xml doc rewrite

lib/oscillators/Cmo.cs

@@ -1,14 +1,47 @@
+using System;
 namespace QuanTAlib;
 
 /// <summary>
-/// Represents a Chande Momentum Oscillator (CMO) calculator.
+/// CMO: Chande Momentum Oscillator
+/// A technical momentum indicator that measures the difference between upward and
+/// downward momentum. CMO helps identify overbought and oversold conditions, as
+/// well as trend strength and potential reversals.
 /// </summary>
+/// <remarks>
+/// The CMO calculation process:
+/// 1. Calculates price differences from previous period
+/// 2. Separates positive (upward) and negative (downward) movements
+/// 3. Sums upward and downward movements over period
+/// 4. Calculates: 100 * ((sumUp - sumDown) / (sumUp + sumDown))
+///
+/// Key characteristics:
+/// - Oscillates between -100 and +100
+/// - Values above +50 indicate overbought
+/// - Values below -50 indicate oversold
+/// - Zero line crossovers signal trend changes
+/// - High absolute values suggest strong trends
+///
+/// Formula:
+/// CMO = 100 * ((ΣUp - ΣDown) / (ΣUp + ΣDown))
+/// where:
+/// Up = positive price changes
+/// Down = absolute negative price changes
+///
+/// Sources:
+///     Tushar Chande - "The New Technical Trader" (1994)
+///     https://www.investopedia.com/terms/c/chandemomentumoscillator.asp
+///
+/// Note: Similar to RSI but with different scaling and calculation method
+/// </remarks>
+
 public class Cmo : AbstractBase
 {
     private readonly CircularBuffer _sumH;
     private readonly CircularBuffer _sumL;
     private double _prevValue, _p_prevValue;
 
+    /// <param name="period">The number of periods used in the CMO calculation.</param>
+    /// <exception cref="ArgumentOutOfRangeException">Thrown when period is less than 1.</exception>
     public Cmo(int period)
     {
         if (period < 1)
@@ -16,15 +49,12 @@ public class Cmo : AbstractBase
         _sumH = new(period);
         _sumL = new(period);
 
-        WarmupPeriod = period+1;
+        WarmupPeriod = period + 1;
         Name = $"CMO({period})";
     }
 
-    /// <summary>
-    /// Initializes a new instance of the CMO class with a data source.
-    /// </summary>
-    /// <param name="source">The source object that publishes data.</param>
-    /// <param name="period">The number of data points to consider.</param>
+    /// <param name="source">The data source object that publishes updates.</param>
+    /// <param name="period">The number of periods used in the CMO calculation.</param>
     public Cmo(object source, int period) : this(period)
     {
         var pubEvent = source.GetType().GetEvent("Pub");
@@ -53,9 +83,11 @@ public class Cmo : AbstractBase
             _prevValue = Input.Value;
         }
 
+        // Calculate price difference
         double diff = Input.Value - _prevValue;
         _prevValue = Input.Value;
 
+        // Separate upward and downward movements
         if (diff > 0)
         {
             _sumH.Add(diff, Input.IsNew);
@@ -67,11 +99,12 @@ public class Cmo : AbstractBase
             _sumL.Add(-diff, Input.IsNew);
         }
 
-        // Calculate sums for the specified period only
+        // Calculate sums for the specified period
         double sumH = _sumH.Sum();
         double sumL = _sumL.Sum();
         double divisor = sumH + sumL;
 
+        // Calculate CMO value
         return (Math.Abs(divisor) > double.Epsilon) ?
             100.0 * ((sumH - sumL) / divisor) :
             0.0;