineStyle.Solid);
+        _upperBand = new(name: "Upper Band", color: Color.Red, width: 1, style: LineStyle.Dot);
+        _lowerBand = new(name: "Lower Band", color: Color.Green, width: 1, style: LineStyle.Dot);
+        AddLineSeries(_series);
+        AddLineSeries(_upperBand);
+        AddLineSeries(_lowerBand);
     }
 
     protected override void OnInit()
@@ -44,28 +48,21 @@ public class SuperIndicator : Indicator, IWatchlistIndicator
         base.OnInit();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnUpdate(UpdateArgs args)
     {
-        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
+        bool isNew = args.IsNewBar();
+        var bar = this.GetInputBar(args);
+        double value = _super!.Update(bar, isNew).Value;
+        
+        _series!.SetValue(value, _super.IsHot, ShowColdValues);
+        _upperBand!.SetValue(_super.UpperBand.Value, _super.IsHot, ShowColdValues);
+        _lowerBand!.SetValue(_super.LowerBand.Value, _super.IsHot, ShowColdValues);
 
-        TBar bar = this.GetInputBar(args);
-
-        TValue result = _super!.Update(bar, isNew);
-
-        if (!_super.IsHot && !ShowColdValues)
+        // Color logic
+        if (_super.IsHot)
         {
-            return;
-        }
-
-        if (_super.IsBullish)
-        {
-            UpSeries!.SetValue(result.Value);
-            DownSeries!.SetValue(double.NaN);
-        }
-        else
-        {
-            UpSeries!.SetValue(double.NaN);
-            DownSeries!.SetValue(result.Value);
+            _series!.SetMarker(0, _super.IsBullish ? Color.Green : Color.Red);
         }
     }
 }

lib/trends/t3/T3.Quantower.Tests.cs

@@ -25,8 +25,8 @@ public class T3IndicatorTests
         var indicator = new T3Indicator { Period = 10 };
 
         // MinHistoryDepths is Period * 6 for T3 due to 6 stages
-        Assert.Equal(60, indicator.MinHistoryDepths);
-        Assert.Equal(60, ((IWatchlistIndicator)indicator).MinHistoryDepths);
+        Assert.Equal(0, T3Indicator.MinHistoryDepths);
+        Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
     }
 
     [Fact]
@@ -168,6 +168,6 @@ public class T3IndicatorTests
         indicator.VolumeFactor = 0.9;
         Assert.Equal(20, indicator.Period);
         Assert.Equal(0.9, indicator.VolumeFactor);
-        Assert.Equal(120, indicator.MinHistoryDepths); // 20 * 6
+        Assert.Equal(0, T3Indicator.MinHistoryDepths); // 20 * 6
     }
 }

lib/trends/t3/T3.Quantower.cs

@@ -1,9 +1,11 @@
 using System.Drawing;
+using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib;
 
-public class T3Indicator : Indicator, IWatchlistIndicator
+[SkipLocalsInit]
+public sealed class T3Indicator : Indicator, IWatchlistIndicator
 {
     [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
     public int Period { get; set; } = 10;
@@ -17,51 +19,44 @@ public class T3Indicator : Indicator, IWatchlistIndicator
     [InputParameter("Show cold values", sortIndex: 21)]
     public bool ShowColdValues { get; set; } = true;
 
-    private T3? ma;
-    protected LineSeries? Series;
-    protected string? SourceName;
-    private int _warmupBarIndex = -1;
+    private T3? _ma;
+    private readonly LineSeries? _series;
+    private string? _sourceName;
+    private Func<IHistoryItem, double>? _priceSelector;
 
-    public int MinHistoryDepths => Period * 6; // Approx warmup for 6 stages
+    public static int MinHistoryDepths => 0;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"T3({Period}, {VolumeFactor:F2}):{SourceName}";
+    public override string ShortName => $"T3({Period}, {VolumeFactor:F2}):{_sourceName}";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/trends/t3/T3.Quantower.cs";
 
     public T3Indicator()
     {
         OnBackGround = true;
         SeparateWindow = false;
-        SourceName = Source.ToString();
+        _sourceName = Source.ToString();
         Name = "T3 - Tillson T3 Moving Average";
         Description = "Tillson T3 Moving Average";
-        Series = new(name: $"T3 {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
-        AddLineSeries(Series);
+        _series = new(name: $"T3 {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
+        AddLineSeries(_series);
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnInit()
     {
-        ma = new T3(Period, VolumeFactor);
-        SourceName = Source.ToString();
-        _warmupBarIndex = -1;
+        _ma = new T3(Period, VolumeFactor);
+        _sourceName = Source.ToString();
+        _priceSelector = Source.GetPriceSelector();
         base.OnInit();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnUpdate(UpdateArgs args)
     {
-        TValue input = this.GetInputValue(args, Source);
-        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
-        TValue result = ma!.Update(input, isNew);
-        Series!.SetValue(result.Value);
-        Series!.SetMarker(0, Color.Transparent);
+        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
+        TValue result = _ma!.Update(new TValue(item.TimeLeft.Ticks, _priceSelector!(item)), args.IsNewBar());
 
-        if (_warmupBarIndex < 0 && ma!.IsHot)
-            _warmupBarIndex = Count;
-    }
-
-    public override void OnPaintChart(PaintChartEventArgs args)
-    {
-        base.OnPaintChart(args);
-        int warmupPeriod = _warmupBarIndex > 0 ? _warmupBarIndex : Count;
-        this.PaintSmoothCurve(args, Series!, warmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
+        _series!.SetValue(result.Value, _ma.IsHot, ShowColdValues);
+        _series!.SetMarker(0, Color.Transparent);
     }
 }

lib/trends/tema/Tema.Quantower.Tests.cs

@@ -23,8 +23,8 @@ public class TemaIndicatorTests
     {
         var indicator = new TemaIndicator { Period = 20 };
 
-        Assert.Equal(20, indicator.MinHistoryDepths);
-        Assert.Equal(20, ((IWatchlistIndicator)indicator).MinHistoryDepths);
+        Assert.Equal(0, TemaIndicator.MinHistoryDepths);
+        Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
     }
 
     [Fact]
@@ -65,14 +65,17 @@ public class TemaIndicatorTests
 
         // Add historical data
         var now = DateTime.UtcNow;
-        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
-
-        // Process update
-        var args = new UpdateArgs(UpdateReason.HistoricalBar);
-        indicator.ProcessUpdate(args);
+        for (int i = 0; i < 10; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 102);
+            
+            // Process update
+            var args = new UpdateArgs(UpdateReason.HistoricalBar);
+            indicator.ProcessUpdate(args);
+        }
 
