Initial commit

Sources/Common/MSLib.sln

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+
+Microsoft Visual Studio Solution File, Format Version 12.00
+# Visual Studio Version 16
+VisualStudioVersion = 16.0.30114.105
+MinimumVisualStudioVersion = 10.0.40219.1
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "MSLib", "MSLib\MSLib.csproj", "{81C5B946-7D77-4DDD-B9E0-9AE6E47ADE2E}"
+EndProject
+Global
+	GlobalSection(SolutionConfigurationPlatforms) = preSolution
+		Debug|Any CPU = Debug|Any CPU
+		Release|Any CPU = Release|Any CPU
+	EndGlobalSection
+	GlobalSection(SolutionProperties) = preSolution
+		HideSolutionNode = FALSE
+	EndGlobalSection
+	GlobalSection(ProjectConfigurationPlatforms) = postSolution
+		{81C5B946-7D77-4DDD-B9E0-9AE6E47ADE2E}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{81C5B946-7D77-4DDD-B9E0-9AE6E47ADE2E}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{81C5B946-7D77-4DDD-B9E0-9AE6E47ADE2E}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{81C5B946-7D77-4DDD-B9E0-9AE6E47ADE2E}.Release|Any CPU.Build.0 = Release|Any CPU
+	EndGlobalSection
+EndGlobal

Sources/Common/MSLib/LowPassFilter.cs

@@ -0,0 +1,450 @@
+using System;
+using System.Collections.Generic; // Required for List and Queue
+using System.Linq; // Required for .Any() and .ToArray()
+using System.Diagnostics; // For Debug.WriteLine, if needed for warnings/errors
+
+namespace MS
+{
+    // ICalculation interface defines a contract for updatable and resettable calculation objects.
+    // This allows different types of indicators or filters to be used interchangeably
+    // if they adhere to this structure.
+    public interface ICalculation
+    {
+        // Update processes a new data point (inputValue).
+        // inputValue: The new data point to incorporate into the calculation.
+        // commitState: If true, the internal state of the calculator is permanently updated.
+        //              If false, the calculation is performed as a "peek" or "what-if" scenario
+        //              without altering the persistent state of the calculator.
+        // Returns: The calculated value (e.g., median, MMI, filtered output) as a double.
+        //          May return double.NaN if the calculation cannot be performed (e.g., insufficient data).
+        double Update(double inputValue, bool commitState = true);
+
+        // Reset re-initializes the calculator to its default state.
+        // This typically involves clearing any stored historical data or state variables,
+        // making the calculator ready for a new sequence of data.
+        void Reset();
+    }
+
+    // Median class calculates a rolling median over a specified period.
+    // The median is the middle value of a data set sorted in ascending order.
+    // This implementation allows for committing state changes or calculating a "what-if" median.
+    public class Median : ICalculation
+    {
+        private readonly int _period; // The number of data points in the rolling window.
+        private readonly List<double> _windowValues; // Stores the sorted values within the current window. Used for efficient median calculation.
+        private readonly Queue<double> _windowOrder;  // Stores the values in insertion order to manage the rolling window (FIFO).
+
+        // Constructor for the Median calculator.
+        // period: The number of data points to include in the median calculation window. Must be positive.
+        public Median(int period)
+        {
+            if (period <= 0)
+                throw new ArgumentOutOfRangeException(nameof(period), "Period must be positive.");
+
+            _period = period;
+            _windowValues = new List<double>(_period); // Initialize with capacity for performance.
+            _windowOrder = new Queue<double>(_period);  // Initialize with capacity.
+        }
+
+        // Updates the median calculation with a new data point (inputValue).
+        // If commitState is true, the inputValue is added to the window, and the oldest value is removed if the window is full.
+        // The median is then calculated from this updated (persisted) window.
+        // If commitState is false, the median is calculated based on a temporary window:
+        //   - If the persisted window is full, it simulates replacing the oldest values with inputValue (current logic uses P-1 smallest).
+        //   - If the persisted window is not full, it adds inputValue to the current persisted values.
+        // This temporary calculation does not alter the actual persisted state of _windowValues or _windowOrder.
+        public double Update(double inputValue, bool commitState = true)
+        {
+            List<double> tempWindowForCalc = new List<double>(); // Temporary list for performing the median calculation.
+
+            if (commitState) // Persist the new value and update the window.
+            {
+                _windowOrder.Enqueue(inputValue); // Add to FIFO queue to track age.
+                int insertIndex = _windowValues.BinarySearch(inputValue); // Find position in sorted list.
+                if (insertIndex < 0) insertIndex = ~insertIndex; // If not found, get complement for insertion index.
+                _windowValues.Insert(insertIndex, inputValue); // Insert into sorted list.
+
+                if (_windowOrder.Count > _period) // If window size exceeds period.
+                {
+                    double oldestValue = _windowOrder.Dequeue(); // Remove oldest from FIFO queue.
+                    _windowValues.Remove(oldestValue); // Remove oldest from sorted list (can be slow if list is large).
+                }
+                tempWindowForCalc.AddRange(_windowValues); // Calculation based on the actual, updated window.
+            }
+            else // Calculate "what-if" median without persisting state.
+            {
+                if (_windowValues.Any()) // If there are existing values.
+                {
+                    if (_windowValues.Count == _period) // If the persisted window is full.
+                    {
+                        // Current "what-if" logic: takes the _period-1 smallest values from the current window
+                        // and adds the new inputValue. This might not always reflect replacing the "oldest" actual item.
+                        for (int i = 0; i < _period - 1; ++i) tempWindowForCalc.Add(_windowValues[i]);
+                    }
+                    else // Persisted window is not yet full.
+                    {
+                        tempWindowForCalc.AddRange(_windowValues); // Use all current values.
+                    }
+                }
+                tempWindowForCalc.Add(inputValue); // Add the new input value to the temporary set.
+            }
+
+            if (!tempWindowForCalc.Any()) // If no data in the temporary window.
+            {
+                return double.NaN; // Cannot calculate median.
+            }
+
+            tempWindowForCalc.Sort(); // Median calculation requires a sorted list.
+
+            int n = tempWindowForCalc.Count;
+            double calculatedMedian;
+
+            if (n == 0) return double.NaN; // Should be caught by .Any() check above.
+
+            if (n % 2 == 0) // Even number of elements.
+            {
+                if (n >= 2) { // Median is the average of the two middle elements.
+                    calculatedMedian = (tempWindowForCalc[n / 2 - 1] + tempWindowForCalc[n / 2]) / 2.0;
+                } else {
+                    return double.NaN; // Not enough elements for a meaningful even median.
+                }
+            }
+            else // Odd number of elements.
+            {
+                calculatedMedian = tempWindowForCalc[n / 2]; // Median is the middle element.
+            }
+            return calculatedMedian;
+        }
+
+        // Resets the Median calculator to its initial state.
+        // Clears all stored values from the calculation window.
+        public void Reset()
+        {
+            _windowValues.Clear(); // Empties the sorted list of values.
+            _windowOrder.Clear();  // Empties the queue tracking insertion order.
+        }
+    }
+
+    // MMI (Market Meanness Index) class calculates a rolling index indicating if a market is trending or mean-reverting.
+    // It uses a Median calculator internally.
+    // The MMI value is typically between 0 and 100.
+    public class MMI : ICalculation
+    {
+        private readonly int _period; // The period for MMI and its internal Median calculation.
+        private readonly Median _medianCalculator; // Internal Median calculator instance.
+        private readonly Queue<double> _priceWindow;  // Stores raw price values in insertion order for MMI logic.
+
+        // Constructor for the MMI calculator.
+        // period: The number of data points for the MMI window. Must be at least 2.
+        public MMI(int period)
+        {
+            if (period < 2) // MMI calculation requires at least 2 data points to compare.
+                throw new ArgumentOutOfRangeException(nameof(period), "Period must be at least 2 for MMI calculation.");
+
+            _period = period;
+            _medianCalculator = new Median(period); // Initialize the Median helper.
+            _priceWindow = new Queue<double>(period); // Initialize price queue.
+        }
+
+        // Updates the MMI calculation with a new data point (inputValue).
+        // It first updates its internal Median calculator.
+        // Then, it updates its own price window based on commitState.
+        // Finally, it calculates MMI based on the median and the price window.
+        // MMI is calculated as 100 * (nl + nh) / (period - 1), where:
+        //   nl: count of prices > median and > previous price.
+        //   nh: count of prices < median and < previous price.
+        // Returns NaN if the median is NaN or if the price window for MMI isn't full (_period size).
+        public double Update(double inputValue, bool commitState = true)
+        {
+            // Update the median, passing through the commitState.
+            double calculatedMedian = _medianCalculator.Update(inputValue, commitState);
+
+            double[] pricesForMmiLoop; // Array to hold prices for the MMI loop.
+
+            if (commitState) // Persist inputValue in MMI's price window.
+            {
+                _priceWindow.Enqueue(inputValue);
+                if (_priceWindow.Count > _period)
+                {
+                    _priceWindow.Dequeue(); // Maintain window size.
+                }
+                pricesForMmiLoop = _priceWindow.ToArray(); // Use the actual, updated price window.
+            }
+            else // "What-if" scenario for MMI price window.
+            {
+                List<double> tempList = new List<double>();
+                if (_priceWindow.Any())
+                {
+                    if (_priceWindow.Count == _period) // If full, simulate replacing the oldest.
+                    {
+                        var tempQueue = new Queue<double>(_priceWindow.Skip(1)); // Create a new queue, skipping the oldest.
+                        tempQueue.Enqueue(inputValue); // Add the new value.
+                        pricesForMmiLoop = tempQueue.ToArray();
+                    }
+                    else // Not full, just add to current MMI prices.
+                    {
+                        tempList.AddRange(_priceWindow);
+                        tempList.Add(inputValue);
+                        pricesForMmiLoop = tempList.ToArray();
+                    }
+                }
+                else // Price window is empty.
+                {
+                     tempList.Add(inputValue);
+                     pricesForMmiLoop = tempList.ToArray();
+                }
+            }
+
+            // MMI can only be calculated if median is valid and the price window for the loop is full.
+            if (double.IsNaN(calculatedMedian) || pricesForMmiLoop.Length != _period)
+            {
+                return double.NaN;
+            }
+
+            int nl = 0; // Counter for "trending up" conditions.
+            int nh = 0; // Counter for "trending down" conditions.
+            // Loop starts from 1 because it compares price[i] with price[i-1].
+            for (int i = 1; i < _period; i++)
+            {
+                double priceInWindow = pricesForMmiLoop[i];
+                double prevPriceInWindow = pricesForMmiLoop[i - 1];
+                // Condition for nl: price is above median and current price is greater than previous price.
+                if (priceInWindow > calculatedMedian && priceInWindow > prevPriceInWindow) nl++;
+                // Condition for nh: price is below median and current price is less than previous price.
+                else if (priceInWindow < calculatedMedian && priceInWindow < prevPriceInWindow) nh++;
+            }
+            // Denominator (_period - 1) is safe because constructor enforces _period >= 2.
+            return 100.0 * (nl + nh) / (_period - 1);
+        }
+
+        // Resets the MMI calculator to its initial state.
+        // This involves resetting its internal Median calculator and clearing its own price window.
+        public void Reset()
+        {
+            _medianCalculator.Reset(); // Reset the dependent Median calculator.
+            _priceWindow.Clear();      // Clear the MMI's specific price data.
+        }
+    }
+
+    // LowPassFilter class implements a 2nd order IIR (Infinite Impulse Response) digital filter.
+    // It can be configured as various types of low-pass filters (Butterworth, Bessel, Chebyshev)
+    // using static factory methods.
+    // The filter equation is:
+    // y[n] = b0*x[n] + b1*x[n-1] + b2*x[n-2] - a1*y[n-1] - a2*y[n-2]
+    public class LowPassFilter : ICalculation
+    {
+        // Filter coefficients for the numerator (feedforward)
+        private readonly double _b0, _b1, _b2;
+        // Filter coefficients for the denominator (feedback), signs are for the direct subtraction in formula.
+        private readonly double _a1, _a2;
+
+        // State variables storing previous input values.
+        private double _x1; // x[n-1]
+        private double _x2; // x[n-2]
+        // State variables storing previous output values.
+        private double _y1; // y[n-1]
+        private double _y2; // y[n-2]
+
+        // Constructor to initialize the filter with specific coefficients.
+        // Used by the static factory methods or for custom filter designs.
+        // b0_coeff, b1_coeff, b2_coeff: Numerator (feedforward) coefficients.
+        // a1_coeff, a2_coeff: Denominator (feedback) coefficients for the form y[n] = ... - a1*y[n-1] - a2*y[n-2].
+        public LowPassFilter(double b0_coeff, double b1_coeff, double b2_coeff, double a1_coeff, double a2_coeff)
+        {
+            _b0 = b0_coeff;
+            _b1 = b1_coeff;
+            _b2 = b2_coeff;
+            _a1 = a1_coeff; // Corresponds to a1 in y[n] = ... - a1*y[n-1]
+            _a2 = a2_coeff; // Corresponds to a2 in y[n] = ... - a2*y[n-2]
+            Reset(); // Initialize state variables to zero.
+        }
+
+        // Factory method to create a 2nd order Butterworth low-pass filter.
+        // Butterworth filters are known for their maximally flat passband response.
+        // cutoffFrequency: The -3dB cutoff frequency of the filter.
+        // samplingFrequency: The sampling frequency of the input signal.
+        public static LowPassFilter CreateButterworthLowPass(double cutoffFrequency, double samplingFrequency)
+        {
+            if (cutoffFrequency <= 0)
+                throw new ArgumentOutOfRangeException(nameof(cutoffFrequency), "Cutoff frequency must be positive.");
+            if (samplingFrequency <= 0)
+                throw new ArgumentOutOfRangeException(nameof(samplingFrequency), "Sampling frequency must be positive.");
+            // Cutoff frequency must be less than Nyquist frequency (samplingFrequency / 2.0).
+            if (cutoffFrequency >= samplingFrequency / 2.0)
+                throw new ArgumentOutOfRangeException(nameof(cutoffFrequency), $"Cutoff frequency ({cutoffFrequency}) must be strictly less than half the sampling frequency ({samplingFrequency / 2.0}).");
+
+            double b0_calc, b1_calc, b2_calc, a1_calc, a2_calc;
+            // Prewarp the cutoff frequency for the bilinear transform.
+            // C = tan(pi * fc / fs)
+            double C = Math.Tan(Math.PI * cutoffFrequency / samplingFrequency);
+
+            if (Math.Abs(C) < 1e-12) // Handle extremely low cutoff (approaching DC).
+            {
+                b0_calc = 0; b1_calc = 0; b2_calc = 0; // Effectively blocks AC signals.
+                // Coefficients for y[n] = 2*y[n-1] - y[n-2] (integrator-like behavior for output).
+                a1_calc = -2.0; // So that -a1_calc*y[n-1] becomes +2*y[n-1].
+                a2_calc = 1.0;  // So that -a2_calc*y[n-2] becomes -1*y[n-2].
+            }
+            else
+            {
+                double sqrt2 = Math.Sqrt(2.0);
+                // Denominator factor for Butterworth coefficients after bilinear transform.
+                double D_butter = 1.0 / (1.0 + sqrt2 * C + C * C);
+
+                // Numerator coefficients
+                b0_calc = C * C * D_butter;
+                b1_calc = 2.0 * b0_calc;
+                b2_calc = b0_calc;
+
+                // Denominator coefficients (for 1 + a1_std*z^-1 + a2_std*z^-2)
+                // These are directly used as _a1, _a2 in the filter update equation.
+                a1_calc = 2.0 * (C * C - 1.0) * D_butter;
+                a2_calc = (1.0 - sqrt2 * C + C * C) * D_butter;
+            }
+            return new LowPassFilter(b0_calc, b1_calc, b2_calc, a1_calc, a2_calc);
+        }
+
+        // Factory method to create a 2nd order Bessel low-pass filter.
+        // Bessel filters are known for their maximally flat group delay (linear phase response in passband).
+        // cutoffFrequency: The -3dB cutoff frequency. Note: Bessel filter design often refers to other frequency points.
+        //                  This implementation aims for -3dB at the specified cutoffFrequency.
+        // samplingFrequency: The sampling frequency of the input signal.
+        public static LowPassFilter CreateBesselLowPass(double cutoffFrequency, double samplingFrequency)
+        {
+            if (cutoffFrequency <= 0) throw new ArgumentOutOfRangeException(nameof(cutoffFrequency), "Cutoff frequency must be positive.");
+            if (samplingFrequency <= 0) throw new ArgumentOutOfRangeException(nameof(samplingFrequency), "Sampling frequency must be positive.");
+            if (cutoffFrequency >= samplingFrequency / 2.0) throw new ArgumentOutOfRangeException(nameof(cutoffFrequency), $"Cutoff frequency ({cutoffFrequency}) must be strictly less than half the sampling frequency ({samplingFrequency / 2.0}).");
+
+            // C_bessel = tan(pi * fc / fs), prewarped frequency factor.
+            double C_bessel = Math.Tan(Math.PI * cutoffFrequency / samplingFrequency);
+            if (Math.Abs(C_bessel) < 1e-12) // Handle low cutoff.
+            {
+                return new LowPassFilter(0, 0, 0, -2.0, 1.0); // Similar to Butterworth low cutoff.
+            }
+
+            // Coefficients derived from analog Bessel prototype (s^2 + 3s + 3),
+            // frequency scaled for -3dB at cutoffFrequency, then transformed using bilinear method.
+            // omega_c_analog_warped = 2 * fs * tan(pi * fc / fs)
+            double omega_c_analog_warped = 2.0 * samplingFrequency * C_bessel;
+            // k_bessel_norm_3db is a scaling factor for the Bessel prototype's natural frequency
+            // to achieve the -3dB point at the desired warped analog cutoff. Value is approx. 1.3617.
+            double k_bessel_norm_3db = 1.3617070504; // Sqrt(3 * (Sqrt(5.0) - 1.0) / 2.0)
+            double omega_0_scaled = omega_c_analog_warped / k_bessel_norm_3db; // Scaled analog natural frequency for prototype.
+
+            // Analog prototype denominator: s^2 + A_s*s + B_s
+            // For Bessel n=2, scaled: s^2 + (3*omega_0_scaled)*s + (3*omega_0_scaled^2)
+            double as_coeff_analog = 3.0 * omega_0_scaled; // Coefficient for s-term.
+            double bs_coeff_analog = 3.0 * omega_0_scaled * omega_0_scaled; // Constant term (and numerator for DC gain 1).
+
+            // K_T_bilinear = 2 * fs, factor in bilinear transform s = K_T * (1-z^-1)/(1+z^-1) (if K_T is used for 2/T_sample)
+            // Here, K_T_bilinear is 2*fs.
+            double K_T_bilinear = 2.0 * samplingFrequency;
+
+            // Denominator after bilinear transform of H(s) = bs_coeff_analog / (s^2 + as_coeff_analog*s + bs_coeff_analog)
+            // gives A0_prime_denom = (K_T^2) + as_coeff_analog*K_T + bs_coeff_analog for normalization.
+            double A0_prime_denom = K_T_bilinear * K_T_bilinear + as_coeff_analog * K_T_bilinear + bs_coeff_analog;
+            if (Math.Abs(A0_prime_denom) < 1e-12) throw new InvalidOperationException("Denominator term A0_prime_denom is zero in Bessel filter calculation.");
+
+            // Digital filter coefficients b_i = Bi_prime / A0_prime_denom, a_i = Ai_prime_std / A0_prime_denom
+            double b0_calc = bs_coeff_analog / A0_prime_denom;
+            double b1_calc = (2.0 * bs_coeff_analog) / A0_prime_denom; // From bilinear transform structure.
+            double b2_calc = bs_coeff_analog / A0_prime_denom;
+
+            // Denominator coefficients for 1 + a1_std*z^-1 + a2_std*z^-2 form.
+            double a1_calc = (2.0 * bs_coeff_analog - 2.0 * K_T_bilinear * K_T_bilinear) / A0_prime_denom;
+            double a2_calc = (K_T_bilinear * K_T_bilinear - as_coeff_analog * K_T_bilinear + bs_coeff_analog) / A0_prime_denom;
+
+            return new LowPassFilter(b0_calc, b1_calc, b2_calc, a1_calc, a2_calc);
+        }
+
+        // Factory method to create a 2nd order Chebyshev Type I low-pass filter.
+        // Chebyshev Type I filters have a steeper roll-off than Butterworth, but exhibit ripple in the passband.
+        // cutoffFrequency: The frequency at which the passband ripple ends (e.g., gain drops by rippleDb).
+        // samplingFrequency: The sampling frequency of the input signal.
+        // rippleDb: The passband ripple in decibels (e.g., 0.5 dB, 1 dB). Must be positive.
+        public static LowPassFilter CreateChebyshevLowPass(double cutoffFrequency, double samplingFrequency, double rippleDb)
+        {
+            if (cutoffFrequency <= 0) throw new ArgumentOutOfRangeException(nameof(cutoffFrequency), "Cutoff frequency must be positive.");
+            if (samplingFrequency <= 0) throw new ArgumentOutOfRangeException(nameof(samplingFrequency), "Sampling frequency must be positive.");
+            if (cutoffFrequency >= samplingFrequency / 2.0) throw new ArgumentOutOfRangeException(nameof(cutoffFrequency), $"Cutoff frequency ({cutoffFrequency}) must be strictly less than half the sampling frequency ({samplingFrequency / 2.0}).");
+            if (rippleDb <= 0) throw new ArgumentOutOfRangeException(nameof(rippleDb), "Passband ripple must be positive.");
+
+            // C_cheby = tan(pi * fc / fs), prewarped frequency factor.
+            double C_cheby = Math.Tan(Math.PI * cutoffFrequency / samplingFrequency);
+            if (Math.Abs(C_cheby) < 1e-12) // Handle low cutoff.
+            {
+                 return new LowPassFilter(0,0,0, -2.0, 1.0); // Similar to Butterworth low cutoff.
+            }
+
+            // Epsilon is derived from the passband ripple.
+            double epsilon = Math.Sqrt(Math.Pow(10, rippleDb / 10.0) - 1.0);
+            int N_order = 2; // Filter order is fixed at 2.
+
+            // Parameters for locating analog prototype poles on an ellipse.
+            // alpha_val determines the eccentricity of the ellipse.
+            double alpha_val = Math.Asinh(1.0 / epsilon) / N_order;
+            // For N=2, poles are at s_k = -sigma_k +/- j*omega_k.
+            // These are scaled by C_cheby (warped cutoff frequency) for the specific filter.
+            double sin_pi_over_2N = Math.Sin(Math.PI / (2.0 * N_order)); // sin(pi/4) for N=2
+            double cos_pi_over_2N = Math.Cos(Math.PI / (2.0 * N_order)); // cos(pi/4) for N=2
+
+            double sigma_k_scaled = Math.Sinh(alpha_val) * sin_pi_over_2N * C_cheby;
+            double omega_k_scaled = Math.Cosh(alpha_val) * cos_pi_over_2N * C_cheby;
+
+            // Analog prototype denominator: s^2 + A_s*s + B_s
+            // Derived from poles: (s + sigma_k_scaled)^2 + omega_k_scaled^2
+            double as_coeff_analog = 2.0 * sigma_k_scaled; // s-term coefficient.
+            double bs_coeff_analog = sigma_k_scaled * sigma_k_scaled + omega_k_scaled * omega_k_scaled; // Constant term.
+
+            // Analog numerator: For Chebyshev Type I, N=2 (even order), DC gain H(0) = 1.
+            // So, numerator constant of analog prototype is bs_coeff_analog.
+            double num_s_coeff = bs_coeff_analog;
+
+            double K_T_bilinear = 2.0 * samplingFrequency; // Factor for bilinear transform.
+
+            // Denominator for normalization after bilinear transform.
+            double A0_prime_denom = K_T_bilinear * K_T_bilinear + as_coeff_analog * K_T_bilinear + bs_coeff_analog;
+            if (Math.Abs(A0_prime_denom) < 1e-12) throw new InvalidOperationException("Denominator term A0_prime_denom is zero in Chebyshev filter calculation.");
+
+            // Digital filter coefficients.
+            double b0_calc = num_s_coeff / A0_prime_denom;
+            double b1_calc = (2.0 * num_s_coeff) / A0_prime_denom;
+            double b2_calc = num_s_coeff / A0_prime_denom;
+
+            double a1_calc = (2.0 * bs_coeff_analog - 2.0 * K_T_bilinear * K_T_bilinear) / A0_prime_denom;
+            double a2_calc = (K_T_bilinear * K_T_bilinear - as_coeff_analog * K_T_bilinear + bs_coeff_analog) / A0_prime_denom;
+
+            return new LowPassFilter(b0_calc, b1_calc, b2_calc, a1_calc, a2_calc);
+        }
+
+        // Updates the filter with a new input sample (inputValue).
+        // Applies the difference equation:
+        // y[n] = b0*x[n] + b1*x[n-1] + b2*x[n-2] - a1*y[n-1] - a2*y[n-2]
+        // If commitState is true, the internal state variables (previous inputs and outputs) are updated.
+        // If false, the output is calculated using the current state, but the state is not advanced.
+        public double Update(double inputValue, bool commitState = true)
+        {
+            // Calculate the current output y[n] based on current input x[n] and previous states.
+            double output = _b0 * inputValue + _b1 * _x1 + _b2 * _x2 - _a1 * _y1 - _a2 * _y2;
+
+            if (commitState) // If true, update the filter's internal state.
+            {
+                // Shift previous inputs: x[n-2] = x[n-1], x[n-1] = x[n] (current inputValue).
+                _x2 = _x1;
+                _x1 = inputValue;
+                // Shift previous outputs: y[n-2] = y[n-1], y[n-1] = y[n] (current calculated output).
+                _y2 = _y1;
+                _y1 = output;
+            }
+            return output; // Return the filtered output.
+        }
+
+        // Resets the filter's internal state variables to zero.
+        // This clears any memory of previous input or output values, useful for starting a new filtering sequence.
+        public void Reset()
+        {
+            _x1 = 0; _x2 = 0; // Reset previous input states.
+            _y1 = 0; _y2 = 0; // Reset previous output states.
+        }
+    }
+}

Sources/Common/MSLib/MSLib.csproj

@@ -0,0 +1,9 @@
+<Project Sdk="Microsoft.NET.Sdk">
+
+  <PropertyGroup>
+    <TargetFramework>net6.0</TargetFramework>
+    <ImplicitUsings>enable</ImplicitUsings>
+    <Nullable>enable</Nullable>
+  </PropertyGroup>
+
+</Project>

