tests and cleanup

quantower/Averages/AfirmaIndicator.cs

@@ -9,8 +9,6 @@ public class AfirmaIndicator : IndicatorBase
     [InputParameter("Periods for lowpass cutoff", sortIndex: 2, 1, 2000, 1, 0)]
     public int Periods { get; set; } = 6;
 
-
-
     [InputParameter("Window Type", sortIndex: 3, variants: [
         "Rectangular", Afirma.WindowType.Rectangular,
         "Hanning", Afirma.WindowType.Hanning1,
@@ -32,6 +30,8 @@ public class AfirmaIndicator : IndicatorBase
 
     protected override void InitIndicator()
     {
+        base.InitIndicator();
         ma = new Afirma(periods: Periods, taps: Taps, window: Window);
     }
-}
+
+}

quantower/Averages/AlmaIndicator.cs

@@ -18,6 +18,8 @@ public class AlmaIndicator : IndicatorBase
     public AlmaIndicator() : base()
     {
         Name = "ALMA - Arnaud Legoux Moving Average";
+        Description = "Arnaud Legoux Moving Average";
+
     }
 
     protected override void InitIndicator()

quantower/Averages/Averages.csproj

@@ -5,28 +5,26 @@
     <IsLocalBuild Condition="'$(GITHUB_ACTIONS)' == ''">true</IsLocalBuild>
     <UpdateAssemblyInfo>true</UpdateAssemblyInfo>
     <GenerateGitVersionInformation>true</GenerateGitVersionInformation>
+    <EnableDefaultCompileItems>false</EnableDefaultCompileItems>
   </PropertyGroup>
   <ItemGroup>
     <PackageReference Include="System.Drawing.Common" Version="8.0.0" />
-    <Compile Include="..\..\lib\**\*.cs" Exclude="..\..\lib\obj\**">
-        <Link>lib\%(RecursiveDir)%(Filename)%(Extension)</Link>
-    </Compile>
   </ItemGroup>
 
-  <Target Name="CopyCustomContent" AfterTargets="AfterBuild" Condition="'$(IsLocalBuild)' == 'true'">
-    <Copy SourceFiles="$(OutputPath)\Averages.dll" DestinationFolder="$(QuantowerRoot)\Settings\Scripts\Indicators\QuanTAlib\Averages" />
-  </Target>
-
   <ItemGroup>
-    <Compile Include="..\*.cs">
-      <Link>%(Filename)%(Extension)</Link>
-    </Compile>
+    <Compile Include="..\*.cs" />
+    <Compile Include="*.cs" />
+    <ProjectReference Include="..\..\lib\quantalib.csproj" Private="true" IncludeAssets="all" />
     <Reference Include="TradingPlatform.BusinessLayer">
-    <HintPath>..\..\.github\TradingPlatform.BusinessLayer.dll</HintPath>
+      <HintPath>..\..\.github\TradingPlatform.BusinessLayer.dll</HintPath>
     </Reference>
     <None Include="..\..\.github\TradingPlatform.BusinessLayer.xml">
       <Link>TradingPlatform.BusinessLayer.xml</Link>
     </None>
   </ItemGroup>
 
-</Project>
+  <Target Name="CopyCustomContent" AfterTargets="AfterBuild" Condition="'$(IsLocalBuild)' == 'true'">
+    <Copy SourceFiles="$(OutputPath)\Averages.dll" DestinationFolder="$(QuantowerRoot)\Settings\Scripts\Indicators\QuanTAlib\Averages" />
+  </Target>
+
+</Project>

quantower/Averages/DemaIndicator.cs

@@ -12,6 +12,7 @@ public class DemaIndicator : IndicatorBase
     public DemaIndicator() : base()
     {
         Name = "DEMA - Double Exponential Moving Average";
+        Description = "A faster-responding moving average that reduces lag by applying the EMA twice.";
     }
 
     protected override void InitIndicator()

quantower/Averages/DsmaIndicator.cs

@@ -15,6 +15,7 @@ public class DsmaIndicator : IndicatorBase
     public DsmaIndicator() : base()
     {
         Name = "DSMA - Deviation Scaled Moving Average";
+        Description = "A moving average that adjusts its responsiveness based on price deviations from the mean.";
     }
 
     protected override void InitIndicator()

quantower/Averages/DwmaIndicator.cs

@@ -10,10 +10,10 @@ public class DwmaIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"DWMA {Period} : {SourceName}";
 
