diff --git a/Quantower/Quantower.csproj b/Quantower/Quantower.csproj
index 79e26eb8..9cc46c29 100644
--- a/Quantower/Quantower.csproj
+++ b/Quantower/Quantower.csproj
@@ -13,6 +13,7 @@
     <PlatformTarget>AnyCPU</PlatformTarget>
     <Nullable>disable</Nullable>
     <SignAssembly>False</SignAssembly>
+    <CodeAnalysisRuleSet>..\.sonarlint\mihakralj_quantalibcsharp.ruleset</CodeAnalysisRuleSet>
   </PropertyGroup>
   <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|AnyCPU'">
     <Optimize>True</Optimize>
@@ -36,6 +37,9 @@
   <Target Name="CopyCustomContent" AfterTargets="AfterBuild">
     <Copy SourceFiles=".\bin\$(Configuration)\net48\Quantower_QTAlib.dll" DestinationFolder="\Quantower\Settings\Scripts\Indicators\QuanTAlib" />
   </Target>
+  <ItemGroup>
+    <AdditionalFiles Include="..\.sonarlint\mihakralj_quantalib\CSharp\SonarLint.xml" Link="SonarLint.xml" />
+  </ItemGroup>
   <ItemGroup>
     <Reference Include="TradingPlatform.BusinessLayer">
       <HintPath>C:\Quantower\TradingPlatform\v1.124.6\bin\TradingPlatform.BusinessLayer.dll</HintPath>
diff --git a/Source/QuanTAlib.csproj b/Source/QuanTAlib.csproj
index f0284516..3a18b409 100644
--- a/Source/QuanTAlib.csproj
+++ b/Source/QuanTAlib.csproj
@@ -2,7 +2,7 @@
 <Project Sdk="Microsoft.NET.Sdk">
   <PropertyGroup>
     <Title>QuanTAlib</Title>
-    <Version>0.1.20</Version>
+    <Version>0.1.21</Version>
     <Product>Library of Technical Indicators for .NET</Product>
     <Description>Quantitative Technical Analysis library for both real-time (streaming) and historical data analysis</Description>
     <RepositoryType>git</RepositoryType>
@@ -51,7 +51,7 @@
     <PackageIcon>QuanTAlib2.png</PackageIcon>
     <PackageIconUrl>https://raw.githubusercontent.com/mihakralj/QuanTAlib/main/.github/QuanTAlib2.png</PackageIconUrl>
     <EnforceCodeStyleInBuild>True</EnforceCodeStyleInBuild>
-    <CodeAnalysisRuleSet>QuanTAlib.ruleset</CodeAnalysisRuleSet>
+    <CodeAnalysisRuleSet>..\.sonarlint\mihakralj_quantalibcsharp.ruleset</CodeAnalysisRuleSet>
   </PropertyGroup>
   <ItemGroup>
     <AdditionalFiles Include="..\.sonarlint\mihakralj_quantalib\CSharp\SonarLint.xml" Link="SonarLint.xml" />
@@ -66,5 +66,6 @@
       <Visible>False</Visible>
       <PackagePath></PackagePath>
     </None>
+    <PackageReference Include="System.Text.Json" Version="7.0.0" />
   </ItemGroup>
 </Project>
\ No newline at end of file
diff --git a/Source/QuanTAlib.ruleset b/Source/QuanTAlib.ruleset
deleted file mode 100644
index c546ccdb..00000000
--- a/Source/QuanTAlib.ruleset
+++ /dev/null
@@ -1,5 +0,0 @@
-<?xml version="1.0" encoding="utf-8"?>
-<RuleSet Name="SonarQube - QuanTAlib QuanTAlib" ToolsVersion="17.0">
-  <Include Path="..\.sonarlint\mihakralj_quantalibcsharp.ruleset" Action="Default" />
-  <Include Path="..\.sonarlint\mihakralj_quantalibcsharp.ruleset" Action="Default" />
-</RuleSet>
\ No newline at end of file
diff --git a/Source/Trends/MAMA_Series.cs b/Source/Trends/MAMA_Series.cs
new file mode 100644
index 00000000..20102431
--- /dev/null
+++ b/Source/Trends/MAMA_Series.cs
@@ -0,0 +1,131 @@
+namespace QuanTAlib;
+using System;
+
+/* <summary>
+MAMA: MESA Adaptive Moving Average
+    Created by John Ehlers, the MAMA indicator is a 5-period adaptive moving average of 
+    high/low price that uses classic electrical radio-frequency signal processing algorithms 
+    to reduce noise.