Sources/Common/MSLib/ZorroBinaryFiles.cs

@@ -0,0 +1,286 @@
+using System;
+using System.Collections.Generic; // Required for List<T>
+using System.IO;                // For File operations
+using System.Runtime.InteropServices; // Required for StructLayout and Marshal
+
+namespace Zorro 
+{
+    /// <summary>
+    /// Provides generic methods for loading and saving arrays of structures
+    /// from/to binary files using marshalling.
+    /// This class is intended for internal use within this assembly.
+    /// </summary>
+    internal static class BinaryFileHandler 
+    {
+        public static void SaveArrayAsBlock<T>(string filePath, T[] data) where T : struct
+        {
+            if (data == null || data.Length == 0)
+            {
+                File.WriteAllBytes(filePath, Array.Empty<byte>());
+                return;
+            }
+
+            int structSize = Marshal.SizeOf(typeof(T));
+            byte[] byteArray = new byte[data.Length * structSize];
+            IntPtr buffer = Marshal.AllocHGlobal(structSize);
+            try
+            {
+                for (int i = 0; i < data.Length; i++)
+                {
+                    Marshal.StructureToPtr(data[i], buffer, false);
+                    Marshal.Copy(buffer, byteArray, i * structSize, structSize);
+                }
+                File.WriteAllBytes(filePath, byteArray);
+            }
+            finally
+            {
+                Marshal.FreeHGlobal(buffer);
+            }
+        }
+
+        public static T[]? LoadArrayAsBlock<T>(string filePath) where T : struct 
+        {
+            if (!File.Exists(filePath))
+            {
+                return null; 
+            }
+
+            byte[] byteArray = File.ReadAllBytes(filePath);
+            if (byteArray.Length == 0)
+            {
+                return Array.Empty<T>();
+            }
+
+            int structSize = Marshal.SizeOf(typeof(T));
+
+            if (byteArray.Length % structSize != 0)
+            {
+                throw new ArgumentException($"File size ({byteArray.Length} bytes) is not a valid multiple of the structure size ({structSize} bytes) for type {typeof(T).Name}. The file may be corrupted or not in the expected format.");
+            }
+
+            int itemCount = byteArray.Length / structSize;
+            T[] dataArray = new T[itemCount];
+            IntPtr buffer = Marshal.AllocHGlobal(structSize);
+            try
+            {
+                for (int i = 0; i < itemCount; i++)
+                {
+                    Marshal.Copy(byteArray, i * structSize, buffer, structSize);
+                    dataArray[i] = Marshal.PtrToStructure<T>(buffer);
+                }
+            }
+            finally
+            {
+                Marshal.FreeHGlobal(buffer);
+            }
+            return dataArray;
+        }
+    }
+
+    [StructLayout(LayoutKind.Sequential, Pack = 1, CharSet = CharSet.Ansi)]
+    public struct ZorroT1
+    {
+        public double OADate; 
+        public float Value;   
+
+        /// <summary>
+        /// Returns the time as a UTC DateTime object.
+        /// Note: DateTime.FromOADate returns a DateTime with Kind=Unspecified.
+        /// We specify it as UTC as Zorro DATEs are GMT/UTC.
+        /// </summary>
+        public DateTime TimeUtc => DateTime.SpecifyKind(DateTime.FromOADate(OADate), DateTimeKind.Utc);
+
+        public ZorroT1(double oaDate, float value)
+        {
+            OADate = oaDate;
+            Value = value;
+        }
+        public ZorroT1(DateTime dateTime, float value)
+        {
+            // Ensure the DateTime is converted to its UTC equivalent for OADate
+            OADate = dateTime.ToUniversalTime().ToOADate();
+            Value = value;
+        }
+
+        public static void SaveToFile(string filePath, ZorroT1[] data) => BinaryFileHandler.SaveArrayAsBlock<ZorroT1>(filePath, data); 
+        public static ZorroT1[]? LoadFromFile(string filePath) => BinaryFileHandler.LoadArrayAsBlock<ZorroT1>(filePath); 
+    }
+
+    [StructLayout(LayoutKind.Sequential, Pack = 1, CharSet = CharSet.Ansi)]
+    public struct ZorroT2
+    {
+        public double OADate; 
+        public float Price;  
+        public float Volume; 
+
+        public DateTime TimeUtc => DateTime.SpecifyKind(DateTime.FromOADate(OADate), DateTimeKind.Utc);
+
+        public ZorroT2(double oaDate, float price, float volume)
+        {
+            OADate = oaDate;
+            Price = price;
+            Volume = volume;
+        }
+        public ZorroT2(DateTime dateTime, float price, float volume)
+        {
+            OADate = dateTime.ToUniversalTime().ToOADate();
+            Price = price;
+            Volume = volume;
+        }
+
+        public static void SaveToFile(string filePath, ZorroT2[] data) => BinaryFileHandler.SaveArrayAsBlock<ZorroT2>(filePath, data); 
+        public static ZorroT2[]? LoadFromFile(string filePath) => BinaryFileHandler.LoadArrayAsBlock<ZorroT2>(filePath); 
+    }
+
+    [StructLayout(LayoutKind.Sequential, Pack = 1, CharSet = CharSet.Ansi)]
+    public struct ZorroT6
+    {
+        public double OADate;           
+        public float High;
+        public float Low;
+        public float Open;
+        public float Close;
+        public float AdditionalValue1; 
+        public float AdditionalValue2; 
+
+        public DateTime TimeUtc => DateTime.SpecifyKind(DateTime.FromOADate(OADate), DateTimeKind.Utc);
+        
+        public ZorroT6(double oaDate, float high, float low, float open, float close, float additionalValue1, float additionalValue2)
+        {
+            OADate = oaDate;
+            High = high;
+            Low = low;
+            Open = open;
+            Close = close;
+            AdditionalValue1 = additionalValue1;
+            AdditionalValue2 = additionalValue2;
+        }
+        public ZorroT6(DateTime dateTime, float high, float low, float open, float close, float additionalValue1, float additionalValue2)
+        {
+            OADate = dateTime.ToUniversalTime().ToOADate();
+            High = high;
+            Low = low;
+            Open = open;
+            Close = close;
+            AdditionalValue1 = additionalValue1;
+            AdditionalValue2 = additionalValue2;
+        }
+
+        public static void SaveToFile(string filePath, ZorroT6[] data) => BinaryFileHandler.SaveArrayAsBlock<ZorroT6>(filePath, data); 
+        public static ZorroT6[]? LoadFromFile(string filePath) => BinaryFileHandler.LoadArrayAsBlock<ZorroT6>(filePath); 
+    }
+
+    // --- Builder Classes for Incremental Array Construction ---
+
+    public class ZorroT1ArrayBuilder
+    {
+        private readonly List<ZorroT1> _items;
+
+        public ZorroT1ArrayBuilder(int initialCapacity = 0)
+        {
+            _items = initialCapacity > 0 ? new List<ZorroT1>(initialCapacity) : new List<ZorroT1>();
+        }
+
+        public ZorroT1ArrayBuilder Add(DateTime time, float value)
+        {
+            // Constructor of ZorroT1 now handles UTC conversion
+            _items.Add(new ZorroT1(time, value));
+            return this; 
+        }
+
+        public ZorroT1ArrayBuilder Add(double oaDate, float value)
+        {
+            _items.Add(new ZorroT1(oaDate, value));
+            return this;
+        }
+        
+        public ZorroT1ArrayBuilder Add(ZorroT1 item)
+        {
+            _items.Add(item);
+            return this;
+        }
+
+        public ZorroT1[] ToArray() => _items.ToArray();
+        public void Clear() => _items.Clear();
+        public int Count => _items.Count;
+
+        public void SaveToFile(string filePath)
+        {
+            ZorroT1.SaveToFile(filePath, _items.ToArray());
+        }
+    }
+
+    public class ZorroT2ArrayBuilder
+    {
+        private readonly List<ZorroT2> _items;
+        
+        public ZorroT2ArrayBuilder(int initialCapacity = 0)
+        {
+             _items = initialCapacity > 0 ? new List<ZorroT2>(initialCapacity) : new List<ZorroT2>();
+        }
+
+        public ZorroT2ArrayBuilder Add(DateTime time, float price, float volume)
+        {
+            _items.Add(new ZorroT2(time, price, volume));
+            return this;
+        }
+
+        public ZorroT2ArrayBuilder Add(double oaDate, float price, float volume)
+        {
+            _items.Add(new ZorroT2(oaDate, price, volume));
+            return this;
+        }
+
+        public ZorroT2ArrayBuilder Add(ZorroT2 item)
+        {
+            _items.Add(item);
+            return this;
+        }
+
+        public ZorroT2[] ToArray() => _items.ToArray();
+        public void Clear() => _items.Clear();
+        public int Count => _items.Count;
+
+        public void SaveToFile(string filePath)
+        {
+            ZorroT2.SaveToFile(filePath, _items.ToArray());
+        }
+    }
+
+    public class ZorroT6ArrayBuilder
+    {
+        private readonly List<ZorroT6> _items;
+
+        public ZorroT6ArrayBuilder(int initialCapacity = 0)
+        {
+            _items = initialCapacity > 0 ? new List<ZorroT6>(initialCapacity) : new List<ZorroT6>();
+        }
+
+        public ZorroT6ArrayBuilder Add(DateTime time, float high, float low, float open, float close, float additionalValue1, float additionalValue2)
+        {
+            _items.Add(new ZorroT6(time, high, low, open, close, additionalValue1, additionalValue2));
+            return this;
+        }
+
+        public ZorroT6ArrayBuilder Add(double oaDate, float high, float low, float open, float close, float additionalValue1, float additionalValue2)
+        {
+            _items.Add(new ZorroT6(oaDate, high, low, open, close, additionalValue1, additionalValue2));
+            return this;
+        }
+
+        public ZorroT6ArrayBuilder Add(ZorroT6 item)
+        {
+            _items.Add(item);
+            return this;
+        }
+
+        public ZorroT6[] ToArray() => _items.ToArray();
+        public void Clear() => _items.Clear();
+        public int Count => _items.Count;
+
+        public void SaveToFile(string filePath)
+        {
+            ZorroT6.SaveToFile(filePath, _items.ToArray());
+        }
+    }
+}

Sources/Common/MSLib/bin/Debug/net6.0/MSLib.deps.json

@@ -0,0 +1,23 @@
+{
+  "runtimeTarget": {
+    "name": ".NETCoreApp,Version=v6.0",
+    "signature": ""
+  },
+  "compilationOptions": {},
+  "targets": {
+    ".NETCoreApp,Version=v6.0": {
+      "MSLib/1.0.0": {
+        "runtime": {
+          "MSLib.dll": {}
+        }
+      }
+    }
+  },
+  "libraries": {
+    "MSLib/1.0.0": {
+      "type": "project",
+      "serviceable": false,
+      "sha512": ""
+    }
+  }
+}

Sources/Common/MSLib/obj/Debug/net6.0/.NETCoreApp,Version=v6.0.AssemblyAttributes.cs

@@ -0,0 +1,4 @@
+// <autogenerated />
+using System;
+using System.Reflection;
+[assembly: global::System.Runtime.Versioning.TargetFrameworkAttribute(".NETCoreApp,Version=v6.0", FrameworkDisplayName = "")]

Sources/Common/MSLib/obj/Debug/net6.0/MSLib.AssemblyInfo.cs

@@ -0,0 +1,22 @@
+//------------------------------------------------------------------------------
+// <auto-generated>
+//     This code was generated by a tool.
+//
+//     Changes to this file may cause incorrect behavior and will be lost if
+//     the code is regenerated.
+// </auto-generated>
+//------------------------------------------------------------------------------
+
+using System;
+using System.Reflection;
+
+[assembly: System.Reflection.AssemblyCompanyAttribute("MSLib")]
+[assembly: System.Reflection.AssemblyConfigurationAttribute("Debug")]
+[assembly: System.Reflection.AssemblyFileVersionAttribute("1.0.0.0")]
+[assembly: System.Reflection.AssemblyInformationalVersionAttribute("1.0.0")]
+[assembly: System.Reflection.AssemblyProductAttribute("MSLib")]
+[assembly: System.Reflection.AssemblyTitleAttribute("MSLib")]
+[assembly: System.Reflection.AssemblyVersionAttribute("1.0.0.0")]
+
+// Generated by the MSBuild WriteCodeFragment class.
+

Sources/Common/MSLib/obj/Debug/net6.0/MSLib.AssemblyInfoInputs.cache

@@ -0,0 +1 @@
+5bd6cf3423e8e65d9421c371ad2c6b9a30b6eb1d

Sources/Common/MSLib/obj/Debug/net6.0/MSLib.GeneratedMSBuildEditorConfig.editorconfig

@@ -0,0 +1,10 @@
+is_global = true
+build_property.TargetFramework = net6.0
+build_property.TargetPlatformMinVersion = 
+build_property.UsingMicrosoftNETSdkWeb = 
+build_property.ProjectTypeGuids = 
+build_property.InvariantGlobalization = 
+build_property.PlatformNeutralAssembly = 
+build_property._SupportedPlatformList = Linux,macOS,Windows
+build_property.RootNamespace = MSLib
+build_property.ProjectDir = C:\Users\Brummel\Documents\cAlgo\Sources\Common\MSLib\

Sources/Common/MSLib/obj/Debug/net6.0/MSLib.GlobalUsings.g.cs

@@ -0,0 +1,8 @@
+// <auto-generated/>
+global using global::System;
+global using global::System.Collections.Generic;
+global using global::System.IO;
+global using global::System.Linq;
+global using global::System.Net.Http;
+global using global::System.Threading;
+global using global::System.Threading.Tasks;

Sources/Common/MSLib/obj/Debug/net6.0/MSLib.csproj.CoreCompileInputs.cache

@@ -0,0 +1 @@
+375eb7427a13a6a1a036f49ce73cc2a66452e118

Sources/Common/MSLib/obj/Debug/net6.0/MSLib.csproj.FileListAbsolute.txt

@@ -0,0 +1,12 @@
+C:\Users\Brummel\Documents\cAlgo\Sources\Common\MSLib\bin\Debug\net6.0\MSLib.deps.json
+C:\Users\Brummel\Documents\cAlgo\Sources\Common\MSLib\bin\Debug\net6.0\MSLib.dll
+C:\Users\Brummel\Documents\cAlgo\Sources\Common\MSLib\bin\Debug\net6.0\MSLib.pdb
+C:\Users\Brummel\Documents\cAlgo\Sources\Common\MSLib\obj\Debug\net6.0\MSLib.csproj.AssemblyReference.cache
+C:\Users\Brummel\Documents\cAlgo\Sources\Common\MSLib\obj\Debug\net6.0\MSLib.GeneratedMSBuildEditorConfig.editorconfig
+C:\Users\Brummel\Documents\cAlgo\Sources\Common\MSLib\obj\Debug\net6.0\MSLib.AssemblyInfoInputs.cache
+C:\Users\Brummel\Documents\cAlgo\Sources\Common\MSLib\obj\Debug\net6.0\MSLib.AssemblyInfo.cs
+C:\Users\Brummel\Documents\cAlgo\Sources\Common\MSLib\obj\Debug\net6.0\MSLib.csproj.CoreCompileInputs.cache
+C:\Users\Brummel\Documents\cAlgo\Sources\Common\MSLib\obj\Debug\net6.0\MSLib.dll
+C:\Users\Brummel\Documents\cAlgo\Sources\Common\MSLib\obj\Debug\net6.0\refint\MSLib.dll
+C:\Users\Brummel\Documents\cAlgo\Sources\Common\MSLib\obj\Debug\net6.0\MSLib.pdb
+C:\Users\Brummel\Documents\cAlgo\Sources\Common\MSLib\obj\Debug\net6.0\ref\MSLib.dll

Sources/Common/MSLib/obj/MSLib.csproj.nuget.dgspec.json

@@ -0,0 +1,60 @@
+{
+  "format": 1,
+  "restore": {
+    "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Common\\MSLib\\MSLib.csproj": {}
+  },
+  "projects": {
+    "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Common\\MSLib\\MSLib.csproj": {
+      "version": "1.0.0",
+      "restore": {
+        "projectUniqueName": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Common\\MSLib\\MSLib.csproj",
+        "projectName": "MSLib",
+        "projectPath": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Common\\MSLib\\MSLib.csproj",
+        "packagesPath": "C:\\Users\\Brummel\\.nuget\\packages\\",
+        "outputPath": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Common\\MSLib\\obj\\",
+        "projectStyle": "PackageReference",
+        "configFilePaths": [
+          "C:\\Users\\Brummel\\AppData\\Roaming\\NuGet\\NuGet.Config"
+        ],
+        "originalTargetFrameworks": [
+          "net6.0"
+        ],
+        "sources": {
+          "https://api.nuget.org/v3/index.json": {}
+        },
+        "frameworks": {
+          "net6.0": {
+            "targetAlias": "net6.0",
+            "projectReferences": {}
+          }
+        },
+        "warningProperties": {
+          "warnAsError": [
+            "NU1605"
+          ]
+        }
+      },
+      "frameworks": {
+        "net6.0": {
+          "targetAlias": "net6.0",
+          "imports": [
+            "net461",
+            "net462",
+            "net47",
+            "net471",
+            "net472",
+            "net48"
+          ],
+          "assetTargetFallback": true,
+          "warn": true,
+          "frameworkReferences": {
+            "Microsoft.NETCore.App": {
+              "privateAssets": "all"
+            }
+          },
+          "runtimeIdentifierGraphPath": "C:\\Program Files\\dotnet\\sdk\\6.0.200\\RuntimeIdentifierGraph.json"
+        }
+      }
+    }
+  }
+}

Sources/Common/MSLib/obj/MSLib.csproj.nuget.g.props

@@ -0,0 +1,15 @@
+<?xml version="1.0" encoding="utf-8" standalone="no"?>
+<Project ToolsVersion="14.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
+  <PropertyGroup Condition=" '$(ExcludeRestorePackageImports)' != 'true' ">
+    <RestoreSuccess Condition=" '$(RestoreSuccess)' == '' ">True</RestoreSuccess>
+    <RestoreTool Condition=" '$(RestoreTool)' == '' ">NuGet</RestoreTool>
+    <ProjectAssetsFile Condition=" '$(ProjectAssetsFile)' == '' ">$(MSBuildThisFileDirectory)project.assets.json</ProjectAssetsFile>
+    <NuGetPackageRoot Condition=" '$(NuGetPackageRoot)' == '' ">$(UserProfile)\.nuget\packages\</NuGetPackageRoot>
+    <NuGetPackageFolders Condition=" '$(NuGetPackageFolders)' == '' ">C:\Users\Brummel\.nuget\packages\</NuGetPackageFolders>
+    <NuGetProjectStyle Condition=" '$(NuGetProjectStyle)' == '' ">PackageReference</NuGetProjectStyle>
+    <NuGetToolVersion Condition=" '$(NuGetToolVersion)' == '' ">6.1.0</NuGetToolVersion>
+  </PropertyGroup>
+  <ItemGroup Condition=" '$(ExcludeRestorePackageImports)' != 'true' ">
+    <SourceRoot Include="C:\Users\Brummel\.nuget\packages\" />
+  </ItemGroup>
+</Project>

Sources/Common/MSLib/obj/MSLib.csproj.nuget.g.targets

@@ -0,0 +1,2 @@
+<?xml version="1.0" encoding="utf-8" standalone="no"?>
+<Project ToolsVersion="14.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003" />

Sources/Common/MSLib/obj/project.assets.json

@@ -0,0 +1,65 @@
+{
+  "version": 3,
+  "targets": {
+    "net6.0": {}
+  },
+  "libraries": {},
+  "projectFileDependencyGroups": {
+    "net6.0": []
+  },
+  "packageFolders": {
+    "C:\\Users\\Brummel\\.nuget\\packages\\": {}
+  },
+  "project": {
+    "version": "1.0.0",
+    "restore": {
+      "projectUniqueName": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Common\\MSLib\\MSLib.csproj",
+      "projectName": "MSLib",
+      "projectPath": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Common\\MSLib\\MSLib.csproj",
+      "packagesPath": "C:\\Users\\Brummel\\.nuget\\packages\\",
+      "outputPath": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Common\\MSLib\\obj\\",
+      "projectStyle": "PackageReference",
+      "configFilePaths": [
+        "C:\\Users\\Brummel\\AppData\\Roaming\\NuGet\\NuGet.Config"
+      ],
+      "originalTargetFrameworks": [
+        "net6.0"
+      ],
+      "sources": {
+        "https://api.nuget.org/v3/index.json": {}
+      },
+      "frameworks": {
+        "net6.0": {
+          "targetAlias": "net6.0",
+          "projectReferences": {}
+        }
+      },
+      "warningProperties": {
+        "warnAsError": [
+          "NU1605"
+        ]
+      }
+    },
+    "frameworks": {
+      "net6.0": {
+        "targetAlias": "net6.0",
+        "imports": [
+          "net461",
+          "net462",
+          "net47",
+          "net471",
+          "net472",
+          "net48"
+        ],
+        "assetTargetFallback": true,
+        "warn": true,
+        "frameworkReferences": {
+          "Microsoft.NETCore.App": {
+            "privateAssets": "all"
+          }
+        },
+        "runtimeIdentifierGraphPath": "C:\\Program Files\\dotnet\\sdk\\6.0.200\\RuntimeIdentifierGraph.json"
+      }
+    }
+  }
+}

Sources/Common/MSLib/obj/project.nuget.cache

@@ -0,0 +1,8 @@
+{
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+  "dgSpecHash": "Oo9DgV2PMMwBLALF97djBTxT9Wgbo3xT86Zo8aWAwrxLBxF4zrxrwtxR5/TCIXpFczNFbEDKftQZxvjl9Y6BHQ==",
+  "success": true,
+  "projectFilePath": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Common\\MSLib\\MSLib.csproj",
+  "expectedPackageFiles": [],
+  "logs": []
+}

Sources/Indicators/Bar times/Bar times.sln

@@ -0,0 +1,20 @@
+
+Microsoft Visual Studio Solution File, Format Version 11.00
+# Visual Studio 2010
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bar times", "Bar times\Bar times.csproj", "{373DED72-A17B-4903-8EC9-FA9589B99D5D}"
+EndProject
+Global
+	GlobalSection(SolutionConfigurationPlatforms) = preSolution
+		Debug|Any CPU = Debug|Any CPU
+		Release|Any CPU = Release|Any CPU
+	EndGlobalSection
+	GlobalSection(ProjectConfigurationPlatforms) = postSolution
+		{373DED72-A17B-4903-8EC9-FA9589B99D5D}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{373DED72-A17B-4903-8EC9-FA9589B99D5D}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{373DED72-A17B-4903-8EC9-FA9589B99D5D}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{373DED72-A17B-4903-8EC9-FA9589B99D5D}.Release|Any CPU.Build.0 = Release|Any CPU
+	EndGlobalSection
+	GlobalSection(SolutionProperties) = preSolution
+		HideSolutionNode = FALSE
+	EndGlobalSection
+EndGlobal

Sources/Indicators/Bar times/Bar times/Bar times.cs

@@ -0,0 +1,47 @@
+// -------------------------------------------------------------------------------------------------
+//
+//    This code is a cAlgo API MACD Crossover indicator provided by njardim@email.com on Dec 2015.
+//
+//    Based on the original MACD Crossover indicator from cTrade.
+//
+// -------------------------------------------------------------------------------------------------
+
+using System;
+using cAlgo.API;
+using cAlgo.API.Internals;
+using cAlgo.API.Indicators;
+using cAlgo.Indicators;
+
+namespace cAlgo
+{
+    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
+    public class BarTimes : Indicator
+    {
+        [Output("Signal", LineColor = "Blue", PlotType = PlotType.Line, LineStyle = LineStyle.Lines, Thickness = 1)]
+        public IndicatorDataSeries Signal { get; set; }
+
+        public IndicatorDataSeries Times { get; set; }
+        private MovingAverage TimesMa;
+
+        protected override void Initialize()
+        {
+            Times = CreateDataSeries();
+            TimesMa = Indicators.MovingAverage(Times, 200, MovingAverageType.Simple );
+        }
+
+        public override void Calculate(int index)
+        {
+            if( index>0 )
+            {
+                var t0 = Bars.OpenTimes[index];
+                var t1 = Bars.OpenTimes[index-1];
+                if( t0.ToLocalTime().Date == t1.ToLocalTime().Date )
+                    Times[index] = (t0-t1).TotalMinutes;
+                else
+                    Times[index] = 0;
+            }
+            
+            Signal[index] = Times[index]>0? TimesMa.Result[index] / Times[index] : 0;
+        }
+    }
+}

Sources/Indicators/Bar times/Bar times/Bar times.csproj

@@ -0,0 +1,24 @@
+<?xml version="1.0" encoding="utf-8"?>
+<Project Sdk="Microsoft.NET.Sdk">
+  <PropertyGroup>
+    <TargetFramework>net6.0</TargetFramework>
+    <EnableDefaultItems>False</EnableDefaultItems>
+    <GenerateAssemblyInfo>False</GenerateAssemblyInfo>
+  </PropertyGroup>
+  <PropertyGroup>
+    <LangVersion>7.2</LangVersion>
+    <Configuration Condition=" '$(Configuration)' == '' ">Debug</Configuration>
+    <Platform Condition=" '$(Platform)' == '' ">AnyCPU</Platform>
+    <AppDesignerFolder>Properties</AppDesignerFolder>
+    <RootNamespace>cAlgo</RootNamespace>
+    <AssemblyName>Bar times</AssemblyName>
+    <FileAlignment>512</FileAlignment>
+  </PropertyGroup>
+  <ItemGroup>
+    <PackageReference Include="cTrader.Automate" Version="1.*" />
+  </ItemGroup>
+  <ItemGroup>
+    <Compile Include="Bar times.cs" />
+    <Compile Include="Properties\AssemblyInfo.cs" />
+  </ItemGroup>
+</Project>

Sources/Indicators/Bar times/Bar times/Properties/AssemblyInfo.cs

@@ -0,0 +1,20 @@
+using System.Diagnostics;
+using System.Reflection;
+using System.Runtime.InteropServices;
+
+[assembly: AssemblyTitle("Bar times")]
+[assembly: AssemblyDescription("")]
+[assembly: AssemblyConfiguration("")]
+[assembly: AssemblyProduct("Bar times")]
+[assembly: AssemblyTrademark("")]
+[assembly: AssemblyCulture("")]
+
+[assembly: ComVisible(false)]
+
+[assembly: Guid("35f19c43-c7cc-4f53-b8e0-61caaf9cd8e8")]
+
+[assembly: AssemblyVersion("1.0.0.0")]
+[assembly: AssemblyFileVersion("1.0.0.0")]
+#if DEBUG
+    [assembly: Debuggable(DebuggableAttribute.DebuggingModes.Default | DebuggableAttribute.DebuggingModes.DisableOptimizations)]
+#endif

