- Introduced the Ultimate Oscillator (UltOsc) indicator with detailed mathematical foundation and performance profile.
- Added historical context and common pitfalls for better user understanding.
- Implemented Bilateral filter with enhanced update methods and batch calculations.
- Updated Blackman Moving Average (BLMA) with improved handling of NaN values and batch processing capabilities.
- Created unit tests for AmatIndicator to ensure proper functionality and signal generation.
- Integrated AmatIndicator into the Quantower platform with appropriate line series for trend and strength visualization.
- Updated project file to include new indicator implementations.
- Implemented AFIRMA (Autoregressive Finite Impulse Response Moving Average) class with support for various window types and batch processing.
- Created unit tests for AFIRMA to validate internal consistency, streaming, and batch processing.
- Added comprehensive documentation for AFIRMA, including usage examples, performance profile, and parameter selection guide.
- Removed obsolete omnisharp.json configuration file.
- Introduced a new `Sum` class implementing the Kahan-Babuška algorithm for high-precision rolling summation.
- Added comprehensive documentation for the `Sum` class, detailing its mathematical foundation, performance profile, and use cases.
- Refactored `VarianceIndicator` tests to improve clarity and coverage, including checks for different source types and the ability to change properties.
- Enhanced `UsfIndicator` tests to validate initialization, processing of updates, and property changes.
- Updated `UsfIndicator` implementation to simplify source handling and improve short name generation.
- Modified Qodana configuration to exclude unused auto property accessor warnings.
- Introduced Cma class for calculating the Cumulative Moving Average using Welford's algorithm with FMA for precision.
- Added methods for batch processing and streaming updates.
- Implemented a comprehensive markdown documentation for CMA, covering its mathematical foundation, performance profile, and use cases.
- Enhanced existing trend indicators (Bessel, Butter, Htit, Jma, Mama, Ssf, Vidya) with FMA for improved numerical stability and precision.
- Updated Adosc to utilize a single-pass algorithm for performance optimization.
- Fixed date initialization in benchmarks to ensure UTC consistency.
- Introduced Usf.Validation.Tests.cs to validate the USF (Ehlers Ultimate Smoother Filter) for consistency across batch, streaming, and span modes, as well as mathematical properties and coefficient calculations.
- Added comprehensive tests for the ATR indicator in Atr.Quantower.Tests.cs, including constructor validation, historical data processing, and handling of NaN/Infinity inputs.
- Enhanced Atr.Tests.cs with additional tests for iterative corrections, warmup behavior, and true range calculations.
- Updated Atr.cs to ensure warmup period is derived from RMA.
- Added new tests for Adosc in Adosc.Tests.cs to validate handling of NaN and Infinity inputs, and to ensure batch calculations match iterative results.
- Created a new Volatility.csproj to organize volatility-related implementations.
- Updated RsiIndicatorTests to ensure proper initialization and state checks.
- Added new tests for Rsx, Vel, and Adosc indicators to validate behavior under iterative corrections and edge cases (NaN, Infinity).
- Enhanced Bessel indicator tests and implementation with consistent formatting.
- Improved Ema and Pwma implementations by ensuring proper handling of values.
- Introduced mock classes for charting to facilitate testing without dependencies.
- Ensured all indicators produce consistent results across different modes of operation.
- Cleaned up code formatting and added missing commas for better readability.
- Removed unnecessary blank lines in multiple test files to enhance readability.
- Ensured consistent spacing and formatting in the `Trima`, `Usf`, `Vidya`, `Wma`, and `Atr` test classes.
- Updated comments for clarity and consistency in the `Atr` and `Adl` classes.
- Adjusted project files for better structure and maintainability.
Miha Kralj