adding missing validations

lib/oscillators/brar/Brar.Quantower.cs

@@ -0,0 +1,55 @@
+using System.Drawing;
+using System.Runtime.CompilerServices;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+[SkipLocalsInit]
+public sealed class BrarIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Period", sortIndex: 1, 1, 5000, 1, 0)]
+    public int Period { get; set; } = 26;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Brar _brar = null!;
+    private readonly LineSeries _brLine;
+    private readonly LineSeries _arLine;
+
+    public static int MinHistoryDepths => 0;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public override string ShortName => $"BRAR ({Period})";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/oscillators/brar/Brar.Quantower.cs";
+
+    public BrarIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = true;
+        Name = "BRAR - Bull-Bear Power Ratio";
+        Description = "Dual-output Japanese sentiment oscillator: BR (buying ratio vs previous close) and AR (atmosphere ratio vs open). Equilibrium = 100.";
+
+        _brLine = new LineSeries("BR", Color.Cyan, 2, LineStyle.Solid);
+        _arLine = new LineSeries("AR", Color.Yellow, 2, LineStyle.Solid);
+
+        AddLineSeries(_brLine);
+        AddLineSeries(_arLine);
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnInit()
+    {
+        _brar = new Brar(Period);
+        base.OnInit();
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        _ = _brar.Update(this.GetInputBar(args), args.IsNewBar());
+
+        _brLine.SetValue(_brar.Br, _brar.IsHot, ShowColdValues);
+        _arLine.SetValue(_brar.Ar, _brar.IsHot, ShowColdValues);
+    }
+}