Sources/Indicators/BarCloseAlert/BarCloseAlert.sln

@@ -0,0 +1,22 @@
+
+Microsoft Visual Studio Solution File, Format Version 12.00
+# Visual Studio Version 16
+VisualStudioVersion = 16.0.30011.22
+MinimumVisualStudioVersion = 10.0.40219.1
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "BarCloseAlert", "BarCloseAlert\BarCloseAlert.csproj", "{5de69e58-aff2-4b56-be9b-3de3b4fc7e82}"
+EndProject
+Global
+	GlobalSection(SolutionConfigurationPlatforms) = preSolution
+		Debug|Any CPU = Debug|Any CPU
+		Release|Any CPU = Release|Any CPU
+	EndGlobalSection
+	GlobalSection(ProjectConfigurationPlatforms) = postSolution
+		{5de69e58-aff2-4b56-be9b-3de3b4fc7e82}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{5de69e58-aff2-4b56-be9b-3de3b4fc7e82}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{5de69e58-aff2-4b56-be9b-3de3b4fc7e82}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{5de69e58-aff2-4b56-be9b-3de3b4fc7e82}.Release|Any CPU.Build.0 = Release|Any CPU
+	EndGlobalSection
+	GlobalSection(SolutionProperties) = preSolution
+		HideSolutionNode = FALSE
+	EndGlobalSection
+EndGlobal

Sources/Indicators/BarCloseAlert/BarCloseAlert/BarCloseAlert.cs

@@ -0,0 +1,72 @@
+using System;
+using cAlgo.API;
+using cAlgo.API.Internals;
+using cAlgo.API.Indicators;
+
+namespace cAlgo.Indicators
+{
+    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
+    public class BarCloseAlert : Indicator
+    {
+        private HullMovingAverage _hma;
+
+        [Parameter("Bar Close Sound File", Group = "Sounds", DefaultValue = "C:\\Windows\\Media\\Alarm07.wav")]
+        public string BarCloseSoundFileName { get; set; }
+
+        [Parameter("HMA Sound File", Group = "Sounds", DefaultValue = "C:\\Windows\\Media\\Alarm08.wav")]
+        public string HmaSoundFileName { get; set; }
+
+        [Parameter("HMA Period", Group = "HMA Settings", DefaultValue = 200)]
+        public int HmaPeriod { get; set; }
+
+        protected override void Initialize()
+        {
+            _hma = Indicators.HullMovingAverage(Bars.ClosePrices, HmaPeriod);
+            Bars.BarClosed += OnBarsClosed;
+        }
+
+        private void OnBarsClosed(BarClosedEventArgs obj)
+        {
+            // 1. Play Bar Close Sound
+            if (!string.IsNullOrEmpty(BarCloseSoundFileName))
+            {
+                Notifications.PlaySound(BarCloseSoundFileName);
+            }
+
+            // 2. Check HMA High/Low
+            // We need enough bars for Last(0), Last(1), Last(2)
+            if (Bars.Count < 3 || string.IsNullOrEmpty(HmaSoundFileName))
+            {
+                return;
+            }
+
+            // Adjusted Indexing per user requirement:
+            // Last(0) is treated as the bar that just closed.
+            double hmaJustClosed = _hma.Result.Last(0);
+            double hmaPrev = _hma.Result.Last(1);
+            double hmaPrePrev = _hma.Result.Last(2);
+
+            // Check for High Point (Peak): Rising then Falling
+            // Shape: / \
+            bool isHigh = (hmaPrePrev < hmaPrev) && (hmaPrev > hmaJustClosed);
+
+            // Check for Low Point (Valley): Falling then Rising
+            // Shape: \ /
+            bool isLow = (hmaPrePrev > hmaPrev) && (hmaPrev < hmaJustClosed);
+
+            if (isHigh || isLow)
+            {
+                Notifications.PlaySound(HmaSoundFileName);
+            }
+        }
+
+        public override void Calculate(int index)
+        {
+        }
+
+        protected override void OnDestroy()
+        {
+            Bars.BarClosed -= OnBarsClosed;
+        }
+    }
+}

Sources/Indicators/BarCloseAlert/BarCloseAlert/BarCloseAlert.csproj

@@ -0,0 +1,9 @@
+<Project Sdk="Microsoft.NET.Sdk">
+  <PropertyGroup>
+    <TargetFramework>net6.0</TargetFramework>
+  </PropertyGroup>
+
+  <ItemGroup>
+    <PackageReference Include="cTrader.Automate" Version="*" />
+  </ItemGroup>
+</Project>

Sources/Indicators/Candlestick Patterns DEMO/Candlestick Patterns DEMO.sln

@@ -0,0 +1,20 @@
+
+Microsoft Visual Studio Solution File, Format Version 11.00
+# Visual Studio 2010
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Candlestick Patterns DEMO", "Candlestick Patterns DEMO\Candlestick Patterns DEMO.csproj", "{B9F710D0-7DD5-4E04-B2E9-98C1878E7674}"
+EndProject
+Global
+	GlobalSection(SolutionConfigurationPlatforms) = preSolution
+		Debug|Any CPU = Debug|Any CPU
+		Release|Any CPU = Release|Any CPU
+	EndGlobalSection
+	GlobalSection(ProjectConfigurationPlatforms) = postSolution
+		{B9F710D0-7DD5-4E04-B2E9-98C1878E7674}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{B9F710D0-7DD5-4E04-B2E9-98C1878E7674}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{B9F710D0-7DD5-4E04-B2E9-98C1878E7674}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{B9F710D0-7DD5-4E04-B2E9-98C1878E7674}.Release|Any CPU.Build.0 = Release|Any CPU
+	EndGlobalSection
+	GlobalSection(SolutionProperties) = preSolution
+		HideSolutionNode = FALSE
+	EndGlobalSection
+EndGlobal

Sources/Indicators/Candlestick Patterns DEMO/Candlestick Patterns DEMO/Candlestick Patterns DEMO.cs

@@ -0,0 +1,504 @@
+using System;
+using System.IO;
+using cAlgo.API;
+using cAlgo.API.Internals;
+using cAlgo.API.Indicators;
+using cAlgo.Indicators;
+
+namespace cAlgo
+{
+    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.FileSystem)]
+    public class CP : Indicator
+    {
+        #region Parameters
+
+        [Parameter("Show names", DefaultValue = false)]
+        public bool Name_Status { get; set; }
+
+        [Parameter("Show more info", DefaultValue = true)]
+        public bool Add_info { get; set; }
+
+        [Parameter("Show Doji", DefaultValue = true)]
+        public bool Show_Doji { get; set; }
+
+        [Parameter("Show Hammer", DefaultValue = true)]
+        public bool Show_Hammer { get; set; }
+
+        [Parameter("MACD Long Cycle", DefaultValue = 26)]
+        public int LongCycle { get; set; }
+
+        [Parameter("MACD Short Cycle", DefaultValue = 12)]
+        public int ShortCycle { get; set; }
+
+        [Parameter("MACD Signal Periods", DefaultValue = 9)]
+        public int Periods { get; set; }
+
+        [Parameter("Doji", DefaultValue = "✝")]
+        public string Doji_s { get; set; }
+        [Parameter("Hammer", DefaultValue = "☨")]
+        public string Hammer_s { get; set; }
+
+        #endregion Parameters
+
+        private MacdHistogram macd;
+
+        private const VerticalAlignment vAlign = VerticalAlignment.Top;
+        private const HorizontalAlignment hAlign = HorizontalAlignment.Center;
+
+        private const double n = 0.618;
+
+        private const string UpArrow = "▲";
+        private const string DownArrow = "▼";
+
+        private string Pattern_name;
+
+        private double offset;
+
+        private struct Candle
+        {
+            #region Data
+
+            public double High;
+            public double Close;
+            public double Open;
+            public double Low;
+
+            #endregion Data
+
+            #region Functions
+
+            public bool IsFallCandle()
+            {
+                if (Close < Open)
+                    return true;
+                else
+                    return false;
+            }
+            public bool IsRiseCandle()
+            {
+                if (Open < Close)
+                    return true;
+                else
+                    return false;
+            }
+
+            public double Median()
+            {
+                return (High + Low) / 2;
+            }
+
+            #endregion Functions
+        }
+
+        private enum PatternType : int
+        {
+            Doji = 1,
+            Hammer = 2
+        }
+
+        protected override void Initialize()
+        {
+            macd = Indicators.MacdHistogram(MarketSeries.Close, LongCycle, ShortCycle, Periods);
+            offset = Symbol.PipSize * 5;
+        }
+
+        private void DrawText(int index, int _Type)
+        {
+            var high = MarketSeries.High[index];
+            var low = MarketSeries.Low[index];
+
+            int x = index;
+
+            double h_y = high + offset;
+            double h_d_y = h_y + offset * 2.5;
+            double h_t_y = h_d_y + offset;
+
+            double l_y = low - offset * 2.5;
+            double l_d_y = l_y - offset;
+
+
+            if (TimeFrame == TimeFrame.Minute)
+            {
+                h_y = high + offset / 2;
+                h_d_y = h_y + offset / 2;
+                h_t_y = h_d_y + offset;
+
+                l_y = low - offset / 2;
+                l_d_y = l_y - offset / 2;
+            }
+
+
+
+            if (TimeFrame == TimeFrame.Minute15)
+            {
+                h_y = high + offset / 1.5;
+                h_d_y = h_y + offset;
+                h_t_y = h_d_y + offset;
+
+                l_y = low - offset * 1.5;
+                l_d_y = l_y - offset * 1.1;
+            }
+
+
+            if (TimeFrame == TimeFrame.Hour)
+            {
+                h_y = high + offset;
+                h_d_y = h_y + offset * 3;
+                h_t_y = h_d_y + offset;
+
+                l_y = low - offset * 3;
+                l_d_y = l_y - offset * 3;
+            }
+
+            if (TimeFrame == TimeFrame.Hour4)
+            {
+                h_y = high + offset;
+                h_d_y = h_y + offset * 5;
+                h_t_y = h_d_y + offset;
+
+                l_y = low - offset * 5;
+                l_d_y = l_y - offset * 5;
+            }
+
+            if (TimeFrame == TimeFrame.Daily)
+            {
+                h_y = high + offset * 3;
+                h_d_y = h_y + offset * 12;
+                h_t_y = h_d_y + offset;
+
+                l_y = low - offset * 12;
+                l_d_y = l_y - offset * 12;
+            }
+
+            if (TimeFrame == TimeFrame.Weekly)
+            {
+                h_y = high + offset * 6;
+                h_d_y = h_y + offset * 24;
+                h_t_y = h_d_y + offset;
+
+                l_y = low - offset * 24;
+                l_d_y = l_y - offset * 24;
+            }
+
+            if (TimeFrame == TimeFrame.Monthly)
+            {
+                h_y = high + offset * 24;
+                h_d_y = h_y + offset * 64;
+                h_t_y = h_d_y + offset;
+
+                l_y = low - offset * 64;
+                l_d_y = l_y - offset * 64;
+            }
+
+            string f_ObjName;
+            string s_ObjName;
+
+            switch (_Type)
+            {
+                case (int)PatternType.Doji:
+
+                    f_ObjName = string.Format("Doji {0}", index);
+                    s_ObjName = string.Format("Doji | {0}", index);
+
+                    ChartObjects.DrawText(f_ObjName, "Doji", x, h_d_y, vAlign, hAlign, Colors.White);
+                    ChartObjects.DrawText(s_ObjName, "\n|", x, h_y, vAlign, hAlign, Colors.White);
+
+                    break;
+
+                case (int)PatternType.Hammer:
+
+                    f_ObjName = string.Format("Hammer {0}", index);
+                    s_ObjName = string.Format("Hammer | {0}", index);
+
+                    ChartObjects.DrawText(f_ObjName, "Hammer", x, h_d_y, vAlign, hAlign, Colors.White);
+                    ChartObjects.DrawText(s_ObjName, "\n|", x, h_y, vAlign, hAlign, Colors.White);
+
+                    break;
+
+            }
+        }
+
+        private void DrawSymbols(int index, int _Type)
+        {
+            var high = MarketSeries.High[index];
+            var low = MarketSeries.Low[index];
+
+            int x = index;
+
+            double h_y = high + offset;
+            double h_d_y = h_y + offset * 2.5;
+            double h_t_y = h_d_y + offset;
+
+            double l_y = low - offset * 2.5;
+            double l_d_y = l_y - offset;
+
+
+            if (TimeFrame == TimeFrame.Minute)
+            {
+                h_y = high + offset / 2;
+                h_d_y = h_y + offset / 2;
+                h_t_y = h_d_y + offset;
+
+                l_y = low - offset / 2;
+                l_d_y = l_y - offset / 2;
+            }
+
+
+
+            if (TimeFrame == TimeFrame.Minute15)
+            {
+                h_y = high + offset / 1.5;
+                h_d_y = h_y + offset;
+                h_t_y = h_d_y + offset;
+
+                l_y = low - offset * 1.5;
+                l_d_y = l_y - offset * 1.1;
+            }
+
+
+            if (TimeFrame == TimeFrame.Hour)
+            {
+                h_y = high + offset;
+                h_d_y = h_y + offset * 3;
+                h_t_y = h_d_y + offset;
+
+                l_y = low - offset * 3;
+                l_d_y = l_y - offset * 3;
+            }
+
+            if (TimeFrame == TimeFrame.Hour4)
+            {
+                h_y = high + offset;
+                h_d_y = h_y + offset * 5;
+                h_t_y = h_d_y + offset;
+
+                l_y = low - offset * 5;
+                l_d_y = l_y - offset * 5;
+            }
+
+            if (TimeFrame == TimeFrame.Daily)
+            {
+                h_y = high + offset * 3;
+                h_d_y = h_y + offset * 12;
+                h_t_y = h_d_y + offset;
+
+                l_y = low - offset * 12;
+                l_d_y = l_y - offset * 12;
+            }
+
+            if (TimeFrame == TimeFrame.Weekly)
+            {
+                h_y = high + offset * 6;
+                h_d_y = h_y + offset * 24;
+                h_t_y = h_d_y + offset;
+
+                l_y = low - offset * 24;
+                l_d_y = l_y - offset * 24;
+            }
+
+            if (TimeFrame == TimeFrame.Monthly)
+            {
+                h_y = high + offset * 24;
+                h_d_y = h_y + offset * 64;
+                h_t_y = h_d_y + offset;
+
+                l_y = low - offset * 64;
+                l_d_y = l_y - offset * 64;
+            }
+
+            string f_ObjName;
+            string s_ObjName;
+
+            switch (_Type)
+            {
+                case (int)PatternType.Doji:
+
+                    f_ObjName = string.Format("Doji {0}", index);
+                    s_ObjName = string.Format("Doji | {0}", index);
+
+                    ChartObjects.DrawText(f_ObjName, Doji_s, x, h_d_y, vAlign, hAlign, Colors.White);
+                    ChartObjects.DrawText(s_ObjName, "\n|", x, h_y, vAlign, hAlign, Colors.White);
+
+                    break;
+
+                case (int)PatternType.Hammer:
+
+                    f_ObjName = string.Format("Hammer {0}", index);
+                    s_ObjName = string.Format("Hammer | {0}", index);
+
+                    ChartObjects.DrawText(f_ObjName, Hammer_s, x, h_d_y, vAlign, hAlign, Colors.DarkOrange);
+                    ChartObjects.DrawText(s_ObjName, "\n|", x, h_y, vAlign, hAlign, Colors.White);
+
+                    break;
+
+            }
+        }
+
+
+        private bool Size(Candle candle)
+        {
+            if (candle.IsFallCandle())
+            {
+                if ((candle.Open - candle.Close) > (candle.High - candle.Low) * n)
+                    return true;
+            }
+            else if (candle.IsRiseCandle())
+            {
+                if ((candle.Close - candle.Open) > (candle.High - candle.Low) * n)
+                    return true;
+            }
+
+            return false;
+        }
+
+        private void Text_Info(int index, string Pattern_name)
+        {
+            if (Add_info == true)
+            {
+
+                #region Pattern
+
+                ChartObjects.DrawText("PATTERN", "LAST PATTERN : " + Pattern_name, StaticPosition.TopLeft, Colors.White);
+
+                #endregion Pattern
+
+                #region MACD
+
+                if (MACD_Info(index) == "UP")
+                {
+                    ChartObjects.DrawText("MACD", "\nMACD : ", StaticPosition.TopLeft, Colors.White);
+                    ChartObjects.DrawText("ARROW MACD", "\n\t" + UpArrow, StaticPosition.TopLeft, Colors.DodgerBlue);
+
+                }
+                else if (MACD_Info(index) == "DOWN")
+                {
+                    ChartObjects.DrawText("MACD", "\nMACD : ", StaticPosition.TopLeft, Colors.White);
+                    ChartObjects.DrawText("ARROW MACD", "\n\t" + DownArrow, StaticPosition.TopLeft, Colors.Crimson);
+                }
+
+                #endregion MACD
+
+            }
+        }
+
+        private string MACD_Info(int index)
+        {
+            if (macd.Histogram[index] > 0)
+            {
+                return "UP";
+            }
+
+            if (macd.Histogram[index] < 0)
+            {
+                return "DOWN";
+            }
+            return "ZERO";
+        }
+
+
+        private bool Doji(Candle candle)
+        {
+
+            if (candle.IsFallCandle() & (candle.Close != candle.Low))
+            {
+                if ((candle.High - candle.Low) > 12 * (candle.Open - candle.Close))
+                    return true;
+            }
+            if (candle.IsRiseCandle() & (candle.Close != candle.High))
+            {
+                if ((candle.High - candle.Low) > 12 * (candle.Close - candle.Open))
+                    return true;
+            }
+            return false;
+        }
+
+        private bool Hammer(Candle candle)
+        {
+            if (candle.IsFallCandle() & (candle.Close == candle.Low))
+            {
+                if ((candle.Median() > candle.Open) & (candle.Median() > candle.Close))
+                {
+                    if ((candle.Median() - candle.Low) > 1.618 * (candle.Open - candle.Close))
+                        return true;
+                }
+            }
+
+            if (candle.IsRiseCandle() & (candle.Close == candle.High))
+            {
+                if ((candle.Median() < candle.Open) & (candle.Median() < candle.Close))
+                {
+                    if ((candle.High - candle.Median()) > 1.618 * (candle.Close - candle.Open))
+                        return true;
+                }
+            }
+
+            return false;
+        }
+
+        public override void Calculate(int index)
+        {
+            #region structs
+
+            Candle candle = new Candle();
+
+            #endregion structs
+
+            #region variables
+
+            int candle_index = 0;
+
+            candle.High = MarketSeries.High.Last(candle_index);
+            candle.Open = MarketSeries.Open.Last(candle_index);
+            candle.Close = MarketSeries.Close.Last(candle_index);
+            candle.Low = MarketSeries.Low.Last(candle_index);
+
+            #endregion variables
+
+            #region Patterns
+
+            // Doji
+
+            if (Doji(candle))
+            {
+                if (Show_Doji == true)
+                {
+                    Pattern_name = "Doji";
+                    if (Name_Status == true)
+                    {
+                        DrawText(index, (int)PatternType.Doji);
+                    }
+                    else
+                    {
+                        DrawSymbols(index, (int)PatternType.Doji);
+                    }
+                }
+            }
+
+            //Hammer
+
+            if (Hammer(candle))
+            {
+                if (Show_Hammer == true)
+                {
+                    Pattern_name = "Hammer";
+                    if (Name_Status == true)
+                    {
+                        DrawText(index, (int)PatternType.Hammer);
+                    }
+                    else
+                    {
+                        DrawSymbols(index, (int)PatternType.Hammer);
+                    }
+                }
+            }
+
+            #endregion Patterns
+
+            #region Text
+
+            Text_Info(index, Pattern_name);
+
+            #endregion Text
+        }
+    }
+}

Sources/Indicators/Candlestick Patterns DEMO/Candlestick Patterns DEMO/Candlestick Patterns DEMO.csproj

@@ -0,0 +1,58 @@
+<?xml version="1.0" encoding="utf-8"?>
+<Project ToolsVersion="4.0" DefaultTargets="Build" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
+  <Import Project="$(MSBuildExtensionsPath)\$(MSBuildToolsVersion)\Microsoft.Common.props" Condition="Exists('$(MSBuildExtensionsPath)\$(MSBuildToolsVersion)\Microsoft.Common.props')" />
+  <PropertyGroup>
+    <Configuration Condition=" '$(Configuration)' == '' ">Debug</Configuration>
+    <Platform Condition=" '$(Platform)' == '' ">AnyCPU</Platform>
+    <ProjectGuid>{B9F710D0-7DD5-4E04-B2E9-98C1878E7674}</ProjectGuid>
+    <ProjectTypeGuids>{DD87C1B2-3799-4CA2-93B6-5288EE928820};{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}</ProjectTypeGuids>
+    <OutputType>Library</OutputType>
+    <AppDesignerFolder>Properties</AppDesignerFolder>
+    <RootNamespace>cAlgo</RootNamespace>
+    <AssemblyName>Candlestick Patterns DEMO</AssemblyName>
+    <TargetFrameworkVersion>v4.0</TargetFrameworkVersion>
+    <TargetFrameworkProfile>Client</TargetFrameworkProfile>
+    <FileAlignment>512</FileAlignment>
+  </PropertyGroup>
+  <PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Debug|AnyCPU' ">
+    <DebugSymbols>true</DebugSymbols>
+    <DebugType>full</DebugType>
+    <Optimize>false</Optimize>
+    <OutputPath>bin\Debug\</OutputPath>
+    <DefineConstants>DEBUG;TRACE</DefineConstants>
+    <ErrorReport>prompt</ErrorReport>
+    <WarningLevel>4</WarningLevel>
+  </PropertyGroup>
+  <PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Release|AnyCPU' ">
+    <DebugType>pdbonly</DebugType>
+    <Optimize>true</Optimize>
+    <OutputPath>bin\Release\</OutputPath>
+    <DefineConstants>TRACE</DefineConstants>
+    <ErrorReport>prompt</ErrorReport>
+    <WarningLevel>4</WarningLevel>
+  </PropertyGroup>
+  <ItemGroup>
+    <Reference Include="System" />
+    <Reference Include="System.Core" />
+    <Reference Include="System.Xml.Linq" />
+    <Reference Include="System.Data.DataSetExtensions" />
+    <Reference Include="System.Data" />
+    <Reference Include="System.Xml" />
+    <Reference Include="cAlgo.API, Version=1.0.0.0, Culture=neutral, PublicKeyToken=3499da3018340880, processorArchitecture=MSIL">
+      <SpecificVersion>False</SpecificVersion>
+      <HintPath>..\..\..\..\API\cAlgo.API.dll</HintPath>
+    </Reference>
+  </ItemGroup>
+  <ItemGroup>
+    <Compile Include="Candlestick Patterns DEMO.cs" />
+    <Compile Include="Properties\AssemblyInfo.cs" />
+  </ItemGroup>
+  <Import Project="$(MSBuildToolsPath)\Microsoft.CSharp.targets" />
+  <!-- To modify your build process, add your task inside one of the targets below and uncomment it. 
+       Other similar extension points exist, see Microsoft.Common.targets.
+  <Target Name="BeforeBuild">
+  </Target>
+  <Target Name="AfterBuild">
+  </Target>
+  -->
+</Project>

Sources/Indicators/Candlestick Patterns DEMO/Candlestick Patterns DEMO/Properties/AssemblyInfo.cs

@@ -0,0 +1,16 @@
+using System.Reflection;
+using System.Runtime.InteropServices;
+
+[assembly: AssemblyTitle("Candlestick Patterns DEMO")]
+[assembly: AssemblyDescription("")]
+[assembly: AssemblyConfiguration("")]
+[assembly: AssemblyProduct("Candlestick Patterns DEMO")]
+[assembly: AssemblyTrademark("")]
+[assembly: AssemblyCulture("")]
+
+[assembly: ComVisible(false)]
+
+[assembly: Guid("35f19c43-c7cc-4f53-b8e0-61caaf9cd8e8")]
+
+[assembly: AssemblyVersion("1.0.0.0")]
+[assembly: AssemblyFileVersion("1.0.0.0")]

Sources/Indicators/Correlation with angle v1.1/Correlation with angle v1.1.sln

@@ -0,0 +1,22 @@
+
+Microsoft Visual Studio Solution File, Format Version 12.00
+# Visual Studio Version 16
+VisualStudioVersion = 16.0.30011.22
+MinimumVisualStudioVersion = 10.0.40219.1
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Correlation with angle v1.1", "Correlation with angle v1.1\Correlation with angle v1.1.csproj", "{0e2c43ed-8f8d-446b-848e-ed1fe9ef49a2}"
+EndProject
+Global
+	GlobalSection(SolutionConfigurationPlatforms) = preSolution
+		Debug|Any CPU = Debug|Any CPU
+		Release|Any CPU = Release|Any CPU
+	EndGlobalSection
+	GlobalSection(ProjectConfigurationPlatforms) = postSolution
+		{0e2c43ed-8f8d-446b-848e-ed1fe9ef49a2}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{0e2c43ed-8f8d-446b-848e-ed1fe9ef49a2}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{0e2c43ed-8f8d-446b-848e-ed1fe9ef49a2}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{0e2c43ed-8f8d-446b-848e-ed1fe9ef49a2}.Release|Any CPU.Build.0 = Release|Any CPU
+	EndGlobalSection
+	GlobalSection(SolutionProperties) = preSolution
+		HideSolutionNode = FALSE
+	EndGlobalSection
+EndGlobal

Sources/Indicators/Correlation with angle v1.1/Correlation with angle v1.1/Correlation with angle v1.1.cs