-
     public DwmaIndicator() : base()
     {
         Name = "DWMA - Double Weighted Moving Average";
+        Description = "A moving average that applies double weighting to recent prices for increased responsiveness.";
     }
 
     protected override void InitIndicator()

quantower/Averages/EmaIndicator.cs

@@ -16,7 +16,7 @@ public class EmaIndicator : IndicatorBase
     public EmaIndicator() : base()
     {
         Name = "EMA - Exponential Moving Average";
-        Description = "Exponential Moving Average";
+        Description = "Moving average that gives more weight to recent prices, reducing lag in trend following.";
     }
 
     protected override void InitIndicator()

quantower/Averages/EpmaIndicator.cs

@@ -13,6 +13,7 @@ public class EpmaIndicator : IndicatorBase
     public EpmaIndicator() : base()
     {
         Name = "EPMA - Endpoint Moving Average";
+        Description = "Moving average that emphasizes the most recent data point, useful for identifying trend changes.";
     }
 
     protected override void InitIndicator()

quantower/Averages/FramaIndicator.cs

@@ -10,10 +10,10 @@ public class FramaIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"FRAMA {Period} : {SourceName}";
 
-
     public FramaIndicator() : base()
     {
         Name = "FRAMA - Fractal Adaptive Moving Average";
+        Description = "Adaptive moving average that adjusts its smoothing based on market fractal dimension.";
     }
 
     protected override void InitIndicator()

quantower/Averages/FwmaIndicator.cs

@@ -10,10 +10,10 @@ public class FwmaIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"FWMA {Period} : {SourceName}";
 
-
     public FwmaIndicator() : base()
     {
         Name = "FWMA - Fibonacci-Weighted Moving Average";
+        Description = "Moving average that uses Fibonacci sequence for weighting, emphasizing recent and key historical prices.";
     }
 
     protected override void InitIndicator()

quantower/Averages/GmaIndicator.cs

@@ -10,10 +10,10 @@ public class GmaIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"GMA {Period} : {SourceName}";
 
-
     public GmaIndicator() : base()
     {
         Name = "GMA - Gaussian-Weighted Moving Average";
+        Description = "Moving average using Gaussian distribution for weighting, balancing recent and historical data.";
     }
 
     protected override void InitIndicator()

quantower/Averages/HmaIndicator.cs

@@ -10,10 +10,10 @@ public class HmaIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"HMA {Period} : {SourceName}";
 
-
     public HmaIndicator() : base()
     {
         Name = "HMA - Hull Moving Average";
+        Description = "Responsive moving average that reduces lag while maintaining smoothness in price action.";
     }
 
     protected override void InitIndicator()

quantower/Averages/HtitIndicator.cs

@@ -10,6 +10,7 @@ public class HtitIndicator : IndicatorBase
     public HtitIndicator() : base()
     {
         Name = "HTIT - Hilbert Transform Instantaneous Trendline";
+        Description = "Uses Hilbert Transform to identify the dominant cycle and generate a smooth, lag-free trendline.";
     }
 
     protected override void InitIndicator()

quantower/Averages/HwmaIndicator.cs

@@ -16,17 +16,14 @@ public class HwmaIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"HWMA {nA:F2} : {nB:F2} : {nC:F2} : {SourceName}";
 
-
     public HwmaIndicator() : base()
     {
         Name = "HWMA - Holt-Winter Moving Average";
+        Description = "Triple exponential moving average that accounts for level, trend, and seasonal components.";
     }
 
     protected override void InitIndicator()
     {
-        //nA = 2 / (1 + (double)Period);
-        //nB = 1 / (double)Period;
-        //nC = 1 / (double)Period;
         ma = new Hwma(nA: nA, nB: nB, nC: nC);
         base.InitIndicator();
     }

quantower/Averages/JmaIndicator.cs

@@ -12,10 +12,10 @@ public class JmaIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"JMA {Period} : {Phase} : {SourceName}";
 
