diff --git a/src/TechnicalAnalysis.Common/Abstractions/CandleIndicator.cs b/src/TechnicalAnalysis.Common/Abstractions/CandleIndicator.cs
index 38a736fd..b4861e59 100644
--- a/src/TechnicalAnalysis.Common/Abstractions/CandleIndicator.cs
+++ b/src/TechnicalAnalysis.Common/Abstractions/CandleIndicator.cs
@@ -11,44 +11,34 @@ namespace TechnicalAnalysis.Common;
 /// <summary>
 /// Represents an abstract base class for candlestick pattern recognition indicators.
 /// </summary>
-public abstract class CandleIndicator<T>
+/// <typeparam name="T">The floating-point type the price arrays are expressed in.</typeparam>
+/// <param name="open">An array of open prices.</param>
+/// <param name="high">An array of high prices.</param>
+/// <param name="low">An array of low prices.</param>
+/// <param name="close">An array of close prices.</param>
+public abstract class CandleIndicator<T>(T[] open, T[] high, T[] low, T[] close)
     where T : IFloatingPoint<T>
 {
     /// <summary>
     /// An array of open prices.
     /// </summary>
-    protected T[] Open { get; }
-        
+    protected T[] Open { get; } = open;
+
     /// <summary>
     /// An array of high prices.
     /// </summary>
-    protected T[] High { get; }
-        
+    protected T[] High { get; } = high;
+
     /// <summary>
     /// An array of low prices.
     /// </summary>
-    protected T[] Low { get; }
+    protected T[] Low { get; } = low;
         
     /// <summary>
     /// An array of close prices.
     /// </summary>
-    protected T[] Close { get; }
-        
-    /// <summary>
-    /// Initializes a new instance of the CandleIndicator class.
-    /// </summary>
-    /// <param name="open">An array of open prices.</param>
-    /// <param name="high">An array of high prices.</param>
-    /// <param name="low">An array of low prices.</param>
-    /// <param name="close">An array of close prices.</param>
-    protected CandleIndicator(T[] open, T[] high, T[] low, T[] close)
-    {
-        Open = open;
-        High = high;
-        Low = low;
-        Close = close;
-    }
-        
+    protected T[] Close { get; } = close;
+
     /// <summary>
     /// Returns the lookback period for the indicator.
     /// </summary>
diff --git a/src/TechnicalAnalysis.Common/Helpers/ValidationHelper.cs b/src/TechnicalAnalysis.Common/Helpers/ValidationHelper.cs
index cb5ae67a..394147e7 100644
--- a/src/TechnicalAnalysis.Common/Helpers/ValidationHelper.cs
+++ b/src/TechnicalAnalysis.Common/Helpers/ValidationHelper.cs
@@ -37,17 +37,9 @@ public static class ValidationHelper
     /// </returns>
     public static RetCode ValidateIndexRange(int startIdx, int endIdx)
     {
-        if (startIdx < 0)
-        {
-            return OutOfRangeStartIndex;
-        }
-
-        if (endIdx < 0 || endIdx < startIdx)
-        {
-            return OutOfRangeEndIndex;
-        }
-
-        return Success;
+        return startIdx < 0 ? OutOfRangeStartIndex
+            : endIdx < 0 || endIdx < startIdx ? OutOfRangeEndIndex
+            : Success;
     }
 
     /// <summary>
@@ -151,24 +143,15 @@ public static RetCode ValidateSingleInputIndicator(
         int minPeriod = 2,
         int maxPeriod = 100000)
     {
-        RetCode indexCheck = ValidateIndexRange(startIdx, endIdx);
-        if (indexCheck != Success)
-        {
-            return indexCheck;
-        }
-
-        RetCode arrayCheck = ValidateArrays(inReal, outReal);
-        if (arrayCheck != Success)
-        {
-            return arrayCheck;
-        }
-
-        if (optInTimePeriod.HasValue)
-        {
-            return ValidatePeriodRange(optInTimePeriod.Value, minPeriod, maxPeriod);
-        }
-
-        return Success;
+        // ValidateAll runs these in order and stops at the first failure, which is what the
+        // hand-rolled guard chain did — but as one expression, and matching how the indicators
+        // themselves compose their validation.