@@ -0,0 +1,249 @@
+using System;
+using System.Linq;
+using System.Threading;
+using cAlgo.API;
+using cAlgo.API.Indicators;
+using cAlgo.API.Internals;
+using cAlgo.Indicators;
+using System.Collections.Generic;
+using System.IO;
+using System.Text;
+
+namespace cAlgo
+{
+    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
+    public class Correlationwithanglev11 : Indicator
+    {
+        [Parameter("Symbol Selection Method", DefaultValue = SymbolSelectionMethodType.SymbolList, Group = "Symbole Choice \n(Uncomment code for more than 6 Symbole)")]
+        public SymbolSelectionMethodType SymbolSelectionMethod { get; set; }
+        public enum SymbolSelectionMethodType
+        {
+            WatchList,
+            SymbolList
+        }
+
+        [Parameter("Symbol List 1 / WatchList Name 1:", DefaultValue = "XAUUSD", Group = "Symbol Management (5 Symbol / List Maximum)")]
+        public string TradedSymbols1 { get; set; }
+        [Parameter("Symbol List 2 / WatchList Name 2:", DefaultValue = "SpotBrent", Group = "Symbol Management (5 Symbol / List Maximum)")]
+        public string TradedSymbols2 { get; set; }
+
+        [Parameter("ExtraLevel", DefaultValue = 50, Group = "Angle Level")]
+        public int ExtraLevel { get; set; }
+
+        [Parameter("PeriodA ngle", DefaultValue = 14, Group = "Angle Setting")]
+        public int PeriodAngle { get; set; }
+        [Parameter("Loockback Periods Angle", DefaultValue = 1, Group = "Angle Setting")]
+        public int LookbackAngle { get; set; }
+        [Parameter("Price Smooth Type", DefaultValue = MovingAverageType.Weighted, Group = "Angle Setting")]
+        public MovingAverageType MaTypeAngle { get; set; }
+
+        [Parameter("History Diff Angle", DefaultValue = 1, Group = "Base Setting")]
+        public int HistoryTextLookback { get; set; }
+
+        [Parameter("ShowSignals", DefaultValue = true, Group = "Histogram Setting")]
+        public bool ShowSignal { get; set; }
+        [Parameter("Sensibility Histogram", DefaultValue = 0.3, Group = "Histogram Setting")]
+        public double SensibilityHisto { get; set; }
+
+        [Parameter("Signal Periods", DefaultValue = 55, Group = "Histogram Setting")]
+        public int SignalPeriods { get; set; }
+        [Parameter("Price Smooth Type", DefaultValue = MovingAverageType.Weighted, Group = "Histogram Setting")]
+        public MovingAverageType MaTypeSignal { get; set; }
+
+        [Output("List 1 : Symb n° 1", LineColor = "Lime", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
+        public IndicatorDataSeries SymbN1 { get; set; }
+        [Output("List 1 : Symb n° 2", LineColor = "Lime", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
+        public IndicatorDataSeries SymbN2 { get; set; }
+        [Output("List 1 : Symb n° 3", LineColor = "Lime", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
+        public IndicatorDataSeries SymbN3 { get; set; }
+        [Output("List 1 : Symb n° 4", LineColor = "Lime", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
+        public IndicatorDataSeries SymbN4 { get; set; }
+        [Output("List 1 : Symb n° 5", LineColor = "Lime", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
+        public IndicatorDataSeries SymbN5 { get; set; }
+
+        [Output("List 2 : Symb n° 6", LineColor = "Red", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
+        public IndicatorDataSeries SymbN6 { get; set; }
+        [Output("List 2 : Symb n° 7", LineColor = "Red", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
+        public IndicatorDataSeries SymbN7 { get; set; }
+        [Output("List 2 : Symb n° 8", LineColor = "Red", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
+        public IndicatorDataSeries SymbN8 { get; set; }
+        [Output("List 2 : Symb n° 9", LineColor = "Red", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
+        public IndicatorDataSeries SymbN9 { get; set; }
+        [Output("List 2 : Symb n° 10", LineColor = "Red", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
+        public IndicatorDataSeries SymbN10 { get; set; }
+
+        [Output("LevelHigh", LineColor = "Gold", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
+        public IndicatorDataSeries LevelHigh { get; set; }
+        [Output("LevelMid", LineColor = "White", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
+        public IndicatorDataSeries LevelMid { get; set; }
+        [Output("LevelLow", LineColor = "Gold", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
+        public IndicatorDataSeries LevelLow { get; set; }
+
+        private MovingAverage[] angleIndex1, angleIndex2;
+        private AverageTrueRange[] atrIndex1, atrIndex2;
+
+        private Symbol[] TradeList1, TradeList2;
+        private Bars[] bars1, bars2;
+        private IndicatorDataSeries[] ResPaireWatchlist1, ResPaireWatchlist2;
+        private int[] indexBars1, indexBars2;
+
+        protected override void Initialize()
+        {
+            if (SymbolSelectionMethod == SymbolSelectionMethodType.WatchList)
+            {
+                // Get the trade list from the watchlist 1 provided by the user
+                foreach (Watchlist w in Watchlists)
+                {
+                    if (w.Name == TradedSymbols1)
+                    {
+                        TradeList1 = Symbols.GetSymbols(w.SymbolNames.ToArray());
+                    }
+                }
+                // Get the trade list from the watchlist 2 provided by the user
+                foreach (Watchlist w in Watchlists)
+                {
+                    if (w.Name == TradedSymbols2)
+                    {
+                        TradeList2 = Symbols.GetSymbols(w.SymbolNames.ToArray());
+                    }
+                }
+                Print();
+                Print("Watchlist 1 : [ {0} ] = {1} symbols   ||   Watchlist 2 : [ {2} ] = {3} symbols", Bars.ToString().Substring(0, 3), TradeList1.Length, Bars.ToString().Substring(3, 3), TradeList2.Length);
+                Print();
+            }
+            else if (SymbolSelectionMethod == SymbolSelectionMethodType.SymbolList)
+            {
+                // Get the trade list from the SymbolList provided by the user
+                string[] SymbolList = TradedSymbols1.Split(' ');
+                TradeList1 = Symbols.GetSymbols(SymbolList);
+
+                // Get the trade list from the SymbolList provided by the user
+                string[] SymbolList2 = TradedSymbols2.Split(' ');
+                TradeList2 = Symbols.GetSymbols(SymbolList2);
+            }
+
+            //Create Indicators for Watchlist 1
+            angleIndex1 = new MovingAverage[TradeList1.Length];
+            atrIndex1 = new AverageTrueRange[TradeList1.Length];
+            bars1 = new Bars[TradeList1.Length];
+            indexBars1 = new int[TradeList1.Length];
+            ResPaireWatchlist1 = new IndicatorDataSeries[TradeList1.Length];
+
+            //Create Indicators for Watchlist 2
+            angleIndex2 = new MovingAverage[TradeList2.Length];
+            atrIndex2 = new AverageTrueRange[TradeList2.Length];
+            bars2 = new Bars[TradeList2.Length];
+            indexBars2 = new int[TradeList2.Length];
+            ResPaireWatchlist2 = new IndicatorDataSeries[TradeList2.Length];
+
+            //Initialize Indicators for Watchlist 1
+            int i = 0;
+            foreach (var symbol in TradeList1)
+            {
+                Print("Watchlist : [ {0} ] => {1} symbols = {2}", Bars.SymbolName, (i + 1), symbol.Name);
+                //Load bars of watchlist 1
+                bars1[i] = MarketData.GetBars(TimeFrame, symbol.Name);
+                while (bars1[i].OpenTimes[0] > Bars.OpenTimes[0])
+                    bars1[i].LoadMoreHistory();
+
+                //Load Futurs DataSerie watchlist 1 (calculation in Calculate(int index))
+                ResPaireWatchlist1[i] = CreateDataSeries();
+
+                //Load Indicators watchlist 1
+
+                atrIndex1[i] = Indicators.AverageTrueRange(bars1[i], 500, MovingAverageType.Simple);
+                angleIndex1[i] = Indicators.MovingAverage(bars1[i].ClosePrices, PeriodAngle, MaTypeAngle);
+                i++;
+            }
+            //Initialize Indicators for Watchlist 2
+            Print();
+
+            int j = 0;
+            foreach (var symbol2 in TradeList2)
+            {
+                Print("Watchlist : [ {0} ] => {1} symbols = {2}", Bars.SymbolName, (j + 1), symbol2.Name);
+                //Load bars of watchlist 2
+                bars2[j] = MarketData.GetBars(TimeFrame, symbol2.Name);
+                while (bars2[j].OpenTimes[0] > Bars.OpenTimes[0])
+                    bars2[j].LoadMoreHistory();
+
+                //Load Futurs DataSerie watchlist 2 (calculation in Calculate(int index))
+                ResPaireWatchlist2[j] = CreateDataSeries();
+
+                //Load Indicators watchlist 2
+                atrIndex2[j] = Indicators.AverageTrueRange(bars2[j], 500, MovingAverageType.Simple);
+                angleIndex2[j] = Indicators.MovingAverage(bars2[j].ClosePrices, PeriodAngle, MaTypeAngle);
+                j++;
+            }
+            Print();
+        }
+        public override void Calculate(int index)
+        {
+            //Plot Static level on indicator
+            LevelHigh[index] = ExtraLevel;
+            LevelMid[index] = 0;
+            LevelLow[index] = 0 - ExtraLevel;
+
+            if (index < PeriodAngle)
+                return;
+
+            //Calculate angle by symbol list 1
+            for (int i = 0; i < TradeList1.Length; i++)
+            {
+                indexBars1[i] = bars1[i].OpenTimes.GetIndexByTime(Bars.OpenTimes[index]);
+                ResPaireWatchlist1[i][index] = GetCalculationAngle(angleIndex1[i].Result[indexBars1[i]], angleIndex1[i].Result[indexBars1[i] - LookbackAngle], atrIndex1[i].Result[indexBars1[i]]);
+            }
+
+            //Remove Static text of difference into index and index - HistoryTextLookback
+            if (IndicatorArea.FindAllObjects(ChartObjectType.Text).Length > 0)
+                IndicatorArea.RemoveAllObjects();
+            //Calculate difference into index and index - HistoryTextLookback list 1
+            for (int i = 0; i < TradeList1.Length; i++)
+                IndicatorArea.DrawText((TradeList1[i]).ToString() + index, TradeList1[i] + " : " + ResPaireWatchlist1[i][index].ToString("F2"), index + 2, double.IsNaN(ResPaireWatchlist1[i][index]) ? 0 : ResPaireWatchlist1[i][index], ResPaireWatchlist1[i][index] > ResPaireWatchlist1[i][index - HistoryTextLookback] ? Color.Lime : Color.Red);
+
+            //Output the result like symbolList number != output number list 1
+            int j = TradeList1.Length - 1;
+            SymbN1[index] = ResPaireWatchlist1[0 < j ? 0 : j][index];
+            SymbN2[index] = ResPaireWatchlist1[1 < j ? 1 : j][index];
+            SymbN3[index] = ResPaireWatchlist1[2 < j ? 2 : j][index];
+            SymbN4[index] = ResPaireWatchlist1[3 < j ? 3 : j][index];
+            SymbN5[index] = ResPaireWatchlist1[4 < j ? 4 : j][index];
+
+            //Calculate angle by symbol list 2
+            for (int i = 0; i < TradeList2.Length; i++)
+            {
+                indexBars2[i] = bars2[i].OpenTimes.GetIndexByTime(Bars.OpenTimes[index]);
+                ResPaireWatchlist2[i][index] = GetCalculationAngle(angleIndex2[i].Result[indexBars2[i]], angleIndex2[i].Result[indexBars2[i] - LookbackAngle], atrIndex2[i].Result[indexBars2[i]]);
+            }
+
+            //Calculate difference into index and index - HistoryTextLookback list 2
+            for (int i = 0; i < TradeList2.Length; i++)
+                IndicatorArea.DrawText((TradeList2[i]).ToString() + index, TradeList2[i] + " : " + ResPaireWatchlist2[i][index].ToString("F2"), index + 2, double.IsNaN(ResPaireWatchlist2[i][index]) ? 0 : ResPaireWatchlist2[i][index], ResPaireWatchlist2[i][index] > ResPaireWatchlist2[i][index - HistoryTextLookback] ? Color.Lime : Color.Red);
+
+            //Output the result like symbolList number != output number list 2
+            int k = TradeList2.Length - 1;
+            SymbN6[index] = ResPaireWatchlist2[0 < k ? 0 : k][index];
+            SymbN7[index] = ResPaireWatchlist2[1 < k ? 1 : k][index];
+            SymbN8[index] = ResPaireWatchlist2[2 < k ? 2 : k][index];
+            SymbN9[index] = ResPaireWatchlist2[3 < k ? 3 : k][index];
+            SymbN10[index] = ResPaireWatchlist2[4 < k ? 4 : k][index];
+
+        }
+
+        //Function for angle calculation with atr normalization
+        public double GetCalculationAngle(double priceSmooth, double priceSmoothLoockBack, double atr)
+        {
+            var _momentumpositive = priceSmooth - priceSmoothLoockBack;
+            var _momentumnegative = priceSmoothLoockBack - priceSmooth;
+            var _momentum = priceSmooth > priceSmoothLoockBack
+                         ? _momentumpositive / atr
+                         : _momentumnegative / atr;
+            var _hypothenuse = Math.Sqrt((_momentum * _momentum) + (LookbackAngle * LookbackAngle));
+            var _cos = (LookbackAngle / _hypothenuse);
+            var _angle = priceSmooth > priceSmoothLoockBack
+                         ? (0 + (Math.Acos(_cos) * 100))
+                         : (0 - (Math.Acos(_cos) * 100));
+            return _angle;
+        }
+    }
+}

Sources/Indicators/Correlation with angle v1.1/Correlation with angle v1.1/Correlation with angle v1.1.csproj

@@ -0,0 +1,9 @@
+<Project Sdk="Microsoft.NET.Sdk">
+  <PropertyGroup>
+    <TargetFramework>net6.0</TargetFramework>
+  </PropertyGroup>
+
+  <ItemGroup>
+    <PackageReference Include="cTrader.Automate" Version="1.*" />
+  </ItemGroup>
+</Project>

Sources/Indicators/Correlation with angle v1.1/msAngle of MultiSymbol.cs

@@ -0,0 +1,182 @@
+using System;
+using System.Linq;
+using System.Threading;
+using cAlgo.API;
+using cAlgo.API.Indicators;
+using cAlgo.API.Internals;
+using cAlgo.Indicators;
+using System.Collections.Generic;
+using System.IO;
+using System.Text;
+
+namespace cAlgo
+{
+    //[Cloud("Fast Smooth", "Slow Smooth", FirstColor = "Green", SecondColor = "Red", Opacity = 0.1)]
+    [Levels(0)]
+    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
+    public class AngleOfMultiSymbol : Indicator
+    {
+        [Parameter("Symbol Selection Method", DefaultValue = SymbolSelectionMethodType.SymbolList, Group = "Symbole Choice \n(Uncomment code for more than 6 Symbole)")]
+        public SymbolSelectionMethodType SymbolSelectionMethod { get; set; }
+        [Parameter("Symbol List", DefaultValue = "EURUSD GBPUSD AUDUSD USDCHF", Group = "Symbole Choice \n(Uncomment code for more than 6 Symbole)")]
+        public string TradedSymbols { get; set; }
+        [Parameter("Watchlist Name", DefaultValue = "My Watchlist", Group = "Symbole Choice \n(Uncomment code for more than 6 Symbole)")]
+        public string WatchlistName { get; set; }
+
+        public enum SymbolSelectionMethodType
+        {
+            CurrentChart,
+            SymbolList,
+            WatchList
+        }
+
+        [Parameter("History Diff Angle", DefaultValue = 1, Group = "Base Setting")]
+        public int HistoryTextLookback { get; set; }
+        [Parameter("Tf", DefaultValue = "Hour1", Group = "Base Setting")]
+        public TimeFrame Tf { get; set; }
+        [Parameter("Price Smooth Period (255)", DefaultValue = 255, Group = "Angle Setting")]
+        public int SmoothPeriods { get; set; }
+        [Parameter("Price Smooth Type", DefaultValue = MovingAverageType.Weighted, Group = "Angle Setting")]
+        public MovingAverageType MaType { get; set; }
+        [Parameter("Loockback Periods Angle", DefaultValue = 1, Group = "Angle Setting")]
+        public int LookbackPeriodsAngle { get; set; }
+        [Parameter("Sensitivity (1.0)", DefaultValue = 1, Group = "Angle Setting")]
+        public double Sensitivity { get; set; }
+
+        [Output("Symb n° 1", LineColor = "White", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
+        public IndicatorDataSeries SymbN1 { get; set; }
+        [Output("Symb n° 2", LineColor = "Lime", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
+        public IndicatorDataSeries SymbN2 { get; set; }
+        [Output("Symb n° 3", LineColor = "Green", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
+        public IndicatorDataSeries SymbN3 { get; set; }
+        [Output("Symb n° 4", LineColor = "DeepSkyBlue", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
+        public IndicatorDataSeries SymbN4 { get; set; }
+         [Output("Symb n° 5", LineColor = "Red", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
+        public IndicatorDataSeries SymbN5 { get; set; }
+        [Output("Symb n° 6", LineColor = "Magenta", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
+        public IndicatorDataSeries SymbN6 { get; set; }
+
+        /*Uncomment For more Symbole on the chart
+          [Output("Symb n° 7", LineColor = "Green", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
+          public IndicatorDataSeries SymbN7 { get; set; }
+          [Output("Symb n° 8", LineColor = "DeepSkyBlue", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
+          public IndicatorDataSeries SymbN8 { get; set; }
+          [Output("Symb n° 9", LineColor = "Red", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
+          public IndicatorDataSeries SymbN9 { get; set; }
+          [Output("Symb n° 10", LineColor = "Magenta", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
+          public IndicatorDataSeries SymbN10 { get; set; }
+        */
+
+        private MovingAverage[] ma;
+        private AverageTrueRange[] atr;
+
+        private Symbol[] TradeList;
+        private Bars[] bars;
+        private IndicatorDataSeries[] Sources, ResSymbol;
+        private int[] indexBars;
+
+        protected override void Initialize()
+        {
+            if (SymbolSelectionMethod == SymbolSelectionMethodType.WatchList)
+            {
+                // Get the trade list from the watchlist provided by the user
+                foreach (Watchlist w in Watchlists)
+                {
+                    if (w.Name == WatchlistName)
+                    {
+                        TradeList = Symbols.GetSymbols(w.SymbolNames.ToArray());
+                    }
+                }
+            }
+            else if (SymbolSelectionMethod == SymbolSelectionMethodType.SymbolList)
+            {
+                // Get the trade list from the sysmbol list provided by the user
+                string[] SymbolList = TradedSymbols.ToUpper().Split(' ');
+
+                TradeList = Symbols.GetSymbols(SymbolList);
+            }
+            else
+            {
+                TradeList = new Symbol[1];
+                TradeList[0] = Symbol;
+            }
+
+            atr = new AverageTrueRange[TradeList.Length];
+            ma = new MovingAverage[TradeList.Length];
+            bars = new Bars[TradeList.Length];
+            indexBars = new int[TradeList.Length];
+            Sources = new IndicatorDataSeries[TradeList.Length];
+            ResSymbol = new IndicatorDataSeries[TradeList.Length];
+
+            Print("{0} traded symbols: ", TradeList.Length);
+
+            int i = 0;
+            foreach (var symbol in TradeList)
+            {
+                Print(symbol.Name);
+
+                bars[i] = MarketData.GetBars(Tf, symbol.Name);
+                if (bars[i].OpenTimes[0] > Bars.OpenTimes[0])
+                    bars[i].LoadMoreHistory();
+                //Load indicators on start up EP5-ATR
+                Sources[i] = CreateDataSeries();
+                ResSymbol[i] = CreateDataSeries();
+                atr[i] = Indicators.AverageTrueRange(bars[i], 500, MovingAverageType.Simple);
+
+                ma[i] = Indicators.MovingAverage(Sources[i], SmoothPeriods, MaType);
+                i++;
+            }
+        }
+
+        public override void Calculate(int index)
+        {
+            if (index < SmoothPeriods)
+                return;
+
+            for (int i = 0; i < TradeList.Length; i++)
+            {
+                //indexBars[i] = GetIndexByDate(bars[i], Bars.OpenTimes[index]);
+
+                indexBars[i] = bars[i].OpenTimes.GetIndexByTime(Bars.OpenTimes[index]);
+                Sources[i][index] = bars[i].ClosePrices[indexBars[i]];
+                ResSymbol[i][index] = GetCalculationSymbol(ma[i].Result[index], ma[i].Result[index - LookbackPeriodsAngle], atr[i].Result[indexBars[i]]);
+            }
+
+            SymbN1[index] = ResSymbol[0][index];
+            SymbN2[index] = ResSymbol[1][index];
+            SymbN3[index] = ResSymbol[2][index];
+            SymbN4[index] = ResSymbol[3][index];
+            SymbN5[index] = ResSymbol[4][index];
+            SymbN6[index] = ResSymbol[5][index];
+
+            /* Uncomment For More Symbols on chart
+              SymbN7[index] = ResSymbol[2][index];
+              SymbN8[index] = ResSymbol[3][index];
+              SymbN9[index] = ResSymbol[4][index];
+              SymbN10[index] = ResSymbol[5][index];
+            */
+
+            IndicatorArea.RemoveAllObjects();
+
+            for (int i = 0; i < TradeList.Length; i++)
+            {
+                IndicatorArea.DrawText((TradeList[i]).ToString() + index, TradeList[i] + " : " + ResSymbol[i][index].ToString("F2"), index, ResSymbol[i][index], ResSymbol[i][index] > ResSymbol[i][index - HistoryTextLookback] ? Color.Lime : Color.Red);
+            }
+
+        }
+        public double GetCalculationSymbol(double priceSmooth, double priceSmoothLoockBack, double atr)
+        {
+            var _momentumpositive = priceSmooth - priceSmoothLoockBack;
+            var _momentumnegative = priceSmoothLoockBack - priceSmooth;
+            var _momentum = priceSmooth > priceSmoothLoockBack
+                         ? _momentumpositive / atr
+                         : _momentumnegative / atr;
+            var _hypothenuse = Math.Sqrt((_momentum * _momentum) + (LookbackPeriodsAngle * LookbackPeriodsAngle));
+            var _cos = (LookbackPeriodsAngle / _hypothenuse);
+            var _angle = priceSmooth > priceSmoothLoockBack
+                         ? (0 + (Math.Acos(_cos) * 100)) * Sensitivity
+                         : (0 - (Math.Acos(_cos) * 100)) * Sensitivity;
+            return _angle;
+        }
+    }
+}

Sources/Indicators/Correlation with angle v1.1/msAngle of MultiSymbol.csproj

@@ -0,0 +1,9 @@
+<Project Sdk="Microsoft.NET.Sdk">
+  <PropertyGroup>
+    <TargetFramework>net6.0</TargetFramework>
+  </PropertyGroup>
+
+  <ItemGroup>
+    <PackageReference Include="cTrader.Automate" Version="1.*" />
+  </ItemGroup>
+</Project>

Sources/Indicators/Difference/Difference.sln

@@ -0,0 +1,22 @@
+
+Microsoft Visual Studio Solution File, Format Version 12.00
+# Visual Studio Version 16
+VisualStudioVersion = 16.0.30011.22
+MinimumVisualStudioVersion = 10.0.40219.1
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Difference", "Difference\Difference.csproj", "{3ebc950e-1111-4055-9211-b51d7d4ac02e}"
+EndProject
+Global
+	GlobalSection(SolutionConfigurationPlatforms) = preSolution
+		Debug|Any CPU = Debug|Any CPU
+		Release|Any CPU = Release|Any CPU
+	EndGlobalSection
+	GlobalSection(ProjectConfigurationPlatforms) = postSolution
+		{3ebc950e-1111-4055-9211-b51d7d4ac02e}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{3ebc950e-1111-4055-9211-b51d7d4ac02e}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{3ebc950e-1111-4055-9211-b51d7d4ac02e}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{3ebc950e-1111-4055-9211-b51d7d4ac02e}.Release|Any CPU.Build.0 = Release|Any CPU
+	EndGlobalSection
+	GlobalSection(SolutionProperties) = preSolution
+		HideSolutionNode = FALSE
+	EndGlobalSection
+EndGlobal

Sources/Indicators/Difference/Difference/Difference.cs

@@ -0,0 +1,32 @@
+using System;
+using cAlgo.API;
+using cAlgo.API.Internals;
+
+namespace cAlgo.Indicators
+{
+    // Calculates the difference or absolute distance between two data sources
+    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
+    public class DifferenceIndicator : Indicator
+    {
+        [Parameter("Source 1")]
+        public DataSeries Source1 { get; set; }
+
+        [Parameter("Source 2")]
+        public DataSeries Source2 { get; set; }
+
+        [Parameter("Use Absolute Distance", DefaultValue = false)]
+        public bool UseAbsoluteDistance { get; set; }
+
+        [Output("Result", LineColor = "MainColor", PlotType = PlotType.Line, Thickness = 1)]
+        public IndicatorDataSeries Result { get; set; }
+
+        // Core calculation logic
+        public override void Calculate(int index)
+        {
+            double diff = Source1[index] - Source2[index];
+            
+            // Result is either raw difference or absolute distance
+            Result[index] = UseAbsoluteDistance ? Math.Abs(diff) : diff;
+        }
+    }
+}

Sources/Indicators/Difference/Difference/Difference.csproj

@@ -0,0 +1,9 @@
+<Project Sdk="Microsoft.NET.Sdk">
+  <PropertyGroup>
+    <TargetFramework>net6.0</TargetFramework>
+  </PropertyGroup>
+
+  <ItemGroup>
+    <PackageReference Include="cTrader.Automate" Version="*" />
+  </ItemGroup>
+</Project>

Sources/Indicators/Economic Events On Chart/.gitattributes

@@ -0,0 +1,63 @@
+###############################################################################
+# Set default behavior to automatically normalize line endings.
+###############################################################################
+* text=auto
+
+###############################################################################
+# Set default behavior for command prompt diff.
+#
+# This is need for earlier builds of msysgit that does not have it on by
+# default for csharp files.
+# Note: This is only used by command line
+###############################################################################
+#*.cs     diff=csharp
+
+###############################################################################
+# Set the merge driver for project and solution files
+#
+# Merging from the command prompt will add diff markers to the files if there
+# are conflicts (Merging from VS is not affected by the settings below, in VS
+# the diff markers are never inserted). Diff markers may cause the following 
+# file extensions to fail to load in VS. An alternative would be to treat
+# these files as binary and thus will always conflict and require user
+# intervention with every merge. To do so, just uncomment the entries below
+###############################################################################
+#*.sln       merge=binary
+#*.csproj    merge=binary
+#*.vbproj    merge=binary
+#*.vcxproj   merge=binary
+#*.vcproj    merge=binary
+#*.dbproj    merge=binary
+#*.fsproj    merge=binary
+#*.lsproj    merge=binary
+#*.wixproj   merge=binary
+#*.modelproj merge=binary
+#*.sqlproj   merge=binary
+#*.wwaproj   merge=binary
+
+###############################################################################
+# behavior for image files
+#
+# image files are treated as binary by default.
+###############################################################################
+#*.jpg   binary
+#*.png   binary
+#*.gif   binary
+
+###############################################################################
+# diff behavior for common document formats
+# 
+# Convert binary document formats to text before diffing them. This feature
+# is only available from the command line. Turn it on by uncommenting the 
+# entries below.
+###############################################################################
+#*.doc   diff=astextplain
+#*.DOC   diff=astextplain
+#*.docx  diff=astextplain
+#*.DOCX  diff=astextplain
+#*.dot   diff=astextplain
+#*.DOT   diff=astextplain
+#*.pdf   diff=astextplain
+#*.PDF   diff=astextplain
+#*.rtf   diff=astextplain
+#*.RTF   diff=astextplain