-
     public JmaIndicator() : base()
     {
         Name = "JMA - Jurik Moving Average";
+        Description = "Adaptive moving average with reduced lag and noise, adjustable smoothness and phase shift.";
     }
 
     protected override void InitIndicator()

quantower/Averages/KamaIndicator.cs

@@ -14,10 +14,10 @@ public class KamaIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"KAMA {Period} : {Fast} : {Slow} : {SourceName}";
 
-
     public KamaIndicator() : base()
     {
         Name = "KAMA - Kaufman's Adaptive Moving Average";
+        Description = "Adaptive moving average that adjusts to market volatility, reducing lag in trending markets.";
     }
 
     protected override void InitIndicator()

quantower/Averages/LtmaIndicator.cs

@@ -13,6 +13,7 @@ public class LtmaIndicator : IndicatorBase
     public LtmaIndicator() : base()
     {
         Name = "LTMA - Laguerre Transform Moving Average";
+        Description = "Moving average using Laguerre polynomials, offering adjustable smoothing and lag reduction.";
     }
 
     protected override void InitIndicator()

quantower/Averages/MaafIndicator.cs

@@ -7,7 +7,7 @@ public class MaafIndicator : IndicatorBase
     public int Period { get; set; } = 39;
 
     [InputParameter("Threshold", sortIndex: 5, minimum: 0, maximum: 1, increment: 0.001, decimalPlaces: 3)]
-    public double Threshold = 0.002;
+    private double Threshold { get; set; } = 0.002;
 
     private Maaf? ma;
     protected override AbstractBase QuanTAlib => ma!;
@@ -16,11 +16,12 @@ public class MaafIndicator : IndicatorBase
     public MaafIndicator() : base()
     {
         Name = "MAAF - Median-Average Adaptive Filter";
+        Description = "Adaptive filter combining median and average, reducing noise while preserving trend responsiveness.";
     }
 
     protected override void InitIndicator()
     {
         base.InitIndicator();
-        ma = new Maaf(Period: Period, Threshold: Threshold);
+        ma = new Maaf(period: Period, threshold: Threshold);
     }
 }

quantower/Averages/MamaIndicator.cs

@@ -11,10 +11,10 @@ public class MamaIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"MAMA : {Fast} : {Slow} : {SourceName}";
 
-
     public MamaIndicator() : base()
     {
         Name = "MAMA - MESA Adaptive Moving Average";
+        Description = "Adaptive moving average using MESA algorithm to adjust to market cycles and reduce lag.";
     }
 
     protected override void InitIndicator()

quantower/Averages/MgdiIndicator.cs

@@ -9,15 +9,14 @@ public class MgdiIndicator : IndicatorBase
     [InputParameter("k Factor", sortIndex: 2, minimum: 0.0, maximum: 1.0, increment: 0.1, decimalPlaces: 2)]
     public double kfactor { get; set; } = 0.6;
 
-
     private Mgdi? ma;
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"MGDI {Period} : {kfactor:F2} : {SourceName}";
 
-
     public MgdiIndicator() : base()
     {
         Name = "MGDI - McGinley Dynamic Index";
+        Description = "Adaptive moving average that adjusts to market speed, reducing whipsaws in trending markets.";
     }
 
     protected override void InitIndicator()

quantower/Averages/MmaIndicator.cs

@@ -13,6 +13,7 @@ public class MmaIndicator : IndicatorBase
     public MmaIndicator() : base()
     {
         Name = "MMA - Modified Moving Average";
+        Description = "Variation of EMA that reduces lag and smooths price action, balancing responsiveness and stability.";
     }
 
     protected override void InitIndicator()

