WL8-indicator-equivalent-of-the-WL6-TrendQuality-indicator

CODE:
//create indicators and other objects here, this is executed prior to the main trading loop
        public override void Initialize(BarHistory bars)
        {
         int period = 20;
         TimeSeries tq = new TimeSeries(bars.DateTimes, 0);
         
         for (int bar = period; bar < bars.Count; bar++)
         {
            double net = Momentum.Series(bars.Close, period)[bar];
            double gross = TR.Series(bars).Sum(period)[bar];
            double val = (gross > 0) ? (net / gross) * 100 : 0;
            tq[bar] = val;
         }
      }