Atr, FlowIndicator and fixes

lib/averages/Ema.cs

@@ -90,6 +90,7 @@ public class Ema : AbstractBase
         _k = alpha;
         _useSma = false;
         _sma = new(1);
+        Name = "Ema";
         _period = 1;
         WarmupPeriod = (int)Math.Ceiling(Math.Log(0.05) / Math.Log(1 - _k)); //95th percentile
         Init();

lib/averages/Jma.cs

@@ -6,7 +6,7 @@ namespace QuanTAlib;
 
 public class Jma : AbstractBase
 {
-    private readonly int _period;
+    private readonly double _period;
     private readonly double _phase;
     private readonly CircularBuffer _vsumBuff;
     private readonly CircularBuffer _avoltyBuff;
@@ -22,6 +22,7 @@ public class Jma : AbstractBase
     public double UpperBand { get; set; }
     public double LowerBand { get; set; }
     public double Volty { get; set; }
+    public double Factor { get; set; }
 
     /// <summary>
     /// Initializes a new instance of the Jma class with the specified parameters.
@@ -31,18 +32,19 @@ public class Jma : AbstractBase
     /// <exception cref="ArgumentOutOfRangeException">
     /// Thrown when period is less than 1.
     /// </exception>
-    public Jma(int period, int phase = 0)
+    public Jma(int period, int phase = 0, double factor = 0.45)
     {
         if (period < 1)
         {
             throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 1.");
         }
+        Factor = factor;
         _period = period;
         _phase = Math.Clamp((phase * 0.01) + 1.5, 0.5, 2.5);
 
         _vsumBuff = new CircularBuffer(10);
         _avoltyBuff = new CircularBuffer(65);
-        _beta = 0.45 * (period - 1) / (0.45 * (period - 1) + 2);
+        _beta = factor * (_period - 1) / (factor * (_period - 1) + 2);
 
         WarmupPeriod = period * 2;
         Name = $"JMA({period})";
@@ -114,9 +116,10 @@ public class Jma : AbstractBase
         ManageState(Input.IsNew);
 
         double price = Input.Value;
-        if (_index == 1)
+        if (_index <= 1)
         {
             _upperBand = _lowerBand = price;
+            _prevMa1 = _prevJma = price;
         }
 
         double del1 = price - _upperBand;
@@ -124,7 +127,7 @@ public class Jma : AbstractBase
         double volty = Math.Max(Math.Abs(del1), Math.Abs(del2));
 
         _vsumBuff.Add(volty, Input.IsNew);
-        _vSum += (_vsumBuff[^1] - _vsumBuff[0]) / 10;
+        _vSum += (_vsumBuff[^1] - _vsumBuff[0]) / _vsumBuff.Count;
         _avoltyBuff.Add(_vSum, Input.IsNew);
         double avgvolty = _avoltyBuff.Average();
 
@@ -137,15 +140,15 @@ public class Jma : AbstractBase
         _upperBand = (del1 >= 0) ? price : price - (Kv * del1);
         _lowerBand = (del2 <= 0) ? price : price - (Kv * del2);
 
-        double alpha = Math.Pow(_beta, pow2);
+        double _alpha = Math.Pow(_beta, pow2);
-        double ma1 = (1 - alpha) * Input.Value + alpha * _prevMa1;
+        double ma1 = Input.Value + _alpha * (_prevMa1 - Input.Value);  //original: (1 - _alpha) * Input.Value + _alpha * _prevMa1;
         _prevMa1 = ma1;
 
-        double det0 = (price - ma1) * (1 - _beta) + _beta * _prevDet0;
+        double det0 = price + _beta * (_prevDet0 - price + ma1) - ma1; //original: (price - ma1) * (1 - _beta) + _beta * _prevDet0;
         _prevDet0 = det0;
         double ma2 = ma1 + _phase * det0;
 
-        double det1 = ((ma2 - _prevJma) * (1 - alpha) * (1 - alpha) ) + (alpha * alpha * _prevDet1);
+        double det1 = ((ma2 - _prevJma) * (1 - _alpha) * (1 - _alpha) ) + (_alpha * _alpha * _prevDet1);
         _prevDet1 = det1;
         double jma = _prevJma + det1;
         _prevJma = jma;