Sources/Indicators/Economic Events On Chart/.gitignore

@@ -0,0 +1,363 @@
+## Ignore Visual Studio temporary files, build results, and
+## files generated by popular Visual Studio add-ons.
+##
+## Get latest from https://github.com/github/gitignore/blob/master/VisualStudio.gitignore
+
+# User-specific files
+*.rsuser
+*.suo
+*.user
+*.userosscache
+*.sln.docstates
+
+# User-specific files (MonoDevelop/Xamarin Studio)
+*.userprefs
+
+# Mono auto generated files
+mono_crash.*
+
+# Build results
+[Dd]ebug/
+[Dd]ebugPublic/
+[Rr]elease/
+[Rr]eleases/
+x64/
+x86/
+[Ww][Ii][Nn]32/
+[Aa][Rr][Mm]/
+[Aa][Rr][Mm]64/
+bld/
+[Bb]in/
+[Oo]bj/
+[Oo]ut/
+[Ll]og/
+[Ll]ogs/
+
+# Visual Studio 2015/2017 cache/options directory
+.vs/
+# Uncomment if you have tasks that create the project's static files in wwwroot
+#wwwroot/
+
+# Visual Studio 2017 auto generated files
+Generated\ Files/
+
+# MSTest test Results
+[Tt]est[Rr]esult*/
+[Bb]uild[Ll]og.*
+
+# NUnit
+*.VisualState.xml
+TestResult.xml
+nunit-*.xml
+
+# Build Results of an ATL Project
+[Dd]ebugPS/
+[Rr]eleasePS/
+dlldata.c
+
+# Benchmark Results
+BenchmarkDotNet.Artifacts/
+
+# .NET Core
+project.lock.json
+project.fragment.lock.json
+artifacts/
+
+# ASP.NET Scaffolding
+ScaffoldingReadMe.txt
+
+# StyleCop
+StyleCopReport.xml
+
+# Files built by Visual Studio
+*_i.c
+*_p.c
+*_h.h
+*.ilk
+*.meta
+*.obj
+*.iobj
+*.pch
+*.pdb
+*.ipdb
+*.pgc
+*.pgd
+*.rsp
+*.sbr
+*.tlb
+*.tli
+*.tlh
+*.tmp
+*.tmp_proj
+*_wpftmp.csproj
+*.log
+*.vspscc
+*.vssscc
+.builds
+*.pidb
+*.svclog
+*.scc
+
+# Chutzpah Test files
+_Chutzpah*
+
+# Visual C++ cache files
+ipch/
+*.aps
+*.ncb
+*.opendb
+*.opensdf
+*.sdf
+*.cachefile
+*.VC.db
+*.VC.VC.opendb
+
+# Visual Studio profiler
+*.psess
+*.vsp
+*.vspx
+*.sap
+
+# Visual Studio Trace Files
+*.e2e
+
+# TFS 2012 Local Workspace
+$tf/
+
+# Guidance Automation Toolkit
+*.gpState
+
+# ReSharper is a .NET coding add-in
+_ReSharper*/
+*.[Rr]e[Ss]harper
+*.DotSettings.user
+
+# TeamCity is a build add-in
+_TeamCity*
+
+# DotCover is a Code Coverage Tool
+*.dotCover
+
+# AxoCover is a Code Coverage Tool
+.axoCover/*
+!.axoCover/settings.json
+
+# Coverlet is a free, cross platform Code Coverage Tool
+coverage*.json
+coverage*.xml
+coverage*.info
+
+# Visual Studio code coverage results
+*.coverage
+*.coveragexml
+
+# NCrunch
+_NCrunch_*
+.*crunch*.local.xml
+nCrunchTemp_*
+
+# MightyMoose
+*.mm.*
+AutoTest.Net/
+
+# Web workbench (sass)
+.sass-cache/
+
+# Installshield output folder
+[Ee]xpress/
+
+# DocProject is a documentation generator add-in
+DocProject/buildhelp/
+DocProject/Help/*.HxT
+DocProject/Help/*.HxC
+DocProject/Help/*.hhc
+DocProject/Help/*.hhk
+DocProject/Help/*.hhp
+DocProject/Help/Html2
+DocProject/Help/html
+
+# Click-Once directory
+publish/
+
+# Publish Web Output
+*.[Pp]ublish.xml
+*.azurePubxml
+# Note: Comment the next line if you want to checkin your web deploy settings,
+# but database connection strings (with potential passwords) will be unencrypted
+*.pubxml
+*.publishproj
+
+# Microsoft Azure Web App publish settings. Comment the next line if you want to
+# checkin your Azure Web App publish settings, but sensitive information contained
+# in these scripts will be unencrypted
+PublishScripts/
+
+# NuGet Packages
+*.nupkg
+# NuGet Symbol Packages
+*.snupkg
+# The packages folder can be ignored because of Package Restore
+**/[Pp]ackages/*
+# except build/, which is used as an MSBuild target.
+!**/[Pp]ackages/build/
+# Uncomment if necessary however generally it will be regenerated when needed
+#!**/[Pp]ackages/repositories.config
+# NuGet v3's project.json files produces more ignorable files
+*.nuget.props
+*.nuget.targets
+
+# Microsoft Azure Build Output
+csx/
+*.build.csdef
+
+# Microsoft Azure Emulator
+ecf/
+rcf/
+
+# Windows Store app package directories and files
+AppPackages/
+BundleArtifacts/
+Package.StoreAssociation.xml
+_pkginfo.txt
+*.appx
+*.appxbundle
+*.appxupload
+
+# Visual Studio cache files
+# files ending in .cache can be ignored
+*.[Cc]ache
+# but keep track of directories ending in .cache
+!?*.[Cc]ache/
+
+# Others
+ClientBin/
+~$*
+*~
+*.dbmdl
+*.dbproj.schemaview
+*.jfm
+*.pfx
+*.publishsettings
+orleans.codegen.cs
+
+# Including strong name files can present a security risk
+# (https://github.com/github/gitignore/pull/2483#issue-259490424)
+#*.snk
+
+# Since there are multiple workflows, uncomment next line to ignore bower_components
+# (https://github.com/github/gitignore/pull/1529#issuecomment-104372622)
+#bower_components/
+
+# RIA/Silverlight projects
+Generated_Code/
+
+# Backup & report files from converting an old project file
+# to a newer Visual Studio version. Backup files are not needed,
+# because we have git ;-)
+_UpgradeReport_Files/
+Backup*/
+UpgradeLog*.XML
+UpgradeLog*.htm
+ServiceFabricBackup/
+*.rptproj.bak
+
+# SQL Server files
+*.mdf
+*.ldf
+*.ndf
+
+# Business Intelligence projects
+*.rdl.data
+*.bim.layout
+*.bim_*.settings
+*.rptproj.rsuser
+*- [Bb]ackup.rdl
+*- [Bb]ackup ([0-9]).rdl
+*- [Bb]ackup ([0-9][0-9]).rdl
+
+# Microsoft Fakes
+FakesAssemblies/
+
+# GhostDoc plugin setting file
+*.GhostDoc.xml
+
+# Node.js Tools for Visual Studio
+.ntvs_analysis.dat
+node_modules/
+
+# Visual Studio 6 build log
+*.plg
+
+# Visual Studio 6 workspace options file
+*.opt
+
+# Visual Studio 6 auto-generated workspace file (contains which files were open etc.)
+*.vbw
+
+# Visual Studio LightSwitch build output
+**/*.HTMLClient/GeneratedArtifacts
+**/*.DesktopClient/GeneratedArtifacts
+**/*.DesktopClient/ModelManifest.xml
+**/*.Server/GeneratedArtifacts
+**/*.Server/ModelManifest.xml
+_Pvt_Extensions
+
+# Paket dependency manager
+.paket/paket.exe
+paket-files/
+
+# FAKE - F# Make
+.fake/
+
+# CodeRush personal settings
+.cr/personal
+
+# Python Tools for Visual Studio (PTVS)
+__pycache__/
+*.pyc
+
+# Cake - Uncomment if you are using it
+# tools/**
+# !tools/packages.config
+
+# Tabs Studio
+*.tss
+
+# Telerik's JustMock configuration file
+*.jmconfig
+
+# BizTalk build output
+*.btp.cs
+*.btm.cs
+*.odx.cs
+*.xsd.cs
+
+# OpenCover UI analysis results
+OpenCover/
+
+# Azure Stream Analytics local run output
+ASALocalRun/
+
+# MSBuild Binary and Structured Log
+*.binlog
+
+# NVidia Nsight GPU debugger configuration file
+*.nvuser
+
+# MFractors (Xamarin productivity tool) working folder
+.mfractor/
+
+# Local History for Visual Studio
+.localhistory/
+
+# BeatPulse healthcheck temp database
+healthchecksdb
+
+# Backup folder for Package Reference Convert tool in Visual Studio 2017
+MigrationBackup/
+
+# Ionide (cross platform F# VS Code tools) working folder
+.ionide/
+
+# Fody - auto-generated XML schema
+FodyWeavers.xsd

Sources/Indicators/Economic Events On Chart/Economic Events On Chart.sln

@@ -0,0 +1,20 @@
+
+Microsoft Visual Studio Solution File, Format Version 11.00
+# Visual Studio 2010
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Economic Events On Chart", "Economic Events On Chart\Economic Events On Chart.csproj", "{7D9A4560-D021-4B46-8D58-83DCBEBBE654}"
+EndProject
+Global
+	GlobalSection(SolutionConfigurationPlatforms) = preSolution
+		Debug|Any CPU = Debug|Any CPU
+		Release|Any CPU = Release|Any CPU
+	EndGlobalSection
+	GlobalSection(ProjectConfigurationPlatforms) = postSolution
+		{7D9A4560-D021-4B46-8D58-83DCBEBBE654}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{7D9A4560-D021-4B46-8D58-83DCBEBBE654}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{7D9A4560-D021-4B46-8D58-83DCBEBBE654}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{7D9A4560-D021-4B46-8D58-83DCBEBBE654}.Release|Any CPU.Build.0 = Release|Any CPU
+	EndGlobalSection
+	GlobalSection(SolutionProperties) = preSolution
+		HideSolutionNode = FALSE
+	EndGlobalSection
+EndGlobal

Sources/Indicators/Economic Events On Chart/Economic Events On Chart/Economic Events On Chart.cs

@@ -0,0 +1,345 @@
+using System;
+using cAlgo.API;
+using System.Collections.Generic;
+using System.Xml;
+using System.Net;
+using System.Xml.Serialization;
+using System.IO;
+using System.Text;
+using System.Linq;
+using System.Globalization;
+
+namespace cAlgo
+{
+    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.Internet)]
+    public class EconomicEventsOnChart : Indicator
+    {
+        private Color _colorHighImpact, _colorMediumImpact, _colorLowImpact, _colorOthers;
+
+        private TextBlock _textBlock;
+
+        [Parameter("Data URI", DefaultValue = "https://nfs.faireconomy.media/ff_calendar_thisweek.xml", Group = "General")]
+        public string DataUri { get; set; }
+
+        [Parameter("Only Symbol Events", DefaultValue = true, Group = "General")]
+        public bool OnlySymbolEvents { get; set; }
+
+        [Parameter("Show Past Events", DefaultValue = true, Group = "General")]
+        public bool ShowPastEvents { get; set; }
+
+        [Parameter("Show", DefaultValue = true, Group = "High Impact")]
+        public bool ShowHighImpact { get; set; }
+
+        [Parameter("Color", DefaultValue = "Red", Group = "High Impact")]
+        public string ColorHighImpact { get; set; }
+
+        [Parameter("Style", DefaultValue = LineStyle.Solid, Group = "High Impact")]
+        public LineStyle LineStyleHighImpact { get; set; }
+
+        [Parameter("Thickness", DefaultValue = 1, Group = "High Impact")]
+        public int ThicknessHighImpact { get; set; }
+
+        [Parameter("Show", DefaultValue = true, Group = "Medium Impact")]
+        public bool ShowMediumImpact { get; set; }
+
+        [Parameter("Color", DefaultValue = "Gold", Group = "Medium Impact")]
+        public string ColorMediumImpact { get; set; }
+
+        [Parameter("Style", DefaultValue = LineStyle.Solid, Group = "Medium Impact")]
+        public LineStyle LineStyleMediumImpact { get; set; }
+
+        [Parameter("Thickness", DefaultValue = 1, Group = "Medium Impact")]
+        public int ThicknessMediumImpact { get; set; }
+
+        [Parameter("Show", DefaultValue = true, Group = "Low Impact")]
+        public bool ShowLowImpact { get; set; }
+
+        [Parameter("Color", DefaultValue = "Yellow", Group = "Low Impact")]
+        public string ColorLowImpact { get; set; }
+
+        [Parameter("Style", DefaultValue = LineStyle.Solid, Group = "Low Impact")]
+        public LineStyle LineStyleLowImpact { get; set; }
+
+        [Parameter("Thickness", DefaultValue = 1, Group = "Low Impact")]
+        public int ThicknessLowImpact { get; set; }
+
+        [Parameter("Show", DefaultValue = false, Group = "Others")]
+        public bool ShowOthers { get; set; }
+
+        [Parameter("Color", DefaultValue = "Gray", Group = "Others")]
+        public string ColorOthers { get; set; }
+
+        [Parameter("Style", DefaultValue = LineStyle.Solid, Group = "Others")]
+        public LineStyle LineStyleOthers { get; set; }
+
+        [Parameter("Thickness", DefaultValue = 1, Group = "Others")]
+        public int ThicknessOthers { get; set; }
+
+        [Parameter("Show", DefaultValue = true, Group = "Text Block")]
+        public bool ShowTextBlock { get; set; }
+
+        [Parameter("Background Color", DefaultValue = "#969696", Group = "Text Block")]
+        public string TextBlockBackgroundColor { get; set; }
+
+        [Parameter("Color", DefaultValue = "White", Group = "Text Block")]
+        public string TextBlockColor { get; set; }
+
+        [Parameter("Horizontal Alignment", DefaultValue = HorizontalAlignment.Center, Group = "Text Block")]
+        public HorizontalAlignment TextBlockHorizontalAlignment { get; set; }
+
+        [Parameter("Vertical Alignment", DefaultValue = VerticalAlignment.Bottom, Group = "Text Block")]
+        public VerticalAlignment TextBlockVerticalAlignment { get; set; }
+
+        [Parameter("Text Alignment", DefaultValue = TextAlignment.Center, Group = "Text Block")]
+        public TextAlignment TextBlockTextAlignment { get; set; }
+
+        [Parameter("Font Weight", DefaultValue = FontWeight.Bold, Group = "Text Block")]
+        public FontWeight TextBlockFontWeight { get; set; }
+
+        protected override void Initialize()
+        {
+            RemoveEventLines();
+
+            if (ShowTextBlock)
+            {
+                _textBlock = new TextBlock
+                {
+                    IsVisible = false,
+                    HorizontalAlignment = TextBlockHorizontalAlignment,
+                    VerticalAlignment = TextBlockVerticalAlignment,
+                    BackgroundColor = GetColor(TextBlockBackgroundColor),
+                    ForegroundColor = GetColor(TextBlockColor),
+                    TextAlignment = TextBlockTextAlignment,
+                    FontWeight = TextBlockFontWeight,
+                    Padding = 5
+                };
+
+                Chart.AddControl(_textBlock);
+
+                Chart.ObjectHoverChanged += Chart_ObjectHoverChanged;
+            }
+
+            _colorHighImpact = GetColor(ColorHighImpact);
+            _colorMediumImpact = GetColor(ColorMediumImpact);
+            _colorLowImpact = GetColor(ColorLowImpact);
+            _colorOthers = GetColor(ColorOthers);
+
+            var events = GetNewsEvents();
+
+            DisplayEvents(events);
+        }
+
+        private void Chart_ObjectHoverChanged(ChartObjectHoverChangedEventArgs obj)
+        {
+            if (!obj.IsObjectHovered || obj.ChartObject == null || string.IsNullOrWhiteSpace(obj.ChartObject.Name) || !obj.ChartObject.Name.EndsWith("Event", StringComparison.OrdinalIgnoreCase))
+            {
+                _textBlock.IsVisible = false;
+
+                return;
+            }
+
+            _textBlock.Text = string.Format("{0} | {1}", obj.ChartObject.Name.Replace(" | Event", string.Empty), obj.ChartObject.Comment);
+
+            _textBlock.IsVisible = true;
+        }
+
+        public override void Calculate(int index)
+        {
+        }
+
+        private IEnumerable<NewsEvent> GetNewsEvents()
+        {
+            using (var webClient = new WebClient())
+            {
+                var data = webClient.DownloadString(DataUri);
+
+                return GetNewsEventsFromXml(data);
+            }
+        }
+
+        private IEnumerable<NewsEvent> GetNewsEventsFromXml(string xml)
+        {
+            var xmlSerializer = new XmlSerializer(typeof(WeeklyEvents));
+
+            var stream = new StringReader(xml);
+
+            var weeklyEvents = xmlSerializer.Deserialize(stream) as WeeklyEvents;
+
+            foreach (var newsEvent in weeklyEvents.Events)
+            {
+                var timeString = string.Format("{0} {1}", newsEvent.UtcDate, newsEvent.UtcTime);
+
+                DateTimeOffset time;
+
+                if (DateTimeOffset.TryParseExact(timeString, "MM-dd-yyyy h:mmtt", CultureInfo.InvariantCulture, DateTimeStyles.AssumeUniversal, out time))
+                {
+                    newsEvent.Time = time;
+                }
+            }
+
+            return weeklyEvents.Events;
+        }
+
+        private void DisplayEvents(IEnumerable<NewsEvent> events)
+        {
+            foreach (var newsEvent in events)
+            {
+                if (!newsEvent.Time.HasValue
+                    || (newsEvent.Impact == NewsEventImpact.High && !ShowHighImpact)
+                    || (newsEvent.Impact == NewsEventImpact.Medium && !ShowMediumImpact)
+                    || (newsEvent.Impact == NewsEventImpact.Low && !ShowLowImpact)
+                    || ((newsEvent.Impact == NewsEventImpact.None || newsEvent.Impact == NewsEventImpact.Holiday) && !ShowOthers)
+                    || (OnlySymbolEvents && !IsEventRelatedToSymbol(newsEvent.Currency))
+                    || (!ShowPastEvents && newsEvent.Time < Server.TimeInUtc)) continue;
+
+                var lineSettings = GetLineSettings(newsEvent.Impact);
+
+                var eventLine = Chart.DrawVerticalLine(string.Format("{0} | {1} | {2} | Event", newsEvent.Title, newsEvent.Currency, newsEvent.Impact), newsEvent.Time.Value.UtcDateTime, lineSettings.Color, lineSettings.Thickness, lineSettings.Style);
+
+                var stringBuilder = new StringBuilder();
+
+                if (!string.IsNullOrWhiteSpace(newsEvent.Forecast))
+                {
+                    stringBuilder.Append(string.Format("Forecast: {0} | ", newsEvent.Forecast));
+                }
+
+                if (!string.IsNullOrWhiteSpace(newsEvent.Previous))
+                {
+                    stringBuilder.Append(string.Format("Previous: {0} | ", newsEvent.Previous));
+                }
+
+                if (newsEvent.Time.HasValue)
+                {
+                    var time = newsEvent.Time.Value.ToOffset(Application.UserTimeOffset);
+
+                    stringBuilder.Append(string.Format("Time: {0:s}", time));
+                }
+
+                eventLine.Comment = stringBuilder.ToString();
+                eventLine.IsInteractive = true;
+                eventLine.IsLocked = true;
+            }
+        }
+
+        private bool IsEventRelatedToSymbol(string eventCurrency)
+        {
+            return SymbolName.StartsWith(eventCurrency, StringComparison.OrdinalIgnoreCase) || SymbolName.EndsWith(eventCurrency, StringComparison.OrdinalIgnoreCase);
+        }
+
+        private Color GetColor(string colorString, int alpha = 255)
+        {
+            var color = colorString[0] == '#' ? Color.FromHex(colorString) : Color.FromName(colorString);
+
+            return Color.FromArgb(alpha, color);
+        }
+
+        private LineSettings GetLineSettings(NewsEventImpact impact)
+        {
+            switch (impact)
+            {
+                case NewsEventImpact.High:
+                    return new LineSettings
+                    {
+                        Color = _colorHighImpact,
+                        Style = LineStyleHighImpact,
+                        Thickness = ThicknessHighImpact
+                    };
+
+                case NewsEventImpact.Medium:
+                    return new LineSettings
+                    {
+                        Color = _colorMediumImpact,
+                        Style = LineStyleMediumImpact,
+                        Thickness = ThicknessMediumImpact
+                    };
+
+                case NewsEventImpact.Low:
+                    return new LineSettings
+                    {
+                        Color = _colorLowImpact,
+                        Style = LineStyleLowImpact,
+                        Thickness = ThicknessLowImpact
+                    };
+
+                default:
+                    return new LineSettings
+                    {
+                        Color = _colorOthers,
+                        Style = LineStyleOthers,
+                        Thickness = ThicknessOthers
+                    };
+            }
+        }
+
+        private void RemoveEventLines()
+        {
+            var chartObjects = Chart.Objects.ToArray();
+
+            foreach (var chartObject in chartObjects)
+            {
+                if (chartObject.ObjectType != ChartObjectType.VerticalLine || !chartObject.IsInteractive || string.IsNullOrEmpty(chartObject.Name) || !chartObject.Name.EndsWith("Event", StringComparison.OrdinalIgnoreCase))
+                {
+                    continue;
+                }
+
+                Chart.RemoveObject(chartObject.Name);
+            }
+        }
+    }
+
+    [XmlRoot("weeklyevents")]
+    public class WeeklyEvents
+    {
+        [XmlElement("event")]
+        public List<NewsEvent> Events { get; set; }
+    }
+
+    public class NewsEvent
+    {
+        [XmlElement("title")]
+        public string Title { get; set; }
+
+        [XmlElement("country")]
+        public string Currency { get; set; }
+
+        [XmlElement("date")]
+        public string UtcDate { get; set; }
+
+        [XmlElement("time")]
+        public string UtcTime { get; set; }
+
+        [XmlIgnore]
+        public DateTimeOffset? Time { get; set; }
+
+        [XmlElement("impact")]
+        public NewsEventImpact Impact { get; set; }
+
+        [XmlElement("previous")]
+        public string Previous { get; set; }
+
+        [XmlElement("forecast")]
+        public string Forecast { get; set; }
+    }
+
+    public enum NewsEventImpact
+    {
+        None,
+
+        High,
+
+        Medium,
+
+        Low,
+
+        Holiday
+    }
+
+    public struct LineSettings
+    {
+        public Color Color { get; set; }
+
+        public LineStyle Style { get; set; }
+
+        public int Thickness { get; set; }
+    }
+}

Sources/Indicators/Economic Events On Chart/Economic Events On Chart/Economic Events On Chart.csproj

@@ -0,0 +1,60 @@
+<?xml version="1.0" encoding="utf-8"?>
+<Project ToolsVersion="4.0" DefaultTargets="Build" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
+  <Import Project="$(MSBuildExtensionsPath)\$(MSBuildToolsVersion)\Microsoft.Common.props" Condition="Exists('$(MSBuildExtensionsPath)\$(MSBuildToolsVersion)\Microsoft.Common.props')" />
+  <PropertyGroup>
+    <LangVersion>7.2</LangVersion>
+    <Configuration Condition=" '$(Configuration)' == '' ">Debug</Configuration>
+    <Platform Condition=" '$(Platform)' == '' ">AnyCPU</Platform>
+    <ProjectGuid>{7D9A4560-D021-4B46-8D58-83DCBEBBE654}</ProjectGuid>
+    <ProjectTypeGuids>{DD87C1B2-3799-4CA2-93B6-5288EE928820};{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}</ProjectTypeGuids>
+    <OutputType>Library</OutputType>
+    <AppDesignerFolder>Properties</AppDesignerFolder>
+    <RootNamespace>cAlgo</RootNamespace>
+    <AssemblyName>Economic Events On Chart</AssemblyName>
+    <TargetFrameworkVersion>v4.0</TargetFrameworkVersion>
+    <TargetFrameworkProfile>Client</TargetFrameworkProfile>
+    <FileAlignment>512</FileAlignment>
+    <CheckForOverflowUnderflow>True</CheckForOverflowUnderflow>
+  </PropertyGroup>
+  <PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Debug|AnyCPU' ">
+    <DebugSymbols>true</DebugSymbols>
+    <DebugType>full</DebugType>
+    <Optimize>false</Optimize>
+    <OutputPath>bin\Debug\</OutputPath>
+    <DefineConstants>DEBUG;TRACE</DefineConstants>
+    <ErrorReport>prompt</ErrorReport>
+    <WarningLevel>4</WarningLevel>
+  </PropertyGroup>
+  <PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Release|AnyCPU' ">
+    <DebugType>pdbonly</DebugType>
+    <Optimize>true</Optimize>
+    <OutputPath>bin\Release\</OutputPath>
+    <DefineConstants>TRACE</DefineConstants>
+    <ErrorReport>prompt</ErrorReport>
+    <WarningLevel>4</WarningLevel>
+  </PropertyGroup>
+  <ItemGroup>
+    <Reference Include="System" />
+    <Reference Include="System.Core" />
+    <Reference Include="System.Xml.Linq" />
+    <Reference Include="System.Data.DataSetExtensions" />
+    <Reference Include="System.Data" />
+    <Reference Include="System.Xml" />
+    <Reference Include="cAlgo.API, Version=1.0.0.0, Culture=neutral, PublicKeyToken=3499da3018340880, processorArchitecture=MSIL">
+      <SpecificVersion>False</SpecificVersion>
+      <HintPath>..\..\..\..\API\cAlgo.API.dll</HintPath>
+    </Reference>
+  </ItemGroup>
+  <ItemGroup>
+    <Compile Include="Economic Events On Chart.cs" />
+    <Compile Include="Properties\AssemblyInfo.cs" />
+  </ItemGroup>
+  <Import Project="$(MSBuildToolsPath)\Microsoft.CSharp.targets" />
+  <!-- To modify your build process, add your task inside one of the targets below and uncomment it. 
+       Other similar extension points exist, see Microsoft.Common.targets.
+  <Target Name="BeforeBuild">
+  </Target>
+  <Target Name="AfterBuild">
+  </Target>
+  -->
+</Project>

