QuanTAlib 0.1.19

.NET 7.0
This package has a SemVer 2.0.0 package version: 0.1.19+61.
There is a newer version of this package available.
See the version list below for details.
dotnet add package QuanTAlib --version 0.1.19
NuGet\Install-Package QuanTAlib -Version 0.1.19
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package.
<PackageReference Include="QuanTAlib" Version="0.1.19" />
For projects that support PackageReference, copy this XML node into the project file to reference the package.
paket add QuanTAlib --version 0.1.19
#r "nuget: QuanTAlib, 0.1.19"
#r directive can be used in F# Interactive, C# scripting and .NET Interactive. Copy this into the interactive tool or source code of the script to reference the package.
// Install QuanTAlib as a Cake Addin
#addin nuget:?package=QuanTAlib&version=0.1.19

// Install QuanTAlib as a Cake Tool
#tool nuget:?package=QuanTAlib&version=0.1.19

QuanTAlib - quantitative technical indicators for Quantower and other C#-based trading platorms

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Nuget GitHub last commit Nuget GitHub watchers .NET7.0

Quantitative TA Library (QuanTAlib) is an easy-to-use C# library for quantitative technical analysis with base algorithms, charts, signals and strategies useful for trading securities with Quantower and other C#-based trading platforms.

QuanTAlib is written with some specific design criteria in mind - some reasons why there is 'yet another C# TA library':

  • Written in native C# - no code conversion from TA-LIB or other imported/converted TA libraries
  • No usage of Decimal datatypes, LINQ, interface abstractions, or static classes with tons of methods (all for performance reasons)
  • Supports both historical data analysis (working on bulk of historical arrays) and real-time analysis (adding one data item at the time without the need to re-calculate the whole history)
  • Calculate early data right - no hiding of incomplete calculations with NaN values (unless explicitly requested with useNan: true), data is as valid as mathematically possible from the first value
  • Usage of events - each data series is an event publisher, each indicator is a subscriber - this allows seamless data flow between indicators)
  • Seamlessly integrates with Polyglot notebooks (.NET Interactive) and used in Jupyter notebooks - see the examples and documentation.

QuanTAlib does not focus on sources of OHLCV quotes. There are some basic data feeds available to use in learning and strategy exploration: RND_Feed and GBM_Feed for random data feed, Yahoo_Feed and Alphavantage_Feed for quick grab of basic daily data of US stock market.

See Getting Started .NET interactive notebook to get a feel how library works. Developers can use QuanTAlib in .NET interactive or in console apps, but the best usage of the library is withing C#-enabled trading platforms - see QuanTower_Charts folder for Quantower examples.

Coverage

⭐= Calculation is validated against other TA libraries

✔️= Calculation exists but has no cross-validation tests

⛔= Not implemented (yet)