lib/averages/Rma.cs

@@ -1,18 +1,18 @@
-using System;
-
 namespace QuanTAlib;
+
 /// <summary>
 /// RMA: Relative Moving Average (also known as Wilder's Moving Average)
-/// RMA is similar to EMA but uses a different smoothing factor.
 /// </summary>
 /// <remarks>
+/// RMA is similar to EMA but uses a different smoothing factor.
+///
 /// Key characteristics:
 /// - Uses no buffer, relying only on the previous RMA value.
 /// - The weight of new data points (alpha) is calculated as 1 / period.
 /// - Provides a smoother curve compared to SMA and EMA, reacting more slowly to price changes.
 ///
 /// Calculation method:
-/// RMA = (Previous RMA * (period - 1) + New Data) / period
+/// This implementation can use SMA for the first Period bars as a seeding value for RMA when useSma is true.
 ///
 /// Sources:
 /// - https://www.tradingview.com/pine-script-reference/v5/#fun_ta{dot}rma
@@ -20,75 +20,143 @@ namespace QuanTAlib;
 /// </remarks>
 public class Rma : AbstractBase
 {
-    private readonly int _period;
+    // inherited _index
-    private double _lastRma;
+    // inherited _value
-    private readonly double _alpha;
-    private double _savedLastRma;
 
-    public Rma(int period)
+    /// <summary>
+    /// The period for the RMA calculation.
+    /// </summary>
+    private readonly int _period;
+
+    /// <summary>
+    /// Circular buffer for SMA calculation.
+    /// </summary>
+    private CircularBuffer _sma;
+
+    /// <summary>
+    /// The last calculated RMA value.
+    /// </summary>
+    private double _lastRma, _p_lastRma;
+
+    /// <summary>
+    /// Compensator for early RMA values.
+    /// </summary>
+    private double _e, _p_e;
+
+    /// <summary>
+    /// The smoothing factor for RMA calculation.
+    /// </summary>
+    private readonly double _k;
+
+    /// <summary>
+    /// Flags to track initialization status.
+    /// </summary>
+    private bool _isInit, _p_isInit;
+
+    /// <summary>
+    /// Flag to determine whether to use SMA for initial values.
+    /// </summary>
+    private readonly bool _useSma;
+
+    /// <summary>
+    /// Initializes a new instance of the Rma class with a specified period.
+    /// </summary>
+    /// <param name="period">The period for RMA calculation.</param>
+    /// <param name="useSma">Whether to use SMA for initial values. Default is true.</param>
+    /// <exception cref="ArgumentOutOfRangeException">Thrown when period is less than 1.</exception>
+    public Rma(int period, bool useSma = true)
     {
         if (period < 1)
         {
-            throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
+            throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 1.");
         }
         _period = period;
-        WarmupPeriod = period * 2;
+        _k = 1.0 / _period;  // Wilder's smoothing factor
-        _alpha = 1.0 / _period;  // Wilder's smoothing factor
+        _useSma = useSma;
-        Name = $"Rma({_period})";
+        _sma = new(period);
+        Name = "Rma";
+        WarmupPeriod = _period * 2;  // RMA typically needs more warmup periods
         Init();
     }
 
-    public Rma(object source, int period) : this(period)
+    /// <summary>
+    /// Initializes a new instance of the Rma class with a specified source and period.
+    /// </summary>
+    /// <param name="source">The source object for event subscription.</param>
+    /// <param name="period">The period for RMA calculation.</param>
+    /// <param name="useSma">Whether to use SMA for initial values. Default is true.</param>
+    public Rma(object source, int period, bool useSma = true) : this(period, useSma)
     {
         var pubEvent = source.GetType().GetEvent("Pub");
         pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
     }
 
+    /// <summary>
+    /// Initializes the Rma instance.
+    /// </summary>
     public override void Init()
     {
         base.Init();
+        _e = 1.0;
         _lastRma = 0;
-        _savedLastRma = 0;
+        _isInit = false;
+        _p_isInit = false;
+        _sma = new(_period);
     }
 
+    /// <summary>
+    /// Manages the state of the Rma instance.
+    /// </summary>
+    /// <param name="isNew">Indicates whether the input is new.</param>
     protected override void ManageState(bool isNew)
     {
         if (isNew)
         {
-            _savedLastRma = _lastRma;
+            _p_lastRma = _lastRma;
-            _lastValidValue = Input.Value;
+            _p_isInit = _isInit;
+            _p_e = _e;
             _index++;
         }
         else
         {
-            _lastRma = _savedLastRma;
+            _lastRma = _p_lastRma;
+            _isInit = _p_isInit;
+            _e = _p_e;
         }
     }
 
+    /// <summary>
+    /// Performs the RMA calculation.
+    /// </summary>
+    /// <returns>The calculated RMA value.</returns>
     protected override double Calculation()
     {
+        double result, _rma;
         ManageState(Input.IsNew);
 