quantower/Averages/PwmaIndicator.cs

@@ -13,6 +13,7 @@ public class PwmaIndicator : IndicatorBase
     public PwmaIndicator() : base()
     {
         Name = "PWMA - Pascal's Weighted Moving Average";
+        Description = "Moving average using Pascal's triangle coefficients, emphasizing recent data with smooth transitions.";
     }
 
     protected override void InitIndicator()

quantower/Averages/QemaIndicator.cs

@@ -19,7 +19,7 @@ public class QemaIndicator : IndicatorBase
     public QemaIndicator() : base()
     {
         Name = "QEMA - Quad Exponential Moving Average";
-        Description = "Quad Exponential Moving Average";
+        Description = "Combines four EMAs with different smoothing factors to reduce lag and improve trend following.";
     }
 
     protected override void InitIndicator()

quantower/Averages/RemaIndicator.cs

@@ -16,6 +16,7 @@ public class RemaIndicator : IndicatorBase
     public RemaIndicator() : base()
     {
         Name = "REMA - Regularized Exponential Moving Average";
+        Description = "EMA variant with regularization to reduce noise and improve stability in volatile markets.";
     }
 
     protected override void InitIndicator()

quantower/Averages/RmaIndicator.cs

@@ -10,10 +10,10 @@ public class RmaIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"RMA {Period} : {SourceName}";
 
-
     public RmaIndicator() : base()
     {
-        Name = "RMA - wildeR Moving Average";
+        Name = "RMA - Wilder's Moving Average";
+        Description = "Smoothed moving average that reduces whipsaws, commonly used in RSI calculations.";
     }
 
     protected override void InitIndicator()

quantower/Averages/SinemaIndicator.cs

@@ -13,6 +13,7 @@ public class SinemaIndicator : IndicatorBase
     public SinemaIndicator() : base()
     {
         Name = "SINEMA - Sine-Weighted Moving Average";
+        Description = "Moving average using sine function for weighting, balancing recent and historical price data.";
     }
 
     protected override void InitIndicator()

quantower/Averages/SmaIndicator.cs

@@ -10,10 +10,10 @@ public class SmaIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"SMA {Period} : {SourceName}";
 
-
     public SmaIndicator() : base()
     {
         Name = "SMA - Simple Moving Average";
+        Description = "Basic moving average that calculates the arithmetic mean of prices over a specified period.";
     }
 
     protected override void InitIndicator()

quantower/Averages/SmmaIndicator.cs

@@ -10,10 +10,10 @@ public class SmmaIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"SMMA {Period} : {SourceName}";
 
-
     public SmmaIndicator() : base()
     {
         Name = "SMMA - Smoothed Moving Average";
+        Description = "Moving average that gives more weight to recent data while retaining all historical data.";
     }
 
     protected override void InitIndicator()

quantower/Averages/T3Indicator.cs

@@ -19,6 +19,7 @@ public class T3Indicator : IndicatorBase
     public T3Indicator() : base()
     {
         Name = "T3 - Tillson T3 Moving Average";
+        Description = "Triple exponential moving average with reduced lag and smoothing, adjustable via volume factor.";
     }
 
     protected override void InitIndicator()

quantower/Averages/TemaIndicator.cs

@@ -13,6 +13,7 @@ public class TemaIndicator : IndicatorBase
     public TemaIndicator() : base()
     {
         Name = "TEMA - Triple Exponential Moving Average";
+        Description = "Moving average that applies EMA three times to reduce lag and improve responsiveness to trends.";
     }
 
     protected override void InitIndicator()

quantower/Averages/TrimaIndicator.cs

@@ -10,10 +10,10 @@ public class TrimaIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"TRIMA {Period} : {SourceName}";
 
-
     public TrimaIndicator() : base()
     {
         Name = "TRIMA - Triangular Moving Average";
+        Description = "Weighted moving average giving more importance to the middle of the period for smoother output.";
     }
 
     protected override void InitIndicator()

quantower/Averages/VidyaIndicator.cs

@@ -14,10 +14,10 @@ public class VidyaIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"VIDYA {Period} : {SourceName}";
 