         // Line series should have a value
-        Assert.Equal(1, indicator.LinesSeries[0].Count);
+        Assert.True(indicator.LinesSeries[0].Count > 0);
         Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)));
     }
 
@@ -99,9 +102,12 @@ public class TemaIndicatorTests
         indicator.Initialize();
 
         var now = DateTime.UtcNow;
-        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+        for (int i = 0; i < 50; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 102);
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        }
 
-        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
         double firstValue = indicator.LinesSeries[0].GetValue(0);
 
         indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
@@ -111,17 +117,6 @@ public class TemaIndicatorTests
         Assert.True(double.IsFinite(secondValue));
     }
 
-    [Fact]
-    public void TemaIndicator_OnPaintChart_DoesNotThrow()
-    {
-        var indicator = new TemaIndicator();
-        indicator.Initialize();
-
-        var method = indicator.GetType().GetMethod("OnPaintChart");
-        Assert.NotNull(method);
-        Assert.Equal(typeof(TemaIndicator), method.DeclaringType);
-    }
-
     [Fact]
     public void TemaIndicator_MultipleUpdates_ProducesCorrectTemaSequence()
     {
@@ -172,6 +167,6 @@ public class TemaIndicatorTests
 
         indicator.Period = 20;
         Assert.Equal(20, indicator.Period);
-        Assert.Equal(20, indicator.MinHistoryDepths);
+        Assert.Equal(0, TemaIndicator.MinHistoryDepths);
     }
 }

lib/trends/tema/Tema.Quantower.cs

@@ -1,9 +1,11 @@
 using System.Drawing;
+using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib;
 
-public class TemaIndicator : Indicator, IWatchlistIndicator
+[SkipLocalsInit]
+public sealed class TemaIndicator : Indicator, IWatchlistIndicator
 {
     [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
     public int Period { get; set; } = 10;
@@ -14,52 +16,47 @@ public class TemaIndicator : Indicator, IWatchlistIndicator
     [InputParameter("Show cold values", sortIndex: 21)]
     public bool ShowColdValues { get; set; } = true;
 
-    private Tema? ma;
-    protected LineSeries? Series;
-    protected string? SourceName;
-    private int _warmupBarIndex = -1;
+    private Tema? _ma;
+    private readonly LineSeries? _series;
+    private string? _sourceName;
+    private Func<IHistoryItem, double>? _priceSelector;
 
-    public int MinHistoryDepths => Period;
+    public static int MinHistoryDepths => 0;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"TEMA {Period}:{SourceName}";
+    public override string ShortName => $"TEMA {Period}:{_sourceName}";
     public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/trends/tema/Tema.Quantower.cs";
 
     public TemaIndicator()
     {
         OnBackGround = true;
         SeparateWindow = false;
-        SourceName = Source.ToString();
+        _sourceName = Source.ToString();
         Name = "TEMA - Triple Exponential Moving Average";
         Description = "Triple Exponential Moving Average";
-        Series = new(name: $"TEMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
-        AddLineSeries(Series);
+        _series = new(name: $"TEMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
+        AddLineSeries(_series);
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnInit()
     {
-        ma = new Tema(Period);
-        SourceName = Source.ToString();
-        _warmupBarIndex = -1;
+        _ma = new Tema(Period);
+        _sourceName = Source.ToString();
+        _priceSelector = Source.GetPriceSelector();
         base.OnInit();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnUpdate(UpdateArgs args)
     {
-        TValue input = this.GetInputValue(args, Source);
-        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
-        TValue result = ma!.Update(input, isNew);
-        Series!.SetValue(result.Value);
-        Series!.SetMarker(0, Color.Transparent);
+        if (args.Reason != UpdateReason.NewBar && args.Reason != UpdateReason.HistoricalBar && args.Reason != UpdateReason.NewTick)
+            return;
 
-        if (_warmupBarIndex < 0 && ma!.IsHot)
-            _warmupBarIndex = Count;
-    }
+        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
+        TValue result = _ma!.Update(new TValue(item.TimeLeft.Ticks, _priceSelector!(item)), args.IsNewBar());
 
-    public override void OnPaintChart(PaintChartEventArgs args)
-    {
-        base.OnPaintChart(args);
-        int warmupPeriod = _warmupBarIndex > 0 ? _warmupBarIndex : Count;
-        this.PaintSmoothCurve(args, Series!, warmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
+        _series!.SetValue(result.Value, _ma.IsHot, ShowColdValues);
+        _series!.SetMarker(0, Color.Transparent);
     }
 }

lib/trends/trima/Trima.Quantower.Tests.cs

@@ -23,8 +23,8 @@ public class TrimaIndicatorTests
     {
         var indicator = new TrimaIndicator { Period = 20 };
 
-        Assert.Equal(20, indicator.MinHistoryDepths);
-        Assert.Equal(20, ((IWatchlistIndicator)indicator).MinHistoryDepths);
+        Assert.Equal(0, TrimaIndicator.MinHistoryDepths);
+        Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
     }
 
     [Fact]
@@ -65,14 +65,17 @@ public class TrimaIndicatorTests
 
         // Add historical data
         var now = DateTime.UtcNow;
-        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+        for (int i = 0; i < 10; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 102);
 
-        // Process update
-        var args = new UpdateArgs(UpdateReason.HistoricalBar);
-        indicator.ProcessUpdate(args);
+            // Process update
+            var args = new UpdateArgs(UpdateReason.HistoricalBar);
+            indicator.ProcessUpdate(args);
+        }
 
         // Line series should have a value
-        Assert.Equal(1, indicator.LinesSeries[0].Count);
+        Assert.True(indicator.LinesSeries[0].Count > 0);
         Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)));
     }
 
@@ -99,9 +102,12 @@ public class TrimaIndicatorTests
         indicator.Initialize();
 
         var now = DateTime.UtcNow;
-        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+        for (int i = 0; i < 50; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 102);
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        }
 
-        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
         double firstValue = indicator.LinesSeries[0].GetValue(0);
 
         indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
@@ -111,17 +117,6 @@ public class TrimaIndicatorTests
         Assert.True(double.IsFinite(secondValue));
     }
 
-    [Fact]
-    public void TrimaIndicator_OnPaintChart_DoesNotThrow()
-    {
-        var indicator = new TrimaIndicator();
-        indicator.Initialize();
-
-        var method = indicator.GetType().GetMethod("OnPaintChart");
-        Assert.NotNull(method);
-        Assert.Equal(typeof(TrimaIndicator), method.DeclaringType);
-    }
-
     [Fact]
     public void TrimaIndicator_MultipleUpdates_ProducesCorrectTrimaSequence()
     {
@@ -176,7 +171,7 @@ public class TrimaIndicatorTests
 
         indicator.Period = 20;
         Assert.Equal(20, indicator.Period);
-        Assert.Equal(20, indicator.MinHistoryDepths);
+        Assert.Equal(0, TrimaIndicator.MinHistoryDepths);
     }
 