+        return ValidateAll(
+            () => ValidateIndexRange(startIdx, endIdx),
+            () => ValidateArrays(inReal, outReal),
+            () => optInTimePeriod.HasValue
+                ? ValidatePeriodRange(optInTimePeriod.Value, minPeriod, maxPeriod)
+                : Success);
     }
 
     /// <summary>
diff --git a/src/TechnicalAnalysis.Functions/Correl/CorrelResult.cs b/src/TechnicalAnalysis.Functions/Correl/CorrelResult.cs
index b69f02a7..c2ad3504 100644
--- a/src/TechnicalAnalysis.Functions/Correl/CorrelResult.cs
+++ b/src/TechnicalAnalysis.Functions/Correl/CorrelResult.cs
@@ -30,14 +30,4 @@ public CorrelResult(RetCode retCode, int begIdx, int nbElement, double[] real)
         : base(retCode, begIdx, nbElement, real)
     {
     }
-
-    /// <summary>
-    /// Gets the array of correlation coefficient values.
-    /// </summary>
-    /// <value>
-    /// An array of doubles representing the correlation values, ranging from -1 to +1. 
-    /// Values near +1 indicate strong positive correlation, values near -1 indicate 
-    /// strong negative correlation, and values near 0 indicate weak or no linear relationship. 
-    /// These values are essential for risk management and portfolio optimization.
-    /// </value>
 }
diff --git a/src/TechnicalAnalysis.Functions/Dx/DxResult.cs b/src/TechnicalAnalysis.Functions/Dx/DxResult.cs
index 8756a331..cadeb475 100644
--- a/src/TechnicalAnalysis.Functions/Dx/DxResult.cs
+++ b/src/TechnicalAnalysis.Functions/Dx/DxResult.cs
@@ -10,6 +10,11 @@ namespace TechnicalAnalysis.Functions;
 /// Represents the result of the Directional Movement Index (DX) indicator calculation.
 /// DX measures the strength of a trend regardless of its direction, derived from comparing directional movements.
 /// </summary>
+/// <remarks>
+/// The <see cref="SingleOutputResult.Real"/> array holds the Directional Movement Index values.
+/// Values range from 0 to 100, where higher values indicate stronger trends (either up or down).
+/// Values below 20 typically indicate weak trends, while values above 40 suggest strong trends.
+/// </remarks>
 public record DxResult : SingleOutputResult
 {
     /// <summary>
@@ -23,10 +28,4 @@ public DxResult(RetCode retCode, int begIdx, int nbElement, double[] real)
         : base(retCode, begIdx, nbElement, real)
     {
     }
-
-    /// <summary>
-    /// Gets the array of Directional Movement Index values.
-    /// Values range from 0 to 100, where higher values indicate stronger trends (either up or down).
-    /// Values below 20 typically indicate weak trends, while values above 40 suggest strong trends.
-    /// </summary>
 }
diff --git a/src/TechnicalAnalysis.Functions/HtDcPeriod/HtDcPeriodResult.cs b/src/TechnicalAnalysis.Functions/HtDcPeriod/HtDcPeriodResult.cs
index ba992f8c..6f88f26a 100644
--- a/src/TechnicalAnalysis.Functions/HtDcPeriod/HtDcPeriodResult.cs
+++ b/src/TechnicalAnalysis.Functions/HtDcPeriod/HtDcPeriodResult.cs
@@ -11,6 +11,11 @@ namespace TechnicalAnalysis.Functions;
 /// This indicator identifies the dominant cycle period of market data using Hilbert Transform techniques,
 /// providing insight into the cyclical nature of price movements.
 /// </summary>
+/// <remarks>
+/// The <see cref="SingleOutputResult.Real"/> array holds the dominant cycle period values.
+/// Each value represents the period (in bars) of the dominant market cycle at that point in time.
+/// Values typically range from 10 to 50 bars, depending on market conditions.
+/// </remarks>
 public record HtDcPeriodResult : SingleOutputResult
 {
     /// <summary>
@@ -24,10 +29,4 @@ public HtDcPeriodResult(RetCode retCode, int begIdx, int nbElement, double[] rea
         : base(retCode, begIdx, nbElement, real)
     {
     }
-
-    /// <summary>
-    /// Gets the array of dominant cycle period values.
-    /// Each value represents the period (in bars) of the dominant market cycle at that point in time.
-    /// Values typically range from 10 to 50 bars, depending on market conditions.