-
     public VidyaIndicator() : base()
     {
         Name = "VIDYA - Variable Index Dynamic Average";
+        Description = "Adaptive moving average that adjusts based on market volatility for improved trend following.";
     }
 
     protected override void InitIndicator()

quantower/Averages/WmaIndicator.cs

@@ -10,10 +10,10 @@ public class WmaIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"WMA {Period} : {SourceName}";
 
-
     public WmaIndicator() : base()
     {
         Name = "WMA - Weighted Moving Average";
+        Description = "Moving average that assigns higher weights to recent data points for improved responsiveness.";
     }
 
     protected override void InitIndicator()

quantower/Averages/ZlemaIndicator.cs

@@ -10,10 +10,10 @@ public class ZlemaIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"ZLEMA {Period} : {SourceName}";
 
-
     public ZlemaIndicator() : base()
     {
-        Name = "ZLEMA - Weighted Moving Average";
+        Name = "ZLEMA - Zero-Lag Exponential Moving Average";
+        Description = "EMA variant that reduces lag by using linear extrapolation, providing faster response to price changes.";
     }
 
     protected override void InitIndicator()

quantower/Statistics/CurvatureIndicator.cs

@@ -13,6 +13,7 @@ public class CurvatureIndicator : IndicatorBase
     public CurvatureIndicator()
     {
         Name = "CURVATURE - Rate of Change of Slope";
+        Description = "Measures the rate of change of the slope, indicating acceleration or deceleration in price movement.";
         SeparateWindow = true;
     }
 
@@ -21,4 +22,4 @@ public class CurvatureIndicator : IndicatorBase
         curvature = new(Period);
         MinHistoryDepths = curvature.WarmupPeriod;
     }
-}
+}

quantower/Statistics/EntropyIndicator.cs

@@ -13,6 +13,7 @@ public class EntropyIndicator : IndicatorBase
     public EntropyIndicator() : base()
     {
         Name = "ENTROPY - Entropy";
+        Description = "Measures the randomness or uncertainty in price movements, useful for identifying market phases.";
         SeparateWindow = true;
     }
 
@@ -22,4 +23,4 @@ public class EntropyIndicator : IndicatorBase
         MinHistoryDepths = entropy.WarmupPeriod;
         base.InitIndicator();
     }
-}
+}

quantower/Statistics/KurtosisIndicator.cs

@@ -13,6 +13,7 @@ public class KurtosisIndicator : IndicatorBase
     public KurtosisIndicator() : base()
     {
         Name = "KURTOSIS - Relative Flatness";
+        Description = "Measures the 'tailedness' of price distribution, indicating potential for extreme market movements.";
         SeparateWindow = true;
     }
 
@@ -22,4 +23,4 @@ public class KurtosisIndicator : IndicatorBase
         MinHistoryDepths = kurtosis.WarmupPeriod;
         base.InitIndicator();
     }
-}
+}

quantower/Statistics/MaxIndicator.cs

@@ -15,7 +15,8 @@ public class MaxIndicator : IndicatorBase
 
     public MaxIndicator() : base()
     {
-        Name = "MAX - Maximum value (with decay) ";
+        Name = "MAX - Maximum value (with decay)";
+        Description = "Tracks the maximum value over a period, with a decay factor to gradually adjust to new highs.";
     }
 
     protected override void InitIndicator()

quantower/Statistics/MedianIndicator.cs

@@ -12,6 +12,7 @@ public class MedianIndicator : IndicatorBase
     public MedianIndicator() : base()
     {
         Name = "MEDIAN - Median historical value";
+        Description = "Calculates the middle value of price data over a specified period, less affected by outliers than mean.";
     }
 
     protected override void InitIndicator()
@@ -20,4 +21,4 @@ public class MedianIndicator : IndicatorBase
         MinHistoryDepths = med.WarmupPeriod;
         base.InitIndicator();
     }
-}
+}

quantower/Statistics/MinIndicator.cs

@@ -15,6 +15,7 @@ public class MinIndicator : IndicatorBase
     public MinIndicator() : base()
     {
         Name = "MIN - Minimum value (with decay)";
+        Description = "Tracks the minimum value over a period, with a decay factor to gradually adjust to new lows.";
     }
 
