ATR-based Trailing Stop (#18)

.editorconfig

@@ -0,0 +1,8 @@
+# Top-most EditorConfig file
+root = true
+
+[*.{cs,vb}]
+# Suppress S3776 (Cognitive Complexity)
+dotnet_diagnostic.S3776.severity = none
+# Suppress CA1416 (Platform Compatibility)
+dotnet_diagnostic.CA1416.severity = none

.github/workflows/main_automation.yml

@@ -10,13 +10,21 @@ on:
 
 jobs:
   build_test:
-    runs-on: windows-latest
+    #runs-on: windows-latest
+    runs-on: ubuntu-latest
     steps:
     - name: Checkout
       uses: actions/checkout@v3
       with:
         fetch-depth: 0
 
+############## Install tools
+
+    - name: Create Quantower folder at root
+      run: |
+        sudo mkdir -p /Quantower/
+        sudo chmod -R 777 /Quantower
+
     - name: Install .NET
       uses: actions/setup-dotnet@v3
       with:
@@ -34,31 +42,14 @@ jobs:
       uses: gittools/actions/gitversion/execute@v0
       with:
         useConfigFile: true
-        configFilePath: /a/QuanTAlib/QuanTAlib/GitVersion.yml
+        #configFilePath: GitVersion.yml
         updateAssemblyInfo: true
 
-    - name: Display GitVersion variables (without prefix)
-      run: |
-        echo "Major: ${{ steps.gitversion.outputs.major }}"
-        echo "Minor: ${{ steps.gitversion.outputs.minor }}"
-        echo "Patch: ${{ steps.gitversion.outputs.patch }}"
-        echo "PreReleaseTag: ${{ steps.gitversion.outputs.preReleaseTag }}"
-        echo "PreReleaseTagWithDash: ${{ steps.gitversion.outputs.preReleaseTagWithDash }}"
-        echo "PreReleaseLabel: ${{ steps.gitversion.outputs.preReleaseLabel }}"
-        echo "PreReleaseNumber: ${{ steps.gitversion.outputs.preReleaseNumber }}"
-        echo "WeightedPreReleaseNumber: ${{ steps.gitversion.outputs.weightedPreReleaseNumber }}"
-        echo "FullBuildMetaData: ${{ steps.gitversion.outputs.fullBuildMetaData }}"
-        echo "MajorMinorPatch: ${{ steps.gitversion.outputs.majorMinorPatch }}"
-        echo "SemVer: ${{ steps.gitversion.outputs.semVer }}"
-        echo "AssemblySemVer: ${{ steps.gitversion.outputs.assemblySemVer }}"
-        echo "AssemblySemFileVer: ${{ steps.gitversion.outputs.assemblySemFileVer }}"
-        echo "FullSemVer: ${{ steps.gitversion.outputs.fullSemVer }}"
-        echo "InformationalVersion: ${{ steps.gitversion.outputs.informationalVersion }}"
-
     - name: Install JDK11 for Sonar Scanner
-      uses: actions/setup-java@v1
+      uses: actions/setup-java@v3
       with:
-        java-version: 1.11
+        java-version: 11
+        distribution: 'zulu'
 
     - name: Install JetBrains
       run: dotnet tool install JetBrains.dotCover.GlobalTool --global
@@ -74,42 +65,52 @@ jobs:
       run: dotnet sonarscanner begin /o:"mihakralj" /k:"mihakralj_QuanTAlib"
         /d:sonar.login="${{ secrets.SONAR_TOKEN }}"
         /d:sonar.host.url="https://sonarcloud.io"
-        /d:sonar.cs.dotcover.reportsPaths=./coveragereport.html
+        /d:sonar.cs.dotcover.reportsPaths=./dotcover.xml
+
+############# Build and test
 
     - name: Build Main branch of QuanTAlib DLL
       if: ${{ github.ref != 'refs/heads/dev' }}
-      run: dotnet build ./Calculations/Calculations.csproj --verbosity detailed --configuration Release --nologo -p:PackageVersion=${{ steps.gitversion.outputs.MajorMinorPatch }}
+      run: dotnet build ./Calculations/Calculations.csproj --configuration Release --nologo -p:PackageVersion=${{ steps.gitversion.outputs.MajorMinorPatch }}
-
     - name: Build dev branch of QuanTAlib DLL
       if: ${{ github.ref == 'refs/heads/dev' }}
-      run: dotnet build ./Calculations/Calculations.csproj --verbosity detailed --configuration Release --nologo -p:PackageVersion=${{ steps.gitversion.outputs.FullSemVer }}
+      run: dotnet build ./Calculations/Calculations.csproj --configuration Release --nologo -p:PackageVersion=${{ steps.gitversion.outputs.FullSemVer }}
-
     - name: Build Indicators DLL
-      run: dotnet build ./Indicators/Indicators.csproj --verbosity detailed --configuration Release --nologo
+      run: dotnet build ./Indicators/Indicators.csproj --configuration Release --nologo
-
     - name: Build Strategies DLL
-      run: dotnet build ./Strategies/Strategies.csproj --verbosity detailed --configuration Release --nologo
+      run: dotnet build ./Strategies/Strategies.csproj --configuration Release --nologo
 
-    - name: DotCover Test XML
+    - name: DotCover Test
-      run: dotnet dotcover test ./Tests/Tests.csproj --verbosity minimal --dcReportType=DetailedXML --dcoutput=./coveragereport.xml
+      run: dotnet dotcover test Tests/Tests.csproj --dcReportType=DetailedXML --dcReportType=HTML --dcoutput=dotcover.xml --dcoutput=dotcover.html
+    - name: Coverlet Test
+      run: dotnet test -p:CollectCoverage=true --collect:"XPlat Code Coverage" --results-directory "./"
 
-    - name: Upload coverage reports to Codecov
+############## Report to Sonar/CodeCov/Codacy
+
+    - name: Move coverage report to project root
+      run: |
+        report=$(find . -name '*coverage.cobertura.xml' | head -1)
+        mv "$report" ./coverage.cobertura.xml
+
+    - name: Upload to Codacy
+      uses: codacy/codacy-coverage-reporter-action@v1
+      with:
+        project-token: ${{ secrets.CODACY_PROJECT_TOKEN }}
+        coverage-reports: "*cover*.xml"
+
+    - name: Upload to Codecov
       uses: codecov/codecov-action@v3
       with:
-        files: ./coveragereport.xml
+        files: cover*
         verbose: true
 
-    - name: Sonar reporter
+    - name: Upload to Sonar
       env:
         GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
         SONAR_TOKEN: ${{ secrets.SONAR_TOKEN }}
       run: dotnet sonarscanner end /d:sonar.login="${{ secrets.SONAR_TOKEN }}"
 
-    - name: Codacy coverage reporter
+############## Publish dev release
-      uses: codacy/codacy-coverage-reporter-action@v1
-      with:
-        project-token: ${{ secrets.CODACY_PROJECT_TOKEN }}
-        coverage-reports: ./coveragereport.xml
 
     - name: Publish dev release assets
       if: ${{ github.ref == 'refs/heads/dev' }}
@@ -120,18 +121,20 @@ jobs:
         prerelease: true
         overwrite: true
         release_name: ${{ steps.gitversion.outputs.SemVer }}
-        tag_name: ${{ steps.gitversion.outputs.SemVer }}
+        tag_name: prerelease
         release_config: |
-          .\Calculations\bin\Release\net6.0\QuanTAlib.dll
+          Calculations/bin/Release/net6.0/QuanTAlib.dll
-          .\Indicators\bin\Release\QuanTAlib_Indicators.dll
+          Indicators/bin/Release/QuanTAlib_Indicators.dll
-          .\Strategies\bin\Release\QuanTAlib_Strategies.dll
+          Strategies/bin/Release/QuanTAlib_Strategies.dll
 
     - name: Push  package to myget.org
-      run: dotnet nuget push '.\Calculations\bin\Release\QuanTAlib.*.nupkg'
+      run: dotnet nuget push 'Calculations/bin/Release/QuanTAlib.*.nupkg'
           --api-key ${{ secrets.MYGET_DEPLOY_KEY_QUANTALIB }}
           --source https://www.myget.org/F/quantalib/api/v2/package
           --skip-duplicate
 