+
+    KAMAi = KAMAi - 1 + SC * ( price - KAMAi-1 )
+
+Sources:
+    https://mesasoftware.com/papers/MAMA.pdf
+    https://www.tradingview.com/script/foQxLbU3-Ehlers-MESA-Adaptive-Moving-Average-LazyBear/
+
+</summary> */
+
+public class MAMA_Series : Single_TSeries_Indicator
+{
+    public MAMA_Series(TSeries source, double fastlimit = 0.5, double slowlimit = 0.05, bool useNaN = false) : base(source, period: 5, useNaN)
+    {
+        fastl = fastlimit;
+        slowl = slowlimit;
+        i = 0;
+        if (base._data.Count > 0) { base.Add(base._data); }
+    }
+    
+    private int i;
+    private double sumPr, jI, jQ, fastl, slowl;
+    private (double i, double i1, double i2, double i3, double i4, double i5, double i6, double io) pr, i1, q1, sm, dt;
+    private (double i, double i1, double io) i2, q2, re, im, pd, ph, mama, fama;
+    
+    public override void Add((System.DateTime t, double v) TValue, bool update)
+    {
+        if (update) {
+            i--;
+            pr.i = pr.i1; pr.i1 = pr.i2; pr.i2 = pr.i3; pr.i3 = pr.i4; pr.i4 = pr.i5; pr.i5 = pr.i6; pr.i6 = pr.io;
+            i1.i = i1.i1; i1.i1 = i1.i2; i1.i2 = i1.i3; i1.i3 = i1.i4; i1.i4 = i1.i5; i1.i5 = i1.i6; i1.i6 = i1.io;
+            q1.i = q1.i1; q1.i1 = q1.i2; q1.i2 = q1.i3; q1.i3 = q1.i4; q1.i4 = q1.i5; q1.i5 = q1.i6; q1.i6 = q1.io;
+            dt.i = dt.i1; dt.i1 = dt.i2; dt.i2 = dt.i3; dt.i3 = dt.i4; dt.i4 = dt.i5; dt.i5 = dt.i6; dt.i6 = dt.io;        
+            sm.i = sm.i1; sm.i1 = sm.i2; sm.i2 = sm.i3; sm.i3 = sm.i4; dt.i4 = sm.i5; sm.i5 = sm.i6; sm.i6 = sm.io;
+            i2.i = i2.i1; i2.i1 = i2.io;
+            q2.i = q2.i1; q2.i1 = q2.io;
+            re.i = re.i1; re.i1 = re.io;
+            im.i = im.i1; im.i1 = im.io;
+            pd.i = pd.i1; pd.i1 = pd.io;
+            ph.i = ph.i1; ph.i1 = ph.io;
+            mama.i = mama.i1; mama.i1 = mama.io;
+            fama.i = fama.i1; fama.i1 = fama.io;
+            }
+
+        pr.i = TValue.v;
+        if (i > 5) {
+            double adj = (0.075 * pd.i1) + 0.54;
+    
+            // smooth and detrender
+            sm.i = ((4 * pr.i) + (3 * pr.i1) + (2 * pr.i2) + pr.i3) / 10;
+            dt.i = ((0.0962 * sm.i) + (0.5769 * sm.i2) - (0.5769 * sm.i4) - (0.0962 * sm.i6)) * adj;
+            
+            // in-phase and quadrature
+            q1.i = ((0.0962 * dt.i) + (0.5769 * dt.i2) - (0.5769 * dt.i4) - (0.0962 * dt.i6)) * adj;
+            i1.i = dt.i3;
+    
+            // advance the phases by 90 degrees
+            jI = ((0.0962 * i1.i) + (0.5769 * i1.i2) - (0.5769 * i1.i4) - (0.0962 * i1.i6)) * adj;
+            jQ = ((0.0962 * q1.i) + (0.5769 * q1.i2) - (0.5769 * q1.i4) - (0.0962 * q1.i6)) * adj;
+    