-        double rma;
+        // when _UseSma == true, use SMA calculation until we have enough data points
-
+        if (!_isInit && _useSma)
-        if (_index == 1)
         {
-            rma = Input.Value;
+            _sma.Add(Input.Value, Input.IsNew);
-        }
+            _rma = _sma.Average();
-        else if (_index <= _period)
+            result = _rma;
-        {
+            if (_index >= _period)
-            // Simple average during initial period
+            {
-            rma = (_lastRma * (_index - 1) + Input.Value) / _index;
+                _isInit = true;
+            }
         }
         else
         {
-            // Wilder's smoothing method
+            // compensator for early rma values
-            rma = _alpha * (_lastRma - Input.Value) + _lastRma;
+            _e = (_e > 1e-10) ? (1 - _k) * _e : 0;
+
+            _rma = _k * Input.Value + (1 - _k) * _lastRma;
+
+            // _useSma decides if we use compensator or not
+            result = (_useSma || _e <= double.Epsilon) ? _rma : _rma / (1 - _e);
         }
-
+        _lastRma = _rma;
-        _lastRma = rma;
         IsHot = _index >= WarmupPeriod;
-
+        return result;
-        return rma;
     }
 }

lib/core/abstractBase.cs

@@ -57,6 +57,12 @@ public abstract class AbstractBase : ITValue
         Input2 = new(Time: Input.Time, Value: double.NaN, IsNew: Input.IsNew, IsHot: Input.IsHot);
         return Process(input.Value, input.Time, input.IsNew);
     }
+    public virtual TValue Calc(double value, bool IsNew)
+    {
+        Input = new(this.Time, Value: value, IsNew: IsNew, IsHot: false);
+        Input2 = new(this.Time, double.NaN, false, false);
+        return Process(Input.Value, Input.Time, Input.IsNew);
+    }
 
     public virtual TValue Calc(TBar barInput)
     {

lib/core/tbar.cs

@@ -32,6 +32,8 @@ public TBar() : this(DateTime.UtcNow, 0, 0, 0, 0, 0) { }
 public TBar(double Open, double High, double Low, double Close, double Volume, bool IsNew = true) : this(DateTime.UtcNow, Open, High, Low, Close, Volume, IsNew) { }
 public TBar(double value) : this(Time: DateTime.UtcNow, Open: value, High: value, Low: value, Close: value, Volume: value, IsNew: true) { }
 public TBar(TValue value) : this(Time: value.Time, Open: value.Value, High: value.Value, Low: value.Value, Close: value.Value, Volume: value.Value, IsNew: value.IsNew) { }
+public TBar(TBar v) : this(Time: v.Time, Open: v.Open, High: v.High, Low: v.Low, Close: v.Close, Volume: v.Volume, IsNew: true) { }
+
 
 public static implicit operator double(TBar bar) => bar.Close;
 public static implicit operator DateTime(TBar tv) => tv.Time;

lib/core/tvalue.cs

@@ -52,13 +52,13 @@ public class TSeries : List<TValue>
         var pubEvent = source.GetType().GetEvent("Pub");
         if (pubEvent != null)
         {
-
+/*
             var nameProperty = source.GetType().GetProperty("Name");
             if (nameProperty != null)
             {
                 Name = nameProperty.GetValue(nameProperty)?.ToString()!;
             }
-
+*/
             pubEvent.AddEventHandler(source, new ValueSignal(Sub));
         }
     }

lib/feeds/GbmFeed.cs

@@ -6,11 +6,11 @@ public class GbmFeed : TBarSeries
 {
     private readonly double _mu, _sigma;
     private readonly RandomNumberGenerator _rng;
-    private double _lastClose, _lastHigh, _lastLow;
+    private double _lastClose;
 
     public GbmFeed(double initialPrice = 100.0, double mu = 0.05, double sigma = 0.2)
     {
-        _lastClose = _lastHigh = _lastLow = initialPrice;
+        _lastClose = initialPrice;
         _mu = mu;
         _sigma = sigma;
         _rng = RandomNumberGenerator.Create();
@@ -24,9 +24,7 @@ public class GbmFeed : TBarSeries
         DateTime startTime = DateTime.UtcNow - TimeSpan.FromHours(count);
         for (int i = 0; i < count; i++)
         {
-            Add(startTime, true);
+            Add(startTime, isNew: true);
-            Add(startTime, false);
-            Add(startTime, false);
             startTime = startTime.AddHours(1);
         }
     }
@@ -36,27 +34,29 @@ public class GbmFeed : TBarSeries
         double dt = 1.0 / 252;
         double drift = (_mu - 0.5 * _sigma * _sigma) * dt;
         double diffusion = _sigma * Math.Sqrt(dt) * GenerateNormalRandom();
-        double newClose = _lastClose * Math.Exp(drift + diffusion);
 