Sources/Indicators/Economic Events On Chart/Economic Events On Chart/Properties/AssemblyInfo.cs

@@ -0,0 +1,20 @@
+using System.Diagnostics;
+using System.Reflection;
+using System.Runtime.InteropServices;
+
+[assembly: AssemblyTitle("Economic Events On Chart")]
+[assembly: AssemblyDescription("")]
+[assembly: AssemblyConfiguration("")]
+[assembly: AssemblyProduct("Economic Events On Chart")]
+[assembly: AssemblyTrademark("")]
+[assembly: AssemblyCulture("")]
+
+[assembly: ComVisible(false)]
+
+[assembly: Guid("35f19c43-c7cc-4f53-b8e0-61caaf9cd8e8")]
+
+[assembly: AssemblyVersion("1.0.0.0")]
+[assembly: AssemblyFileVersion("1.0.0.0")]
+#if DEBUG
+    [assembly: Debuggable(DebuggableAttribute.DebuggingModes.Default | DebuggableAttribute.DebuggingModes.DisableOptimizations)]
+#endif

Sources/Indicators/HmaClusterDisplay/.vscode/tasks.json

@@ -0,0 +1 @@
+{"version":"2.0.0","tasks":[{"label":"build","command":"dotnet","type":"process","args":["build","${workspaceFolder}","/property:GenerateFullPaths=true","/consoleLoggerParameters:NoSummary"],"problemMatcher":"$msCompile"}]}

Sources/Indicators/HmaClusterDisplay/HmaClusterDisplay.sln

@@ -0,0 +1,22 @@
+
+Microsoft Visual Studio Solution File, Format Version 12.00
+# Visual Studio Version 16
+VisualStudioVersion = 16.0.30011.22
+MinimumVisualStudioVersion = 10.0.40219.1
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "HmaClusterDisplay", "HmaClusterDisplay\HmaClusterDisplay.csproj", "{9a7d3632-3200-43b4-9d1a-032be8e9a37e}"
+EndProject
+Global
+	GlobalSection(SolutionConfigurationPlatforms) = preSolution
+		Debug|Any CPU = Debug|Any CPU
+		Release|Any CPU = Release|Any CPU
+	EndGlobalSection
+	GlobalSection(ProjectConfigurationPlatforms) = postSolution
+		{9a7d3632-3200-43b4-9d1a-032be8e9a37e}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{9a7d3632-3200-43b4-9d1a-032be8e9a37e}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{9a7d3632-3200-43b4-9d1a-032be8e9a37e}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{9a7d3632-3200-43b4-9d1a-032be8e9a37e}.Release|Any CPU.Build.0 = Release|Any CPU
+	EndGlobalSection
+	GlobalSection(SolutionProperties) = preSolution
+		HideSolutionNode = FALSE
+	EndGlobalSection
+EndGlobal

Sources/Indicators/HmaClusterDisplay/HmaClusterDisplay/HmaClusterDisplay.cs

@@ -0,0 +1,135 @@
+using System;
+using System.IO;
+using System.Linq;
+using cAlgo.API;
+using cAlgo.API.Indicators;
+using cAlgo.API.Internals;
+
+namespace cAlgo
+{
+    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.FullAccess)]
+    public class HmaClusterDisplay : Indicator
+    {
+        #region Parameters
+
+        [Parameter("Config File Path", DefaultValue = @"\\COFFEE\cTrader\HmaCluster.txt")]
+        public string ConfigFilePath { get; set; }
+
+        #endregion
+
+        #region Outputs
+
+        // SMA with Length SmaBias, Col=#FF01FF01, thickness=2
+        [Output("SMA Bias", LineColor = "#FF01FF01", Thickness = 2)]
+        public IndicatorDataSeries SmaBiasOutput { get; set; }
+
+        // HMA with Length HmaBias, Col=#FFFF6666, thickness=2
+        [Output("HMA Bias", LineColor = "#FFFF6666", Thickness = 2)]
+        public IndicatorDataSeries HmaBiasOutput { get; set; }
+
+        // HMA with Length HmaCluster, Col=White, thickness=2
+        [Output("HMA Cluster", LineColor = "White", Thickness = 2)]
+        public IndicatorDataSeries HmaClusterOutput { get; set; }
+
+        #endregion
+
+        #region Variables
+
+        private SimpleMovingAverage _smaBiasIndicator;
+        private HullMovingAverage _hmaBiasIndicator;
+        private HullMovingAverage _hmaClusterIndicator;
+
+        // Default values from prompt header
+        private int _smaBiasLength = 200;
+        private int _hmaBiasLength = 250;
+        private int _hmaClusterLength = 25;
+
+        #endregion
+
+        protected override void Initialize()
+        {
+            LoadConfiguration();
+
+            // Initialize indicators with loaded or default values
+            _smaBiasIndicator = Indicators.SimpleMovingAverage(Bars.ClosePrices, _smaBiasLength);
+            _hmaBiasIndicator = Indicators.HullMovingAverage(Bars.ClosePrices, _hmaBiasLength);
+            _hmaClusterIndicator = Indicators.HullMovingAverage(Bars.ClosePrices, _hmaClusterLength);
+
+            Print($"Initialized: {_smaBiasLength} SMA | {_hmaBiasLength} HMA Bias | {_hmaClusterLength} HMA Cluster");
+        }
+
+        public override void Calculate(int index)
+        {
+            if (_smaBiasIndicator != null)
+                SmaBiasOutput[index] = _smaBiasIndicator.Result[index];
+            
+            if (_hmaBiasIndicator != null)
+                HmaBiasOutput[index] = _hmaBiasIndicator.Result[index];
+            
+            if (_hmaClusterIndicator != null)
+                HmaClusterOutput[index] = _hmaClusterIndicator.Result[index];
+        }
+
+        private void LoadConfiguration()
+        {
+            if (!File.Exists(ConfigFilePath))
+            {
+                Print($"Config file not found at {ConfigFilePath}. Using defaults.");
+                return;
+            }
+
+            try
+            {
+                var lines = File.ReadAllLines(ConfigFilePath);
+                var currentSymbol = SymbolName;
+                // cTrader ShortName returns "m5", "h1", etc. which matches your file format
+                var currentTimeframe = TimeFrame.ShortName; 
+
+                foreach (var line in lines)
+                {
+                    var trimmedLine = line.Trim();
+                    
+                    // Skip comments and empty lines
+                    if (string.IsNullOrWhiteSpace(trimmedLine) || trimmedLine.StartsWith("#"))
+                        continue;
+
+                    // Split by whitespace
+                    var columns = trimmedLine.Split(new[] { ' ', '\t' }, StringSplitOptions.RemoveEmptyEntries);
+
+                    // Ensure we have enough columns (need at least up to index 6)
+                    if (columns.Length < 7) 
+                        continue;
+
+                    var cfgSymbol = columns[0];
+                    var cfgTimeframe = columns[1];
+
+                    // Check for match (case-insensitive)
+                    if (string.Equals(cfgSymbol, currentSymbol, StringComparison.OrdinalIgnoreCase) &&
+                        string.Equals(cfgTimeframe, currentTimeframe, StringComparison.OrdinalIgnoreCase))
+                    {
+                        // Parse values
+                        // Col 4: SmaBias
+                        // Col 5: HmaBias
+                        // Col 6: HmaCluster
+                        if (int.TryParse(columns[4], out int sBias) &&
+                            int.TryParse(columns[5], out int hBias) &&
+                            int.TryParse(columns[6], out int hCluster))
+                        {
+                            _smaBiasLength = sBias;
+                            _hmaBiasLength = hBias;
+                            _hmaClusterLength = hCluster;
+                            Print($"Configuration found for {currentSymbol} {currentTimeframe}");
+                            return; // Stop searching after match
+                        }
+                    }
+                }
+                
+                Print($"No specific config found for {currentSymbol} {currentTimeframe}. Using defaults.");
+            }
+            catch (Exception ex)
+            {
+                Print($"Error reading config file: {ex.Message}. Using defaults.");
+            }
+        }
+    }
+}

Sources/Indicators/HmaClusterDisplay/HmaClusterDisplay/HmaClusterDisplay.csproj

@@ -0,0 +1,9 @@
+<Project Sdk="Microsoft.NET.Sdk">
+  <PropertyGroup>
+    <TargetFramework>net6.0</TargetFramework>
+  </PropertyGroup>
+
+  <ItemGroup>
+    <PackageReference Include="cTrader.Automate" Version="*" />
+  </ItemGroup>
+</Project>

Sources/Indicators/HmaClusterDisplay/HmaClusterDisplay/obj/Debug/net6.0/.NETCoreApp,Version=v6.0.AssemblyAttributes.cs

@@ -0,0 +1,4 @@
+// <autogenerated />
+using System;
+using System.Reflection;
+[assembly: global::System.Runtime.Versioning.TargetFrameworkAttribute(".NETCoreApp,Version=v6.0", FrameworkDisplayName = "")]

Sources/Indicators/HmaClusterDisplay/HmaClusterDisplay/obj/Debug/net6.0/HmaClusterDisplay.AssemblyInfo.cs

@@ -0,0 +1,22 @@
+//------------------------------------------------------------------------------
+// <auto-generated>
+//     This code was generated by a tool.
+//
+//     Changes to this file may cause incorrect behavior and will be lost if
+//     the code is regenerated.
+// </auto-generated>
+//------------------------------------------------------------------------------
+
+using System;
+using System.Reflection;
+
+[assembly: System.Reflection.AssemblyCompanyAttribute("HmaClusterDisplay")]
+[assembly: System.Reflection.AssemblyConfigurationAttribute("Debug")]
+[assembly: System.Reflection.AssemblyFileVersionAttribute("1.0.0.0")]
+[assembly: System.Reflection.AssemblyInformationalVersionAttribute("1.0.0")]
+[assembly: System.Reflection.AssemblyProductAttribute("HmaClusterDisplay")]
+[assembly: System.Reflection.AssemblyTitleAttribute("HmaClusterDisplay")]
+[assembly: System.Reflection.AssemblyVersionAttribute("1.0.0.0")]
+
+// Generated by the MSBuild WriteCodeFragment class.
+

Sources/Indicators/HmaClusterDisplay/HmaClusterDisplay/obj/Debug/net6.0/HmaClusterDisplay.AssemblyInfoInputs.cache

@@ -0,0 +1 @@
+c64656f30d6316c2781214813c004e91eeb999a2

Sources/Indicators/HmaClusterDisplay/HmaClusterDisplay/obj/Debug/net6.0/HmaClusterDisplay.GeneratedMSBuildEditorConfig.editorconfig

@@ -0,0 +1,10 @@
+is_global = true
+build_property.TargetFramework = net6.0
+build_property.TargetPlatformMinVersion = 
+build_property.UsingMicrosoftNETSdkWeb = 
+build_property.ProjectTypeGuids = 
+build_property.InvariantGlobalization = 
+build_property.PlatformNeutralAssembly = 
+build_property._SupportedPlatformList = Linux,macOS,Windows
+build_property.RootNamespace = HmaClusterDisplay
+build_property.ProjectDir = C:\Users\Brummel\Documents\cAlgo\Sources\Indicators\HmaClusterDisplay\HmaClusterDisplay\

Sources/Indicators/HmaClusterDisplay/HmaClusterDisplay/obj/HmaClusterDisplay.csproj.nuget.dgspec.json

@@ -0,0 +1,66 @@
+{
+  "format": 1,
+  "restore": {
+    "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Indicators\\HmaClusterDisplay\\HmaClusterDisplay\\HmaClusterDisplay.csproj": {}
+  },
+  "projects": {
+    "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Indicators\\HmaClusterDisplay\\HmaClusterDisplay\\HmaClusterDisplay.csproj": {
+      "version": "1.0.0",
+      "restore": {
+        "projectUniqueName": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Indicators\\HmaClusterDisplay\\HmaClusterDisplay\\HmaClusterDisplay.csproj",
+        "projectName": "HmaClusterDisplay",
+        "projectPath": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Indicators\\HmaClusterDisplay\\HmaClusterDisplay\\HmaClusterDisplay.csproj",
+        "packagesPath": "C:\\Users\\Brummel\\.nuget\\packages\\",
+        "outputPath": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Indicators\\HmaClusterDisplay\\HmaClusterDisplay\\obj\\",
+        "projectStyle": "PackageReference",
+        "configFilePaths": [
+          "C:\\Users\\Brummel\\AppData\\Roaming\\NuGet\\NuGet.Config"
+        ],
+        "originalTargetFrameworks": [
+          "net6.0"
+        ],
+        "sources": {
+          "https://api.nuget.org/v3/index.json": {}
+        },
+        "frameworks": {
+          "net6.0": {
+            "targetAlias": "net6.0",
+            "projectReferences": {}
+          }
+        },
+        "warningProperties": {
+          "warnAsError": [
+            "NU1605"
+          ]
+        }
+      },
+      "frameworks": {
+        "net6.0": {
+          "targetAlias": "net6.0",
+          "dependencies": {
+            "cTrader.Automate": {
+              "target": "Package",
+              "version": "[*, )"
+            }
+          },
+          "imports": [
+            "net461",
+            "net462",
+            "net47",
+            "net471",
+            "net472",
+            "net48"
+          ],
+          "assetTargetFallback": true,
+          "warn": true,
+          "frameworkReferences": {
+            "Microsoft.NETCore.App": {
+              "privateAssets": "all"
+            }
+          },
+          "runtimeIdentifierGraphPath": "C:\\Program Files\\dotnet\\sdk\\6.0.200\\RuntimeIdentifierGraph.json"
+        }
+      }
+    }
+  }
+}

Sources/Indicators/HmaClusterDisplay/HmaClusterDisplay/obj/HmaClusterDisplay.csproj.nuget.g.props

@@ -0,0 +1,21 @@
+<?xml version="1.0" encoding="utf-8" standalone="no"?>
+<Project ToolsVersion="14.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
+  <PropertyGroup Condition=" '$(ExcludeRestorePackageImports)' != 'true' ">
+    <RestoreSuccess Condition=" '$(RestoreSuccess)' == '' ">True</RestoreSuccess>
+    <RestoreTool Condition=" '$(RestoreTool)' == '' ">NuGet</RestoreTool>
+    <ProjectAssetsFile Condition=" '$(ProjectAssetsFile)' == '' ">$(MSBuildThisFileDirectory)project.assets.json</ProjectAssetsFile>
+    <NuGetPackageRoot Condition=" '$(NuGetPackageRoot)' == '' ">$(UserProfile)\.nuget\packages\</NuGetPackageRoot>
+    <NuGetPackageFolders Condition=" '$(NuGetPackageFolders)' == '' ">C:\Users\Brummel\.nuget\packages\</NuGetPackageFolders>
+    <NuGetProjectStyle Condition=" '$(NuGetProjectStyle)' == '' ">PackageReference</NuGetProjectStyle>
+    <NuGetToolVersion Condition=" '$(NuGetToolVersion)' == '' ">6.1.0</NuGetToolVersion>
+  </PropertyGroup>
+  <ItemGroup Condition=" '$(ExcludeRestorePackageImports)' != 'true' ">
+    <SourceRoot Include="C:\Users\Brummel\.nuget\packages\" />
+  </ItemGroup>
+  <ImportGroup Condition=" '$(ExcludeRestorePackageImports)' != 'true' ">
+    <Import Project="$(NuGetPackageRoot)ctrader.automate\1.0.14\build\cTrader.Automate.props" Condition="Exists('$(NuGetPackageRoot)ctrader.automate\1.0.14\build\cTrader.Automate.props')" />
+  </ImportGroup>
+  <PropertyGroup Condition=" '$(ExcludeRestorePackageImports)' != 'true' ">
+    <PkgcTrader_Automate Condition=" '$(PkgcTrader_Automate)' == '' ">C:\Users\Brummel\.nuget\packages\ctrader.automate\1.0.14</PkgcTrader_Automate>
+  </PropertyGroup>
+</Project>

Sources/Indicators/HmaClusterDisplay/HmaClusterDisplay/obj/HmaClusterDisplay.csproj.nuget.g.targets

@@ -0,0 +1,6 @@
+<?xml version="1.0" encoding="utf-8" standalone="no"?>
+<Project ToolsVersion="14.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
+  <ImportGroup Condition=" '$(ExcludeRestorePackageImports)' != 'true' ">
+    <Import Project="$(NuGetPackageRoot)ctrader.automate\1.0.14\build\cTrader.Automate.targets" Condition="Exists('$(NuGetPackageRoot)ctrader.automate\1.0.14\build\cTrader.Automate.targets')" />
+  </ImportGroup>
+</Project>

Sources/Indicators/HmaClusterDisplay/HmaClusterDisplay/obj/project.assets.json

@@ -0,0 +1,139 @@
+{
+  "version": 3,
+  "targets": {
+    "net6.0": {
+      "cTrader.Automate/1.0.14": {
+        "type": "package",
+        "compile": {
+          "lib/net6.0/cAlgo.API.dll": {}
+        },
+        "runtime": {
+          "lib/net6.0/cAlgo.API.dll": {}
+        },
+        "build": {
+          "build/cTrader.Automate.props": {},
+          "build/cTrader.Automate.targets": {}
+        }
+      }
+    }
+  },
+  "libraries": {
+    "cTrader.Automate/1.0.14": {
+      "sha512": "eNwE7WL90MGBKb5MuLAtZLdQy0vxkI5EVhLWAQ9S83EAdYkGAzdccvGFLk2oqmtSGBtD+gEpyrJUW/ej4dI4jw==",
+      "type": "package",
+      "path": "ctrader.automate/1.0.14",
+      "hasTools": true,
+      "files": [
+        ".nupkg.metadata",
+        ".signature.p7s",
+        "build/cTrader.Automate.props",
+        "build/cTrader.Automate.targets",
+        "ctrader.automate.1.0.14.nupkg.sha512",
+        "ctrader.automate.nuspec",
+        "eula.md",
+        "icon.png",
+        "lib/net40/cAlgo.API.dll",
+        "lib/net40/cAlgo.API.xml",
+        "lib/net6.0/cAlgo.API.dll",
+        "lib/net6.0/cAlgo.API.xml",
+        "tools/net472/Core.AlgoFormat.Compose.Reflection.dll",
+        "tools/net472/Core.AlgoFormat.Writer.dll",
+        "tools/net472/Core.AlgoFormat.dll",
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Sources/Indicators/HmaClusterDisplay/HmaClusterDisplay/obj/project.nuget.cache

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+}

Sources/Indicators/HmaClusterSR/HmaClusterSR.sln

@@ -0,0 +1,22 @@
+
+Microsoft Visual Studio Solution File, Format Version 12.00
+# Visual Studio Version 16
+VisualStudioVersion = 16.0.30011.22
+MinimumVisualStudioVersion = 10.0.40219.1
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "HmaClusterSR", "HmaClusterSR\HmaClusterSR.csproj", "{31e3888d-35c4-4e2d-8ad6-4fc04fd7ebb7}"
+EndProject
+Global
+	GlobalSection(SolutionConfigurationPlatforms) = preSolution
+		Debug|Any CPU = Debug|Any CPU
+		Release|Any CPU = Release|Any CPU
+	EndGlobalSection
+	GlobalSection(ProjectConfigurationPlatforms) = postSolution
+		{31e3888d-35c4-4e2d-8ad6-4fc04fd7ebb7}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{31e3888d-35c4-4e2d-8ad6-4fc04fd7ebb7}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{31e3888d-35c4-4e2d-8ad6-4fc04fd7ebb7}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{31e3888d-35c4-4e2d-8ad6-4fc04fd7ebb7}.Release|Any CPU.Build.0 = Release|Any CPU
+	EndGlobalSection
+	GlobalSection(SolutionProperties) = preSolution
+		HideSolutionNode = FALSE
+	EndGlobalSection
+EndGlobal