-    /// </summary>
 }
diff --git a/src/TechnicalAnalysis.Functions/HtDcPhase/HtDcPhaseResult.cs b/src/TechnicalAnalysis.Functions/HtDcPhase/HtDcPhaseResult.cs
index aa87009f..ab8e7f18 100644
--- a/src/TechnicalAnalysis.Functions/HtDcPhase/HtDcPhaseResult.cs
+++ b/src/TechnicalAnalysis.Functions/HtDcPhase/HtDcPhaseResult.cs
@@ -11,6 +11,11 @@ namespace TechnicalAnalysis.Functions;
 /// This indicator measures the phase angle of the dominant market cycle using Hilbert Transform techniques,
 /// helping to identify the current position within a price cycle.
 /// </summary>
+/// <remarks>
+/// The <see cref="SingleOutputResult.Real"/> array holds the dominant cycle phase values.
+/// Each value represents the phase angle in degrees (-180 to +180) of the dominant cycle.
+/// Positive values indicate the cycle is in an upward phase, while negative values indicate a downward phase.
+/// </remarks>
 public record HtDcPhaseResult : SingleOutputResult
 {
     /// <summary>
@@ -24,10 +29,4 @@ public HtDcPhaseResult(RetCode retCode, int begIdx, int nbElement, double[] real
         : base(retCode, begIdx, nbElement, real)
     {
     }
-
-    /// <summary>
-    /// Gets the array of dominant cycle phase values.
-    /// Each value represents the phase angle in degrees (-180 to +180) of the dominant cycle.
-    /// Positive values indicate the cycle is in an upward phase, while negative values indicate a downward phase.
-    /// </summary>
 }
diff --git a/src/TechnicalAnalysis.Functions/HtTrendline/HtTrendlineResult.cs b/src/TechnicalAnalysis.Functions/HtTrendline/HtTrendlineResult.cs
index ee96cdb7..76b247fb 100644
--- a/src/TechnicalAnalysis.Functions/HtTrendline/HtTrendlineResult.cs
+++ b/src/TechnicalAnalysis.Functions/HtTrendline/HtTrendlineResult.cs
@@ -11,6 +11,11 @@ namespace TechnicalAnalysis.Functions;
 /// This indicator creates a smooth trendline by removing the dominant cycle component from price data,
 /// effectively filtering out short-term fluctuations to reveal the underlying trend.
 /// </summary>
+/// <remarks>
+/// The <see cref="SingleOutputResult.Real"/> array holds the instantaneous trendline values.
+/// These values represent a smoothed version of the price with dominant cycles filtered out,
+/// providing a clear view of the underlying trend direction and strength.
+/// </remarks>
 public record HtTrendlineResult : SingleOutputResult
 {
     /// <summary>
@@ -24,10 +29,4 @@ public HtTrendlineResult(RetCode retCode, int begIdx, int nbElement, double[] re
         : base(retCode, begIdx, nbElement, real)
     {
     }
-
-    /// <summary>
-    /// Gets the array of instantaneous trendline values.
-    /// These values represent a smoothed version of the price with dominant cycles filtered out,
-    /// providing a clear view of the underlying trend direction and strength.
-    /// </summary>
 }
diff --git a/src/TechnicalAnalysis.Functions/LinearReg/LinearRegResult.cs b/src/TechnicalAnalysis.Functions/LinearReg/LinearRegResult.cs
index cfe0086b..812dfa73 100644
--- a/src/TechnicalAnalysis.Functions/LinearReg/LinearRegResult.cs
+++ b/src/TechnicalAnalysis.Functions/LinearReg/LinearRegResult.cs
@@ -11,6 +11,11 @@ namespace TechnicalAnalysis.Functions;
 /// This indicator calculates the linear regression line value at each point, providing a statistical
 /// best-fit line through the price data over a specified period.
 /// </summary>
+/// <remarks>
+/// The <see cref="SingleOutputResult.Real"/> array holds the linear regression line values.
+/// Each value represents the y-coordinate of the regression line at that point in time,
+/// calculated using least squares method over the specified lookback period.
+/// </remarks>
 public record LinearRegResult : SingleOutputResult
 {
     /// <summary>
@@ -24,10 +29,4 @@ public LinearRegResult(RetCode retCode, int begIdx, int nbElement, double[] real
         : base(retCode, begIdx, nbElement, real)
     {
     }
-
-    /// <summary>
-    /// Gets the array of linear regression line values.
-    /// Each value represents the y-coordinate of the regression line at that point in time,
-    /// calculated using least squares method over the specified lookback period.