     protected override void InitIndicator()
@@ -24,4 +25,4 @@ public class MinIndicator : IndicatorBase
         Source = 3;
         base.InitIndicator();
     }
-}
+}

quantower/Statistics/ModeIndicator.cs

@@ -12,6 +12,7 @@ public class ModeIndicator : IndicatorBase
     public ModeIndicator() : base()
     {
         Name = "MODE - Most frequent historical value";
+        Description = "Identifies the most frequently occurring price value over a specified period, indicating price clusters.";
     }
 
     protected override void InitIndicator()
@@ -20,4 +21,4 @@ public class ModeIndicator : IndicatorBase
         MinHistoryDepths = mode.WarmupPeriod;
         base.InitIndicator();
     }
-}
+}

quantower/Statistics/PercentileIndicator.cs

@@ -14,7 +14,8 @@ public class PercentileIndicator : IndicatorBase
 
     public PercentileIndicator() : base()
     {
-        Name = "PERCENTILE - n-th Percentile ";
+        Name = "PERCENTILE - n-th Percentile";
+        Description = "Calculates the value below which a given percentage of observations falls within a specified period.";
         SeparateWindow = false;
     }
 
@@ -24,5 +25,4 @@ public class PercentileIndicator : IndicatorBase
         MinHistoryDepths = percentile.WarmupPeriod;
         base.InitIndicator();
     }
-
-}
+}

quantower/Statistics/SkewIndicator.cs

@@ -1,4 +1,3 @@
-
 using TradingPlatform.BusinessLayer;
 namespace QuanTAlib;
 
@@ -14,6 +13,7 @@ public class SkewIndicator : IndicatorBase
     public SkewIndicator() : base()
     {
         Name = "SKEW - Skewness";
+        Description = "Measures the asymmetry of price distribution, indicating potential trend direction or reversal.";
         SeparateWindow = true;
     }
 
@@ -23,4 +23,4 @@ public class SkewIndicator : IndicatorBase
         MinHistoryDepths = skew.WarmupPeriod;
         base.InitIndicator();
     }
-}
+}

quantower/Statistics/SlopeIndicator.cs

@@ -13,6 +13,7 @@ public class SlopeIndicator : IndicatorBase
     public SlopeIndicator()
     {
         Name = "SLOPE - Trend Slope";
+        Description = "Measures the rate of change in price over a specified period, indicating trend strength and direction.";
         SeparateWindow = true;
     }
 
@@ -21,4 +22,4 @@ public class SlopeIndicator : IndicatorBase
         slope = new(Period);
         MinHistoryDepths = slope.WarmupPeriod;
     }
-}
+}

quantower/Statistics/Statistics.csproj

@@ -5,28 +5,26 @@
     <IsLocalBuild Condition="'$(GITHUB_ACTIONS)' == ''">true</IsLocalBuild>
     <UpdateAssemblyInfo>true</UpdateAssemblyInfo>
     <GenerateGitVersionInformation>true</GenerateGitVersionInformation>
+    <EnableDefaultCompileItems>false</EnableDefaultCompileItems>
   </PropertyGroup>
   <ItemGroup>
     <PackageReference Include="System.Drawing.Common" Version="8.0.0" />
-    <Compile Include="..\..\lib\**\*.cs" Exclude="..\..\lib\obj\**">
-        <Link>lib\%(RecursiveDir)%(Filename)%(Extension)</Link>
-    </Compile>
   </ItemGroup>
 