+            // phasor addition for 3-bar averaging
+            i2.i = i1.i - jQ;
+            q2.i = q1.i + jI;
+    
+            i2.i = (0.2 * i2.i) + (0.8 * i2.i1);  // smoothing it
+            q2.i = (0.2 * q2.i) + (0.8 * q2.i1);
+    
+            // homodyne discriminator
+            re.i = (i2.i * i2.i1) + (q2.i * q2.i1);
+            im.i = (i2.i * q2.i1) - (q2.i * i2.i1);
+    
+            re.i = (0.2 * re.i) + (0.8 * re.i1);  // smoothing it
+            im.i = (0.2 * im.i) + (0.8 * im.i1);
+    
+            // calculate period
+            pd.i = (im.i != 0 && re.i != 0) ? (6.283185307179586 / Math.Atan(im.i / re.i)) : 0d;
+    
+            // adjust period to thresholds
+            pd.i = (pd.i > 1.5 * pd.i1) ? 1.5 * pd.i1 : pd.i;
+            pd.i = (pd.i < 0.67 * pd.i1) ? 0.67 * pd.i1 : pd.i;
+            pd.i = (pd.i < 6d) ? 6d : pd.i;
+            pd.i = (pd.i > 50d) ? 50d : pd.i;
+    
+            // smooth the period
+            pd.i = (0.2 * pd.i) + (0.8 * pd.i1);
+    
+            // determine phase position
+            ph.i = (i1.i != 0) ? Math.Atan(q1.i / i1.i) * 57.29577951308232 : 0;
+    
+            // change in phase
+            double delta = Math.Max(ph.i1 - ph.i, 1d);
+    
+            // adaptive alpha value
+            double alpha = Math.Max(fastl / delta, slowl);
+    
+            // final indicators
+            mama.i = ((alpha * pr.i) + ((1d - alpha) * mama.i1));
+            fama.i = ((0.5d * alpha * mama.i) + ((1d - (0.5d * alpha)) * fama.i1));
+        }
+        else {
+            sumPr += pr.i;
+            pd.i =  sm.i =  dt.i =  i1.i = q1.i = i2.i =  q2.i = re.i = im.i = ph.i = 0;
+            mama.i = fama.i = sumPr / (i+1); 
+        }
+        i++;
+        pr.io = pr.i6; pr.i6 = pr.i5; pr.i5 = pr.i4; pr.i4 = pr.i3; pr.i3 = pr.i2; pr.i2 = pr.i1; pr.i1 = pr.i;
+        i1.io = i1.i6; i1.i6 = i1.i5; i1.i5 = i1.i4; i1.i4 = i1.i3; i1.i3 = i1.i2; i1.i2 = i1.i1; i1.i1 = i1.i;
+        q1.io = q1.i6; q1.i6 = q1.i5; q1.i5 = q1.i4; q1.i4 = q1.i3; q1.i3 = q1.i2; q1.i2 = q1.i1; q1.i1 = q1.i;
+        dt.io = dt.i6; dt.i6 = dt.i5; dt.i5 = dt.i4; dt.i4 = dt.i3; dt.i3 = dt.i2; dt.i2 = dt.i1; dt.i1 = dt.i;
+        sm.io = sm.i6; sm.i6 = sm.i5; sm.i5 = sm.i4; sm.i4 = sm.i3; sm.i3 = sm.i2; sm.i2 = sm.i1; sm.i1 = sm.i;
+        
+        i2.io = i2.i1; i2.i1 = i2.i;
+        q2.io = q2.i1; q2.i1 = q2.i;
+        re.io = re.i1; re.i1 = re.i;
+        im.io = im.i1; im.i1 = im.i;
+        pd.io = pd.i1; pd.i1 = pd.i;
+        ph.io = ph.i1; ph.i1 = ph.i;
+
+        mama.io = mama.i1; mama.i1 = mama.i;
+        fama.io = fama.i1; fama.i1 = fama.i;
+
+        base.Add((TValue.t, mama.i), update, _NaN);
+    }
+}