+############## Publish main release
+
     - name: Publish main release assets
       if: ${{ github.ref == 'refs/heads/main' }}
       uses: SourceSprint/upload-multiple-releases@1.0.7
@@ -141,15 +144,15 @@ jobs:
         prerelease: false
         overwrite: true
         release_name: ${{ steps.gitversion.outputs.MajorMinorPatch }}
-        tag_name: ${{ steps.gitversion.outputs.MajorMinorPatch }}
+        tag_name: latest
         release_config: |
-          .\Calculations\bin\Release\net6.0\QuanTAlib.dll
+          Calculations/bin/Release/net6.0/QuanTAlib.dll
-          .\Indicators\bin\Release\QuanTAlib_Indicators.dll
+          Indicators/bin/Release/QuanTAlib_Indicators.dll
-          .\Strategies\bin\Release\QuanTAlib_Strategies.dll
+          Strategies/bin/Release/QuanTAlib_Strategies.dll
 
     - name: Push  package to nuget.org
       if: ${{ github.ref == 'refs/heads/main' }}
-      run: dotnet nuget push '.\Calculations\bin\Release\QuanTAlib.*.nupkg'
+      run: dotnet nuget push 'Calculations/bin/Release/QuanTAlib.*.nupkg'
           --api-key ${{ secrets.NUGET_DEPLOY_KEY_QUANTLIB }}
           --source https://api.nuget.org/v3/index.json
           --skip-duplicate

Calculations/Calculations.csproj

@@ -34,6 +34,7 @@
     <AssemblyVersion>0.2.1.0</AssemblyVersion>
     <FileVersion>0.2.1.0</FileVersion>
     <InformationalVersion>0.2.1-dev.2+Branch.dev.Sha.cb5fe2dc86a78fe9358da810d17952c82299ed3d</InformationalVersion>
+    <SuppressNETSdkWarningProperty>NETSDK1057</SuppressNETSdkWarningProperty>
   </PropertyGroup>
   <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|AnyCPU'">
     <DebugType>full</DebugType>
@@ -60,7 +61,7 @@
     <AdditionalFiles Include="..\.sonarlint\mihakralj_quantalib\CSharp\SonarLint.xml" Link="SonarLint.xml" />
   </ItemGroup>
   <ItemGroup>
-    <None Include="..\Docs\readme.md">
+    <None Include="..\docs\readme.md">
       <Pack>True</Pack>
       <PackagePath></PackagePath>
     </None>

Calculations/ClassStructures/TOrders.cs

@@ -0,0 +1,34 @@
+namespace QuanTAlib;
+using System;
+using System.Collections.Generic;
+using System.Collections.ObjectModel;
+using System.Data;
+using System.Linq;
+
+
+public enum OType {
+	NIL = 0, // No position
+	BTO = 1, // Buy to Open
+	STC = 2, // Sell to Close
+	STO = 3, // Sell to Open
+	BTC = 4, // Buy to Close
+	END = 5, // Exit the trade
+}
+
+
+public class TOrders : List<(DateTime t, OType o)> {
+
+	public void Add((DateTime t, OType o) TOrder, bool update = false)
+	{
+		if (update) { this[^1] = TOrder; }
+		else { base.Add(TOrder); }
+		OnEvent(update);
+	}
+
+
+	protected virtual void OnEvent(bool update = false) {
+		Pub?.Invoke(this, new TSeriesEventArgs { update = update }); }
+	public delegate void NewDataEventHandler(object source, TSeriesEventArgs args);
+	public event NewDataEventHandler Pub;
+
+}

Calculations/ClassStructures/TSeries.cs

@@ -1,56 +1,63 @@
 namespace QuanTAlib;
 using System;
 using System.Collections.Generic;
+using System.Collections.ObjectModel;
+using System.Data;
 using System.Linq;
 
 /* <summary>
-TSeries is the cornerstone of all QuanTAlib classess. 
+TSeries is the cornerstone of all QuanTAlib classes.
-    TSeries is a single List of tuples (time, value) and contains several operators, casts, overloads 
+    TSeries is a single List of tuples (time, value) and contains several operators, casts, overloads
-    and other helpers that simplify usage of library. 
+    and other helpers that simplify usage of library.
     Think of TSeries as an equivalent of Numpy array.
-    
+
         - includes Length property (to mimic array's method)
         - includes publishing and subscribing methods that attach to events
 
 </summary> */
+
+
+public class TSeriesEventArgs : EventArgs{
+  public bool update { get; set; }
+}
+
 public class TSeries : List<(DateTime t, double v)> {
 
 	public static implicit operator (DateTime t, double v)(TSeries l) => l[^1];
 	public static implicit operator double(TSeries l) => l[^1].v;
 	public static implicit operator DateTime(TSeries l) => l[^1].t;
-  public List<DateTime> t => this.Select(item => item.t).ToList();
+	public List<DateTime> t => this.Select(item => item.t).ToList();
-  public List<double> v => this.Select(item => item.v).ToList();
+	public List<double> v => this.Select(item => item.v).ToList();
-  public int Length => this.Count;
+	public int Length => this.Count;
 
 	public TSeries Tail(int count = 10) {
 		var tailSeries = new TSeries();
 		tailSeries.AddRange(this.Skip(Math.Max(0, this.Count - count)).Take(count));
 		return tailSeries;
 	}
-	public void Add((DateTime t, double v) TValue, bool update = false) {
+	public (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
 		if (update) { this[^1] = TValue; }
 		else { base.Add(TValue); }
 		OnEvent(update);
+		return TValue;
 	}
 
 	public void Add(DateTime t, double v, bool update = false) => this.Add((t, v), update);
-  public void Add(double v, bool update = false) => this.Add((DateTime.Now, v), update);
+	public void Add(double v, bool update = false) => this.Add((DateTime.Now, v), update);
-  protected virtual void OnEvent(bool update = false) {
+	protected virtual void OnEvent(bool update = false) {
-    Pub?.Invoke(this, new TSeriesEventArgs { update = update }); }
+		Pub?.Invoke(this, new TSeriesEventArgs { update = update });
+	}
 
-  public delegate  void NewDataEventHandler(object source, TSeriesEventArgs args);
+	public delegate void NewDataEventHandler(object source, TSeriesEventArgs args);
-  public event NewDataEventHandler Pub;
+	public event NewDataEventHandler Pub;
 
-  public void Sub(object source, TSeriesEventArgs e) {
+	public void Sub(object source, TSeriesEventArgs e) {
-    TSeries ss = (TSeries)source;
+		TSeries ss = (TSeries)source;
-    if (ss.Count > 0) {
+		if (ss.Count > 0) {
-      this.AddRange(ss);
+			this.AddRange(ss);
-    } else {
-		  Add(ss[^1], e.update);
 		}
-  }
+		else {
-}
+			this.Add(ss[^1], e.update);
-
+		}
-public class TSeriesEventArgs : EventArgs{
+	}
-  public bool update { get; set; }
 }

Calculations/Logic/EQUITY_Series.cs

@@ -13,46 +13,75 @@ EQUITY - Generates P&L portfolio based on trades signals and equity prices
 //optional: warmup period: warmup
 
 public class EQUITY_Series : Single_TSeries_Indicator {
-	int trade_state = 0;
+	readonly TSeries inmarket; //for every bar
-	readonly int _warmup = 0;
+	private readonly TSeries _price;
-	double eq_value = 0;
+	private double _equity;
-	readonly TSeries _prices;
+	private readonly double _capital;
-	readonly bool _long, _short;
+
-	public EQUITY_Series(TSeries trades, TSeries prices, bool Long = true, bool Short = false, int Warmup = 0) : base(trades, period: 0, useNaN: false) {
+	readonly int _warmup;
-		_prices = prices;
+	double _cash;
-		_long = Long;
+	int _units;
-		_short = Short;
+	private bool _longbuy, _longsell;
-		_warmup = Warmup;
+	double _long_order, _open_order;
+	double _investment_value;
+	short _inmarket;
+
+	public EQUITY_Series(TSeries signal, TSeries price, int warmup = 0, double capital = 1000) : base(signal, period: 0, useNaN: false) {
+		_capital = capital;
+		_cash = _capital;
+		_investment_value = 0;
+		_warmup = (warmup > 0) ? warmup : 1;
+
+		inmarket = new();
+		_longbuy = _longsell = false;
+		_open_order = 0;
+		_inmarket = 0;
+		_units = 0;
+		_long_order = 0;
+
+		_price = price; //we buy on the Open price of the NEXT bar
+		_long_order = 0;
+
 		if (base._data.Count > 0) { base.Add(base._data); }
 	}
 
 	public override void Add((System.DateTime t, double v) TValue, bool update) {
-		if (this.Count != 0)
-			eq_value = this[this.Count - 1].v;
 