         double open = _lastClose;
-        double high = Math.Max(_lastHigh, Math.Max(open, newClose) * (1 + GenerateRandomDouble() * 0.01));
+        double close = open * Math.Exp(drift + diffusion);
-        double low = Math.Min(_lastLow, Math.Min(open, newClose) * (1 - GenerateRandomDouble() * 0.01));
+
+        // Generate intra-bar price movements
+        double maxMove = Math.Abs(close - open) * 1.5; // Allow for some extra movement within the bar
+        double high = Math.Max(open, close) + maxMove * GenerateRandomDouble();
+        double low = Math.Min(open, close) - maxMove * GenerateRandomDouble();
+
+        // Ensure high is always greater than or equal to both open and close
+        high = Math.Max(high, Math.Max(open, close));
+
+        // Ensure low is always less than or equal to both open and close
+        low = Math.Min(low, Math.Min(open, close));
+
         double volume = 1000 + GenerateRandomDouble() * 1000;
 
         if (isNew)
         {
-            _lastClose = newClose;
+            _lastClose = close;
         }
-        else
-        {
-            high = Math.Max(_lastHigh, high);
-            low = Math.Min(_lastLow, low);
-        }
-        _lastHigh = high;
-        _lastLow = low;
 
-        TBar bar = new(time, open, high, low, newClose, volume, isNew);
+        return new TBar(time, open, high, low, close, volume, isNew);
-        return bar;
     }
 
     private double GenerateNormalRandom()
@@ -73,4 +73,4 @@ public class GbmFeed : TBarSeries
         _rng.GetBytes(bytes);
         return (double)BitConverter.ToUInt64(bytes, 0) / ulong.MaxValue;
     }
-}
+}

lib/quantalib.csproj

@@ -31,6 +31,7 @@
     <PackageIconUrl>https://raw.githubusercontent.com/mihakralj/QuanTAlib/main/.github/QuanTAlib2.png</PackageIconUrl>
     <EnforceCodeStyleInBuild>True</EnforceCodeStyleInBuild>
     <EnableDefaultCompileItems>false</EnableDefaultCompileItems>
+    <NoWarn>$(NoWarn);NU1903;NU5104</NoWarn>
   </PropertyGroup>
 
   <ItemGroup>

lib/volatility/Atr.cs

@@ -4,13 +4,14 @@ namespace QuanTAlib;
 /// Represents an Average True Range (ATR) calculator, a measure of market volatility.
 /// </summary>
 /// <remarks>
-/// The ATR class calculates the average true range using an Exponential Moving Average (EMA)
+/// The ATR class calculates the average true range using a Relative Moving Average (RMA)
 /// of the true range. The true range is the greatest of: current high - current low,
 /// absolute value of current high - previous close, or absolute value of current low - previous close.
 /// </remarks>
 public class Atr : AbstractBase
 {
-    private readonly Ema _ma;
+    public double Tr { get; private set; }
+    private readonly Rma _ma;
     private double _prevClose, _p_prevClose;
 
     /// <summary>
@@ -26,7 +27,7 @@ public class Atr : AbstractBase
         {
             throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 1.");
         }
-        _ma = new(1.0 / period);
+        _ma = new(period, useSma: true);
         WarmupPeriod = _ma.WarmupPeriod;
         Name = $"ATR({period})";
     }
@@ -50,6 +51,7 @@ public class Atr : AbstractBase
         base.Init();
         _ma.Init();
         _prevClose = double.NaN;
+        Tr = 0;
     }
 
     /// <summary>
@@ -76,7 +78,7 @@ public class Atr : AbstractBase
     /// The calculated ATR value for the current bar.
     /// </returns>
     /// <remarks>
-    /// This method calculates the true range for the current bar and then uses an EMA
+    /// This method calculates the true range for the current bar and then uses an RMA
     /// to smooth the true range values. For the first bar, it uses the high-low range
     /// as the true range.
     /// </remarks>
@@ -84,22 +86,25 @@ public class Atr : AbstractBase
     {
         ManageState(BarInput.IsNew);
 