-    /// </summary>
 }
diff --git a/src/TechnicalAnalysis.Functions/LinearRegAngle/LinearRegAngleResult.cs b/src/TechnicalAnalysis.Functions/LinearRegAngle/LinearRegAngleResult.cs
index 11a8dcbb..aa450dc3 100644
--- a/src/TechnicalAnalysis.Functions/LinearRegAngle/LinearRegAngleResult.cs
+++ b/src/TechnicalAnalysis.Functions/LinearRegAngle/LinearRegAngleResult.cs
@@ -11,6 +11,11 @@ namespace TechnicalAnalysis.Functions;
 /// This indicator calculates the angle of the linear regression line in degrees, providing insight
 /// into the strength and direction of the trend over a specified period.
 /// </summary>
+/// <remarks>
+/// Gets the array of linear regression angle values in degrees.
+/// Positive angles indicate an upward trend, negative angles indicate a downward trend.
+/// The magnitude of the angle reflects the steepness of the trend.
+/// </remarks>
 public record LinearRegAngleResult : SingleOutputResult
 {
     /// <summary>
@@ -24,10 +29,4 @@ public LinearRegAngleResult(RetCode retCode, int begIdx, int nbElement, double[]
         : base(retCode, begIdx, nbElement, real)
     {
     }
-
-    /// <summary>
-    /// Gets the array of linear regression angle values in degrees.
-    /// Positive angles indicate an upward trend, negative angles indicate a downward trend.
-    /// The magnitude of the angle reflects the steepness of the trend.
-    /// </summary>
 }
diff --git a/src/TechnicalAnalysis.Functions/LinearRegIntercept/LinearRegInterceptResult.cs b/src/TechnicalAnalysis.Functions/LinearRegIntercept/LinearRegInterceptResult.cs
index e757c27f..2a9fdf01 100644
--- a/src/TechnicalAnalysis.Functions/LinearRegIntercept/LinearRegInterceptResult.cs
+++ b/src/TechnicalAnalysis.Functions/LinearRegIntercept/LinearRegInterceptResult.cs
@@ -11,6 +11,11 @@ namespace TechnicalAnalysis.Functions;
 /// This indicator calculates the y-intercept of the linear regression line, representing where
 /// the regression line would cross the y-axis if extended backward.
 /// </summary>
+/// <remarks>
+/// The <see cref="SingleOutputResult.Real"/> array holds the linear regression intercept values.
+/// Each value represents the y-intercept of the regression line calculated over the lookback period,
+/// useful for projecting the regression line and understanding price levels.
+/// </remarks>
 public record LinearRegInterceptResult : SingleOutputResult
 {
     /// <summary>
@@ -24,10 +29,4 @@ public LinearRegInterceptResult(RetCode retCode, int begIdx, int nbElement, doub
         : base(retCode, begIdx, nbElement, real)
     {
     }
-
-    /// <summary>
-    /// Gets the array of linear regression intercept values.
-    /// Each value represents the y-intercept of the regression line calculated over the lookback period,
-    /// useful for projecting the regression line and understanding price levels.
-    /// </summary>
 }
diff --git a/src/TechnicalAnalysis.Functions/LinearRegSlope/LinearRegSlopeResult.cs b/src/TechnicalAnalysis.Functions/LinearRegSlope/LinearRegSlopeResult.cs
index da314087..bf940dc5 100644
--- a/src/TechnicalAnalysis.Functions/LinearRegSlope/LinearRegSlopeResult.cs
+++ b/src/TechnicalAnalysis.Functions/LinearRegSlope/LinearRegSlopeResult.cs
@@ -11,6 +11,11 @@ namespace TechnicalAnalysis.Functions;
 /// This indicator calculates the slope of the linear regression line, indicating the rate of change
 /// in price over the specified period.
 /// </summary>
+/// <remarks>
+/// The <see cref="SingleOutputResult.Real"/> array holds the linear regression slope values.
+/// Each value represents the slope (rate of change per bar) of the regression line.
+/// Positive values indicate rising prices, negative values indicate falling prices.
+/// </remarks>
 public record LinearRegSlopeResult : SingleOutputResult
 {
     /// <summary>
@@ -24,10 +29,4 @@ public LinearRegSlopeResult(RetCode retCode, int begIdx, int nbElement, double[]
         : base(retCode, begIdx, nbElement, real)
     {
     }
-
-    /// <summary>
-    /// Gets the array of linear regression slope values.
-    /// Each value represents the slope (rate of change per bar) of the regression line.
-    /// Positive values indicate rising prices, negative values indicate falling prices.