diff --git a/Tests/Validations/Pandas_TA.cs b/Tests/Validations/Pandas_TA.cs
index 4bb285c4..fb589b18 100644
--- a/Tests/Validations/Pandas_TA.cs
+++ b/Tests/Validations/Pandas_TA.cs
@@ -157,7 +157,7 @@ public class PandasTA : IDisposable
 	[Fact]
 	void TRIMA()
 	{
-    //TODO: return length to variable length (period) when Pandas-TA fixes trima
+    // TODO: return length to variable length (period) when Pandas-TA fixes trima
 		TRIMA_Series QL = new(bars.Close, 11);
 		var pta = df.ta.trima(close: df.close, length: 11);
 		Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
diff --git a/Tests/Validations/Skender_Stock.cs b/Tests/Validations/Skender_Stock.cs
index d808e8bb..3e173138 100644
--- a/Tests/Validations/Skender_Stock.cs
+++ b/Tests/Validations/Skender_Stock.cs
@@ -71,7 +71,16 @@ public class Skender_Stock
     Assert.Equal(Math.Round((double)SK.Last().Tema!, 6), Math.Round(QL.Last().v, 6));
   }
 
-  [Fact]
+
+    [Fact]
+    public void MAMA() {
+        MAMA_Series QL = new(bars.HL2, fastlimit: 0.5, slowlimit: 0.05);
+        var SK = quotes.GetMama(fastLimit: 0.5, slowLimit: 0.05);
+
+        Assert.Equal(Math.Round((double)SK.Last().Mama!, 6), Math.Round(QL.Last().v, 6));
+        }
+
+    [Fact]
   public void MAD()
   {
     MAD_Series QL = new(bars.Close, period, false);
diff --git a/Tests/Validations/TA_LIB.cs b/Tests/Validations/TA_LIB.cs
index 88688db9..7dab5701 100644
--- a/Tests/Validations/TA_LIB.cs
+++ b/Tests/Validations/TA_LIB.cs
@@ -10,6 +10,7 @@ public class TA_LIB
   private readonly Random rnd = new();
   private readonly int period;
   private readonly double[] TALIB;
+  private readonly double[] TALIB2;
   private readonly double[] inopen;
   private readonly double[] inhigh;
   private readonly double[] inlow;
@@ -21,6 +22,7 @@ public class TA_LIB
     bars = new(5000);
     period = rnd.Next(28) + 3;
     TALIB = new double[bars.Count];
+    TALIB2 = new double[bars.Count];
     inopen = bars.Open.v.ToArray();
     inhigh = bars.High.v.ToArray();
     inlow = bars.Low.v.ToArray();
@@ -130,7 +132,16 @@ public class TA_LIB
     Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
   }
 
-  [Fact]
+
+    [Fact]
+    public void MAMA() {
+        MAMA_Series QL = new(bars.Close, fastlimit: 0.5, slowlimit: 0.05);
+        Core.Mama(inReal: inclose, startIdx: 0, endIdx: bars.Count - 1, outMama: TALIB, outFama: TALIB2, outBegIdx: out int outBegIdx, outNbElement: out _, optInFastLimit: 0.5, optInSlowLimit: 0.05);
+
+        Assert.Equal(Math.Round(TALIB[TALIB.Length - outBegIdx - 1], 6, MidpointRounding.AwayFromZero), Math.Round(QL.Last().v, 6, MidpointRounding.AwayFromZero));
+        }
+
+    [Fact]
   public void TRIMA()
   {
     TRIMA_Series QL = new(bars.Close, period, false);