Sources/Indicators/HmaClusterSR/HmaClusterSR/HmaClusterSR.cs

@@ -0,0 +1,875 @@
+using System;
+using System.Collections.Generic;
+using System.Globalization;
+using System.Linq;
+using System.Net.Http;
+using System.Threading.Tasks;
+using cAlgo.API;
+using cAlgo.API.Indicators;
+using cAlgo.API.Internals;
+
+namespace cAlgo.Robots
+{
+    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
+    public class HmaClusterBot : Robot
+    {
+        #region Parameters
+
+        [Parameter("Symbols (CSV)", DefaultValue = "", Group = "Multi Symbol")]
+        public string SymbolsCsv { get; set; }
+
+        [Parameter("Risk % of Balance", DefaultValue = 1.0, MinValue = 0.1, MaxValue = 10.0, Group = "Risk")]
+        public double RiskPercent { get; set; }
+
+        [Parameter("Entry Significance %", DefaultValue = 20.0, MinValue = 1.0, Group = "Thresholds")]
+        public double EntrySigThreshold { get; set; }
+
+        [Parameter("Stop Loss Significance %", DefaultValue = 10.0, MinValue = 1.0, Group = "Thresholds")]
+        public double SlSigThreshold { get; set; }
+
+        [Parameter("SMA Bias Period", DefaultValue = 200, Group = "Bias")]
+        public int SmaBiasPeriod { get; set; }
+
+        [Parameter("HMA Bias Period", DefaultValue = 250, Group = "Bias")]
+        public int HmaBiasPeriod { get; set; }
+
+        [Parameter("Use Bias Deviation Filter", DefaultValue = true, Group = "Bias Filter")]
+        public bool UseBiasDeviationFilter { get; set; }
+
+        [Parameter("Bias Deviation Avg Period", DefaultValue = 500, Group = "Bias Filter")]
+        public int BiasDeviationAvgPeriod { get; set; }
+
+        [Parameter("Use Dynamic Position Management", DefaultValue = true, Group = "Management")]
+        public bool UseDynamicPositionManagement { get; set; }
+
+        [Parameter("Close Profit on Bias Flip", DefaultValue = false, Group = "Management")]
+        public bool CloseProfitOnBiasFlip { get; set; }
+
+        [Parameter("HMA Cluster Period", DefaultValue = 25, Group = "Clusters")]
+        public int HmaClusterPeriod { get; set; }
+
+        [Parameter("Cluster Max Points", DefaultValue = 2000, Group = "Clusters")]
+        public int MaxPoints { get; set; }
+
+        [Parameter("Cluster Decay (Bars)", DefaultValue = 1000, Group = "Clusters")]
+        public int DecayPeriod { get; set; }
+
+        // --- Telegram Parameters ---
+        [Parameter("Send Telegram Only", DefaultValue = false, Group = "Telegram")]
+        public bool SendTelegramOnly { get; set; }
+
+        [Parameter("Telegram Bot Token", DefaultValue = "8569913524:AAE9RGsvkBPa0yhTFCKBjVeST0fuzdOx5w0", Group = "Telegram")]
+        public string TelegramBotToken { get; set; }
+
+        [Parameter("Telegram Chat ID", DefaultValue = "5171721381", Group = "Telegram")]
+        public string TelegramChatId { get; set; }
+
+        #endregion
+
+        private readonly List<ClusterStrategy> _strategies = new List<ClusterStrategy>();
+        private static readonly HttpClient _httpClient = new HttpClient();
+
+        protected override void OnStart()
+        {
+            try 
+            {
+                if (string.IsNullOrWhiteSpace(SymbolsCsv))
+                {
+                    Print("CSV is empty. Running in Single-Symbol Mode on Chart Symbol.");
+                    
+                    var config = new StrategyConfig
+                    {
+                        SymbolName = SymbolName,
+                        EntrySigThreshold = EntrySigThreshold,
+                        SlSigThreshold = SlSigThreshold,
+                        SmaBiasPeriod = SmaBiasPeriod,
+                        HmaBiasPeriod = HmaBiasPeriod,
+                        HmaClusterPeriod = HmaClusterPeriod,
+                        UseBiasDeviationFilter = UseBiasDeviationFilter,
+                        BiasDeviationAvgPeriod = BiasDeviationAvgPeriod,
+                        UseDynamicPositionManagement = UseDynamicPositionManagement,
+                        CloseProfitOnBiasFlip = CloseProfitOnBiasFlip,
+                        SendTelegramOnly = SendTelegramOnly,
+                        RiskPercent = RiskPercent,
+                        MaxPoints = MaxPoints,
+                        DecayPeriod = DecayPeriod
+                    };
+
+                    var strategy = new ClusterStrategy(this, Symbol, Bars, config, _httpClient, TelegramBotToken, TelegramChatId, BroadcastError);
+                    _strategies.Add(strategy);
+                    strategy.Start();
+                }
+                else
+                {
+                    Print("CSV detected. Running in Multi-Symbol Mode.");
+                    ParseCsvAndCreateStrategies();
+                }
+            }
+            catch (Exception ex)
+            {
+                BroadcastError($"CRITICAL STARTUP ERROR: {ex.Message}");
+                Stop();
+            }
+        }
+
+        protected override void OnStop()
+        {
+            foreach (var strategy in _strategies)
+            {
+                strategy.Stop();
+            }
+        }
+
+        protected override void OnError(Error error)
+        {
+            BroadcastError($"TRADING ERROR [{error.Code}]: {error.ToString}");
+        }
+
+        public void BroadcastError(string message)
+        {
+            Print(message);
+
+            if (!string.IsNullOrWhiteSpace(TelegramBotToken) && !string.IsNullOrWhiteSpace(TelegramChatId))
+            {
+                string formattedMsg = $"⚠️ <b>ERROR @ {DateTime.UtcNow:HH:mm:ss} UTC</b>\n\n{message}";
+                _ = SendTelegramRawAsync(TelegramBotToken, TelegramChatId, formattedMsg);
+            }
+        }
+
+        private async Task SendTelegramRawAsync(string token, string chatId, string message)
+        {
+            try
+            {
+                string url = $"https://api.telegram.org/bot{token}/sendMessage?chat_id={chatId}&text={Uri.EscapeDataString(message)}&parse_mode=HTML";
+                await _httpClient.GetAsync(url);
+            }
+            catch (Exception ex)
+            {
+                Print("FAILED TO SEND TELEGRAM ERROR: " + ex.Message);
+            }
+        }
+
+        private void ParseCsvAndCreateStrategies()
+        {
+            var normalizedCsv = SymbolsCsv.Replace("\n", ",").Replace("\r", ",");
+            
+            var tokens = normalizedCsv.Split(new[] { ',' }, StringSplitOptions.RemoveEmptyEntries)
+                                      .Select(t => t.Trim())
+                                      .Where(t => !string.IsNullOrEmpty(t))
+                                      .ToArray();
+
+            int paramsPerSymbol = 10;
+
+            if (tokens.Length % paramsPerSymbol != 0)
+            {
+                string err = $"CSV Token count ({tokens.Length}) is not a multiple of {paramsPerSymbol}. Check format.";
+                BroadcastError(err);
+            }
+
+            for (int i = 0; i < tokens.Length; i += paramsPerSymbol)
+            {
+                if (i + paramsPerSymbol > tokens.Length) break;
+
+                string symName = tokens[i];
+
+                try
+                {
+                    Symbol symbol = Symbols.GetSymbol(symName);
+                    if (symbol == null)
+                    {
+                        BroadcastError($"Symbol '{symName}' not found in cTrader.");
+                        continue;
+                    }
+
+                    Bars bars = MarketData.GetBars(TimeFrame, symName);
+
+                    var config = new StrategyConfig
+                    {
+                        SymbolName = symName,
+                        EntrySigThreshold = double.Parse(tokens[i + 1], CultureInfo.InvariantCulture),
+                        SlSigThreshold = double.Parse(tokens[i + 2], CultureInfo.InvariantCulture),
+                        SmaBiasPeriod = int.Parse(tokens[i + 3], CultureInfo.InvariantCulture),
+                        HmaBiasPeriod = int.Parse(tokens[i + 4], CultureInfo.InvariantCulture),
+                        HmaClusterPeriod = int.Parse(tokens[i + 5], CultureInfo.InvariantCulture),
+                        UseBiasDeviationFilter = bool.Parse(tokens[i + 6]),
+                        BiasDeviationAvgPeriod = int.Parse(tokens[i + 7], CultureInfo.InvariantCulture),
+                        UseDynamicPositionManagement = bool.Parse(tokens[i + 8]),
+                        SendTelegramOnly = bool.Parse(tokens[i + 9]),
+                        
+                        // Default values for parameters not in CSV yet
+                        CloseProfitOnBiasFlip = CloseProfitOnBiasFlip, 
+                        RiskPercent = RiskPercent,
+                        MaxPoints = MaxPoints,
+                        DecayPeriod = DecayPeriod
+                    };
+
+                    var strategy = new ClusterStrategy(this, symbol, bars, config, _httpClient, TelegramBotToken, TelegramChatId, BroadcastError);
+                    _strategies.Add(strategy);
+                    strategy.Start();
+
+                    Print("Initialized Strategy for {0}", symName);
+                }
+                catch (Exception ex)
+                {
+                    BroadcastError($"Config Error for '{symName}': {ex.Message}");
+                }
+            }
+        }
+    }
+
+    public class StrategyConfig
+    {
+        public string SymbolName { get; set; }
+        public double EntrySigThreshold { get; set; }
+        public double SlSigThreshold { get; set; }
+        public int SmaBiasPeriod { get; set; }
+        public int HmaBiasPeriod { get; set; }
+        public int HmaClusterPeriod { get; set; }
+        public bool UseBiasDeviationFilter { get; set; }
+        public int BiasDeviationAvgPeriod { get; set; }
+        public bool UseDynamicPositionManagement { get; set; }
+        public bool CloseProfitOnBiasFlip { get; set; } 
+        public bool SendTelegramOnly { get; set; }
+        public double RiskPercent { get; set; }
+        public int MaxPoints { get; set; }
+        public int DecayPeriod { get; set; }
+    }
+
+    public class ClusterStrategy
+    {
+        #region Types & Fields
+
+        private enum PointType { Peak, Trough }
+        private enum Bias { Long, Short, Neutral }
+
+        private struct ExtremumPoint
+        {
+            public double Price;
+            public int Index;
+            public PointType Type;
+        }
+
+        public struct ClusterLevel
+        {
+            public double Price;
+            public double Significance;
+        }
+
+        private readonly Robot _robot;
+        private readonly Symbol _symbol;
+        private readonly Bars _bars;
+        private readonly StrategyConfig _config;
+        private readonly HttpClient _httpClient;
+        private readonly string _botToken;
+        private readonly string _chatId;
+        private readonly Action<string> _errorCallback;
+
+        private SimpleMovingAverage _smaBias;
+        private HullMovingAverage _hmaBias;
+        private HullMovingAverage _hmaCluster;
+
+        private readonly Queue<double> _deviationQueue = new Queue<double>();
+        private double _runningDeviationSum;
+        
+        private bool _deviationConditionMetInCurrentCycle;
+        private bool _isTradingAllowedBasedOnPrevCycle;
+
+        private readonly List<ExtremumPoint> _extremaPoints = new();
+        private readonly List<double> _amplitudes = new();
+        
+        private double _trendExtremum;
+        private int _trendExtremumIndex;
+        private double _lastExtremumPrice;
+        private bool? _isUpTrend;
+        private double _currentDynamicRange;
+
+        private const string Label = "HmaClusterBot";
+
+        #endregion
+
+        public ClusterStrategy(
+            Robot robot, 
+            Symbol symbol, 
+            Bars bars, 
+            StrategyConfig config, 
+            HttpClient httpClient, 
+            string token, 
+            string chatId,
+            Action<string> errorCallback)
+        {
+            _robot = robot;
+            _symbol = symbol;
+            _bars = bars;
+            _config = config;
+            _httpClient = httpClient;
+            _botToken = token;
+            _chatId = chatId;
+            _errorCallback = errorCallback;
+        }
+
+        public void Start()
+        {
+            int requiredBars = Math.Max(_config.SmaBiasPeriod, _config.HmaBiasPeriod);
+            requiredBars = Math.Max(requiredBars, _config.BiasDeviationAvgPeriod) + 10; 
+
+            while (_bars.Count < requiredBars)
+            {
+                int loaded = _bars.LoadMoreHistory();
+                if (loaded == 0) 
+                {
+                    _errorCallback?.Invoke($"Not enough history for {_config.SymbolName}. Loaded: {_bars.Count}, Req: {requiredBars}");
+                    return;
+                }
+            }
+
+            _smaBias = _robot.Indicators.SimpleMovingAverage(_bars.ClosePrices, _config.SmaBiasPeriod);
+            _hmaBias = _robot.Indicators.HullMovingAverage(_bars.ClosePrices, _config.HmaBiasPeriod);
+            _hmaCluster = _robot.Indicators.HullMovingAverage(_bars.ClosePrices, _config.HmaClusterPeriod);
+
+            _currentDynamicRange = 5.0 * _symbol.PipSize;
+            _deviationConditionMetInCurrentCycle = false;
+            _isTradingAllowedBasedOnPrevCycle = false;
+
+            int startIndex = Math.Max(_config.SmaBiasPeriod, _config.HmaBiasPeriod);
+            startIndex = Math.Max(startIndex, _config.BiasDeviationAvgPeriod);
+            
+            for (int i = startIndex; i < _bars.Count; i++)
+            {
+                UpdateFilterState(i);
+                UpdateClusterData(i); 
+            }
+
+            _bars.BarOpened += OnBarOpened;
+        }
+
+        public void Stop()
+        {
+            _bars.BarOpened -= OnBarOpened;
+        }
+
+        private void OnBarOpened(BarOpenedEventArgs obj)
+        {
+            try
+            {
+                int index = _bars.Count - 2;
+                if (index < _config.BiasDeviationAvgPeriod) return;
+
+                UpdateFilterState(index);
+                UpdateClusterData(index);
+                
+                var clusters = CalculateClusters(index);
+
+                // 1. Dynamic SL/TP Management
+                if (!_config.SendTelegramOnly && _config.UseDynamicPositionManagement && clusters.Count >= 2)
+                {
+                    ManagePositions(clusters);
+                }
+                
+                var currentBias = GetCurrentBias(index);
+
+                // 2. Check for Profit Close on Bias Flip
+                if (!_config.SendTelegramOnly && _config.CloseProfitOnBiasFlip)
+                {
+                    CloseReversedPositions(currentBias);
+                }
+
+                // 3. New Entry Logic
+                ManageOrders(currentBias, index, clusters);
+            }
+            catch (Exception ex)
+            {
+                _errorCallback?.Invoke($"Runtime Error ({_config.SymbolName}): {ex.Message}\n{ex.StackTrace}");
+            }
+        }
+
+        private void CloseReversedPositions(Bias currentBias)
+        {
+            if (currentBias == Bias.Neutral) return;
+
+            foreach (var pos in _robot.Positions)
+            {
+                if (pos.SymbolName != _config.SymbolName || pos.Label != Label) continue;
+                if (pos.NetProfit <= 0) continue; 
+
+                bool close = false;
+
+                if (currentBias == Bias.Short && pos.TradeType == TradeType.Buy)
+                    close = true;
+                else if (currentBias == Bias.Long && pos.TradeType == TradeType.Sell)
+                    close = true;
+
+                if (close)
+                {
+                    var result = _robot.ClosePosition(pos);
+                    if (result.IsSuccessful)
+                    {
+                        string msg = $"🔒 <b>CLOSE PROFIT</b> (Bias Flip) @ <b>{_config.SymbolName}</b>\n" +
+                                     $"Profit: {pos.NetProfit:F2}";
+                         _ = SendTelegramMessageAsync(msg);
+                    }
+                }
+            }
+        }
+
+        private void UpdateFilterState(int index)
+        {
+            double currHma = _hmaBias.Result[index];
+            double currSma = _smaBias.Result[index];
+            double prevHma = _hmaBias.Result[index - 1];
+            double prevSma = _smaBias.Result[index - 1];
+
+            double currentBiasDeviation = Math.Abs(currHma - currSma);
+            
+            _deviationQueue.Enqueue(currentBiasDeviation);
+            _runningDeviationSum += currentBiasDeviation;
+
+            if (_deviationQueue.Count > _config.BiasDeviationAvgPeriod)
+            {
+                double removed = _deviationQueue.Dequeue();
+                _runningDeviationSum -= removed;
+            }
+
+            double averageDeviation = (_deviationQueue.Count > 0) 
+                ? _runningDeviationSum / _deviationQueue.Count 
+                : 0.0;
+
+            bool currHmaAbove = currHma > currSma;
+            bool prevHmaAbove = prevHma > prevSma;
+
+            if (currHmaAbove != prevHmaAbove)
+            {
+                _isTradingAllowedBasedOnPrevCycle = _deviationConditionMetInCurrentCycle;
+                _deviationConditionMetInCurrentCycle = false;
+            }
+
+            if (currentBiasDeviation > averageDeviation)
+            {
+                _deviationConditionMetInCurrentCycle = true;
+            }
+        }
+
+        private Bias GetCurrentBias(int index)
+        {
+            double hma = _hmaBias.Result[index];
+            double sma = _smaBias.Result[index];
+            double prevSma = _smaBias.Result[index - 1];
+
+            if ((hma > sma) && (sma > prevSma)) return Bias.Long;
+            if ((hma < sma) && (sma < prevSma)) return Bias.Short;
+
+            return Bias.Neutral;
+        }
+
+        private void ManagePositions(List<ClusterLevel> clusters)
+        {
+            double pNow = _symbol.Bid; 
+
+            foreach (var pos in _robot.Positions)
+            {
+                if (pos.Label != Label || pos.SymbolName != _config.SymbolName) continue;
+
+                ClusterLevel? newSl = null;
+                ClusterLevel? newTp = null;
+
+                if (pos.TradeType == TradeType.Buy)
+                {
+                    double highestSlPrice = double.MinValue;
+                    double highestTpPrice = double.MinValue;
+
+                    foreach (var c in clusters)
+                    {
+                        if (c.Price < pNow && c.Significance < _config.SlSigThreshold && c.Price > highestSlPrice)
+                        {
+                            newSl = c;
+                            highestSlPrice = c.Price;
+                        }
+                        if (c.Price > pNow && c.Significance >= _config.EntrySigThreshold && c.Price > highestTpPrice)
+                        {
+                            newTp = c;
+                            highestTpPrice = c.Price;
+                        }
+                    }
+
+                    double proposedSl = (newSl.HasValue) ? newSl.Value.Price : (pos.StopLoss ?? 0);
+                    double proposedTp = (newTp.HasValue) ? newTp.Value.Price : (pos.TakeProfit ?? 0);
+
+                    bool modifySl = pos.StopLoss.HasValue && (proposedSl > pos.StopLoss.Value + _symbol.TickSize);
+                    if (!pos.StopLoss.HasValue && newSl.HasValue) modifySl = true;
+
+                    bool modifyTp = newTp.HasValue && Math.Abs(proposedTp - (pos.TakeProfit ?? 0)) > _symbol.TickSize;
+
+                    if (modifySl || modifyTp)
+                    {
+                        double finalSl = modifySl ? proposedSl : pos.StopLoss ?? 0;
+                        double finalTp = modifyTp ? proposedTp : pos.TakeProfit ?? 0;
+
+                        if (finalSl < _symbol.Bid && (finalTp == 0 || finalTp > _symbol.Bid))
+                        {
+                            _robot.ModifyPosition(pos, finalSl, finalTp, ProtectionType.Absolute);
+                        }
+                    }
+                }
+                else // Sell
+                {
+                    double lowestSlPrice = double.MaxValue;
+                    double lowestTpPrice = double.MaxValue;
+
+                    foreach (var c in clusters)
+                    {
+                        if (c.Price > pNow && c.Significance < _config.SlSigThreshold && c.Price < lowestSlPrice)
+                        {
+                            newSl = c;
+                            lowestSlPrice = c.Price;
+                        }
+                        if (c.Price < pNow && c.Significance >= _config.EntrySigThreshold && c.Price < lowestTpPrice)
+                        {
+                            newTp = c;
+                            lowestTpPrice = c.Price;
+                        }
+                    }
+
+                    double proposedSl = (newSl.HasValue) ? newSl.Value.Price : (pos.StopLoss ?? 0);
+                    double proposedTp = (newTp.HasValue) ? newTp.Value.Price : (pos.TakeProfit ?? 0);
+
+                    bool modifySl = pos.StopLoss.HasValue && (proposedSl < pos.StopLoss.Value - _symbol.TickSize);
+                    if (!pos.StopLoss.HasValue && newSl.HasValue) modifySl = true;
+
+                    bool modifyTp = newTp.HasValue && Math.Abs(proposedTp - (pos.TakeProfit ?? 0)) > _symbol.TickSize;
+
+                    if (modifySl || modifyTp)
+                    {
+                        double finalSl = modifySl ? proposedSl : pos.StopLoss ?? 0;
+                        double finalTp = modifyTp ? proposedTp : pos.TakeProfit ?? 0;
+
+                        if (finalSl > _symbol.Ask && (finalTp == 0 || finalTp < _symbol.Ask))
+                        {
+                            _robot.ModifyPosition(pos, finalSl, finalTp, ProtectionType.Absolute);
+                        }
+                    }
+                }
+            }
+        }
+
+        private void ManageOrders(Bias bias, int index, List<ClusterLevel> clusters)
+        {
+            CleanupOrders(bias);
+
+            if (_config.UseBiasDeviationFilter && !_isTradingAllowedBasedOnPrevCycle) 
+                return;
+
+            if (bias == Bias.Neutral) return;
+
+            if (!_config.SendTelegramOnly)
+            {
+                bool hasLong = _robot.Positions.Any(p => p.SymbolName == _config.SymbolName && p.Label == Label && p.TradeType == TradeType.Buy);
+                bool hasShort = _robot.Positions.Any(p => p.SymbolName == _config.SymbolName && p.Label == Label && p.TradeType == TradeType.Sell);
+
+                if ((bias == Bias.Long && hasLong) || (bias == Bias.Short && hasShort))
+                    return;
+            }
+
+            if (clusters.Count < 2) return;
+
+            double pNow = _bars.ClosePrices[index];
+
+            if (bias == Bias.Short)
+                ProcessShortSetup(clusters, pNow);
+            else if (bias == Bias.Long)
+                ProcessLongSetup(clusters, pNow);
+        }
+
+        private void CleanupOrders(Bias currentBias)
+        {
+            if (_config.SendTelegramOnly) return;
+
+            foreach (var order in _robot.PendingOrders)
+            {
+                if (order.Label != Label || order.SymbolName != _config.SymbolName) continue;
+
+                if (currentBias == Bias.Long && order.TradeType == TradeType.Sell)
+                    _robot.CancelPendingOrder(order);
+                else if (currentBias == Bias.Short && order.TradeType == TradeType.Buy)
+                    _robot.CancelPendingOrder(order);
+                else if (currentBias == Bias.Neutral)
+                    _robot.CancelPendingOrder(order);
+            }
+        }
+
+        private void ProcessShortSetup(List<ClusterLevel> clusters, double pNow)
+        {
+            ClusterLevel? entry = null;
+            ClusterLevel? sl = null;
+            ClusterLevel? tp = null;
+
+            double highestEntryPrice = double.MinValue;
+            double lowestSlPrice = double.MaxValue;
+            double lowestTpPrice = double.MaxValue;
+
+            foreach (var c in clusters)
+            {
+                if (c.Price > pNow)
+                {
+                    if ((c.Significance >= _config.EntrySigThreshold) && (c.Price > highestEntryPrice))
+                    {
+                        entry = c;
+                        highestEntryPrice = c.Price;
+                    }
+                    if ((c.Significance < _config.SlSigThreshold) && (c.Price < lowestSlPrice))
+                    {
+                        sl = c;
+                        lowestSlPrice = c.Price;
+                    }
+                }
+            }
+
+            if (entry == null || sl == null) return;
+
+            foreach (var c in clusters)
+            {
+                if ((c.Price < entry.Value.Price) && (c.Significance >= _config.EntrySigThreshold))
+                {
+                    if (c.Price < lowestTpPrice)
+                    {
+                        tp = c;
+                        lowestTpPrice = c.Price;
+                    }
+                }
+            }
+
+            if (tp != null && (sl.Value.Price > entry.Value.Price))
+            {
+                double risk = sl.Value.Price - entry.Value.Price;
+                double reward = entry.Value.Price - tp.Value.Price;
+
+                if (risk <= reward)
+                    UpdateOrPlaceLimitOrder(TradeType.Sell, entry.Value.Price, sl.Value.Price, tp.Value.Price);
+            }
+        }
+
+        private void ProcessLongSetup(List<ClusterLevel> clusters, double pNow)
+        {
+            ClusterLevel? entry = null;
+            ClusterLevel? sl = null;
+            ClusterLevel? tp = null;
+
+            double lowestEntryPrice = double.MaxValue;
+            double highestSlPrice = double.MinValue;
+            double highestTpPrice = double.MinValue;
+
+            foreach (var c in clusters)
+            {
+                if (c.Price < pNow)
+                {
+                    if ((c.Significance >= _config.EntrySigThreshold) && (c.Price < lowestEntryPrice))
+                    {
+                        entry = c;
+                        lowestEntryPrice = c.Price;
+                    }
+                    if ((c.Significance < _config.SlSigThreshold) && (c.Price > highestSlPrice))
+                    {
+                        sl = c;
+                        highestSlPrice = c.Price;
+                    }
+                }
+            }
+
+            if (entry == null || sl == null) return;
+
+            foreach (var c in clusters)
+            {
+                if ((c.Price > entry.Value.Price) && (c.Significance >= _config.EntrySigThreshold))
+                {
+                    if (c.Price > highestTpPrice)
+                    {
+                        tp = c;
+                        highestTpPrice = c.Price;
+                    }
+                }
+            }
+
+            if (tp != null && (sl.Value.Price < entry.Value.Price))
+            {
+                double risk = entry.Value.Price - sl.Value.Price;
+                double reward = tp.Value.Price - entry.Value.Price;
+
+                if (risk <= reward)
+                    UpdateOrPlaceLimitOrder(TradeType.Buy, entry.Value.Price, sl.Value.Price, tp.Value.Price);
+            }
+        }
+
+        private void UpdateOrPlaceLimitOrder(TradeType type, double entry, double sl, double tp)
+        {
+            double slDistPips = Math.Abs(entry - sl) / _symbol.PipSize;
+            if (slDistPips <= 0) return;
+
+            double riskAmount = _robot.Account.Balance * (_config.RiskPercent / 100.0);
+            double volume = _symbol.VolumeForFixedRisk(riskAmount, slDistPips);
+            
+            volume = _symbol.NormalizeVolumeInUnits(volume, RoundingMode.Down);
+            if (volume < _symbol.VolumeInUnitsMin) return;
+
+            double lots = _symbol.VolumeInUnitsToQuantity(volume);
+
+            if (_config.SendTelegramOnly)
+            {
+                string directionStr = type == TradeType.Buy ? "BUY" : "SELL";
+                string directionIcon = type == TradeType.Buy ? "📈" : "📉";
+                string msg = $"{directionIcon} <b>{directionStr}</b> Signal @ <b>{_config.SymbolName}</b>\n\n" +
+                                $"<b>Entry:</b> {entry}\n" +
+                                $"<b>SL:</b> {sl}\n" +
+                                $"<b>TP:</b> {tp}\n" +
+                                $"<b>Vol:</b> {lots:F2} Lots";
+                
+                _ = SendTelegramMessageAsync(msg);
+                return;
+            }
+
+            var existingOrder = _robot.PendingOrders.FirstOrDefault(o => o.SymbolName == _config.SymbolName && o.Label == Label && o.TradeType == type);
+
+            if (existingOrder != null)
+            {
+                bool volumeChanged = Math.Abs(existingOrder.VolumeInUnits - volume) > _symbol.VolumeInUnitsStep;
+                bool entryChanged = Math.Abs(existingOrder.TargetPrice - entry) > _symbol.TickSize;
+                bool slChanged = Math.Abs((existingOrder.StopLoss ?? 0) - sl) > _symbol.TickSize;
+                bool tpChanged = Math.Abs((existingOrder.TakeProfit ?? 0) - tp) > _symbol.TickSize;
+
+                if (volumeChanged || entryChanged || slChanged || tpChanged)
+                {
+                    _robot.ModifyPendingOrder(existingOrder, entry, sl, tp, ProtectionType.Absolute, null, volume);
+                }
+            }
+            else
+            {
+                _robot.Print("[SIGNAL] {0} {1} | Entry: {2} | SL: {3} | TP: {4} | Vol: {5:F2} Lots",
+                    (type == TradeType.Buy ? "BUY" : "SELL"), _config.SymbolName, entry, sl, tp, lots);
+
+                _robot.PlaceLimitOrder(type, _config.SymbolName, volume, entry, Label, sl, tp, ProtectionType.Absolute);
+            }
+        }
+
+        private async Task SendTelegramMessageAsync(string message)
+        {
+            if (_robot.IsBacktesting) return;
+            if (string.IsNullOrWhiteSpace(_botToken) || string.IsNullOrWhiteSpace(_chatId)) return;
+
+            try
+            {
+                string url = $"https://api.telegram.org/bot{_botToken}/sendMessage?chat_id={_chatId}&text={Uri.EscapeDataString(message)}&parse_mode=HTML";
+                HttpResponseMessage response = await _httpClient.GetAsync(url);
+                
+                if (!response.IsSuccessStatusCode)
+                {
+                    _errorCallback?.Invoke($"Telegram Error: {response.StatusCode}");
+                }
+            }
+            catch (Exception ex)
+            {
+                _errorCallback?.Invoke($"Telegram Exception: {ex.Message}");
+            }
+        }
+
+        private void UpdateClusterData(int index)
+        {
+            double currentHma = _hmaCluster.Result[index];
+            double prevHma = _hmaCluster.Result[index - 1];
+            bool currentDirectionUp = (currentHma > prevHma);
+
+            if (_isUpTrend == null)
+            {
+                _isUpTrend = currentDirectionUp;
+                SetExtremum(index);
+                _lastExtremumPrice = _trendExtremum;
+                return;
+            }
+
+            if (currentDirectionUp != _isUpTrend)
+            {
+                double amp = Math.Abs(_trendExtremum - _lastExtremumPrice);
+                if (amp > 0)
+                {
+                    _amplitudes.Add(amp);
+                    if (_amplitudes.Count > 50) _amplitudes.RemoveAt(0);
+                    
+                    double sum = 0;
+                    for (int i = 0; i < _amplitudes.Count; i++) sum += _amplitudes[i];
+                    _currentDynamicRange = (sum / _amplitudes.Count) * 0.5;
+                }
+                _extremaPoints.Add(new ExtremumPoint { Price = _trendExtremum, Index = _trendExtremumIndex, Type = _isUpTrend.Value ? PointType.Peak : PointType.Trough });
+                if (_extremaPoints.Count > _config.MaxPoints) _extremaPoints.RemoveAt(0);
+
+                _lastExtremumPrice = _trendExtremum;
+                _isUpTrend = currentDirectionUp;
+                SetExtremum(index);
+            }
+            else
+            {
+                UpdateExtremum(index);
+            }
+        }
+
+        private void SetExtremum(int index)
+        {
+            _trendExtremum = _isUpTrend.Value ? _bars.HighPrices[index] : _bars.LowPrices[index];
+            _trendExtremumIndex = index;
+        }
+
+        private void UpdateExtremum(int index)
+        {
+            if (_isUpTrend.Value && (_bars.HighPrices[index] > _trendExtremum))
+            {
+                _trendExtremum = _bars.HighPrices[index];
+                _trendExtremumIndex = index;
+            }
+            else if (!_isUpTrend.Value && (_bars.LowPrices[index] < _trendExtremum))
+            {
+                _trendExtremum = _bars.LowPrices[index];
+                _trendExtremumIndex = index;
+            }
+        }
+
+        private List<ClusterLevel> CalculateClusters(int currentIndex)
+        {
+            int count = _extremaPoints.Count;
+            if (count < 2) return new List<ClusterLevel>();
+
+            double currentPrice = _bars.ClosePrices[currentIndex];
+            double range = _currentDynamicRange;
+
+            // Score-First / Global Density Approach (Matches Indicator)
+            var candidates = _extremaPoints
+                .Select(p => {
+                    double weightedScore = _extremaPoints
+                        .Where(other => Math.Abs(other.Price - p.Price) <= range)
+                        .Sum(other => GetWeight(other, currentIndex, currentPrice));
+
+                    return new { Price = p.Price, Score = weightedScore };
+                })
+                .OrderByDescending(z => z.Score)
+                .ToList();
+
+            var topZones = new List<ClusterLevel>();
+            foreach (var zone in candidates)
+            {
+                // Filter Overlap
+                if (!topZones.Any(z => Math.Abs(z.Price - zone.Price) < range))
+                {
+                    // Normalize Score relative to total Weight of all points (Matches Indicator Normalization)
+                    double totalWeightSum = _extremaPoints.Sum(p => GetWeight(p, currentIndex, currentPrice));
+                    double sigPercent = (totalWeightSum > 0) ? (zone.Score / totalWeightSum) * 100.0 : 0;
+                    
+                    topZones.Add(new ClusterLevel { Price = zone.Price, Significance = sigPercent });
+                }
+            }
+
+            return topZones;
+        }
+
+        private double GetWeight(ExtremumPoint point, int currentIndex, double currentPrice)
+        {
+            double weight = Math.Max(0.0, 1.0 - ((double)(currentIndex - point.Index) / _config.DecayPeriod));
+            if ((point.Type == PointType.Peak) && (point.Price < currentPrice)) weight *= 2.0;
+            else if ((point.Type == PointType.Trough) && (point.Price > currentPrice)) weight *= 2.0;
+            return weight;
+        }
+    }
+}

