Reset the MidPrice rolling extremes - #9694
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Martin-Molinero merged 1 commit intoAug 13, 2026
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Description
MidPrice never overrode Reset(), so its Maximum and Minimum carried the previous run.
Related Issue
Closes #9693
Motivation and Context
The first bars after a reset were computed from data outside the window. Same class as #9686, #9687 and #9688.
Requires Documentation Change
No.
How Has This Been Tested?
Added ProducesTheSameValuesAfterReset to MidPriceTests, in the shape used in ConnorsRelativeStrengthIndexTests and SuperTrendTests. It fails on master and passes with the override.
Also ran the indicator against Tests/TestData/spy_midprice.txt on a master build and on this one: 496 expected MIDPRICE_5 values, no mismatches either way, so nothing outside the reset path moves.
My local NUnit host crashes on a Python.NET finalizer during test discovery, unrelated to this change, so both runs above were done from a console program linked against each build rather than through
dotnet test.Types of changes
Checklist:
bug-<issue#>-<description>orfeature-<issue#>-<description>