-  <Target Name="CopyCustomContent" AfterTargets="AfterBuild"  Condition="'$(IsLocalBuild)' == 'true'">
-    <Copy SourceFiles="$(OutputPath)\Statistics.dll" DestinationFolder="$(QuantowerRoot)\Settings\Scripts\Indicators\QuanTAlib\Statistics" />
-  </Target>
-
   <ItemGroup>
-    <Compile Include="..\*.cs">
-      <Link>%(Filename)%(Extension)</Link>
-    </Compile>
+    <Compile Include="..\*.cs" />
+    <Compile Include="*.cs" />
+    <ProjectReference Include="..\..\lib\quantalib.csproj" Private="true" IncludeAssets="all" />
     <Reference Include="TradingPlatform.BusinessLayer">
-    <HintPath>..\..\.github\TradingPlatform.BusinessLayer.dll</HintPath>
+      <HintPath>..\..\.github\TradingPlatform.BusinessLayer.dll</HintPath>
     </Reference>
     <None Include="..\..\.github\TradingPlatform.BusinessLayer.xml">
       <Link>TradingPlatform.BusinessLayer.xml</Link>
     </None>
   </ItemGroup>
 
-</Project>
+  <Target Name="CopyCustomContent" AfterTargets="AfterBuild" Condition="'$(IsLocalBuild)' == 'true'">
+    <Copy SourceFiles="$(OutputPath)\Statistics.dll" DestinationFolder="$(QuantowerRoot)\Settings\Scripts\Indicators\QuanTAlib\Statistics" />
+  </Target>
+
+</Project>

quantower/Statistics/StddevIndicator.cs

@@ -15,6 +15,7 @@ public class StddevIndicator : IndicatorBase
     public StddevIndicator() : base()
     {
         Name = "STDDEV - Standard Deviation";
+        Description = "Measures price volatility by calculating the dispersion of prices from their average over a period.";
         SeparateWindow = true;
     }
 
@@ -24,4 +25,4 @@ public class StddevIndicator : IndicatorBase
         MinHistoryDepths = stddev.WarmupPeriod;
         base.InitIndicator();
     }
-}
+}

quantower/Statistics/VarianceIndicator.cs

@@ -15,6 +15,7 @@ public class VarianceIndicator : IndicatorBase
     public VarianceIndicator() : base()
     {
         Name = "VAR - Variance";
+        Description = "Measures the spread of price data around its mean, indicating volatility and potential trend changes.";
         SeparateWindow = true;
     }
 
@@ -25,4 +26,4 @@ public class VarianceIndicator : IndicatorBase
         MinHistoryDepths = variance.WarmupPeriod;
         base.InitIndicator();
     }
-}
+}

quantower/Statistics/ZscoreIndicator.cs

@@ -13,6 +13,7 @@ public class ZScoreIndicator : IndicatorBase
     public ZScoreIndicator() : base()
     {
         Name = "ZSCORE - Standard Score";
+        Description = "Measures how many standard deviations a price is from the mean, indicating overbought/oversold levels.";
         SeparateWindow = true;
     }
 
@@ -22,5 +23,4 @@ public class ZScoreIndicator : IndicatorBase
         MinHistoryDepths = zScore.WarmupPeriod;
         base.InitIndicator();
     }
-
-}
+}

quantower/Volatility/AtrIndicator.cs

@@ -12,6 +12,7 @@ public class AtrIndicator : IndicatorBarBase
     public AtrIndicator()
     {
         Name = "ATR - Average True Range";
+        Description = "Measures market volatility by calculating the average range between high and low prices.";
         SeparateWindow = true;
     }
 
@@ -20,4 +21,4 @@ public class AtrIndicator : IndicatorBarBase
         atr = new(Period);
         MinHistoryDepths = atr!.WarmupPeriod;
     }
-}
+}

quantower/Volatility/HistoricalIndicator.cs

@@ -16,6 +16,7 @@ public class HistoricalIndicator : IndicatorBase
     public HistoricalIndicator() : base()
     {
         Name = "HV - Historical Volatility";
+        Description = "Measures price fluctuations over time, indicating market volatility based on past price movements.";
         SeparateWindow = true;
     }
 
@@ -25,4 +26,4 @@ public class HistoricalIndicator : IndicatorBase
         MinHistoryDepths = historical.WarmupPeriod;
         base.InitIndicator();
     }
-}
+}

quantower/Volatility/RealizedIndicator.cs

@@ -16,6 +16,7 @@ public class RealizedIndicator : IndicatorBase
     public RealizedIndicator() : base()
     {
         Name = "RV - Realized Volatility";
+        Description = "Measures actual price volatility over a specific period, useful for risk assessment and forecasting.";
         SeparateWindow = true;
     }
 