     [Fact]

lib/trends/trima/Trima.Quantower.cs

@@ -1,9 +1,11 @@
 using System.Drawing;
+using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib;
 
-public class TrimaIndicator : Indicator, IWatchlistIndicator
+[SkipLocalsInit]
+public sealed class TrimaIndicator : Indicator, IWatchlistIndicator
 {
     [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
     public int Period { get; set; } = 10;
@@ -14,52 +16,47 @@ public class TrimaIndicator : Indicator, IWatchlistIndicator
     [InputParameter("Show cold values", sortIndex: 21)]
     public bool ShowColdValues { get; set; } = true;
 
-    private Trima? ma;
-    protected LineSeries? Series;
-    protected string? SourceName;
-    private int _warmupBarIndex = -1;
+    private Trima? _ma;
+    private readonly LineSeries? _series;
+    private string? _sourceName;
+    private Func<IHistoryItem, double>? _priceSelector;
 
-    public int MinHistoryDepths => Period;
+    public static int MinHistoryDepths => 0;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"TRIMA {Period}:{SourceName}";
+    public override string ShortName => $"TRIMA {Period}:{_sourceName}";
     public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/trends/trima/Trima.Quantower.cs";
 
     public TrimaIndicator()
     {
         OnBackGround = true;
         SeparateWindow = false;
-        SourceName = Source.ToString();
+        _sourceName = Source.ToString();
         Name = "TRIMA - Triangular Moving Average";
         Description = "Triangular Moving Average";
-        Series = new(name: $"TRIMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
-        AddLineSeries(Series);
+        _series = new(name: $"TRIMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
+        AddLineSeries(_series);
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnInit()
     {
-        ma = new Trima(Period);
-        SourceName = Source.ToString();
-        _warmupBarIndex = -1;
+        _ma = new Trima(Period);
+        _sourceName = Source.ToString();
+        _priceSelector = Source.GetPriceSelector();
         base.OnInit();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnUpdate(UpdateArgs args)
     {
-        TValue input = this.GetInputValue(args, Source);
-        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
-        TValue result = ma!.Update(input, isNew);
-        Series!.SetValue(result.Value);
-        Series!.SetMarker(0, Color.Transparent);
+        if (args.Reason != UpdateReason.NewBar && args.Reason != UpdateReason.HistoricalBar && args.Reason != UpdateReason.NewTick)
+            return;
 
-        if (_warmupBarIndex < 0 && ma!.IsHot)
-            _warmupBarIndex = Count;
-    }
+        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
+        TValue result = _ma!.Update(new TValue(item.TimeLeft.Ticks, _priceSelector!(item)), args.IsNewBar());
 
-    public override void OnPaintChart(PaintChartEventArgs args)
-    {
-        base.OnPaintChart(args);
-        int warmupPeriod = _warmupBarIndex > 0 ? _warmupBarIndex : Count;
-        this.PaintSmoothCurve(args, Series!, warmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
+        _series!.SetValue(result.Value, _ma.IsHot, ShowColdValues);
+        _series!.SetMarker(0, Color.Transparent);
     }
 }

lib/trends/usf/Usf.Quantower.cs

@@ -1,9 +1,11 @@
 using System.Drawing;
+using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib;
 
-public class UsfIndicator : Indicator, IWatchlistIndicator
+[SkipLocalsInit]
+public sealed class UsfIndicator : Indicator, IWatchlistIndicator
 {
     [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
     public int Period { get; set; } = 20;
@@ -14,52 +16,47 @@ public class UsfIndicator : Indicator, IWatchlistIndicator
     [InputParameter("Show cold values", sortIndex: 21)]
     public bool ShowColdValues { get; set; } = true;
 
-    private Usf? ma;
-    protected LineSeries? Series;
-    protected string? SourceName;
-    private int _warmupBarIndex = -1;
+    private Usf? _ma;
+    private readonly LineSeries? _series;
+    private string? _sourceName;
+    private Func<IHistoryItem, double>? _priceSelector;
 
-    public int MinHistoryDepths => Period;
+    public static int MinHistoryDepths => 0;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"USF {Period}:{SourceName}";
+    public override string ShortName => $"USF {Period}:{_sourceName}";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/trends/usf/Usf.Quantower.cs";
 
     public UsfIndicator()
     {
         OnBackGround = true;
         SeparateWindow = false;
-        SourceName = Source.ToString();
+        _sourceName = Source.ToString();
         Name = "USF - Ultimate Smoother Filter";
         Description = "Ehlers Ultimate Smoother Filter";
-        Series = new(name: $"USF {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
-        AddLineSeries(Series);
+        _series = new(name: $"USF {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
+        AddLineSeries(_series);
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnInit()
     {
-        ma = new Usf(Period);
-        SourceName = Source.ToString();
-        _warmupBarIndex = -1;
+        _ma = new Usf(Period);
+        _sourceName = Source.ToString();
+        _priceSelector = Source.GetPriceSelector();
         base.OnInit();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnUpdate(UpdateArgs args)
     {
-        TValue input = this.GetInputValue(args, Source);
-        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
-        
-        TValue result = ma!.Update(input, isNew);
-        Series!.SetValue(result.Value);
-        Series!.SetMarker(0, Color.Transparent);
+        if (args.Reason != UpdateReason.NewBar && args.Reason != UpdateReason.HistoricalBar)
+            return;
 
-        if (_warmupBarIndex < 0 && ma!.IsHot)
-            _warmupBarIndex = Count;
-    }
+        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
+        TValue result = _ma!.Update(new TValue(item.TimeLeft.Ticks, _priceSelector!(item)), args.IsNewBar());
 
-    public override void OnPaintChart(PaintChartEventArgs args)
-    {
-        base.OnPaintChart(args);
-        int warmupPeriod = _warmupBarIndex > 0 ? _warmupBarIndex : Count;
-        this.PaintSmoothCurve(args, Series!, warmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
+        _series!.SetValue(result.Value, _ma.IsHot, ShowColdValues);
+        _series!.SetMarker(0, Color.Transparent);
     }
 }

lib/trends/vidya/Vidya.Quantower.Tests.cs

@@ -23,8 +23,8 @@ public class VidyaIndicatorTests
     {
         var indicator = new VidyaIndicator { Period = 20 };
 
-        Assert.Equal(20, indicator.MinHistoryDepths);
-        Assert.Equal(20, ((IWatchlistIndicator)indicator).MinHistoryDepths);
+        Assert.Equal(0, VidyaIndicator.MinHistoryDepths);
+        Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
     }
 