-		//buy signal
+		if (this.Count > _warmup) {
-		if (TValue.v == 1 && this.Count > _warmup) {
+
-			//we are not in-market and we can do long trades
+			// harvest the gain-loss from previous day
-			if (_short) { trade_state = 0; }
+			_investment_value = _units * _price[this.Count - 1].v;
-			if (_long) { trade_state = 1; }
+			_equity = _cash + _investment_value;
+
+
+			//execute orders from previous bar
+			if (_longbuy && _inmarket == 0) { //time to execute the long buy
+				_units = (int)(_cash / _price[this.Count - 1].v);
+				_long_order = _units * _price[this.Count - 1].v;
+				_cash -= _long_order;
+				_open_order = _long_order;
+				_equity = _cash + _open_order;
+				_inmarket = 1;
+				_longbuy = false;
+			}
+
+			if (_longsell && _inmarket == 1) { //time to execute the long sell
+				_long_order = (_units * _price[this.Count - 1].v);
+				_cash += _long_order;
+				_units = 0;
+
+				_open_order = 0;
+				_equity = _cash + _open_order;
+				_inmarket = 0;
+				_longsell = false;
+			}
+
+			if (_inmarket == 0 && TValue.v == 1) { _longbuy = true; }  //out of market, enter long
+			if (_inmarket == 1 && TValue.v == -1) { _longsell = true; }  //long market, exit long
+
+			//Console.WriteLine($"{TValue.v,3}\t {(_inmarket)} : {_cash,10:f2} + {_units*_price[this.Count-1].v,7:f2} = {_equity-_capital:f2}");
 		}
-
+		inmarket.Add(TValue.t, (double)_inmarket);
-		//sell signal
+		base.Add((TValue.t, _equity), update, _NaN);
-		if (TValue.v == -1 && this.Count > _warmup) {
-			//we are in-market and we can do long trades
-			if (_long) { trade_state = 0; }
-			if (_short) { trade_state = -1; }
-		}
-
-		if (trade_state == 1) {
-			eq_value = this[this.Count - 1].v + (_prices[this.Count].v - _prices[this.Count - 1].v);
-
-		}
-
-		if (trade_state == -1) {
-			eq_value = this[this.Count - 1].v + (_prices[this.Count - 1].v - _prices[this.Count].v);
-
-		}
-		base.Add((TValue.t, eq_value), update, _NaN);
 	}
 }

Calculations/Statistics/DECAY_Series.cs

@@ -15,7 +15,7 @@ DECAY:
 </summary> */
 
 public class DECAY_Series : Single_TSeries_Indicator {
-	private bool _exp;
+	private readonly bool _exp;
 	private double _pdecay, _ppdecay;
 	private readonly double _dfactor;
 

Calculations/Statistics/LINREG_Series.cs

@@ -21,12 +21,14 @@ Sources:
 
 public class LINREG_Series : Single_TSeries_Indicator
 {
-    public readonly TSeries Intercept = new();
+    private readonly TSeries p_Intercept = new();
-    public readonly TSeries RSquared = new();
+    private readonly TSeries p_RSquared = new();
-    public readonly TSeries StdDev = new();
+    private readonly TSeries p_StdDev = new();
     private readonly System.Collections.Generic.List<double> _buffer = new();
-
+    public TSeries Intercept => p_Intercept;
-    public LINREG_Series(TSeries source, int period, bool useNaN = false)
+    public TSeries RSquared => p_RSquared;
+    public TSeries StdDev => p_StdDev;
+public LINREG_Series(TSeries source, int period, bool useNaN = false)
         : base(source, period, useNaN)
     {
         if (this._data.Count > 0) { base.Add(this._data); }
@@ -80,12 +82,12 @@ public class LINREG_Series : Single_TSeries_Indicator
         base.Add(ret, update, _NaN);
 
         ret = (TValue.t, this.Count < this._p - 1 && this._NaN ? double.NaN : _intercept);
-        Intercept.Add(ret, update);
+        p_Intercept.Add(ret, update);
 
         ret = (TValue.t, this.Count < this._p - 1 && this._NaN ? double.NaN : _StdDev);
-        StdDev.Add(ret, update);
+        p_StdDev.Add(ret, update);
 
         ret = (TValue.t, this.Count < this._p - 1 && this._NaN ? double.NaN : _RSquared);
-        RSquared.Add(ret, update);
+        p_RSquared.Add(ret, update);
     }
 }

Calculations/Statistics/SDEV_Series.cs

@@ -18,7 +18,7 @@ Remark:
 
 public class SDEV_Series : Single_TSeries_Indicator
 {
-    public SDEV_Series(TSeries source, int period, bool useNaN = false) : base(source, period, useNaN)
+    public SDEV_Series(TSeries source, int period=0, bool useNaN = false) : base(source, period, useNaN)
     {
         if (base._data.Count > 0) { base.Add(base._data); }
     }

Calculations/Trends/ALMA_Series.cs

@@ -14,7 +14,7 @@ Sources:
     https://phemex.com/academy/what-is-arnaud-legoux-moving-averages
     https://www.prorealcode.com/prorealtime-indicators/alma-arnaud-legoux-moving-average/
 
-TODO: Discrepancy with Pandas-TA (but passes the validation with Skender.GetAlma)
+    Discrepancy with Pandas-TA (but passes the validation with Skender.GetAlma)
 
 </summary> */
 

Calculations/Trends/DEMA_Series.cs

@@ -41,7 +41,7 @@ public class DEMA_Series : Single_TSeries_Indicator
       _lastsum = _lastlastsum;
       _lastema1 = _lastlastema1;
       _lastema2 = _lastlastema2;
-    } 
+    }
     else {
       _lastlastsum = _lastsum;
 			_lastlastema1 = _lastema1;
@@ -55,9 +55,6 @@ public class DEMA_Series : Single_TSeries_Indicator
 		}
 		else if (_len <= _period && _useSMA && _period != 0) {
 			_sum += TValue.v;
-			if (_period != 0 && _len > _period) {
-				_sum -= (_data[base.Count - _period - (update ? 1 : 0)].v);
-			}
 			_ema1 = _sum / Math.Min(_len, _period);
 			_ema2 = _ema1;
     }
@@ -67,8 +64,8 @@ public class DEMA_Series : Single_TSeries_Indicator
     }
     _dema = 2*_ema1 - _ema2;
 
-		_lastema1 = _ema1;
+	  _lastema1 = Double.IsNaN(_ema1)?_lastema1:_ema1;
-		_lastema2 = _ema2;
+    _lastema2 = Double.IsNaN(_ema2)?_lastema2:_ema2;
 
 		base.Add((TValue.t, _dema), update, _NaN);
     }

Calculations/Trends/DWMA_Series.cs

@@ -9,24 +9,22 @@ DWMA: Double Weighted Moving Average
 </summary> */
 
 public class DWMA_Series : Single_TSeries_Indicator {
+	private readonly System.Collections.Generic.List<double> _buffer1 = new();
+	private readonly System.Collections.Generic.List<double> _weights = new();
 	public DWMA_Series(TSeries source, int period, bool useNaN = false) : base(source, period, useNaN) {
 		for (int i = 0; i < this._p; i++) {
 			double _weight = (i + 1) * (i + 1);
 			this._weights.Add(_weight);
 		}
-
 		if (base._data.Count > 0) { base.Add(base._data); }
 	}
-	private readonly System.Collections.Generic.List<double> _buffer1 = new();
-	private readonly System.Collections.Generic.List<double> _weights = new();
 
 	public override void Add((System.DateTime t, double v) TValue, bool update) {
 		Add_Replace_Trim(_buffer1, TValue.v, _p, update);
-		double _wma1 = 0;
+		double _wma1 = 0, _wsum = 0;
-		double _wsum = 0;
 		for (int i = 0; i < _buffer1.Count; i++) {
-			_wma1 += _buffer1[i] * this._weights[i];
+			_wma1 += _buffer1[i] * _weights[i];
-			_wsum += this._weights[i];
+			_wsum += _weights[i];
 		}
 		_wma1 /= _wsum;
 