-        double trueRange = Math.Max(
+        if (_index == 1)
-            Math.Max(
-                BarInput.High - BarInput.Low,
-                Math.Abs(BarInput.High - _prevClose)
-            ),
-            Math.Abs(BarInput.Low - _prevClose)
-        );
-        if (_index < 2)
         {
-            trueRange = BarInput.High - BarInput.Low;
+            Tr = BarInput.High - BarInput.Low;
+            _prevClose = BarInput.Close;
         }
+        else
+        {
+            Tr = Math.Max(
+                BarInput.High - BarInput.Low,
+                Math.Max(
+                    Math.Abs(BarInput.High - _prevClose),
+                    Math.Abs(BarInput.Low - _prevClose)
+                )
+            );
+        }
+        _ma.Calc(new TValue(Input.Time, Tr, BarInput.IsNew));
 
-        TValue emaTrueRange = _ma.Calc(new TValue(Input.Time, trueRange, Input.IsNew));
         IsHot = _ma.IsHot;
         _prevClose = BarInput.Close;
-
+        return _ma.Value;
-        return emaTrueRange.Value;
     }
 }

notebooks/core.dib

@@ -4,7 +4,7 @@
 
 #!csharp
 
-#r "..\src\obj\Debug\QuanTAlib.dll"
+#r "..\lib\obj\Debug\QuanTAlib.dll"
 
 #r "nuget:Skender.Stock.Indicators"
 using Skender.Stock.Indicators;
@@ -13,113 +13,56 @@ QuanTAlib.Formatters.Initialize();
 
 #!csharp
 
+Atr ma = new(10);
 GbmFeed gbm = new();
-EmaCalc ema1 = new(gbm.Close, 10, useSma: false);
+gbm.Add(30);
-EmaCalc ema2 = new(gbm.Close, 10, useSma: true);
+IEnumerable<Quote> quotes = gbm.Select(item => new Quote { Date = item.Time, Open = (decimal)item.Open, High = (decimal)item.High, Low = (decimal)item.Low, Close = (decimal)item.Close, Volume = (decimal)item.Volume });
-TValSeries res1 = new(ema1);
+var SkResults = quotes.GetAtr(10).Select(i => i.Atr.Null2NaN()!);
-TValSeries res2 = new(ema2);
-gbm.Add(50);
-List<double> mse1 = new();
-List<double> mse2 = new();
-
-
 for (int i=0; i< gbm.Length; i++) {
-    double v= gbm.Close[i].Value;
+    ma.Calc(gbm[i]);
-    double e1 = res1[i].Value;
+    Console.WriteLine($"{i,3} {ma.Value,10:F3} \t {SkResults.ElementAt(i):F3}");
-    mse1.Add((e1-v)*(e1-v));
-    double e2 = res2[i].Value;
-    mse2.Add((e2-v)*(e2-v));
-
-    //Console.WriteLine($"{i,3}  {mse1.Average(),10:F4} {mse2.Average(),10:F4}");
 }
 
-    Console.WriteLine($"{mse2.Average()-mse1.Average(),10:F8}");
-
-#!csharp
-
-display(res1);
-
 #!csharp
 