BASIC TRANSFORMS QuanTAlib TA-LIB Skender
✔️ OC2 - (Open+Close)/2 .OC2 ️GetBaseQuote
⭐ HL2 - Median Price .HL2 MEDPRICE ️GetBaseQuote
⭐ HLC3 - Typical Price .HLC3 TYPPRICE
✔️ OHL3 - (Open+High+Low)/3 .OHL3
⭐ OHLC4 - Average Price .OHLC4 AVGPRICE ️ GetBaseQuote
⭐ HLCC4 - Weighted Price .HLCC4 WCLPRICE
⭐ MIDPOINT - Midpoint value MIDPOINT_Series MIDPOINT
⭐ MIDPRICE - Midpoint price MIDPRICE_Series MIDPRICE
⭐ MAX - Max value MAX_Series MAX
⭐ MIN - Min value MIN_Series MIN
⭐ SUM - Summation SUM_Series SUM
⭐ ADD - Addition ADD_Series ADD
⭐ SUB - Subtraction SUB_Series SUB
⭐ MUL - Multiplication MUL_Series MUL
⭐ DIV - Division DIV_Series DIV
STATISTICS & NUMERICAL ANALYSIS QuanTAlib TA-LIB Skender
✔️ BIAS - Bias BIAS_Series
⛔ CORREL - Pearson's Correlation Coefficient CORREL GetCorrelation
⛔ COVAR - Covariance GetCorrelation
✔️ ENTP - Entropy ENTP_Series
✔️ KURT - Kurtosis KURT_Series
⭐ LINREG - Linear Regression LINREG_Series GetSlope
⭐ MAD - Mean Absolute Deviation MAD_Series GetSma
⭐ MAPE - Mean Absolute Percent Error MAPE_Series GetSma
✔️ MED - Median value MED_Series
✔️ MSE - Mean Squared Error MSE_Series GetSma
⛔ SKEW - Skewness
⭐ SDEV - Standard Deviation (Volatility) SDEV_Series STDDEV
✔️ SSDEV - Sample Standard Deviation SSDEV_Series
✔️ SMAPE - Symmetric Mean Absolute Percent Error SMAPE_Series
✔️ VAR - Population Variance VAR_Series VAR
✔️ SVAR - Sample Variance SVAR_Series
⛔ QUANT - Quantile
✔️ WMAPE - Weighted Mean Absolute Percent Error WMAPE_Series
⛔ ZSCORE - Number of standard deviations from mean
TREND INDICATORS & AVERAGES QuanTAlib TA-LIB Skender
⛔ AFIRMA - Autoregressive Finite Impulse Response Moving Average
⭐ ALMA - Arnaud Legoux Moving Average ALMA_Series GetAlma
⛔ ARIMA - Autoregressive Integrated Moving Average
⭐ DEMA - Double EMA Average DEMA_Series DEMA GetDema
⭐ EMA - Exponential Moving Average EMA_Series GetEma
⛔ EPMA - Endpoint Moving Average GetEpma
⛔ FRAMA - Fractal Adaptive Moving Average
⛔ FWMA - Fibonacci's Weighted Moving Average
⛔ HILO - Gann High-Low Activator
✔️ HEMA - Hull/EMA Average HEMA_Series
⛔ Hilbert Transform Instantaneous Trendline HT_TRENDLINE GetHtTrendline
⭐ HMA - Hull Moving Average HMA_Series GetHma
⛔ HWMA - Holt-Winter Moving Average
✔️ JMA - Jurik Moving Average JMA_Series
⭐ KAMA - Kaufman's Adaptive Moving Average KAMA_Series KAMA GetKama
⛔ KDJ - KDJ Indicator (trend reversal)
⛔ LSMA - Least Squares Moving Average
⭐ MACD - Moving Average Convergence/Divergence MACD_Series MACD GetMacd
⛔ MAMA - MESA Adaptive Moving Average MAMA GetMama
⛔ MCGD - McGinley Dynamic
⛔ MMA - Modified Moving Average
⛔ PPMA - Pivot Point Moving Average
⛔ PWMA - Pascal's Weighted Moving Average
✔️ RMA - WildeR's Moving Average RMA_Series
⛔ SINWMA - Sine Weighted Moving Average
⭐ SMA - Simple Moving Average SMA_Series SMA GetSma
⭐ SMMA - Smoothed Moving Average SMMA_Series
⛔ SSF - Ehler's Super Smoother Filter
⛔ SUP - Supertrend
⛔ SWMA - Symmetric Weighted Moving Average
⛔ T3 - Tillson T3 Moving Average T3 GetT3
⭐ TEMA - Triple EMA Average TEMA_Series TEMA GetTema
⭐ TRIMA - Triangular Moving Average TRIMA_Series TRIMA
⛔ TSF - Time Series Forecast TSF
⛔ VIDYA - Variable Index Dynamic Average
⛔ VOR - Vortex Indicator
⭐ WMA - Weighted Moving Average WMA_Series WMA GetWma
✔️ ZLEMA - Zero Lag EMA Average ZLEMA_Series
VOLATILITY INDICATORS QuanTAlib TA-LIB Skender
⭐ ADL - Chaikin Accumulation Distribution Line ADL_Series AD GetAdl
⭐ ADOSC - Chaikin Accumulation Distribution Oscillator ADOSC_Series ADOSC GetAdl
