diff --git a/Quantower/Indicators/RSI_chart.cs b/Quantower/Indicators/RSI_chart.cs
new file mode 100644
index 00000000..d5b840e7
--- /dev/null
+++ b/Quantower/Indicators/RSI_chart.cs
@@ -0,0 +1,53 @@
+using System.Drawing;
+using TradingPlatform.BusinessLayer;
+namespace QuanTAlib;
+
+public class RSI_chart : Indicator
+{
+ #region Parameters
+
+ [InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
+ private int Period = 10;
+
+ [InputParameter("Data source", 1, variants: new object[]
+ { "Open", 0, "High", 1, "Low", 2, "Close", 3, "HL2", 4, "OC2", 5,
+ "OHL3", 6, "HLC3", 7, "OHLC4", 8, "Weighted (HLCC4)", 9 })]
+ private int DataSource = 8;
+
+ #endregion Parameters
+
+ private TBars bars;
+
+ ///////
+ private RSI_Series indicator;
+ ///////
+
+ public RSI_chart()
+ {
+ this.SeparateWindow = true;
+ this.Name = "RSI - Relative Strength Index";
+ this.Description = "RSI description";
+ this.AddLineSeries("RSI", Color.RoyalBlue, 3, LineStyle.Solid);
+ }
+
+ protected override void OnInit()
+ {
+ this.bars = new();
+ this.ShortName =
+ "RSI (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
+ this.indicator = new(source: bars.Select(this.DataSource),
+ period: this.Period, useNaN: true);
+ }
+ protected override void OnUpdate(UpdateArgs args)
+ {
+ bool update = !(args.Reason == UpdateReason.NewBar ||
+ args.Reason == UpdateReason.HistoricalBar);
+ this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
+ this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
+ this.GetPrice(PriceType.Close),
+ this.GetPrice(PriceType.Volume), update);
+ double result = this.indicator[this.indicator.Count - 1].v;
+
+ this.SetValue(result, 0);
+ }
+}
diff --git a/Source/Indicators/MACD_Series.cs b/Source/Indicators/MACD_Series.cs
new file mode 100644
index 00000000..0e75a26e
--- /dev/null
+++ b/Source/Indicators/MACD_Series.cs
@@ -0,0 +1,46 @@
+namespace QuanTAlib;
+using System;
+
+/*
+MACD: Moving Average Convergence/Divergence
+ Moving average convergence divergence (MACD) is a trend-following momentum
+ indicator that shows the relationship between two moving averages of a series.
+ The MACD is calculated by subtracting the 26-period exponential moving average (EMA)
+ from the 12-period EMA. MACD Signal is 9-day EMA of MACD.
+
+Sources:
+ https://www.investopedia.com/terms/m/macd.asp
+ https://www.fidelity.com/learning-center/trading-investing/technical-analysis/technical-indicator-guide/macd
+
+ */
+
+public class MACD_Series : Single_TSeries_Indicator
+{
+ private EMA_Series _TSslow;
+ private EMA_Series _TSfast;
+ private SUB_Series _TSmacd;
+ public EMA_Series Signal { get; }
+
+ public MACD_Series(TSeries source, int slow = 26, int fast = 12, int signal = 9, bool useNaN = false)
+ : base(source, period: 0, useNaN)
+ {
+ _TSslow = new(source: source, period: slow, useNaN: false);
+ _TSfast = new(source: source, period: fast, useNaN: false);
+ _TSmacd = new(_TSfast, _TSslow);
+ Signal = new(source: _TSmacd, period: signal, useNaN: useNaN);
+
+ if (source.Count > 0) { base.Add(_TSmacd); }
+ }
+ public override void Add((System.DateTime t, double v) TValue, bool update)
+ {
+ double _macd;
+ if (update)
+ {
+ _TSslow.Add(TValue, true);
+ _TSfast.Add(TValue, true);
+ }
+ _macd = this._TSmacd[(this.Count < this._TSmacd.Count) ? this.Count : this._TSmacd.Count - 1].v;
+ var result = (TValue.t, _macd);
+ base.Add(result, update);
+ }
+}
\ No newline at end of file
diff --git a/Source/Indicators/RSI_Series.cs b/Source/Indicators/RSI_Series.cs
new file mode 100644
index 00000000..e9d57f39
--- /dev/null
+++ b/Source/Indicators/RSI_Series.cs
@@ -0,0 +1,73 @@
+namespace QuanTAlib;
+using System;
+
+/*
+RSI: Relative Strength Index
+ Created by J. Welles Wilder, the Relative Strength Index measures strength
+ of the winning/losing streak over N lookback periods on a scale of 0 to 100,
+ to depict overbought and oversold conditions.
+
+Sources:
+ https://www.investopedia.com/terms/r/rsi.asp
+
+ */
+
+public class RSI_Series : Single_TSeries_Indicator
+{
+ private readonly System.Collections.Generic.List _gain = new();
+ private readonly System.Collections.Generic.List _loss = new();
+ double _avgGain = 0;
+ double _avgLoss = 0;
+ double _lastValue = 0;
+ double _lastlastValue = 0;
+
+ public RSI_Series(TSeries source, int period = 10, bool useNaN = false) : base(source, period: period, useNaN: useNaN)
+ { if (source.Count > 0) { base.Add(source); } }
+
+ public override void Add((System.DateTime t, double v) TValue, bool update)
+ {
+ int i = this.Count;
+ double _rsi = 0;
+ if (update) { _lastValue = _lastlastValue; }
+ if (i == 0) { _lastValue = TValue.v; }
+
+ double _gainval = (TValue.v > _lastValue) ? TValue.v - _lastValue : 0;
+ if (update) { _gain[_gain.Count - 1] = _gainval; } else { _gain.Add(_gainval); }
+ if (_gain.Count > this._p) { _gain.RemoveAt(0); }
+
+ double _lossval = (TValue.v < _lastValue) ? _lastValue - TValue.v : 0;
+ if (update) { _loss[_loss.Count - 1] = _lossval; } else { _loss.Add(_lossval); }
+ if (_loss.Count > this._p) { _loss.RemoveAt(0); }
+
+ _lastlastValue = _lastValue;
+ _lastValue = TValue.v;
+
+ // calculate RSI
+ if (i > _p)
+ {
+ _avgGain = ((_avgGain * (_p - 1)) + _gain[_gain.Count - 1]) / _p;
+ _avgLoss = ((_avgLoss * (_p - 1)) + _loss[_loss.Count - 1]) / _p;
+ if (_avgLoss > 0) {
+ double rs = _avgGain / _avgLoss;
+ _rsi = 100 - (100 / (1 + rs));
+ }
+ else { _rsi = 100; }
+ }
+ // initialize average gain
+ else
+ {
+ double _sumGain = 0;
+ for (int p = 0; p < _gain.Count; p++) { _sumGain += _gain[p]; }
+ double _sumLoss = 0;
+ for (int p = 0; p < _loss.Count; p++) { _sumLoss += _loss[p]; }
+
+ _avgGain = _sumGain / _gain.Count;
+ _avgLoss = _sumLoss / _loss.Count;
+
+ _rsi = (_avgLoss > 0) ? 100 - (100 / (1 + (_avgGain / _avgLoss))) : 100;
+ }
+
+ var result = (TValue.t, (this.Count < this._p && this._NaN) ? double.NaN : _rsi);
+ base.Add(result, update);
+ }
+}
\ No newline at end of file