+Atr ma = new(10);
 GbmFeed gbm = new();
-EmaCalc ema1 = new(gbm.Close, 10, useSma: false);
+gbm.Add(30);
-EmaCalc ema2 = new(gbm.Close, 10, useSma: true);
+IEnumerable<Quote> quotes = gbm.Select(item => new Quote { Date = item.Time, Open = (decimal)item.Open, High = (decimal)item.High, Low = (decimal)item.Low, Close = (decimal)item.Close, Volume = (decimal)item.Volume });
-TValSeries res1 = new(ema1);
+var SkResults = quotes.GetTr().Select(i => i.Tr.Null2NaN()!);
-TValSeries res2 = new(ema2);
+for (int i=0; i< gbm.Length; i++) {
+    ma.Calc(new TBar(gbm[i]));
+
+    Console.WriteLine($"{gbm.High[i].Value,6:F4} \t{gbm.Low[i].Value,6:F4} \t{gbm.Close[i].Value,6:F4} \t{ma.Tr,10:F4} \t{SkResults.ElementAt(i),10:F4}");
+}
+
+#!csharp
+
+//ATR test
+GbmFeed gbm = new();
+TBarSeries feed = new(gbm);
+
+Atr ma1 = new(gbm, 10);
+TSeries res1 = new(ma1);
+gbm.Add(30);
+IEnumerable<Quote> quotes = gbm.Select(item => new Quote { Date = item.Time, Open = (decimal)item.Open, High = (decimal)item.High, Low = (decimal)item.Low, Close = (decimal)item.Close, Volume = (decimal)item.Volume });
+var SkResults = quotes.GetAtr(10).Select(i => i.Atr.Null2NaN()!);
+for (int i=0; i< gbm.Length; i++) {
+    double delta = Math.Round(res1[i].Value, 10) - Math.Round(SkResults.ElementAt(i), 10);
+    //Console.WriteLine($"{i,3}  {gbm.High[i].Value,6:F2} {gbm.Low[i].Value,6:F2} {gbm.Close[i].Value,6:F2} {res1[i].Value,10:F4} {SkResults.ElementAt(i),10:F4}\t{delta}");
+    Console.WriteLine($"{i,3}  h:{gbm.High[i].Value,6:F2} l:{gbm.Low[i].Value,6:F2} c:{gbm.Close[i].Value,6:F2} {res1[i].Atr,10:F4} {SkResults.ElementAt(i),10:F4}\t{delta}");
+}
+
+#!csharp
+
+//EMA test
+GbmFeed gbm = new();
+Ema ema1 = new(gbm.Close, 10, useSma: true);
+TSeries res1 = new(ema1);
 gbm.Add(30);
 IEnumerable<Quote> quotes = gbm.Close.Select(item => new Quote { Date = item.Time, Close = (decimal)item.Value });
 var SkResults = quotes.GetEma(10).Select(i => i.Ema.Null2NaN()!);
 for (int i=0; i< gbm.Length; i++) {
-    Console.WriteLine($"{i,3}  {gbm.Close[i].Value,6:F2} {res1[i].Value,10:F4} {res2[i].Value,10:F4} {SkResults.ElementAt(i),10:F4}");
+    double delta = Math.Round(res1[i].Value, 10) - Math.Round(SkResults.ElementAt(i), 10);
+    Console.WriteLine($"{i,3}  {gbm.Close[i].Value,6:F2} {res1[i].Value,10:F4} {SkResults.ElementAt(i),10:F4}\t{delta}");
 }
-
-#!csharp
-
-TValSeries test = new();
-
-EmaCalc ma1 = new(test, 7, true);
-TValSeries res1 = new(ma1);
-
-EmaCalc ma2 = new(test, 7, false);
-TValSeries res2 = new(ma2);
-
-test.Add(new[]{1.0,0,0,0,0,0,1,1,1,1,1,0,0,0,0,0});
-
-for (int i=0; i<res1.Count; i++) {
-    Console.WriteLine($"{i,2} {test[i].Value,7:F4} {res1[i].Value,7:F4} {res2[i].Value,7:F4}");
-}
-
-#!csharp
-
-TValSeries test = new();
-EmaCalc ma = new(test,3);
-TValSeries result = new();
-
-for (int i=1; i<10; i++) {
-    test.Add(new TValue(DateTime.Now, (double)i, true, true));
-    result.Add(ma.Tick);
-}
-display(result);
-
-#!csharp
-
-TValSeries test = new();
-SmaCalc ma = new(test,7);
-TValSeries result = new(ma);
-test.Add(new[]{81.59, 81.06, 82.87, 83.00, 83.61, 83.15, 82.84, 83.99, 84.55, 84.36, 85.53, 86.54, 86.89, 87.77, 87.29});
-//test.Add(new[]{1.0,0,0,0,0,0,1,1,1,1,1,0,0,0,0,0});
-
-display(result);
-
-#!csharp
-
-TValue test = new(DateTime.Today, 100, IsHot: false);
-TValSeries pub = new();
-TValSeries sub = new(pub);
-pub.Add(test);
-pub.Add(test);
-pub.Add(2, true);
-pub.Add(DateTime.Today, 123.1234214234, IsHot: true);
-
-
-display(sub);
-display(test);
-
-#!csharp
-
-TBar test = new(DateTime.Now, double.NaN,1,2,3,400.1234);
-
-TBarSeries source = new();
-TValSeries target = new(source.Close);
-
-source.Add(new TBar(DateTime.Now,1,2,3,4,125, true));
-source.Add(new TBar(DateTime.Now,2,1,5,2,1312, true));
-source.Add(test);
-source.Name = "MSFT";
-display(source);
-display(test)
-
-#!csharp
-
-#r "nuget:Skender.Stock.Indicators"
-using Skender.Stock.Indicators;

quantower/Averages/JmaIndicator.cs

@@ -11,6 +11,9 @@ public class JmaIndicator : Indicator, IWatchlistIndicator
     [InputParameter("Phase", sortIndex: 2, -100, 100, 1, 0)]
     public int Phase { get; set; } = 0;
 