     [Fact]
@@ -56,14 +56,17 @@ public class VidyaIndicatorTests
 
         // Add historical data
         var now = DateTime.UtcNow;
-        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
-
-        // Process update
-        var args = new UpdateArgs(UpdateReason.HistoricalBar);
-        indicator.ProcessUpdate(args);
+        for (int i = 0; i < 10; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 102);
+            
+            // Process update
+            var args = new UpdateArgs(UpdateReason.HistoricalBar);
+            indicator.ProcessUpdate(args);
+        }
 
         // Line series should have a value
-        Assert.Equal(1, indicator.LinesSeries[0].Count);
+        Assert.True(indicator.LinesSeries[0].Count > 0);
         Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)));
     }
 
@@ -94,10 +97,12 @@ public class VidyaIndicatorTests
 
         // Add historical data
         var now = DateTime.UtcNow;
-        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+        for (int i = 0; i < 50; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 102);
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        }
 
-        // Process historical bar first
-        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
         double firstValue = indicator.LinesSeries[0].GetValue(0);
 
         // Update with new tick (same bar data - simulates intrabar update)
@@ -164,6 +169,6 @@ public class VidyaIndicatorTests
 
         indicator.Period = 20;
         Assert.Equal(20, indicator.Period);
-        Assert.Equal(20, indicator.MinHistoryDepths);
+        Assert.Equal(0, VidyaIndicator.MinHistoryDepths);
     }
 }

lib/trends/vidya/Vidya.Quantower.cs

@@ -1,9 +1,11 @@
 using System.Drawing;
+using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib;
 
-public class VidyaIndicator : Indicator, IWatchlistIndicator
+[SkipLocalsInit]
+public sealed class VidyaIndicator : Indicator, IWatchlistIndicator
 {
     [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
     public int Period { get; set; } = 14;
@@ -14,45 +16,47 @@ public class VidyaIndicator : Indicator, IWatchlistIndicator
     [InputParameter("Show cold values", sortIndex: 21)]
     public bool ShowColdValues { get; set; } = true;
 
-    private Vidya? ma;
-    protected LineSeries? Series;
-    protected string? SourceName;
+    private Vidya? _ma;
+    private readonly LineSeries? _series;
+    private string? _sourceName;
+    private Func<IHistoryItem, double>? _priceSelector;
 
-    public int MinHistoryDepths => Period;
+    public static int MinHistoryDepths => 0;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"VIDYA {Period}:{SourceName}";
+    public override string ShortName => $"VIDYA {Period}:{_sourceName}";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/trends/vidya/Vidya.Quantower.cs";
 
     public VidyaIndicator()
     {
         OnBackGround = true;
         SeparateWindow = false;
-        SourceName = Source.ToString();
+        _sourceName = Source.ToString();
         Name = "VIDYA - Variable Index Dynamic Average";
         Description = "Variable Index Dynamic Average (Chande)";
-        Series = new(name: $"VIDYA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
-        AddLineSeries(Series);
+        _series = new(name: $"VIDYA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
+        AddLineSeries(_series);
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnInit()
     {
-        ma = new Vidya(Period);
-        SourceName = Source.ToString();
+        _ma = new Vidya(Period);
+        _sourceName = Source.ToString();
+        _priceSelector = Source.GetPriceSelector();
         base.OnInit();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnUpdate(UpdateArgs args)
     {
-        TValue input = this.GetInputValue(args, Source);
-        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
-        TValue result = ma!.Update(input, isNew);
-        Series!.SetValue(result.Value);
-        Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
-    }
+        if (args.Reason != UpdateReason.NewBar && args.Reason != UpdateReason.HistoricalBar && args.Reason != UpdateReason.NewTick)
+            return;
 
-    public override void OnPaintChart(PaintChartEventArgs args)
-    {
-        base.OnPaintChart(args);
-        this.PaintSmoothCurve(args, Series!, Period, showColdValues: ShowColdValues, tension: 0.2);
+        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
+        TValue result = _ma!.Update(new TValue(item.TimeLeft.Ticks, _priceSelector!(item)), args.IsNewBar());
+
+        _series!.SetValue(result.Value, _ma.IsHot, ShowColdValues);
+        _series!.SetMarker(0, Color.Transparent);
     }
 }

lib/trends/wma/Wma.Quantower.Tests.cs

@@ -23,8 +23,8 @@ public class WmaIndicatorTests
     {
         var indicator = new WmaIndicator { Period = 20 };
 
-        Assert.Equal(20, indicator.MinHistoryDepths);
-        Assert.Equal(20, ((IWatchlistIndicator)indicator).MinHistoryDepths);
+        Assert.Equal(0, WmaIndicator.MinHistoryDepths);
+        Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
     }
 
     [Fact]
@@ -65,14 +65,17 @@ public class WmaIndicatorTests
 
         // Add historical data
         var now = DateTime.UtcNow;
-        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
-
-        // Process update
-        var args = new UpdateArgs(UpdateReason.HistoricalBar);
-        indicator.ProcessUpdate(args);
+        for (int i = 0; i < 10; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 102);
+            
+            // Process update
+            var args = new UpdateArgs(UpdateReason.HistoricalBar);
+            indicator.ProcessUpdate(args);
+        }
 
         // Line series should have a value
-        Assert.Equal(1, indicator.LinesSeries[0].Count);
+        Assert.True(indicator.LinesSeries[0].Count > 0);
         Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)));
     }
 
@@ -99,9 +102,12 @@ public class WmaIndicatorTests
         indicator.Initialize();
 
         var now = DateTime.UtcNow;
-        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+        for (int i = 0; i < 50; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 105, 95, 102);
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        }
 
-        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
         double firstValue = indicator.LinesSeries[0].GetValue(0);
 
         indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
@@ -111,17 +117,6 @@ public class WmaIndicatorTests
         Assert.True(double.IsFinite(secondValue));
     }
 
-    [Fact]
-    public void WmaIndicator_OnPaintChart_DoesNotThrow()
-    {
-        var indicator = new WmaIndicator();
-        indicator.Initialize();
-
-        var method = indicator.GetType().GetMethod("OnPaintChart");
-        Assert.NotNull(method);
-        Assert.Equal(typeof(WmaIndicator), method.DeclaringType);
-    }
-
     [Fact]
     public void WmaIndicator_MultipleUpdates_ProducesCorrectWmaSequence()
     {
@@ -177,7 +172,7 @@ public class WmaIndicatorTests
 
         indicator.Period = 20;
         Assert.Equal(20, indicator.Period);
-        Assert.Equal(20, indicator.MinHistoryDepths);
+        Assert.Equal(0, WmaIndicator.MinHistoryDepths);
     }
 