Calculations/Trends/EMA_Series.cs

@@ -60,7 +60,7 @@ public class EMA_Series : Single_TSeries_Indicator {
 		else {
 			_ema = _k * (TValue.v - _lastema) + _lastema;
 		}
-		_lastema = _ema;
+		_lastema = Double.IsNaN(_ema)?_lastema:_ema;
 
 		base.Add((TValue.t, _ema), update, _NaN);
 	}

Calculations/Trends/JMA_Series.cs

@@ -27,13 +27,14 @@ public class JMA_Series : Single_TSeries_Indicator {
 	public TSeries mma1 { get; }
 	public TSeries mma2 { get; }
 
-	private double upperBand, lowerBand, vsum, Kv, del1, del2;
+	private double upperBand, lowerBand, vsum, Kv;
 	private double prev_ma1, prev_det0, prev_det1, prev_vsum, prev_jma;
 	private double p_upperBand, p_lowerBand, p_Kv, p_prev_ma1, p_prev_det0, p_prev_det1, p_prev_vsum, p_prev_jma;
 	private readonly int _voltyS, _voltyL;
 
 	public JMA_Series(TSeries source, int period, double phase = 0.0, int vshort = 10, int vlong = 65, bool useNaN = false) : base(source, period, useNaN) {
-		upperBand = lowerBand = prev_ma1 = prev_det0 = prev_det1 = prev_vsum = prev_jma = Kv = del1 = del2 = 0.0;
+		upperBand = lowerBand = prev_ma1 = prev_det0 = prev_det1 = prev_vsum = prev_jma = Kv = 0.0;
+		
 		Kv = 0;
 
 		pr = (phase * 0.01) + 1.5;
@@ -48,6 +49,7 @@ public class JMA_Series : Single_TSeries_Indicator {
 	}
 
 	public override void Add((System.DateTime t, double v) TValue, bool update) {
+		double del1 = 0.0, del2 = 0.0;
 		if (this.Count == 0) { prev_ma1 = prev_jma = TValue.v; }
 		if (update) {
 			upperBand = p_upperBand;
@@ -95,8 +97,8 @@ public class JMA_Series : Single_TSeries_Indicator {
 		/// from avolty to rolty
 		double rvolty = (avolty != 0) ? volty / avolty : 0;
 		double len1 = (Math.Log(Math.Sqrt(_p)) / Math.Log(2.0)) + 2;
-		if (len1 < 0)
+		if (len1 < 0) { len1 = 0; }
-			len1 = 0;
+
 		double pow1 = Math.Max(len1 - 2.0, 0.5);
 		if (rvolty > Math.Pow(len1, 1.0 / pow1)) { rvolty = Math.Pow(len1, 1.0 / pow1); }
 		if (rvolty < 1) { rvolty = 1; }

Calculations/Trends/MAMA_Series.cs

@@ -33,7 +33,7 @@ public class MAMA_Series : Single_TSeries_Indicator
 
     public override void Add((System.DateTime t, double v) TValue, bool update)
     {
-        
+
         if (!update) {
             // roll forward (oldx = x)
             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;

Calculations/Trends/T3_Series.cs

@@ -13,16 +13,6 @@ Sources:
     https://technicalindicators.net/indicators-technical-analysis/150-t3-moving-average
     http://www.binarytribune.com/forex-trading-indicators/t3-moving-average-indicator/
 
-Calculation:
-    Volume Factor is typically 0.7 (but also 0.618);
-    Ema1 = Ema (Close);
-    Ema2 = Ema (Ema1);
-    Ema3 = Ema (Ema2);
-    Ema4 = Ema (Ema3);
-    Ema5 = Ema (Ema4);
-    Ema6 = Ema (Ema5);
-    T3 = –(a*a*a) * Ema6 + (3*a*a + 3*a*a*a) * Ema5 + (–6*a*a – 3*a – 3*a*a*a) * Ema4 + (1 + 3*a + a*a*a + 3*a*a) * Ema3
-
 </summary> */
 public class T3_Series : Single_TSeries_Indicator {
 	private readonly double _k, _k1m, _c1, _c2, _c3, _c4;
@@ -35,7 +25,7 @@ public class T3_Series : Single_TSeries_Indicator {
 
 	private double _lastema1, _lastema2, _lastema3, _lastema4, _lastema5, _lastema6;
 	private double _llastema1, _llastema2, _llastema3, _llastema4, _llastema5, _llastema6;
-	private bool _useSMA;
+	private readonly bool _useSMA;
 
 	public T3_Series(TSeries source, int period, double vfactor = 0.7, bool useNaN = false, bool useSMA = true) : base(source, period, useNaN) {
 		double _a = vfactor; //0.7; //0.618

Calculations/Trends/TRIX_Series.cs

@@ -9,13 +9,6 @@ TRIX: Triple Exponential Average
 	has become a popular technical analysis tool to aid chartists in spotting diversions
 and directional cues in stock trading patterns. 
 
-
-Calculation:
-	Ema1 = Ema (Close);
-    Ema2 = Ema (Ema1);
-    Ema3 = Ema (Ema2);
-    TRIX = (Ema3-Ema3[1]) / Ema3[1]
-
 Sources:
 	https://www.investopedia.com/terms/t/trix.asp
 
@@ -29,7 +22,7 @@ public class TRIX_Series : Single_TSeries_Indicator
 
   private double _lastema1, _lastema2, _lastema3;
   private double _llastema1, _llastema2, _llastema3;
-  private bool _useSMA;
+  private readonly bool _useSMA;
 
   public TRIX_Series(TSeries source, int period, bool useNaN = false, bool useSMA = true) : base(source, period, useNaN)
   {

Calculations/Volatility/ADOSC_Series.cs

@@ -6,7 +6,7 @@ ADO: Chaikin Accumulation/Distribution Oscillator
     ADO measures the momentum of ADL using the difference between slow (10-day) EMA(ADL)
     and fast (3-day) EMA(ADL):
 
-    Chaikin A/D Oscillator = (3-day EMA of ADL)  -  (10-day EMA of ADL)
+    Chaikin A/D Oscillator is defined as 3-day EMA of ADL  minus  10-day EMA of ADL
 
 Sources:
     https://school.stockcharts.com/doku.php?id=technical_indicators:chaikin_oscillator
@@ -53,35 +53,3 @@ public class ADOSC_Series : Single_TBars_Indicator
     }
 	
 }
-/*
-public class ADOSC_Series : Single_TBars_Indicator
-{
-	private readonly ADL_Series _TSadl;
-
-	private readonly EMA_Series _TSslow;
-	private readonly EMA_Series _TSfast;
-	private readonly SUB_Series _TSado;
-
-	public ADOSC_Series(TBars source, bool useNaN = false) : base(source, period: 0, useNaN)
-	{
-		_TSadl = new(source: source, useNaN: false);
-		_TSslow = new(source: _TSadl, period: 10, useNaN: false);
-		_TSfast = new(source: _TSadl, period: 3, useNaN: false);
-		_TSado = new(_TSfast, _TSslow);
-
-		if (source.Count > 0)
-		{ base.Add(_TSado); }
-		Console.WriteLine(base.Count);
-	}
-
-	public override void Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update)
-	{
-		if (update)
-		{ _TSadl.Add(TBar, true); }
-
-		double _ado = this._TSado[(this.Count < this._TSado.Count) ? this.Count : this._TSado.Count - 1].v;
-		var result = (TBar.t, _ado);
-		base.Add(result, update);
-	}
-}
-*/