⭐ ATR - Average True Range ATR_Series ATR GetAtr
⭐ ATRP - Average True Range Percent ATRP_Series GetAtr
⛔ BETA - Beta coefficient BETA GetBeta
⭐ BBANDS - Bollinger Bands® BBANDS_Series BBANDS GetBollingerBands
⛔ CHAND - Chandelier Exit GetChandelier
⛔ CRSI - Connor RSI GetConnorsRsi
⛔ DON - Donchian Channels GetDonchian
⛔ FCB - Fractal Chaos Bands GetFcb
⛔ HV - Historical Volatility
⛔ ICH - Ichimoku GetIchimoku
⛔ KEL - Keltner Channels GetKeltner
⛔ NATR - Normalized Average True Range NATR GetAtr
⛔ CHN - Price Channel Indicator
⭐ RSI - Relative Strength Index RSI_Series RSI GetRsi
⛔ SAR - Parabolic Stop and Reverse SAR GetParabolicSar
⛔ SRSI - Stochastic RSI STOCHRSI GetStochRsi
⛔ STARC - Starc Bands
⭐ TR - True Range TR_Series TRANGE GetTr
⛔ UI - Ulcer Index
⛔ VSTOP - Volatility Stop
MOMENTUM INDICATORS & OSCILLATORS QuanTAlib TA-LIB Skender
⛔ AC - Acceleration Oscillator
⛔ ADX - Average Directional Movement Index ADX GetAdx
⛔ ADXR - Average Directional Movement Index Rating ADXR GetAdx
⛔ AO - Awesome Oscillator GetAwesome
⛔ APO - Absolute Price Oscillator APO
⛔ AROON - Aroon oscillator AROON GetAroon
⛔ BOP - Balance of Power BOP GetBop
⭐ CCI - Commodity Channel Index CCI_Series CCI GetCci
⛔ CFO - Chande Forcast Oscillator
⛔ CMO - Chande Momentum Oscillator CMO GetCmo
⛔ COG - Center of Gravity
⛔ COPPOCK - Coppock Curve
⛔ CTI - Ehler's Correlation Trend Indicator
⛔ DPO - Detrended Price Oscillator GetDpo
⛔ DMI - Directional Movement Index DX GetAdx
⛔ EFI - Elder Ray's Force Index GetElderRay
⛔ GAT - Alligator oscillator GetGator
⛔ HURST - Hurst Exponent GetHurst
⛔ KRI - Kairi Relative Index
⛔ KVO - Klinger Volume Oscillator
⛔ MFI - Money Flow Index MFI GetMfi
⛔ MOM - Momentum MOM
⛔ NVI - Negative Volume Index
⛔ PO - Price Oscillator
⛔ PPO - Percentage Price Oscillator PPO
⛔ PMO - Price Momentum Oscillator
⛔ PVI - Positive Volume Index
⛔ ROC - Rate of Change MOM GetRoc
⛔ RVGI - Relative Vigor Index
⛔ SMI - Stochastic Momentum Index
⛔ STC - Schaff Trend Cycle
⛔ STOCH - Stochastic Oscillator STOCH GetStoch
⛔ TRIX - 1-day ROC of TEMA TRIX GetTrix
⛔ TSI - True Strength Index
⛔ UO - Ultimate Oscillator ULTOSC GetUltimate
⛔ WILLR - Larry Williams' %R WILLR GetWilliamsR
⛔ WGAT - Williams Alligator
VOLUME INDICATORS QuanTAlib TA-LIB Skender
⛔ AOBV - Archer On-Balance Volume
⛔ CMF - Chaikin Money Flow
⛔ EOM - Ease of Movement
⭐ OBV - On-Balance Volume OBV_Series OBV GetObv
⛔ PRS - Price Relative Strength
⛔ PVOL - Price-Volume
⛔ PVO - Percentage Volume Oscillator
⛔ PVR - Price Volume Rank
⛔ PVT - Price Volume Trend
⛔ VP - Volume Profile
⛔ VWAP - Volume Weighted Average Price
⛔ VWMA - Volume Weighted Moving Average
Product Versions
.NET net7.0 net7.0-android net7.0-ios net7.0-maccatalyst net7.0-macos net7.0-tvos net7.0-windows
Compatible target framework(s)
Additional computed target framework(s)
Learn more about Target Frameworks and .NET Standard.

NuGet packages

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GitHub repositories

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Version Downloads Last updated
0.1.27 79 1/9/2023
0.1.25 78 1/4/2023
0.1.24 96 12/22/2022
0.1.23 107 12/6/2022
0.1.22 127 11/19/2022
0.1.21 122 11/18/2022
0.1.20 130 11/16/2022
0.1.19 29 11/14/2022
0.1.18 146 11/12/2022
0.1.17 145 11/11/2022
0.1.16 149 11/9/2022
0.1.15 50 11/6/2022
0.1.14 292 5/12/2022
0.1.13 243 4/30/2022
0.1.12 231 4/25/2022
0.1.11 245 4/20/2022
0.1.10-beta 74 4/16/2022