Implement WaveTrendOscillator (bar indicator) per the linked issue. Adds
the indicator class, the WTO helper in QCAlgorithm.Indicators.cs, unit
tests inheriting CommonIndicatorTests<IBaseDataBar>, and the reference
CSV under Tests/TestData/.
The oscillator is computed from the typical price (HLC/3): an EMA
smooths it (ESA), a second EMA tracks its absolute deviation (D), the
normalized channel index (HLC3 - ESA) / (0.015 * D) is smoothed by a
third EMA to produce WT1, and an SMA of WT1 produces the signal line
WT2. Crossovers between WT1 and WT2 are commonly used as entry and exit
signals for momentum reversals.
Reference values were generated with TA-Lib (talib.EMA + talib.SMA)
following the script posted by @LouisSzeto in the issue thread.
Co-authored-by: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Alexandre Catarino
8647de0dc6