Calculations/Volatility/CMO_Series.cs

@@ -26,7 +26,7 @@ public class CMO_Series : Single_TSeries_Indicator {
 
 	public override void Add((DateTime t, double v) TValue, bool update) {
 		if (this.Count == 0) { _plast_value = _last_value = TValue.v; }
-		if (update) _last_value = _plast_value; else _plast_value = _last_value;
+		if (update) {_last_value = _plast_value;} else {_plast_value = _last_value;}
 
 		Add_Replace_Trim(_buff_up, (TValue.v > _last_value) ? TValue.v-_last_value : 0, _p, update);
 		Add_Replace_Trim(_buff_dn, (TValue.v < _last_value) ? _last_value-TValue.v : 0, _p, update);
@@ -40,8 +40,7 @@ public class CMO_Series : Single_TSeries_Indicator {
 		}
 
 		double _cmo = 100 * (_cmo_up - _cmo_dn) / (_cmo_up + _cmo_dn);
-		if (_cmo_up + _cmo_dn == 0)
+		if (_cmo_up + _cmo_dn == 0) {_cmo = 0;}
-			_cmo = 0;
 		base.Add((TValue.t, _cmo), update, _NaN);
 	}
 }

Indicators/Basics/QuanTAlib_Indicator.cs

@@ -1,55 +0,0 @@
-using TradingPlatform.BusinessLayer;
-using System.Drawing;
-using QuanTAlib;
-using System;
-using TradingPlatform.BusinessLayer.Chart;
-
-namespace QuanTAlib;
-
-public abstract class QuanTAlib_Indicator : Indicator {
-	protected TBars bars;
-	protected IChartWindow mainWindow;
-	protected Graphics graphics;
-	protected int firstOnScreenBarIndex, lastOnScreenBarIndex;
-	protected HistoricalData History;
-	protected int HistPeriod;
-
-	protected override void OnInit() {
-		base.OnInit();
-		bars = new();
-		var dur1 = this.HistoricalData.FromTime;
-		var dur = this.HistoricalData.Period.Duration.TotalSeconds * (HistPeriod*4)  ; //seconds of two periods
-
-		this.History = this.Symbol.GetHistory(period: this.HistoricalData.Period,  fromTime: HistoricalData.FromTime);
-
-		for (int i = this.History.Count-1; i >= 0; i--) {
-
-			var rec = this.History[i, SeekOriginHistory.Begin];
-
-			bars.Add(rec.TimeLeft, rec[PriceType.Open], 
-				 rec[PriceType.High], rec[PriceType.Low],
-				 rec[PriceType.Close], rec[PriceType.Volume]);
-		}
-	}
-
-	protected override void OnUpdate(UpdateArgs args) {
-		base.OnUpdate(args);
-		bars.Add(Time(), GetPrice(PriceType.Open),
-									GetPrice(PriceType.High),
-									GetPrice(PriceType.Low),
-									GetPrice(PriceType.Close),
-									GetPrice(PriceType.Volume),
-									update: !(args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar));
-	}
-	public override void OnPaintChart(PaintChartEventArgs args) {
-		base.OnPaintChart(args);
-		if (this.CurrentChart == null) return;
-		graphics = args.Graphics;
-		mainWindow = this.CurrentChart.MainWindow;
-
-		DateTime leftTime = mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Left);
-		DateTime rightTime = mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Right);
-		firstOnScreenBarIndex = (int)mainWindow.CoordinatesConverter.GetBarIndex(leftTime);
-		lastOnScreenBarIndex = (int)Math.Ceiling(mainWindow.CoordinatesConverter.GetBarIndex(rightTime));
-	}
-}

Indicators/Charts/JMA_chart.cs

@@ -3,9 +3,10 @@ using System.Diagnostics;
 using System.Drawing;
 using System.Linq;
 using TradingPlatform.BusinessLayer;
+using TradingPlatform.BusinessLayer.Chart;
 namespace QuanTAlib;
 
-public class JMA_chart : QuanTAlib_Indicator {
+public class JMA_chart : Indicator {
 	#region Parameters
 
 	[InputParameter("Data source", 0, variants: new object[]
@@ -31,6 +32,12 @@ public class JMA_chart : QuanTAlib_Indicator {
 	private JMA_Series indicator;
 	///////
 
+	protected TBars bars;
+	protected IChartWindow mainWindow;
+	protected Graphics graphics;
+	protected int firstOnScreenBarIndex, lastOnScreenBarIndex;
+	protected HistoricalData History;
+	protected int HistPeriod;
 	public JMA_chart() :base() {
 		Name = "JMA - Jurik Moving Avg";
 		Description = "Jurik Moving Average description";
@@ -42,6 +49,21 @@ public class JMA_chart : QuanTAlib_Indicator {
 
 	protected override void OnInit() { 
 		base.OnInit();
+		bars = new();
+		var dur1 = this.HistoricalData.FromTime;
+		var dur = this.HistoricalData.Period.Duration.TotalSeconds * (HistPeriod * 4); //seconds of two periods
+
+		this.History = this.Symbol.GetHistory(period: this.HistoricalData.Period, fromTime: HistoricalData.FromTime);
+
+		for (int i = this.History.Count - 1; i >= 0; i--) {
+
+			var rec = this.History[i, SeekOriginHistory.Begin];
+
+			bars.Add(rec.TimeLeft, rec[PriceType.Open],
+				rec[PriceType.High], rec[PriceType.Low],
+				rec[PriceType.Close], rec[PriceType.Volume]);
+		}
+
 		indicator = new(source: bars.Select(DataSource), period: Period, 
 										phase: Jphase, vshort: Vshort, vlong: Vlong, 
 										useNaN: true);
@@ -49,6 +71,26 @@ public class JMA_chart : QuanTAlib_Indicator {
 
 	protected override void OnUpdate(UpdateArgs args) { 
 		base.OnUpdate(args);
+		bars.Add(Time(), GetPrice(PriceType.Open),
+			GetPrice(PriceType.High),
+			GetPrice(PriceType.Low),
+			GetPrice(PriceType.Close),
+			GetPrice(PriceType.Volume),
+			update: !(args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar));
+	
 		this.SetValue(indicator[^1].v, lineIndex: 0);
 	}
+	public override void OnPaintChart(PaintChartEventArgs args) {
+		base.OnPaintChart(args);
+		if (this.CurrentChart == null)
+			return;
+		graphics = args.Graphics;
+		mainWindow = this.CurrentChart.MainWindow;
+
+		DateTime leftTime = mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Left);
+		DateTime rightTime = mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Right);
+		firstOnScreenBarIndex = (int)mainWindow.CoordinatesConverter.GetBarIndex(leftTime);
+		lastOnScreenBarIndex = (int)Math.Ceiling(mainWindow.CoordinatesConverter.GetBarIndex(rightTime));
+	}
+
 }