+    [InputParameter("Beta factor", sortIndex: 3, minimum: 0, maximum:5 , increment: 0.01, decimalPlaces: 2)]
+    public double Factor { get; set; } = 0.45;
+
     [InputParameter("Data source", sortIndex: 4, variants: [
         "Open", SourceType.Open,
         "High", SourceType.High,
@@ -34,7 +37,7 @@ public class JmaIndicator : Indicator, IWatchlistIndicator
     public int MinHistoryDepths => Math.Max(65,Periods * 2);
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
-    public override string ShortName => $"JMA {Periods}:{Phase}:{SourceName}";
+    public override string ShortName => $"JMA {Periods}:{Phase}:{Factor:F2}:{SourceName}";
 
     public JmaIndicator()
     {
@@ -49,7 +52,7 @@ public class JmaIndicator : Indicator, IWatchlistIndicator
 
     protected override void OnInit()
     {
-        ma = new Jma(Periods, Phase);
+        ma = new Jma(period: Periods, phase: Phase, factor: Factor);
         SourceName = Source.ToString();
         base.OnInit();
     }

quantower/IndicatorExtensions.cs

@@ -59,14 +59,35 @@ public static class IndicatorExtensions
 
 #pragma warning disable CA1416 // Validate platform compatibility
 
+    public static void PaintHLine(this Indicator indicator, PaintChartEventArgs args, double value, Pen pen)
+    {
+        if (indicator.CurrentChart == null)
+            return;
+
+        Graphics gr = args.Graphics;
+        var mainWindow = indicator.CurrentChart.Windows[args.WindowIndex];
+        var converter = mainWindow.CoordinatesConverter;
+        var clientRect = mainWindow.ClientRectangle;
+        gr.SetClip(clientRect);
+        int leftX = clientRect.Left;
+        int rightX = clientRect.Right;
+        int Y = (int)converter.GetChartY(value);
+        using (pen)
+        {
+            gr.DrawLine(pen, new Point(leftX, Y), new Point(rightX, Y));
+        }
+    }
+
     public static void PaintSmoothCurve(this Indicator indicator, PaintChartEventArgs args, LineSeries series, int warmupPeriod, bool showColdValues = true, double tension = 0.2)
     {
         if (!series.Visible || indicator.CurrentChart == null)
             return;
 
         Graphics gr = args.Graphics;
-        var mainWindow = indicator.CurrentChart.MainWindow;
+        gr.SmoothingMode = SmoothingMode.AntiAlias;
+        var mainWindow = indicator.CurrentChart.Windows[args.WindowIndex];
         var converter = mainWindow.CoordinatesConverter;
+
         var clientRect = mainWindow.ClientRectangle;
 
         gr.SetClip(clientRect);

quantower/Volatility/AtrIndicator.cs

@@ -8,9 +8,12 @@ public class AtrIndicator : Indicator, IWatchlistIndicator
     [InputParameter("Periods", sortIndex: 1, 1, 2000, 1, 0)]
     public int Periods { get; set; } = 20;
 
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
     private Atr? atr;
     protected LineSeries? AtrSeries;
-    public static int MinHistoryDepths => 2;
+    public int MinHistoryDepths => Math.Max(5, Periods * 2);
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
 
     public AtrIndicator()
@@ -19,7 +22,7 @@ public class AtrIndicator : Indicator, IWatchlistIndicator
         Description = "Measures market volatility by calculating the average range between high and low prices.";
         SeparateWindow = true;
 
-        AtrSeries = new("ATR", Color.Blue, 2, LineStyle.Solid);
+        AtrSeries = new($"ATR {Periods}", Color.Blue, 2, LineStyle.Solid);
         AddLineSeries(AtrSeries);
     }
 
@@ -35,7 +38,16 @@ public class AtrIndicator : Indicator, IWatchlistIndicator
         TValue result = atr!.Calc(input);
 
         AtrSeries!.SetValue(result.Value);
+        AtrSeries!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
+
     }
 
     public override string ShortName => $"ATR ({Periods})";
+
+    public override void OnPaintChart(PaintChartEventArgs args)
+    {
+        base.OnPaintChart(args);
+        this.PaintHLine(args, 0.05, new Pen(Color.DarkRed, width: 2));
+        this.PaintSmoothCurve(args, AtrSeries!, atr!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
+    }
 }