     [Fact]

lib/trends/wma/Wma.Quantower.cs

@@ -1,9 +1,11 @@
 using System.Drawing;
+using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib;
 
-public class WmaIndicator : Indicator, IWatchlistIndicator
+[SkipLocalsInit]
+public sealed class WmaIndicator : Indicator, IWatchlistIndicator
 {
     [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
     public int Period { get; set; } = 10;
@@ -14,50 +16,47 @@ public class WmaIndicator : Indicator, IWatchlistIndicator
     [InputParameter("Show cold values", sortIndex: 21)]
     public bool ShowColdValues { get; set; } = true;
 
-    private Wma? ma;
-    private int _warmupBarIndex = -1;
-    protected LineSeries? Series;
-    protected string? SourceName;
+    private Wma? _ma;
+    private readonly LineSeries? _series;
+    private string? _sourceName;
+    private Func<IHistoryItem, double>? _priceSelector;
 
-    public int MinHistoryDepths => Period;
+    public static int MinHistoryDepths => 0;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"WMA {Period}:{SourceName}";
+    public override string ShortName => $"WMA {Period}:{_sourceName}";
     public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/trends/wma/Wma.Quantower.cs";
 
     public WmaIndicator()
     {
         OnBackGround = true;
         SeparateWindow = false;
-        SourceName = Source.ToString();
+        _sourceName = Source.ToString();
         Name = "WMA - Weighted Moving Average";
         Description = "Weighted Moving Average with linear weighting";
-        Series = new(name: $"WMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
-        AddLineSeries(Series);
+        _series = new(name: $"WMA {Period}", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
+        AddLineSeries(_series);
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnInit()
     {
-        ma = new Wma(Period);
-        _warmupBarIndex = -1;
-        SourceName = Source.ToString();
+        _ma = new Wma(Period);
+        _sourceName = Source.ToString();
+        _priceSelector = Source.GetPriceSelector();
         base.OnInit();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnUpdate(UpdateArgs args)
     {
-        TValue input = this.GetInputValue(args, Source);
-        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
-        TValue result = ma!.Update(input, isNew);
-        if (_warmupBarIndex < 0 && ma!.IsHot)
-            _warmupBarIndex = Count;
-        Series!.SetValue(result.Value);
-        Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
-    }
+        if (args.Reason != UpdateReason.NewBar && args.Reason != UpdateReason.HistoricalBar && args.Reason != UpdateReason.NewTick)
+            return;
 
-    public override void OnPaintChart(PaintChartEventArgs args)
-    {
-        base.OnPaintChart(args);
-        this.PaintSmoothCurve(args, Series!, _warmupBarIndex, showColdValues: ShowColdValues, tension: 0.2);
+        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
+        TValue result = _ma!.Update(new TValue(item.TimeLeft.Ticks, _priceSelector!(item)), args.IsNewBar());
+
+        _series!.SetValue(result.Value, _ma.IsHot, ShowColdValues);
+        _series!.SetMarker(0, Color.Transparent);
     }
 }

lib/volatility/atr/Atr.Quantower.cs

@@ -0,0 +1,51 @@
+using System.Drawing;
+using System.Runtime.CompilerServices;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+[SkipLocalsInit]
+public sealed class AtrIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
+    public int Period { get; set; } = 14;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Atr? _atr;
+    private readonly LineSeries? _series;
+
+    public static int MinHistoryDepths => 0;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public override string ShortName => $"ATR {Period}";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/volatility/atr/Atr.Quantower.cs";
+
+    public AtrIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = true;
+        Name = "ATR - Average True Range";
+        Description = "Measures the volatility of an asset";
+
+        _series = new(name: "ATR", color: Color.Blue, width: 2, style: LineStyle.Solid);
+        AddLineSeries(_series);
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnInit()
+    {
+        _atr = new Atr(Period);
+        base.OnInit();
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        TBar bar = this.GetInputBar(args);
+        TValue result = _atr!.Update(bar, args.IsNewBar());
+
+        _series!.SetValue(result.Value, _atr.IsHot, ShowColdValues);
+    }
+}

lib/volume/adl/Adl.Quantower.Tests.cs

@@ -25,12 +25,12 @@ public class AdlIndicatorTests
     }
 
     [Fact]
-    public void AdlIndicator_SourceCodeLink_IsValid()
+    public void AdlIndicator_MinHistoryDepths_EqualsZero()
     {
         var indicator = new AdlIndicator();
 
-        Assert.Contains("github.com", indicator.SourceCodeLink);
-        Assert.Contains("Adl.Quantower.cs", indicator.SourceCodeLink);
+        Assert.Equal(0, AdlIndicator.MinHistoryDepths);
+        Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
     }
 
     [Fact]

lib/volume/adl/Adl.Quantower.cs

@@ -1,12 +1,17 @@
 using System.Drawing;
+using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib;
 
-public class AdlIndicator : Indicator, IWatchlistIndicator
+[SkipLocalsInit]
+public sealed class AdlIndicator : Indicator, IWatchlistIndicator
 {
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
     private Adl? _adl;
-    protected LineSeries? AdlSeries;
+    private readonly LineSeries? _series;
 
     public static int MinHistoryDepths => 0;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
@@ -21,23 +26,23 @@ public class AdlIndicator : Indicator, IWatchlistIndicator
         Name = "ADL - Accumulation/Distribution Line";
         Description = "Accumulation/Distribution Line";
 
-        AdlSeries = new(name: "ADL", color: Color.Blue, width: 2, style: LineStyle.Solid);
-        AddLineSeries(AdlSeries);
+        _series = new(name: "ADL", color: Color.Blue, width: 2, style: LineStyle.Solid);
+        AddLineSeries(_series);
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnInit()
     {
         _adl = new Adl();
         base.OnInit();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnUpdate(UpdateArgs args)
     {
-        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
-
         TBar bar = this.GetInputBar(args);
-        TValue result = _adl!.Update(bar, isNew);
+        TValue result = _adl!.Update(bar, args.IsNewBar());
 
-        AdlSeries!.SetValue(result.Value);
+        _series!.SetValue(result.Value, _adl.IsHot, ShowColdValues);
     }
 }

lib/volume/adosc/Adosc.Quantower.Tests.cs

@@ -20,24 +20,28 @@ public class AdoscIndicatorTests
     }
 
     [Fact]
-    public void AdoscIndicator_MinHistoryDepths_EqualsSlowPeriod()
+    public void AdoscIndicator_MinHistoryDepths_EqualsZero()
     {
-        var indicator = new AdoscIndicator { SlowPeriod = 20 };
+        var indicator = new AdoscIndicator
+        {
+            SlowPeriod = 20
+        };
 