Indicators/Charts/TrailingStop.cs

@@ -0,0 +1,89 @@
+using System;
+using System.Diagnostics;
+using System.Drawing;
+using System.Linq;
+using TradingPlatform.BusinessLayer;
+namespace QuanTAlib;
+
+public class TrailingStop_chart : Indicator {
+	#region Parameters
+
+	[InputParameter("Period", 0, 1, 100, 1, 1)]
+	protected int _period = 30;
+	
+	[InputParameter("Factor", 1, 1, 100, 0.1, 1)]
+	protected double _factor = 10;
+
+	[InputParameter("Long TS", 2)]
+	private bool _LongTS = true;
+
+	[InputParameter("Short TS", 3)]
+	private bool _ShortTS = false;
+
+	#endregion Parameters
+
+	///////
+	private HistoricalData History;
+	private TBars bars;
+	private ATR_Series _atr;
+
+	private double _tslineL, _ratchetL, _tslineS, _ratchetS;
+	///////
+
+	public TrailingStop_chart() :base() {
+		Name = $"ATR Trailing Stop";
+		AddLineSeries(lineName: "TrailingATR Long", lineColor: Color.Yellow, lineWidth:  1,lineStyle: LineStyle.Dot);
+		AddLineSeries(lineName: "Ratchet Long", lineColor: Color.Yellow, lineWidth: 3, lineStyle: LineStyle.Solid);
+
+		AddLineSeries(lineName: "TrailingATR Short", lineColor: Color.Yellow, lineWidth: 1, lineStyle: LineStyle.Dot);
+		AddLineSeries(lineName: "Ratchet Short", lineColor: Color.Yellow, lineWidth: 3, lineStyle: LineStyle.Solid);
+		SeparateWindow = false;
+	}
+
+
+	protected override void OnInit() {
+		this.Name = $"Trailing Stop (ATR:{_period}, Mult:{_factor:f2})";
+		this.bars = new();
+
+		this.History = this.Symbol.GetHistory(period: this.HistoricalData.Period, fromTime: HistoricalData.FromTime);
+		for (int i = this.History.Count - 1; i >= 0; i--) {
+			var rec = this.History[i, SeekOriginHistory.Begin];
+			bars.Add(rec.TimeLeft, rec[PriceType.Open],
+			rec[PriceType.High], rec[PriceType.Low],
+			rec[PriceType.Close], rec[PriceType.Volume]);
+		}
+		_atr = new(source: bars, _period, useNaN: true);
+		_ratchetL = Double.NegativeInfinity;
+		_ratchetS = Double.PositiveInfinity;
+
+		this.LinesSeries[0].Visible = _LongTS;
+		this.LinesSeries[1].Visible = _LongTS;
+		this.LinesSeries[2].Visible = _ShortTS;
+		this.LinesSeries[3].Visible = _ShortTS;
+	}
+
+	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);
+		
+		_tslineL = bars.High[^1].v - (_factor * _atr[^1].v);
+		_ratchetL = Math.Max(_tslineL,_ratchetL);
+		_ratchetL = (_ratchetL > bars.Low[^1].v) ? _tslineL : _ratchetL;
+
+		_tslineS = bars.Low[^1].v + (_factor * _atr[^1].v);
+		_ratchetS = Math.Min(_tslineS, _ratchetS);
+		_ratchetS = (_ratchetS < bars.High[^1].v) ? _tslineS : _ratchetS;
+
+
+		this.SetValue(_tslineL, lineIndex: 0);
+		this.SetValue(_ratchetL, lineIndex: 1);
+		this.SetValue(_tslineS, lineIndex: 2);
+		this.SetValue(_ratchetS, lineIndex: 3);
+	}
+}
+

Indicators/Charts/xMA_chart.cs

@@ -1,136 +1,280 @@
 using System;
 using System.Drawing;
+using System.Linq;
 using TradingPlatform.BusinessLayer;
 namespace QuanTAlib;
 
-public class MovingAverage_chart : Indicator
+public class MovingAverage_chart : Indicator {
-{
+	#region Parameters
-    #region Parameters
+	[InputParameter("MA1: Type", 0, variants: new object[]
-
-    [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 = 3;
-
-	  [InputParameter("Moving Average Type", 2, variants: new object[]
 		{ "SMA", 0, "EMA", 1,  "WMA", 2,  "T3", 3,  "SMMA", 4,  "TRIMA", 5, "DWMA", 6,  "FMA", 7,  "DEMA", 8,  "TEMA", 9,
 			"ALMA", 10, "HMA", 11,  "HEMA", 12,  "MAMA", 13, "KAMA", 14, "ZLEMA", 15,  "JMA", 16})]
-	  private int MAtype = 1;
+	private int MA1type = 15;
+
+	[InputParameter("MA1: Smoothing period", 1, 1, 999, 1, 1)]
+	private int MA1Period = 10;
+
+	[InputParameter("MA1: Data source", 2, 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 MA1DataSource = 3;
+
+	[InputParameter("MA2: Type", 3, variants: new object[]
+	{ "SMA", 0, "EMA", 1,  "WMA", 2,  "T3", 3,  "SMMA", 4,  "TRIMA", 5, "DWMA", 6,  "FMA", 7,  "DEMA", 8,  "TEMA", 9,
+			"ALMA", 10, "HMA", 11,  "HEMA", 12,  "MAMA", 13, "KAMA", 14, "ZLEMA", 15,  "JMA", 16})]
+	private int MA2type = 16;
+
+	[InputParameter("MA2: Smoothing period", 4, 1, 999, 1, 1)]
+	private int MA2Period = 50;
+
+	[InputParameter("MA2: Data source", 5, 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 MA2DataSource = 8;
+
+	[InputParameter("Long trades", 6)]
+	private bool LongTrades = true;
+
+	[InputParameter("Short trades", 6)]
+	private bool ShortTrades = false;
+
 	#endregion Parameters
 
 	protected HistoricalData History;
-	private TBars bars ;
+	private TBars bars;
 
-    ///////
+	///////
-    private TSeries indicator;
+	private TSeries MA1, MA2;
-      ///////
+	private CROSS_Series trades;
+	private COMPARE_Series overunder;
+	private EQUITY_Series equity;
+	///////
 
-    public MovingAverage_chart()
+	public MovingAverage_chart() {
-    {
+		this.SeparateWindow = false;
-        this.SeparateWindow = false;
+		this.Name = "2MA Crossover";
-        this.Name = "Flexible Moving Average";
+		this.AddLineSeries("MA1", Color.SeaGreen, 3, LineStyle.Solid);
-        this.AddLineSeries("MA", Color.Yellow, 3, LineStyle.Solid);
+		this.AddLineSeries("MA2", Color.OrangeRed, 3, LineStyle.Solid);
-    }
-
-    protected override void OnInit()
-    {
-      this.bars = new();
-		  this.History = this.Symbol.GetHistory(period: this.HistoricalData.Period, fromTime: HistoricalData.FromTime);
-		  for (int i = this.History.Count - 1; i >= 0; i--) {
-				var rec = this.History[i, SeekOriginHistory.Begin];
-				bars.Add(rec.TimeLeft, rec[PriceType.Open],
-				rec[PriceType.High], rec[PriceType.Low],
-				rec[PriceType.Close], rec[PriceType.Volume]);
-			}
-
-		switch (MAtype) {
-			case 0:
-				indicator = new SMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
-				this.Name = $"Simple Moving Average - SMA";
-				break;
-			case 1:
-				indicator = new EMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
-				this.Name = $"Exponential Moving Average - EMA";
-				break;
-			case 2:
-				indicator = new WMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
-				this.Name = $"Weighted Moving Average - WMA";
-				break;
-			case 3:
-				indicator = new T3_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
-				this.Name = $"Tillson T3 Moving Average - T3";
-				break;
-			case 4:
-				indicator = new SMMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
-				this.Name = $"Smoothed Moving Average - SMMA";
-				break;
-			case 5:
-				indicator = new TRIMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
-				this.Name = $"Triangular Moving Average - TRIMA";
-				break;
-			case 6:
-				indicator = new DWMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
-				this.Name = $"Double Weighted Moving Average - DWMA";
-				break;
-			case 7:
-				indicator = new FMA_Series(source: bars.Select(this.DataSource), period: this.Period);
-				this.Name = $"Fibonacci Moving Average - FMA";
-				break;
-			case 8:
-				indicator = new DEMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
-				this.Name = $"Double Exponential Moving Average - DEMA";
-				break;
-			case 9:
-				indicator = new TEMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
-				this.Name = $"Triple Exponential Moving Average - TEMA";
-				break;
-			case 10:
-				indicator = new ALMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
-				this.Name = $"Arnaud Legoux Moving Average - ALMA";
-				break;
-			case 11:
-				indicator = new HMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
-				this.Name = $"Hull Moving Average - HMA";
-				break;
-			case 12:
-				indicator = new HEMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
-				this.Name = $"Hull-Exponential Moving Average - HEMA";
-				break;
-			case 13:
-				double factor= 1.015 * Math.Exp(-0.043 * (double)this.Period);
-				indicator = new MAMA_Series(source: bars.Select(this.DataSource), 
-					fastlimit: factor, slowlimit: factor*0.1, 
-					useNaN: false);
-				this.Name = $"MESA Adaptive Moving Average - MAMA";
-				break;
-			case 14:
-				indicator = new KAMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
-				this.Name = $"Kaufman's Adaptive Moving Average - KAMA";
-				break;
-			case 15:
-				indicator = new ZLEMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
-				this.Name = $"Zero Lag Exponential Moving Average - ZLEMA";
-				break;
-			default:
-				indicator = new JMA_Series(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
-				this.Name = $"Jurik Moving Average - JMA";
-				break;
-		}
-		this.Name = this.Name + $" ({Period}:{TBars.SelectStr(this.DataSource)})";
 	}
 