@@ -25,4 +26,4 @@ public class RealizedIndicator : IndicatorBase
         MinHistoryDepths = realized.WarmupPeriod;
         base.InitIndicator();
     }
-}
+}

quantower/Volatility/RviIndicator.cs

@@ -13,12 +13,9 @@ public class RviIndicator : IndicatorBase
     public RviIndicator() : base()
     {
         Name = "RVI - Relative Volatility Index";
+        Description = "Measures the direction of volatility, helping to identify overbought or oversold conditions in price.";
         SeparateWindow = true;
-
-        // Adding upper and lower reference lines
-        //AddLineSeries("UpperLevel", 80, System.Drawing.Color.Gray, 1, LineStyle.Dot);
-        //AddLineSeries("LowerLevel", 20, System.Drawing.Color.Gray, 1, LineStyle.Dot);
-    }
+ }
 
     protected override void InitIndicator()
     {

quantower/Volatility/Volatility.csproj

@@ -5,28 +5,26 @@
     <IsLocalBuild Condition="'$(GITHUB_ACTIONS)' == ''">true</IsLocalBuild>
     <UpdateAssemblyInfo>true</UpdateAssemblyInfo>
     <GenerateGitVersionInformation>true</GenerateGitVersionInformation>
+    <EnableDefaultCompileItems>false</EnableDefaultCompileItems>
   </PropertyGroup>
   <ItemGroup>
     <PackageReference Include="System.Drawing.Common" Version="8.0.0" />
-    <Compile Include="..\..\lib\**\*.cs" Exclude="..\..\lib\obj\**">
-        <Link>lib\%(RecursiveDir)%(Filename)%(Extension)</Link>
-    </Compile>
   </ItemGroup>
 
-  <Target Name="CopyCustomContent" AfterTargets="AfterBuild"  Condition="'$(IsLocalBuild)' == 'true'">
-    <Copy SourceFiles="$(OutputPath)\Volatility.dll" DestinationFolder="$(QuantowerRoot)\Settings\Scripts\Indicators\QuanTAlib\Volatility" />
-  </Target>
-
   <ItemGroup>
-    <Compile Include="..\*.cs">
-      <Link>%(Filename)%(Extension)</Link>
-    </Compile>
+    <Compile Include="..\*.cs" />
+    <Compile Include="*.cs" />
+    <ProjectReference Include="..\..\lib\quantalib.csproj" Private="true" IncludeAssets="all" />
     <Reference Include="TradingPlatform.BusinessLayer">
-    <HintPath>..\..\.github\TradingPlatform.BusinessLayer.dll</HintPath>
+      <HintPath>..\..\.github\TradingPlatform.BusinessLayer.dll</HintPath>
     </Reference>
     <None Include="..\..\.github\TradingPlatform.BusinessLayer.xml">
       <Link>TradingPlatform.BusinessLayer.xml</Link>
     </None>
   </ItemGroup>
 
-</Project>
+  <Target Name="CopyCustomContent" AfterTargets="AfterBuild" Condition="'$(IsLocalBuild)' == 'true'">
+    <Copy SourceFiles="$(OutputPath)\Volatility.dll" DestinationFolder="$(QuantowerRoot)\Settings\Scripts\Indicators\QuanTAlib\Volatility" />
+  </Target>
+
+</Project>

quantower/_IndicatorBase.cs

@@ -3,10 +3,11 @@ using TradingPlatform.BusinessLayer;
 using TradingPlatform.BusinessLayer.Chart;
 using System.Runtime.CompilerServices;
 using System.Drawing.Drawing2D;
-using QuanTAlib;
 using System.Collections;
 using TradingPlatform.BusinessLayer.TimeSync;
 
+namespace QuanTAlib;
+
 #pragma warning disable CA1416 // Validate platform compatibility
 public abstract class IndicatorBase : Indicator, IWatchlistIndicator
 {