-        Assert.Equal(20, indicator.MinHistoryDepths);
+        Assert.Equal(0, AdoscIndicator.MinHistoryDepths);
         IWatchlistIndicator watchlistIndicator = indicator;
-        Assert.Equal(20, watchlistIndicator.MinHistoryDepths);
+        Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
     }
 
     [Fact]
-    public void AdoscIndicator_ShortName_IncludesParameters()
+    public void AdoscIndicator_SlowPeriod_CanBeChanged()
     {
-        var indicator = new AdoscIndicator { FastPeriod = 10, SlowPeriod = 40 };
-        indicator.Initialize();
+        var indicator = new AdoscIndicator
+        {
+            SlowPeriod = 40
+        };
 
-        Assert.Contains("ADOSC", indicator.ShortName);
-        Assert.Contains("10", indicator.ShortName);
-        Assert.Contains("40", indicator.ShortName);
+        Assert.Equal(40, indicator.SlowPeriod);
+        Assert.Equal(0, AdoscIndicator.MinHistoryDepths);
     }
 
     [Fact]
@@ -117,6 +121,6 @@ public class AdoscIndicatorTests
 
         Assert.Equal(10, indicator.FastPeriod);
         Assert.Equal(40, indicator.SlowPeriod);
-        Assert.Equal(40, indicator.MinHistoryDepths);
+        Assert.Equal(0, AdoscIndicator.MinHistoryDepths);
     }
 }

lib/volume/adosc/Adosc.Quantower.cs

@@ -1,9 +1,11 @@
 using System.Drawing;
+using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib;
 
-public class AdoscIndicator : Indicator, IWatchlistIndicator
+[SkipLocalsInit]
+public sealed class AdoscIndicator : Indicator, IWatchlistIndicator
 {
     [InputParameter("Fast Period", sortIndex: 1, 1, 1000, 1, 0)]
     public int FastPeriod { get; set; } = 3;
@@ -15,9 +17,9 @@ public class AdoscIndicator : Indicator, IWatchlistIndicator
     public bool ShowColdValues { get; set; } = true;
 
     private Adosc? _adosc;
-    protected LineSeries? Series;
+    private readonly LineSeries? _series;
 
-    public int MinHistoryDepths => SlowPeriod;
+    public static int MinHistoryDepths => 0;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
     public override string ShortName => $"ADOSC {FastPeriod}:{SlowPeriod}";
@@ -30,28 +32,23 @@ public class AdoscIndicator : Indicator, IWatchlistIndicator
         Name = "ADOSC - Accumulation/Distribution Oscillator";
         Description = "Momentum indicator for the Accumulation/Distribution Line";
 
-        Series = new(name: "ADOSC", color: Color.Orange, width: 2, style: LineStyle.Solid);
-        AddLineSeries(Series);
+        _series = new(name: "ADOSC", color: Color.Orange, width: 2, style: LineStyle.Solid);
+        AddLineSeries(_series);
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnInit()
     {
         _adosc = new Adosc(FastPeriod, SlowPeriod);
         base.OnInit();
     }
 
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
     protected override void OnUpdate(UpdateArgs args)
     {
-        bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
-
         TBar bar = this.GetInputBar(args);
-        TValue result = _adosc!.Update(bar, isNew);
+        TValue result = _adosc!.Update(bar, args.IsNewBar());
 
-        if (!_adosc.IsHot && !ShowColdValues)
-        {
-            return;
-        }
-
-        Series!.SetValue(result.Value);
+        _series!.SetValue(result.Value, _adosc.IsHot, ShowColdValues);
     }
 }

qodana-results/qodana-short.sarif.json

@@ -1,60 +0,0 @@
-{
- "runs": [
-  {
-   "automationDetails": {
-    "guid": "68355419-3619-441c-a921-548ead8e8712",
-    "id": "QDNETC/qodana/2025-12-21",
-    "properties": {
-     "jobUrl": ""
-    }
-   },
-   "columnKind": "utf16CodeUnits",
-   "invocations": [
-    {
-     "endTimeUtc": "0001-01-01T00:00:00Z",
-     "executionSuccessful": true,
-     "startTimeUtc": "0001-01-01T00:00:00Z"
-    }
-   ],
-   "language": "en-US",
-   "newlineSequences": [
-    "\r\n",
-    "\n"
-   ],
-   "properties": {
-    "deviceId": "200820300000000-2e23-80fc-7565-86ffbc01e7c2"
-   },
-   "results": [],
-   "tool": {
-    "driver": {
-     "contents": [
-      "localizedData",
-      "nonLocalizedData"
-     ],
-     "fullName": "Qodana Community for .NET",
-     "informationUri": "http://www.jetbrains.com/resharper/features/command-line.html",
-     "language": "en-US",
-     "name": "QDNETC",
-     "organization": "JetBrains, Inc",
-     "semanticVersion": "261.0.20251210.63140-eap01d",
-     "version": "2025.3.842301551.39"
-    }
-   },
-   "versionControlProvenance": [
-    {
-     "branch": "simd-dev",
-     "properties": {
-      "lastAuthorEmail": "miha.kralj@outlook.com",
-      "lastAuthorName": "Miha Kralj",
-      "repoUrl": "https://github.com/mihakralj/QuanTAlib.git",
-      "vcsType": "Git"
-     },
-     "repositoryUri": "https://github.com/mihakralj/QuanTAlib.git",
-     "revisionId": "a7b7207801ad31a4837444345612ebe99cb3dd9d"
-    }
-   ]
-  }
- ],
- "$schema": "https://schemastore.azurewebsites.net/schemas/json/sarif-2.1.0-rtm.6.json",
- "version": "2.1.0"
-}

qodana-results/report/metaInformation.json

@@ -1,21 +0,0 @@
-{
-  "version": "1.0",
-  "total": 1884,
-  "tools inspection": {
-    "Code Inspection": 1884
-  },
-  "linter": "QDNETC",
-  "attributes": {
-    "deviceId": "200820300000000-2e23-80fc-7565-86ffbc01e7c2",
-    "jobUrl": "",
-    "vcs": {
-      "sarifIdea": {
-        "repositoryUri": "https://github.com/mihakralj/QuanTAlib.git",
-        "revisionId": "a7b7207801ad31a4837444345612ebe99cb3dd9d",
-        "branch": "simd-dev"
-      }
-    },
-    "repoUrl": "https://github.com/mihakralj/QuanTAlib.git"
-  },
-  "linterVersion": "2025.3.842301551.39"
-}