-    protected override void OnUpdate(UpdateArgs args)
+	protected override void OnInit() {
-    {
+		this.bars = new();
-        bool update = !(args.Reason == UpdateReason.NewBar ||
+		this.History = this.Symbol.GetHistory(period: this.HistoricalData.Period, fromTime: HistoricalData.FromTime);
-                        args.Reason == UpdateReason.HistoricalBar);
+		for (int i = this.History.Count - 1; i >= 0; i--) {
-        this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
+			var rec = this.History[i, SeekOriginHistory.Begin];
-                      this.GetPrice(PriceType.High), 
+			bars.Add(rec.TimeLeft, rec[PriceType.Open],
-                      this.GetPrice(PriceType.Low),
+			rec[PriceType.High], rec[PriceType.Low],
-                      this.GetPrice(PriceType.Close),
+			rec[PriceType.Close], rec[PriceType.Volume]);
-                      this.GetPrice(PriceType.Volume), update);
+		}
-        this.SetValue(this.indicator[this.indicator.Count - 1].v);
+		this.Name = "Crossover[ ";
-    }
+		switch (MA1type) {
+			case 0:
+				MA1 = new SMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+				this.Name += $"SMA";
+				break;
+			case 1:
+				MA1 = new EMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+				this.Name += $"EMA";
+				break;
+			case 2:
+				MA1 = new WMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+				this.Name += $"WMA";
+				break;
+			case 3:
+				MA1 = new T3_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+				this.Name += $"T3";
+				break;
+			case 4:
+				MA1 = new SMMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+				this.Name += $"SMMA";
+				break;
+			case 5:
+				MA1 = new TRIMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+				this.Name += $"TRIMA";
+				break;
+			case 6:
+				MA1 = new DWMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+				this.Name += $"DWMA";
+				break;
+			case 7:
+				MA1 = new FMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period);
+				this.Name += $"FMA";
+				break;
+			case 8:
+				MA1 = new DEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+				this.Name += $"DEMA";
+				break;
+			case 9:
+				MA1 = new TEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+				this.Name += $"TEMA";
+				break;
+			case 10:
+				MA1 = new ALMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+				this.Name += $"ALMA";
+				break;
+			case 11:
+				MA1 = new HMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+				this.Name += $"HMA";
+				break;
+			case 12:
+				MA1 = new HEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+				this.Name += $"HEMA";
+				break;
+			case 13:
+				double factor = 1.015 * Math.Exp(-0.043 * (double)this.MA1Period);
+				MA1 = new MAMA_Series(source: bars.Select(this.MA1DataSource), fastlimit: factor, slowlimit: factor * 0.1, useNaN: false);
+				this.Name += $"MAMA";
+				break;
+			case 14:
+				MA1 = new KAMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+				this.Name += $"KAMA";
+				break;
+			case 15:
+				MA1 = new ZLEMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+				this.Name += $"ZLEMA";
+				break;
+			default:
+				MA1 = new JMA_Series(source: bars.Select(this.MA1DataSource), period: this.MA1Period, useNaN: false);
+				this.Name += $"JMA";
+				break;
+		}
+
+		this.Name = this.Name + $" ({MA1Period}:{TBars.SelectStr(this.MA1DataSource)}) : ";
+
+		switch (MA2type) {
+			case 0:
+				MA2 = new SMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+				this.Name += $"SMA";
+				break;
+			case 1:
+				MA2 = new EMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+				this.Name += $"EMA";
+				break;
+			case 2:
+				MA2 = new WMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+				this.Name += $"WMA";
+				break;
+			case 3:
+				MA2 = new T3_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+				this.Name += $"T3";
+				break;
+			case 4:
+				MA2 = new SMMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+				this.Name += $"SMMA";
+				break;
+			case 5:
+				MA2 = new TRIMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+				this.Name += $"TRIMA";
+				break;
+			case 6:
+				MA2 = new DWMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+				this.Name += $"DWMA";
+				break;
+			case 7:
+				MA2 = new FMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period);
+				this.Name += $"FMA";
+				break;
+			case 8:
+				MA2 = new DEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+				this.Name += $"DEMA";
+				break;
+			case 9:
+				MA2 = new TEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+				this.Name += $"TEMA";
+				break;
+			case 10:
+				MA2 = new ALMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+				this.Name += $"ALMA";
+				break;
+			case 11:
+				MA2 = new HMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+				this.Name += $"HMA";
+				break;
+			case 12:
+				MA2 = new HEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+				this.Name += $"HEMA";
+				break;
+			case 13:
+				double factor = 1.015 * Math.Exp(-0.043 * (double)this.MA2Period);
+				MA2 = new MAMA_Series(source: bars.Select(this.MA2DataSource), fastlimit: factor, slowlimit: factor * 0.1, useNaN: false);
+				this.Name += $"MAMA";
+				break;
+			case 14:
+				MA2 = new KAMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+				this.Name += $"KAMA";
+				break;
+			case 15:
+				MA2 = new ZLEMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+				this.Name += $"ZLEMA";
+				break;
+			default:
+				MA2 = new JMA_Series(source: bars.Select(this.MA2DataSource), period: this.MA2Period, useNaN: false);
+				this.Name += $"JMA";
+				break;
+		}
+		this.Name += $"({MA2Period}:{TBars.SelectStr(this.MA2DataSource)}) ]";
+
+		overunder = new(MA1, MA2);
+		trades = new(MA1, MA2);
+		equity = new(trades,price: bars.Open,warmup:MA1Period+MA2Period);
+	}
+
+	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);
+		this.SetValue(this.MA1[^1].v, lineIndex: 0);
+		this.SetValue(this.MA2[^1].v, lineIndex: 1);
+
+		if (trades[^1].v == 1) {
+			this.EndCloud(0, 1, Color.Empty);
+			if (LongTrades) {
+				this.LinesSeries[0].SetMarker(0, new IndicatorLineMarker(Color.SeaGreen, upperIcon: IndicatorLineMarkerIconType.UpArrow));
+				this.BeginCloud(0, 1, Color.FromArgb(127, Color.Green));
+			}
+			if (ShortTrades) {
+				this.LinesSeries[1].SetMarker(0, new IndicatorLineMarker(Color.OrangeRed, bottomIcon: IndicatorLineMarkerIconType.DownArrow));
+			}
+		}
+		if (trades[^1].v == -1) {
+			this.EndCloud(0, 1, Color.Empty);
+			if (ShortTrades) {
+				this.LinesSeries[1].SetMarker(0, new IndicatorLineMarker(Color.OrangeRed, bottomIcon: IndicatorLineMarkerIconType.UpArrow));
+				this.BeginCloud(0, 1, Color.FromArgb(127, Color.Red));
+			}
+			if (LongTrades) {
+				this.LinesSeries[0].SetMarker(0, new IndicatorLineMarker(Color.SeaGreen, upperIcon: IndicatorLineMarkerIconType.DownArrow));
+			}
+		}
+	}
+	public override void OnPaintChart(PaintChartEventArgs args) {
+		base.OnPaintChart(args);
+		if (this.CurrentChart == null) {return;}
+		Graphics graphics = args.Graphics;
+		var mainWindow = this.CurrentChart.MainWindow;
+		int leftIndex = (int)mainWindow.CoordinatesConverter.GetBarIndex(mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Left));
+		int rightIndex = (int)Math.Ceiling(mainWindow.CoordinatesConverter.GetBarIndex(mainWindow.CoordinatesConverter.GetTime(mainWindow.ClientRectangle.Right)));
+		int historycount = HistoricalData.Count;
+		int ymax = mainWindow.ClientRectangle.Height;
+		int ymin = ymax - (int)(ymax / 4);
+		double eqmin = equity.v.Min();
+		double eqmax = equity.v.Max();
+		double proportion = (ymax-ymin) / (eqmax-eqmin);
+
+		for (int i = leftIndex; i <= rightIndex; i++) {
+			int xi = (int)Math.Round(mainWindow.CoordinatesConverter.GetChartX(Time(Count - 1 - i)));
+			int width = this.CurrentChart.BarsWidth;
+			int height = (int)((equity[i+historycount].v) *proportion);
+
+			Brush bb = Brushes.DarkSlateGray;
+			bb = (overunder[i+historycount].v>0 && LongTrades)? Brushes.Green : bb;
+			bb = (overunder[i + historycount].v < 0 && ShortTrades) ? Brushes.Red : bb;
+
+			graphics.FillRectangle(bb, xi, ymax - height, width, height);
+		}
+	}
 }