-    /// </summary>
 }
diff --git a/src/TechnicalAnalysis.Functions/MacdFix/TAMath.cs b/src/TechnicalAnalysis.Functions/MacdFix/TAMath.cs
index 6c59f5e4..311bae73 100644
--- a/src/TechnicalAnalysis.Functions/MacdFix/TAMath.cs
+++ b/src/TechnicalAnalysis.Functions/MacdFix/TAMath.cs
@@ -51,9 +51,10 @@ public static MacdFixResult MacdFix(int startIdx, int endIdx, double[] real, int
     /// <param name="startIdx">The starting index for the calculation range.</param>
     /// <param name="endIdx">The ending index for the calculation range.</param>
     /// <param name="real">Array of input values (usually closing prices).</param>
+    /// <param name="signalPeriod">The signal line period. Defaults to 9.</param>
     /// <returns>A MacdFixResult containing the MACD line, signal line, and histogram values.</returns>
     /// <remarks>
-    /// Uses fixed values: fastPeriod=12, slowPeriod=26, signalPeriod=9.
+    /// The fast and slow periods are fixed at 12 and 26; only the signal period is adjustable.
     /// </remarks>
     public static MacdFixResult MacdFix(int startIdx, int endIdx, float[] real, int signalPeriod = 9)
         => TAMathHelper.Execute(startIdx, endIdx, real, (s, e, r) => MacdFix(s, e, r, signalPeriod));
diff --git a/src/TechnicalAnalysis.Functions/MidPrice/TAMath.cs b/src/TechnicalAnalysis.Functions/MidPrice/TAMath.cs
index 58a01e81..0eea8c99 100644
--- a/src/TechnicalAnalysis.Functions/MidPrice/TAMath.cs
+++ b/src/TechnicalAnalysis.Functions/MidPrice/TAMath.cs
@@ -50,6 +50,7 @@ public static MidPriceResult MidPrice(int startIdx, int endIdx, double[] high, d
     /// <param name="endIdx">The ending index for the calculation range.</param>
     /// <param name="high">Array of high prices.</param>
     /// <param name="low">Array of low prices.</param>
+    /// <param name="timePeriod">The number of periods in each rolling window. Defaults to 14.</param>
     /// <returns>A MidPriceResult containing the midprice values over each rolling window.</returns>
     /// <remarks>
     /// This overload uses a default time period of 14.
diff --git a/src/TechnicalAnalysis.Functions/Natr/TAMath.cs b/src/TechnicalAnalysis.Functions/Natr/TAMath.cs
index 5cb0df79..1efb96ef 100644
--- a/src/TechnicalAnalysis.Functions/Natr/TAMath.cs
+++ b/src/TechnicalAnalysis.Functions/Natr/TAMath.cs
@@ -55,6 +55,7 @@ public static NatrResult Natr(int startIdx, int endIdx, double[] high, double[]
     /// <param name="high">An array of high prices.</param>
     /// <param name="low">An array of low prices.</param>
     /// <param name="close">An array of closing prices.</param>
+    /// <param name="timePeriod">The number of periods to average over. Defaults to 14.</param>
     /// <returns>A NatrResult object containing the calculated values.</returns>
     /// <remarks>Uses the default time period of 14.</remarks>
     public static NatrResult Natr(int startIdx, int endIdx, float[] high, float[] low, float[] close, int timePeriod = 14)
diff --git a/src/TechnicalAnalysis.Functions/ZigZag/TAMath.cs b/src/TechnicalAnalysis.Functions/ZigZag/TAMath.cs
index 8ebf7585..2d56a2df 100644
--- a/src/TechnicalAnalysis.Functions/ZigZag/TAMath.cs
+++ b/src/TechnicalAnalysis.Functions/ZigZag/TAMath.cs
@@ -57,6 +57,7 @@ public static ZigZagResult ZigZag(
     /// <param name="endIdx">The ending index for the calculation.</param>
     /// <param name="high">Array of high prices.</param>
     /// <param name="low">Array of low prices.</param>
+    /// <param name="deviation">The minimum percentage move required to start a new leg. Defaults to 5.0.</param>
     /// <returns>A ZigZagResult object containing the calculated values and metadata.</returns>
     public static ZigZagResult ZigZag(int startIdx, int endIdx, float[] high, float[] low, double deviation = 5.0)
         => TAMathHelper.Execute(startIdx, endIdx, high, low, (s, e, h, l) => ZigZag(s, e, h, l, deviation));