qodana-results/report/promo.json

@@ -1,4 +0,0 @@
-{
-  "version": "3",
-  "listProblem": []
-}

qodana-results/report/qodana.yaml

@@ -1,114 +0,0 @@
-#-------------------------------------------------------------------------------#
-#               Qodana analysis is configured by qodana.yaml file               #
-#             https://www.jetbrains.com/help/qodana/qodana-yaml.html            #
-#-------------------------------------------------------------------------------#
-version: '1.0'
-
-#Specify inspection profile for code analysis
-profile:
-  name: qodana.starter
-
-#Enable inspections
-#include:
-#  - name: <SomeEnabledInspectionId>
-
-#Disable inspections
-exclude:
-  # Disable XML documentation comment validation (allows unescaped < > in comments)
-  - name: XmlDocAnalyzer
-  - name: InvalidXmlDocComment
-  # Library project - public API properties are intentionally unused internally
-  - name: UnusedAutoPropertyAccessor.Global
-  # Style preference - fully qualified names used intentionally for clarity
-  - name: RedundantNameQualifier
-  - name: RCS1036 # Roslyn: Remove redundant empty line
-  - name: IDE0001 # Simplify name
-  - name: IDE0002 # Simplify member access
-
-  # HIGH-PERFORMANCE LIBRARY EXCLUSIONS
-  # ------------------------------------
-  # Flat namespace structure is intentional for this library
-  - name: CheckNamespace
-
-  # Float comparisons are intentional in financial calculations (checking 0.0, NaN, sentinel values)
-  - name: CompareOfFloatsByEqualityOperator
-
-  # Explicit default args improve code clarity and self-documentation
-  - name: RedundantArgumentDefaultValue
-
-  # Platform-specific optimizations (SIMD, intrinsics) are intentional
-  - name: CA1416 # Validate platform compatibility
-
-  # Public API unused internally - this is a library
-  - name: UnusedMember.Global
-  - name: MemberCanBePrivate.Global
-  - name: MemberCanBePrivate.Local
-  - name: ClassNeverInstantiated.Global
-  - name: UnusedType.Global
-  - name: UnusedMethodReturnValue.Global
-  - name: AutoPropertyCanBeMadeGetOnly.Global
-  - name: MemberCanBeMadeStatic.Global
-  - name: MemberCanBeMadeStatic.Local
-
-  # Redundant using directives - managed by IDE/build, not critical for library
-  - name: RedundantUsingDirective
-  - name: IDE0005 # Remove unnecessary using directives
-  - name: CS8019 # Unnecessary using directive
-
-  # Nullable warning suppressions - used intentionally for null safety patterns
-  - name: RedundantSuppressNullableWarningExpression
-
-  # Redundant type specifications - explicit types used for clarity/documentation
-  - name: RedundantTypeArgumentsOfMethod
-  - name: RedundantCast
-  - name: RedundantExplicitArrayCreation
-
-  # Unused local variables - often used in test setup or placeholder code (includes false positives for tuple deconstruction)
-  - name: UnusedVariable
-  - name: UnusedVariable.Compiler # False positive for tuple deconstruction
-  - name: CS0219 # Variable is assigned but never used
-  - name: RedundantAssignment # Value assigned is not used in any execution path
-  - name: UnusedAssignment # Assignment is not used
-  - name: IDE0059 # Unnecessary assignment of a value
-
-  # Object initializer in using statement - false positive for simple property setters
-  - name: CA2000 # Dispose objects before losing scope (overly cautious for simple cases)
-  - name: UseObjectOrCollectionInitializerWhenPossible
-  - name: DoNotUseObjectInitializerForUsingVariable
-  - name: ObjectInitializerMightCauseException
-  - name: ObjectCreationAsStatement
-  - name: UseObjectOrCollectionInitializer
-  - name: UsingStatementResourceInitialization # "Do not use object initializer for 'using' variable"
-
-  # Private field can be local variable - test fixtures often use fields for clarity/organization
-  - name: PrivateFieldCanBeConvertedToLocalVariable
-  - name: ConvertToLocalFunction
-
-  # Code coverage checks - SonarCloud handles coverage, Qodana coverage unreliable
-  - name: CoverageCheck
-  - name: ClassCoverageCheck
-  - name: MethodCoverageCheck
-  - name: CodeCoverageCheck
-
-  # Library-specific exclusions
-  - name: UnusedMember.Global # Suppresses "Method/Class is never used"
-  - name: UnusedMethodReturnValue.Global # Suppresses "Return value is never used"
-  - name: AutoPropertyCanBeMadeGetOnly.Global # Optional: common in libraries
-
-#Execute shell command before Qodana execution (Applied in CI/CD pipeline)
-#bootstrap: sh ./prepare-qodana.sh
-
-#Install IDE plugins before Qodana execution (Applied in CI/CD pipeline)
-#plugins:
-#  - id: <plugin.id> #(plugin id can be found at https://plugins.jetbrains.com)
-
-#Specify Qodana linter for analysis (Applied in CI/CD pipeline)
-#linter: jetbrains/qodana-dotnet:2025.3
-
-solution: QuanTAlib.sln
-linter: qodana-cdnet-EAP
-
-dotnet:
-  msbuild:
-    properties:
-      Qodana: true

qodana-results/report/sanity.json

@@ -1,4 +0,0 @@
-{
-  "version": "3",
-  "listProblem": []
-}

qodana-results/tmp/fuser.json

@@ -1 +0,0 @@
-[{"groupId":"qd.cl.system.os","eventName":"os.name","time":1766359483444,"state":true,"eventData":{"arch":"amd64","name":"linux","version":"2025.3"},"sessionId":"ee478045-63bd-4988-a07c-59a4c0aca61a"},{"groupId":"qd.cl.lifecycle","eventName":"project.opened","time":1766359483444,"state":false,"eventData":{"version":"2025.3"},"sessionId":"ee478045-63bd-4988-a07c-59a4c0aca61a"},{"groupId":"qd.cl.lifecycle","eventName":"project.closed","time":1766359561631,"state":false,"eventData":{"version":"2025.3"},"sessionId":"ee478045-63bd-4988-a07c-59a4c0aca61a"}]

quantower/IndicatorExtensions.Tests.cs

@@ -37,52 +37,6 @@ public class IndicatorExtensionsTests
         Assert.NotEmpty(attr.Variants);
     }
 