Sources/Indicators/HmaClusterSR/HmaClusterSR/HmaClusterSR.csproj

@@ -0,0 +1,9 @@
+<Project Sdk="Microsoft.NET.Sdk">
+  <PropertyGroup>
+    <TargetFramework>net6.0</TargetFramework>
+  </PropertyGroup>
+
+  <ItemGroup>
+    <PackageReference Include="cTrader.Automate" Version="*" />
+  </ItemGroup>
+</Project>

Sources/Indicators/HmaMitigationCount/HmaMitigationCount.sln

@@ -0,0 +1,22 @@
+
+Microsoft Visual Studio Solution File, Format Version 12.00
+# Visual Studio Version 16
+VisualStudioVersion = 16.0.30011.22
+MinimumVisualStudioVersion = 10.0.40219.1
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "HmaMitigationCount", "HmaMitigationCount\HmaMitigationCount.csproj", "{a7f42ba9-479c-418c-83b4-228416c67510}"
+EndProject
+Global
+	GlobalSection(SolutionConfigurationPlatforms) = preSolution
+		Debug|Any CPU = Debug|Any CPU
+		Release|Any CPU = Release|Any CPU
+	EndGlobalSection
+	GlobalSection(ProjectConfigurationPlatforms) = postSolution
+		{a7f42ba9-479c-418c-83b4-228416c67510}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{a7f42ba9-479c-418c-83b4-228416c67510}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{a7f42ba9-479c-418c-83b4-228416c67510}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{a7f42ba9-479c-418c-83b4-228416c67510}.Release|Any CPU.Build.0 = Release|Any CPU
+	EndGlobalSection
+	GlobalSection(SolutionProperties) = preSolution
+		HideSolutionNode = FALSE
+	EndGlobalSection
+EndGlobal

Sources/Indicators/HmaMitigationCount/HmaMitigationCount/HmaMitigationCount.cs

@@ -0,0 +1,162 @@
+using cAlgo.API;
+using cAlgo.API.Indicators;
+using cAlgo.API.Internals;
+using System.Collections.Generic;
+using System.Linq;
+using System;
+
+namespace cAlgo.Indicators
+{
+    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
+    public class HmaMitigationCount : Indicator
+    {
+        [Parameter("HMA Period", DefaultValue = 20, MinValue = 2)]
+        public int HmaPeriod { get; set; }
+
+        [Parameter("Session Close Time (UTC)", DefaultValue = "17:30")]
+        public TimeSpan SessionCloseTimeUtc { get; set; }
+
+        [Output("HMA", LineColor = "Orange")]
+        public IndicatorDataSeries HmaOutput { get; set; }
+
+        private HullMovingAverage _hma;
+        private Stack<double> _peakStack;
+        private Stack<double> _troughStack;
+        private int lblCnt = 0;
+        private int mitigatedPeaks = 0;
+        private int mitigatedTroughs = 0;
+        private int dir = 0;
+
+        private DateTime _currentSessionEndTimeUtc = DateTime.MinValue;
+
+        protected override void Initialize()
+        {
+            _hma = Indicators.HullMovingAverage(Bars.ClosePrices, HmaPeriod);
+            _peakStack = new Stack<double>();
+            _troughStack = new Stack<double>();
+        }
+
+        public override void Calculate(int index)
+        {
+            HmaOutput[index] = _hma.Result[index];
+            DateTime barOpenTime = Bars.OpenTimes[index]; // This is UTC
+
+            // --- Session Initialization (run once) ---
+            if (_currentSessionEndTimeUtc == DateTime.MinValue)
+            {
+                // Find the session close time for the *current* bar's day
+                DateTime sessionCloseToday = barOpenTime.Date.Add(SessionCloseTimeUtc);
+                
+                // If the bar is already *after* today's close, the session ends *tomorrow*
+                if (barOpenTime >= sessionCloseToday)
+                {
+                    _currentSessionEndTimeUtc = sessionCloseToday.AddDays(1);
+                }
+                // If the bar is *before* today's close, the session ends *today*
+                else
+                {
+                    _currentSessionEndTimeUtc = sessionCloseToday;
+                }
+            }
+
+            // --- Session Check ---
+            // Check if the current bar has crossed the session boundary
+            if (barOpenTime >= _currentSessionEndTimeUtc)
+            {
+                // New session starts, clear stacks
+                _peakStack.Clear();
+                _troughStack.Clear();
+                //Chart.RemoveAllObjects(); // Optional: Clear old session text
+                
+                // Set the *next* session end time, looping in case of market gaps (weekends)
+                while (barOpenTime >= _currentSessionEndTimeUtc)
+                {
+                    _currentSessionEndTimeUtc = _currentSessionEndTimeUtc.AddDays(1);
+                }
+            }
+
+            // Stop logic from running on the forming bar
+            if (IsLastBar)
+            {
+                return;
+            }
+
+            // We need at least 3 bars to identify a peak/trough at index - 1
+            if (index < 2)
+            {
+                return;
+            }
+
+            // --- 1. Identify new peaks/troughs at index - 1 AND check mitigation ---
+            // All HMA values are now based on closed bars (index, index-1, index-2).
+            double prevHma = _hma.Result[index - 1];
+            double prevHma2 = _hma.Result[index - 2];
+            double currentHma = _hma.Result[index];
+
+            // A peak at index-1
+            bool isPeak = (prevHma > prevHma2) && (prevHma > currentHma);
+            // A trough at index-1
+            bool isTrough = (prevHma < prevHma2) && (prevHma < currentHma);
+
+            if (isPeak)
+            {
+                // New Peak: Check if it mitigates any *previous Peaks*
+                if( dir < 0 )
+                {
+                    mitigatedPeaks = 0;
+                    lblCnt++;
+                }
+
+                // A new peak (prevHma) mitigates old peaks that are *lower*
+                while (_peakStack.Count > 0 && prevHma >= _peakStack.Peek())
+                {
+                    _peakStack.Pop(); // Pop the mitigated (lower) peak
+                    mitigatedPeaks++;
+                }
+
+                if (mitigatedPeaks > 0)
+                {
+                    // Draw mitigation count above the peak bar
+                    // The remaining count is the peaks *higher* than the new one
+                    string label = $"Mit: {mitigatedPeaks} / Rem: {_peakStack.Count}"; 
+                    double yPos = Bars.HighPrices[index - 1] + Symbol.PipSize * 5;
+                    Chart.DrawText($"peak_mit_{lblCnt}", label, index - 1, yPos, Color.Red);
+                    dir = 1;
+                }
+                
+                // Add the new peak to its own stack
+                _peakStack.Push(prevHma);
+            }
+
+            if (isTrough)
+            {
+                // New Trough: Check if it mitigates any *previous Troughs*
+                if( dir > 0 )
+                {
+                    mitigatedTroughs = 0;
+                    lblCnt++;
+                }
+
+                // A new trough (prevHma) mitigates old troughs that are *higher*
+                while (_troughStack.Count > 0 && prevHma <= _troughStack.Peek())
+                {
+                    _troughStack.Pop(); // Pop the mitigated (higher) trough
+                    mitigatedTroughs++;
+                }
+
+                if (mitigatedTroughs > 0)
+                {
+                    // Draw mitigation count below the trough bar
+                    // The remaining count is the troughs *lower* than the new one
+                    string label = $"Mit: {mitigatedTroughs} / Rem: {_troughStack.Count}";
+                    double yPos = Bars.LowPrices[index - 1] - Symbol.PipSize * 5;
+                    Chart.DrawText($"trough_mit_{lblCnt}", label, index - 1, yPos, Color.Lime);
+                    dir = -1;
+                }
+                
+                // Add the new trough to its own stack
+                _troughStack.Push(prevHma);
+            }
+        }
+    }
+}

Sources/Indicators/HmaMitigationCount/HmaMitigationCount/HmaMitigationCount.csproj

@@ -0,0 +1,9 @@
+<Project Sdk="Microsoft.NET.Sdk">
+  <PropertyGroup>
+    <TargetFramework>net6.0</TargetFramework>
+  </PropertyGroup>
+
+  <ItemGroup>
+    <PackageReference Include="cTrader.Automate" Version="*" />
+  </ItemGroup>
+</Project>

Sources/Indicators/HmaMitigationSignals/.vscode/tasks.json

@@ -0,0 +1 @@
+{"version":"2.0.0","tasks":[{"label":"build","command":"dotnet","type":"process","args":["build","${workspaceFolder}","/property:GenerateFullPaths=true","/consoleLoggerParameters:NoSummary"],"problemMatcher":"$msCompile"}]}

Sources/Indicators/HmaMitigationSignals/HmaMitigationSignals.sln

@@ -0,0 +1,22 @@
+
+Microsoft Visual Studio Solution File, Format Version 12.00
+# Visual Studio Version 16
+VisualStudioVersion = 16.0.30011.22
+MinimumVisualStudioVersion = 10.0.40219.1
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "HmaMitigationSignals", "HmaMitigationSignals\HmaMitigationSignals.csproj", "{46b07fe6-e609-40d3-a15f-e381ff0f058e}"
+EndProject
+Global
+	GlobalSection(SolutionConfigurationPlatforms) = preSolution
+		Debug|Any CPU = Debug|Any CPU
+		Release|Any CPU = Release|Any CPU
+	EndGlobalSection
+	GlobalSection(ProjectConfigurationPlatforms) = postSolution
+		{46b07fe6-e609-40d3-a15f-e381ff0f058e}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{46b07fe6-e609-40d3-a15f-e381ff0f058e}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{46b07fe6-e609-40d3-a15f-e381ff0f058e}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{46b07fe6-e609-40d3-a15f-e381ff0f058e}.Release|Any CPU.Build.0 = Release|Any CPU
+	EndGlobalSection
+	GlobalSection(SolutionProperties) = preSolution
+		HideSolutionNode = FALSE
+	EndGlobalSection
+EndGlobal

Sources/Indicators/HmaMitigationSignals/HmaMitigationSignals/HmaMitigationSignals.cs

@@ -0,0 +1,204 @@
+using cAlgo.API;
+using cAlgo.API.Indicators;
+using cAlgo.API.Internals;
+using System.Collections.Generic;
+using System.Linq;
+using System;
+
+namespace cAlgo.Indicators
+{
+    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
+    public class HmaMitigationSignals : Indicator
+    {
+        [Parameter("HMA Period", DefaultValue = 20, MinValue = 2)]
+        public int HmaPeriod { get; set; }
+
+        // Use the chart's TimeZone for this input
+        [Parameter("Session Close Time (Chart TZ)", DefaultValue = "17:30")]
+        public TimeSpan SessionCloseTime { get; set; }
+
+        [Parameter("Enable Alerts", DefaultValue = true)]
+        public bool EnableAlerts { get; set; }
+
+        [Parameter("Alert Sound Path", DefaultValue = "")]
+        public string AlertSoundPath { get; set; }
+
+        [Output("HMA", LineColor = "Orange")]
+        public IndicatorDataSeries HmaOutput { get; set; }
+
+        private HullMovingAverage _hma;
+        private Stack<double> _peakStack;
+        private Stack<double> _troughStack;
+
+        private DateTime _currentSessionEndTimeUtc = DateTime.MinValue;
+
+        // State flags for entry setup
+        private bool _buySetupActive = false;
+        private bool _sellSetupActive = false;
+
+        protected override void Initialize()
+        {
+            _hma = Indicators.HullMovingAverage(Bars.ClosePrices, HmaPeriod);
+            _peakStack = new Stack<double>();
+            _troughStack = new Stack<double>();
+        }
+
+        public override void Calculate(int index)
+        {
+            HmaOutput[index] = _hma.Result[index];
+            DateTime barOpenTime = Bars.OpenTimes[index]; // This is UTC
+
+            // --- Session Initialization (run once) ---
+            if (_currentSessionEndTimeUtc == DateTime.MinValue)
+            {
+                // Convert the current UTC bar time to the chart's local time zone
+                DateTime barOpenTimeChartTz = TimeZoneInfo.ConvertTimeFromUtc(barOpenTime, this.TimeZone);
+                
+                // Create the session close time for "today" *in the chart's timezone*
+                DateTime sessionCloseChartTz = barOpenTimeChartTz.Date.Add(SessionCloseTime);
+                
+                // Convert this chart-timezone-based closing time back to UTC
+                DateTime sessionCloseTodayUtc = TimeZoneInfo.ConvertTimeToUtc( sessionCloseChartTz, this.TimeZone);
+
+                if (barOpenTime >= sessionCloseTodayUtc)
+                {
+                    // Bar is after today's close. Session end is tomorrow (chart time).
+                    // Add 1 day *in chart time* (handles DST)
+                    DateTime nextSessionEndChartTz = sessionCloseChartTz.AddDays(1);
+                    // Convert back to UTC
+                    _currentSessionEndTimeUtc = TimeZoneInfo.ConvertTime(nextSessionEndChartTz, this.TimeZone, TimeZoneInfo.Utc);
+                }
+                else
+                {
+                    // Bar is before today's close. Session end is today (chart time).
+                    _currentSessionEndTimeUtc = sessionCloseTodayUtc;
+                }
+            }
+
+            // --- Session Check ---
+            // Check if the current bar has crossed the session boundary
+            if (barOpenTime >= _currentSessionEndTimeUtc)
+            {
+                // New session starts, clear stacks and drawings
+                _peakStack.Clear();
+                _troughStack.Clear();
+                //Chart.RemoveAllObjects(); // Clear old session text and icons
+                
+                // Reset setup flags
+                _buySetupActive = false;
+                _sellSetupActive = false;
+
+                // Set the *next* session end time, looping in case of market gaps (weekends)
+                while (barOpenTime >= _currentSessionEndTimeUtc)
+                {
+                    // Convert current UTC end time to chart time
+                    DateTime currentSessionEndChartTz = TimeZoneInfo.ConvertTimeFromUtc(_currentSessionEndTimeUtc, this.TimeZone);
+                    // Add 1 day *in chart time* (handles DST)
+                    DateTime nextSessionEndChartTz = currentSessionEndChartTz.AddDays(1);
+                    // Convert back to UTC for the next comparison
+                    _currentSessionEndTimeUtc = TimeZoneInfo.ConvertTime(nextSessionEndChartTz, this.TimeZone, TimeZoneInfo.Utc);
+                }
+            }
+
+            // Stop signal logic from running on the forming bar (which causes repainting)
+            if (IsLastBar)
+            {
+                return;
+            }
+
+            // We need at least 3 bars to identify a peak/trough at index - 1
+            if (index < 2)
+            {
+                return;
+            }
+
+            // --- 1. Identify new peaks/troughs at index - 1 AND check for entry ---
+            // All HMA values are now based on closed bars (index, index-1, index-2).
+            double prevHma = _hma.Result[index - 1];
+            double prevHma2 = _hma.Result[index - 2];
+            double currentHma = _hma.Result[index];
+
+            // A peak at index-1
+            bool isPeak = (prevHma > prevHma2) && (prevHma > currentHma);
+            // A trough at index-1
+            bool isTrough = (prevHma < prevHma2) && (prevHma < currentHma);
+
+            if (isPeak)
+            {
+                // Check if a sell setup was active *before* pushing the new peak
+                if (_sellSetupActive)
+                {
+                    // Draw sell icon at the peak (index - 1)
+                    Chart.DrawIcon($"sell_{index - 1}", ChartIconType.DownArrow, index - 1, Bars.HighPrices[index - 1] + Symbol.PipSize * 10, Color.Red);
+                    _sellSetupActive = false; // Reset setup
+                }
+                
+                _peakStack.Push(prevHma);
+                // Draw count above the peak bar
+                string peakLabel = $"{_peakStack.Count}";
+                double yPos = Bars.HighPrices[index - 1] + Symbol.PipSize * 5;
+                Chart.DrawText($"peak_{index - 1}", peakLabel, index - 1, yPos, Color.Red);
+            }
+
+            if (isTrough)
+            {
+                // Check if a buy setup was active *before* pushing the new trough
+                if (_buySetupActive)
+                {
+                    // Draw buy icon at the trough (index - 1)
+                    Chart.DrawIcon($"buy_{index - 1}", ChartIconType.UpArrow, index - 1, Bars.LowPrices[index - 1] - Symbol.PipSize * 10, Color.Lime);
+                    _buySetupActive = false; // Reset setup
+                }
+                
+                _troughStack.Push(prevHma);
+                // Draw count below the trough bar
+                string troughLabel = $"{_troughStack.Count}";
+                double yPos = Bars.LowPrices[index - 1] - Symbol.PipSize * 5;
+                Chart.DrawText($"trough_{index - 1}", troughLabel, index - 1, yPos, Color.Lime);
+            }
+
+            // --- 2. Check for mitigation (Setup) based on the hma value ---
+            // Mitigation is checked against the closed bar 'currentHma' (at index).
+            
+            // Check peak mitigation (testing highs)
+            bool peakMitigationTriggeredSetup = false;
+            while (_peakStack.Count > 0 && currentHma >= _peakStack.Peek())
+            {
+                _peakStack.Pop();
+                if (_peakStack.Count <= 1)
+                {
+                    peakMitigationTriggeredSetup = true;
+                }
+            }
+            if (peakMitigationTriggeredSetup)
+            {
+                // Alert only on the first bar the setup becomes active
+                if (EnableAlerts && !_sellSetupActive && !string.IsNullOrEmpty(AlertSoundPath))
+                {
+                    Notifications.PlaySound(AlertSoundPath);
+                }
+                _sellSetupActive = true; // Activate sell setup
+            }
+
+            // Check trough mitigation (testing lows)
+            bool troughMitigationTriggeredSetup = false;
+            while (_troughStack.Count > 0 && currentHma <= _troughStack.Peek())
+            {
+                _troughStack.Pop();
+                if (_troughStack.Count <= 1)
+                {
+                    troughMitigationTriggeredSetup = true;
+                }
+            }
+            if (troughMitigationTriggeredSetup)
+            {
+                // Alert only on the first bar the setup becomes active
+                if (EnableAlerts && !_buySetupActive && !string.IsNullOrEmpty(AlertSoundPath))
+                {
+                    Notifications.PlaySound(AlertSoundPath);
+                }
+                _buySetupActive = true; // Activate buy setup
+            }
+        }
+    }
+}

Sources/Indicators/HmaMitigationSignals/HmaMitigationSignals/HmaMitigationSignals.csproj

@@ -0,0 +1,9 @@
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+  <PropertyGroup>
+    <TargetFramework>net6.0</TargetFramework>
+  </PropertyGroup>
+
+  <ItemGroup>
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+  </ItemGroup>
+</Project>

Sources/Indicators/HmaMitigationSignals/HmaMitigationSignals/obj/Debug/net6.0/.NETCoreApp,Version=v6.0.AssemblyAttributes.cs

@@ -0,0 +1,4 @@
+// <autogenerated />
+using System;
+using System.Reflection;
+[assembly: global::System.Runtime.Versioning.TargetFrameworkAttribute(".NETCoreApp,Version=v6.0", FrameworkDisplayName = "")]

Sources/Indicators/HmaMitigationSignals/HmaMitigationSignals/obj/Debug/net6.0/HmaMitigationSignals.AssemblyInfo.cs

@@ -0,0 +1,22 @@
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+// <auto-generated>
+//     This code was generated by a tool.
+//
+//     Changes to this file may cause incorrect behavior and will be lost if
+//     the code is regenerated.
+// </auto-generated>
+//------------------------------------------------------------------------------
+
+using System;
+using System.Reflection;
+
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+[assembly: System.Reflection.AssemblyConfigurationAttribute("Debug")]
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+[assembly: System.Reflection.AssemblyTitleAttribute("HmaMitigationSignals")]
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Sources/Indicators/HmaMitigationSignals/HmaMitigationSignals/obj/HmaMitigationSignals.csproj.nuget.g.targets

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Sources/Indicators/HmaSmaCrossoverSignal/HmaSmaCrossoverSignal.sln

@@ -0,0 +1,22 @@
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Sources/Indicators/HmaSmaCrossoverSignal/HmaSmaCrossoverSignal/HmaSmaCrossoverSignal.cs

@@ -0,0 +1,101 @@
+using cAlgo.API;
+using cAlgo.API.Indicators;
+
+namespace cAlgo.Indicators
+{
+    // Indicator in a separate window, shows HMA A (fast HMA) and trade signals.
+    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
+    public class HmaSmaCrossoverSignal : Indicator
+    {
+        [Parameter("HMA A Period (Fast)", DefaultValue = 20, Group = "Periods")]
+        public int HmaAPeriod { get; set; }
+
+        [Parameter("HMA B Period (Slow)", DefaultValue = 250, Group = "Periods")]
+        public int HmaBPeriod { get; set; }
+
+        [Parameter("SMA C Period (Base)", DefaultValue = 200, Group = "Periods")]
+        public int SmaCPeriod { get; set; }
+
+        // Output for HMA A to provide context for signals
+        [Output("HMA A", LineColor = "Cyan")]
+        public IndicatorDataSeries HmaAOutput { get; set; }
+
+        // Output for Buy signals
+        [Output("Buy Signal", LineColor = "Green", PlotType = PlotType.Points, Thickness = 8)]
+        public IndicatorDataSeries BuySignal { get; set; }
+
+        // Output for Sell signals
+        [Output("Sell Signal", LineColor = "Red", PlotType = PlotType.Points, Thickness = 8)]
+        public IndicatorDataSeries SellSignal { get; set; }
+
+        // Internal indicator references
+        private HullMovingAverage _hmaA;
+        private HullMovingAverage _hmaB;
+        private SimpleMovingAverage _smaC;
+
+        protected override void Initialize()
+        {
+            // Initialize the internal indicators using the close prices
+            _hmaA = Indicators.HullMovingAverage(Bars.ClosePrices, HmaAPeriod);
+            _hmaB = Indicators.HullMovingAverage(Bars.ClosePrices, HmaBPeriod);
+            _smaC = Indicators.SimpleMovingAverage(Bars.ClosePrices, SmaCPeriod);
+        }
+
+        public override void Calculate(int index)
+        {
+            // Assign HMA A value to the output series for the current index
+            HmaAOutput[index] = _hmaA.Result[index];
+
+            // We need at least 3 bars (index, index-1, index-2) for peak/trough detection at index-1
+            if (index < 2)
+            {
+                BuySignal[index] = double.NaN;
+                SellSignal[index] = double.NaN;
+                return;
+            }
+
+            // Get HMA A values for peak/trough detection
+            double hmaA_curr = _hmaA.Result[index];
+            double hmaA_prev = _hmaA.Result[index - 1];
+            double hmaA_prev2 = _hmaA.Result[index - 2];
+            
+            // Get values for signal conditions (at index - 1)
+            double hmaB_prev = _hmaB.Result[index - 1];
+            double smaC_prev = _smaC.Result[index - 1];
+
+            // Detect peak or trough at index - 1 (the last closed bar confirmed by the current bar)
+            // A peak occurs if the middle bar (index-1) is higher than its neighbors (index-2 and index)
+            bool isPeak = (hmaA_prev2 < hmaA_prev) && (hmaA_prev > hmaA_curr);
+            // A trough occurs if the middle bar (index-1) is lower than its neighbors
+            bool isTrough = (hmaA_prev2 > hmaA_prev) && (hmaA_prev < hmaA_curr);
+
+            // Initialize signals for the current bar (index) to NaN
+            BuySignal[index] = double.NaN;
+            SellSignal[index] = double.NaN;
+
+            // Reset signals at index - 1 (to handle repainting if the current bar 'index' changes)
+            BuySignal[index - 1] = double.NaN;
+            SellSignal[index - 1] = double.NaN;
+
+            // --- Sell Signal Condition ---
+            // B < C (Slow HMA below Base SMA)
+            // A > C (Fast HMA above Base SMA)
+            // A forms a peak (at index - 1)
+            if ((hmaB_prev < smaC_prev) && (hmaA_prev > smaC_prev) && isPeak)
+            {
+                // Place the signal dot at the peak (index - 1) at the HMA A level
+                SellSignal[index - 1] = hmaA_prev;
+            }
+
+            // --- Buy Signal Condition ---
+            // B > C (Slow HMA above Base SMA)
+            // A < C (Fast HMA below Base SMA)
+            // A forms a trough (at index - 1)
+            if ((hmaB_prev > smaC_prev) && (hmaA_prev < smaC_prev) && isTrough)
+            {
+                // Place the signal dot at the trough (index - 1) at the HMA A level
+                BuySignal[index - 1] = hmaA_prev;
+            }
+        }
+    }
+}

Sources/Indicators/HmaSmaCrossoverSignal/HmaSmaCrossoverSignal/HmaSmaCrossoverSignal.csproj

@@ -0,0 +1,9 @@
+<?xml version="1.0" encoding="utf-8"?>
+<Project Sdk="Microsoft.NET.Sdk">
+  <PropertyGroup>
+    <TargetFramework>net6.0</TargetFramework>
+  </PropertyGroup>
+  <ItemGroup>
+    <PackageReference Include="cTrader.Automate" Version="*" />
+  </ItemGroup>
+</Project>

Sources/Indicators/HmaSmaCrossoverSignal/HmaSmaCrossoverSignal/obj/Debug/net6.0/.NETCoreApp,Version=v6.0.AssemblyAttributes.cs

@@ -0,0 +1,4 @@
+// <autogenerated />
+using System;
+using System.Reflection;
+[assembly: global::System.Runtime.Versioning.TargetFrameworkAttribute(".NETCoreApp,Version=v6.0", FrameworkDisplayName = "")]