quantower/Volatility/FlowIndicator.cs

@@ -0,0 +1,78 @@
+using System.Drawing;
+using System.Drawing.Drawing2D;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+public class FlowIndicator : Indicator, IWatchlistIndicator
+{
+    protected string? SourceName;
+    public static int MinHistoryDepths => 2;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public FlowIndicator()
+    {
+        Name = "Flow Visualization";
+        SeparateWindow = false;
+    }
+
+    protected override void OnInit()
+    {
+        // placeholder
+    }
+
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        // placeholder
+    }
+
+#pragma warning disable CA1416 // Validate platform compatibility
+
+    public override void OnPaintChart(PaintChartEventArgs args)
+    {
+        base.OnPaintChart(args);
+        Graphics gr = args.Graphics;
+        gr.SmoothingMode = System.Drawing.Drawing2D.SmoothingMode.AntiAlias;
+        var mainWindow = this.CurrentChart.Windows[args.WindowIndex];
+        var converter = mainWindow.CoordinatesConverter;
+        var clientRect = mainWindow.ClientRectangle;
+        gr.SetClip(clientRect);
+        DateTime leftTime = new[] { converter.GetTime(clientRect.Left), this.HistoricalData.Time(this!.Count - 1) }.Max();
+        DateTime rightTime = new[] { converter.GetTime(clientRect.Right), this.HistoricalData.Time(0) }.Min();
+
+        int leftIndex = (int)this.HistoricalData.GetIndexByTime(leftTime.Ticks) + 1;
+        int rightIndex = (int)this.HistoricalData.GetIndexByTime(rightTime.Ticks);
+        int width = this.CurrentChart.BarsWidth;
+
+        for (int i = rightIndex; i < leftIndex; i++)
+        {
+            int barX1 = (int)converter.GetChartX(this.HistoricalData.Time(i));
+            int barY1 = (int)converter.GetChartY(this.HistoricalData.Open(i));
+            int barYHigh = (int)converter.GetChartY(this.HistoricalData.High(i));
+            int barYLow = (int)converter.GetChartY(this.HistoricalData.Low(i));
+            int barX2 = barX1 + width;
+            int barY2 = (int)converter.GetChartY(this.HistoricalData.Close(i));
+            using (Brush transparentBrush = new SolidBrush(Color.FromArgb(250, 70, 70, 70)))
+                gr.FillRectangle(transparentBrush, barX1, barYHigh - 1, CurrentChart.BarsWidth, Math.Abs(barYLow - barYHigh) + 2);
+            using (Pen defaultPen = new(Color.Yellow, 3))
+            {
+                defaultPen.StartCap = LineCap.Round;
+                defaultPen.EndCap = LineCap.Round;
+                gr.DrawLine(defaultPen, barX1, barY1, barX2, barY2);
+            }
+            if (i > 0)
+            {
+                int barX0 = (int)converter.GetChartX(this.HistoricalData.Time(i - 1));
+                int barY0 = (int)converter.GetChartY(this.HistoricalData.Open(i - 1));
+                using (Pen dottedPen = new(Color.Yellow, 1))
+                {
+                    dottedPen.DashStyle = DashStyle.Dot;
+                    gr.DrawLine(dottedPen, barX2, barY2, barX0, barY0);
+                }
+
+            }
+
+        }
+    }
+
+}

quantower/Volatility/JbandsIndicator.cs

@@ -25,7 +25,8 @@ public class JbandsIndicator : Indicator, IWatchlistIndicator
     [InputParameter("vShort", sortIndex: 6, -100, 100, 1, 0)]
     public int Phase { get; set; } = 10;
 
-        private Jma? jma;
+        private Jma? jmaUp;
+        private Jma? jmaLo;
     protected LineSeries? UbSeries;
     protected LineSeries? LbSeries;
     protected string? SourceName;
@@ -46,18 +47,20 @@ public class JbandsIndicator : Indicator, IWatchlistIndicator
 
     protected override void OnInit()
     {
-        jma = new(Periods, phase: Phase);
+        jmaUp = new(Periods, phase: Phase);
+        jmaLo = new(Periods, phase: Phase);
         SourceName = Source.ToString();
         base.OnInit();
     }
 
     protected override void OnUpdate(UpdateArgs args)
     {
-        TValue input = this.GetInputValue(args, Source);
+        TBar input = IndicatorExtensions.GetInputBar(this, args);
-        jma!.Calc(input);
+        jmaUp!.Calc(input.High);
+        jmaLo!.Calc(input.Low);
 
-        UbSeries!.SetValue(jma.UpperBand);
+        UbSeries!.SetValue(jmaUp.UpperBand);
-        LbSeries!.SetValue(jma.LowerBand);
+        LbSeries!.SetValue(jmaLo.LowerBand);
     }
 
     public override string ShortName => $"JBands ({Periods}:{Phase})";