-    [Fact]
-    public void GetInputValue_ReturnsCorrectValues_ForSourceTypes()
-    {
-        TestIndicator indicator = new();
-        DateTime now = new(2024, 1, 1, 12, 0, 0, DateTimeKind.Utc);
-
-        // Open=100, High=110, Low=90, Close=105, Volume=1000
-        const double open = 100;
-        const double high = 110;
-        const double low = 90;
-        const double close = 105;
-        const double volume = 1000;
-
-        indicator.HistoricalData.AddBar(now, open, high, low, close, volume);
-
-        // Ensure Count is updated (mock implementation detail)
-        // The mock HistoricalData.Count reflects added items.
-        // Indicator.Count => HistoricalData.Count.
-
-        UpdateArgs args = new(UpdateReason.NewBar);
-
-        // Test each SourceType
-        Assert.Equal(open, IndicatorExtensions.GetInputValue(indicator, args, SourceType.Open).Value);
-        Assert.Equal(high, IndicatorExtensions.GetInputValue(indicator, args, SourceType.High).Value);
-        Assert.Equal(low, IndicatorExtensions.GetInputValue(indicator, args, SourceType.Low).Value);
-        Assert.Equal(close, IndicatorExtensions.GetInputValue(indicator, args, SourceType.Close).Value);
-
-        // HL2 = (110 + 90) / 2 = 100
-        Assert.Equal(100, IndicatorExtensions.GetInputValue(indicator, args, SourceType.HL2).Value);
-
-        // OC2 = (100 + 105) / 2 = 102.5
-        Assert.Equal(102.5, IndicatorExtensions.GetInputValue(indicator, args, SourceType.OC2).Value);
-
-        // OHL3 = (100 + 110 + 90) / 3 = 100
-        Assert.Equal(100, IndicatorExtensions.GetInputValue(indicator, args, SourceType.OHL3).Value);
-
-        // HLC3 = (110 + 90 + 105) / 3 = 101.666...
-        Assert.Equal(101.66666666666667, IndicatorExtensions.GetInputValue(indicator, args, SourceType.HLC3).Value, 5);
-
-        // OHLC4 = (100 + 110 + 90 + 105) / 4 = 101.25
-        Assert.Equal(101.25, IndicatorExtensions.GetInputValue(indicator, args, SourceType.OHLC4).Value);
-
-        // HLCC4 = (110 + 90 + 105 + 105) / 4 = 102.5
-        Assert.Equal(102.5, IndicatorExtensions.GetInputValue(indicator, args, SourceType.HLCC4).Value);
-    }
-
     [Fact]
     public void GetInputBar_ReturnsCorrectBar()
     {
@@ -130,11 +84,7 @@ public class IndicatorExtensionsTests
 
         var clientRect = new Rectangle(0, 0, 100, 100);
 
-        // 1. Test GetHLineY
-        int y = IndicatorExtensions.GetHLineY(converter, 50.0);
-        Assert.Equal(50, y); // Since our mock returns value as Y
-
-        // 2. Test GetSmoothCurvePoints
+        // Test GetSmoothCurvePoints
         var series = new LineSeries("Test", Color.Blue, 1, LineStyle.Solid);
         for (int i = 0; i < 20; i++) series.AddValue();
         for (int i = 0; i < 20; i++) series.SetValue(100 + i, i);
@@ -145,34 +95,6 @@ public class IndicatorExtensionsTests
         // MockChart.BarsWidth defaults to something? Let's assume 0 or check logic.
         // In GetSmoothCurvePoints: barX + halfBarWidth.
         // Our mock GetChartX returns 10.
-
-        // 3. Test GetHistogramRectangles
-        var histSeries = new LineSeries("Hist", Color.Blue, 1, LineStyle.Solid);
-        for (int i = 0; i < 20; i++) histSeries.AddValue();
-        for (int i = 0; i < 20; i++)
-        {
-            double val = (i % 2 == 0) ? 10.0 : -10.0;
-            histSeries.SetValue(val, i);
-        }
-
-        var rects = IndicatorExtensions.GetHistogramRectangles(indicator, converter, clientRect, histSeries);
-        Assert.NotEmpty(rects);
-
-        // Check value at offset 9 (i=9 in setup loop)
-        // i=9 is odd -> -10.0 (Negative)
-        // Color should be Red (150, 255, 0, 0)
-        var first = rects[0];
-        Assert.Equal(Color.FromArgb(150, 255, 0, 0), first.Color);
-
-        // Verify geometry
-        // Value is -10. GetChartY(-10) -> -10.
-        // GetChartY(0) -> 0.
-        // Height = Abs(0 - (-10)) = 10.
-        // Y = 0 (since negative bars start at 0 and go down? No, GDI+ coords usually go down.
-        // But here we are testing the logic in GetHistogramRectangles:
-        // else  new Rectangle(barX, barY0, ...)  -> Y = barY0 = 0.
-        Assert.Equal(0, first.Rect.Y);
-        Assert.Equal(10, first.Rect.Height);
     }
 
     [Fact]
@@ -225,10 +147,6 @@ public class IndicatorExtensionsTests
         indicator.CurrentChart.MainWindow.CoordinatesConverter = new TestCoordinatesConverter(validTime);
 
         var args = new PaintChartEventArgs(graphics, new Rectangle(0, 0, 100, 100));
-        using var pen = new Pen(Color.Red);
-
-        // Test PaintHLine
-        IndicatorExtensions.PaintHLine(indicator, args, 100, pen);
 
         // Test PaintSmoothCurve with different LineStyles and Warmup
         foreach (LineStyle style in Enum.GetValues(typeof(LineStyle)))
@@ -242,40 +160,6 @@ public class IndicatorExtensionsTests
 
             // Test without cold values
             IndicatorExtensions.PaintSmoothCurve(indicator, args, series, warmupPeriod: 5, showColdValues: false);
-
-            // Test PaintLine
-            IndicatorExtensions.PaintLine(indicator, args, series, warmupPeriod: 5, showColdValues: true);
         }
-
-        // Test PaintHistogram with Positive and Negative values
-        var histSeries = new LineSeries("Hist", Color.Blue, 1, LineStyle.Solid);
-        for (int i = 0; i < 20; i++) histSeries.AddValue();
-        for (int i = 0; i < 20; i++)
-        {
-            // Alternate positive and negative
-            double val = (i % 2 == 0) ? 10.0 : -10.0;
-            histSeries.SetValue(val, i);
-        }
-        IndicatorExtensions.PaintHistogram(indicator, args, histSeries, 0);
-
-        // Test DrawText
-        IndicatorExtensions.DrawText(indicator, args, "Test Text");
     }
-
-    [Fact]
-    public void GetInputValue_DefaultCase_ReturnsClose()
-    {
-        TestIndicator indicator = new();
-        DateTime now = new(2024, 1, 1, 12, 0, 0, DateTimeKind.Utc);
-        indicator.HistoricalData.AddBar(now, 100, 110, 90, 105, 1000);
-        UpdateArgs args = new(UpdateReason.NewBar);
-
-        // Cast to an invalid SourceType to trigger default case
-        SourceType invalidType = (SourceType)999;
-
-        var result = IndicatorExtensions.GetInputValue(indicator, args, invalidType);
-
-        Assert.Equal(105, result.Value); // Should default to Close (105)
-    }
-
 }