Indicators/Indicators.csproj

@@ -16,6 +16,7 @@
     <FileVersion>0.2.1.0</FileVersion>
     <InformationalVersion>0.2.1-dev.2+Branch.dev.Sha.cb5fe2dc86a78fe9358da810d17952c82299ed3d</InformationalVersion>
     <Version>0.2.1-dev.2</Version>
+    <SuppressNETSdkWarningProperty>NETSDK1057</SuppressNETSdkWarningProperty>
   </PropertyGroup>
   <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|AnyCPU'">
     <Optimize>True</Optimize>

Strategies/SimpleMACross1.cs

@@ -38,8 +38,8 @@ namespace SimpleMACross {
 		}
 
 		protected override void OnRun() {
-			if (this.CurrentAccount != null && this.CurrentAccount.State == BusinessObjectState.Fake)	this.CurrentAccount = Core.Instance.GetAccount(this.CurrentAccount.CreateInfo());
+			if (this.CurrentAccount != null && this.CurrentAccount.State == BusinessObjectState.Fake)	{this.CurrentAccount = Core.Instance.GetAccount(this.CurrentAccount.CreateInfo());}
-			if (this.CurrentSymbol != null && this.CurrentSymbol.State == BusinessObjectState.Fake)	this.CurrentSymbol = Core.Instance.GetSymbol(this.CurrentSymbol.CreateInfo());
+			if (this.CurrentSymbol != null && this.CurrentSymbol.State == BusinessObjectState.Fake)	{this.CurrentSymbol = Core.Instance.GetSymbol(this.CurrentSymbol.CreateInfo());}
 			if (this.CurrentSymbol == null || this.CurrentAccount == null || this.CurrentSymbol.ConnectionId != this.CurrentAccount.ConnectionId) {
 				this.Log("Incorrect input parameters... Symbol or Account are not specified or they have different connectionID.", StrategyLoggingLevel.Error);
 				return;	}
@@ -59,12 +59,12 @@ namespace SimpleMACross {
 
 		private void OnUpdate() {
 			bool update = hdm.Last().TimeLeft - prev_time < this.period.Duration ? true : false;
-			if (!update) prev_time = hdm.Last().TimeLeft;
+			if (!update) {prev_time = hdm.Last().TimeLeft;}
 
 			bars.Add(hdm.Last().TimeLeft, hdm.Last()[PriceType.Open], hdm.Last()[PriceType.High], 
 					hdm.Last()[PriceType.Low], hdm.Last()[PriceType.Close], hdm.Last()[PriceType.Volume], update);
 
-			if (!update) this.LogInfo($"{bars.Close.Last().t}   OHLC4:{(double)bars.OHLC4}");
+			if (!update) {this.LogInfo($"{bars.Close.Last().t}   OHLC4:{(double)bars.OHLC4}");}
 
 		}
 

Strategies/Strategies.csproj

@@ -16,6 +16,7 @@
     <FileVersion>0.2.1.0</FileVersion>
     <InformationalVersion>0.2.1-dev.2+Branch.dev.Sha.cb5fe2dc86a78fe9358da810d17952c82299ed3d</InformationalVersion>
     <Version>0.2.1-dev.2</Version>
+    <SuppressNETSdkWarningProperty>NETSDK1057</SuppressNETSdkWarningProperty>
   </PropertyGroup>
   <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|AnyCPU'">
     <Optimize>True</Optimize>

Tests/Basics/TSeries_Test.cs

@@ -9,7 +9,7 @@ public class TSeries_Test
     public void InsertingTuple()
     {
         TSeries s = new() { (t: DateTime.Today, v: double.Epsilon) };
-        Assert.Equal((DateTime.Today, double.Epsilon), s);
+        Assert.Equal((DateTime.Today, double.Epsilon), s[^1]);
     }
 
     [Fact]

Tests/MovingAvg/ALMA_Test.cs

@@ -8,13 +8,14 @@ public class Update
 	[Fact]
 	public void Add_Test()
 	{
-		TSeries a = new() { 0, 1, 2, 3, 4, 5 };
+		TSeries a = new() { Double.NaN, 0, 1, 2, 3, 4 };
 		ALMA_Series c = new(a, 4);
 		Assert.Equal(6, c.Count);
 		a.Add(5);
 		Assert.Equal(a.Count, c.Count);
 		a.Add(10, update: true);
 		Assert.Equal(a.Count, c.Count);
+		Assert.Equal(0, a[1].v);
 	}
 
 	[Fact]

Tests/MovingAvg/DWMA_Test.cs

@@ -0,0 +1,32 @@
+using Xunit;
+using System;
+using QuanTAlib;
+
+namespace MovingAvg;
+public class DWMA_Test
+{
+	[Fact]
+	public void Add_Test()
+	{
+		TSeries a = new() { Double.NaN, 0, 1, 2, 3, 4 };
+		DWMA_Series c = new(a, 3);
+		Assert.Equal(6, c.Count);
+		a.Add(5);
+		Assert.Equal(a.Count, c.Count);
+		a.Add(0, update: true);
+		Assert.Equal(a.Count, c.Count);
+		Assert.Equal(0, a[1].v);
+	}
+
+	[Fact]
+	public void Edge_Test()
+	{
+		TSeries a = new() { double.NaN, double.Epsilon, double.PositiveInfinity, double.MaxValue };
+		DWMA_Series c = new(a, 3);
+		Assert.Equal(a.Count, c.Count);
+		a.Add(double.NaN);
+		Assert.Equal(a.Count, c.Count);
+		a.Add(double.PositiveInfinity);
+		Assert.Equal(a.Count, c.Count);
+	}
+}

Tests/MovingAvg/EMA_Test.cs

@@ -8,13 +8,14 @@ public class EMA_Test
 	[Fact]
 	public void Add_Test()
 	{
-		TSeries a = new() { 0, 1, 2, 3, 4, 5 };
+		TSeries a = new() { Double.NaN, 0, 1, 2, 3, 4 };
 		EMA_Series c = new(a, 3);
 		Assert.Equal(6, c.Count);
 		a.Add(5);
 		Assert.Equal(a.Count, c.Count);
 		a.Add(0, update: true);
 		Assert.Equal(a.Count, c.Count);
+		Assert.Equal(0, a[1].v);
 	}
 
 	[Fact]

Tests/Tests.csproj

@@ -12,6 +12,10 @@
     <Version>0.2.1-dev.2</Version>
   </PropertyGroup>
   <ItemGroup>
+    <PackageReference Include="coverlet.collector" Version="3.2.0">
+      <IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
+      <PrivateAssets>all</PrivateAssets>
+    </PackageReference>
     <PackageReference Include="Python.Included" Version="3.11.2" />
     <PackageReference Include="pythonnet" Version="3.1.0-preview2023-03-04" />
     <PackageReference Include="xunit" Version="2.4.2" />