QuanTAlib 0.1.23

.NET 6.0 This package targets .NET 6.0. The package is compatible with this framework or higher. .NET Standard 2.1 This package targets .NET Standard 2.1. The package is compatible with this framework or higher.
There is a newer version of this package available.
See the version list below for details. 
dotnet add package QuanTAlib --version 0.1.23                

                    
                

            
NuGet\Install-Package QuanTAlib -Version 0.1.23
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="0.1.23" />
For projects that support PackageReference, copy this XML node into the project file to reference the package. 
paket add QuanTAlib --version 0.1.23                

                    
                

            
#r "nuget: QuanTAlib, 0.1.23"
#r directive can be used in F# Interactive and Polyglot Notebooks. 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=0.1.23

// Install QuanTAlib as a Cake Tool
#tool nuget:?package=QuanTAlib&version=0.1.23

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

Lines of Code Codacy grade codecov Security Rating CodeFactor

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
  • 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 Pandas TA Tulip
⭐ OC2 - (Open+Close)/2 ️ .OC2 CandlePart.OC2
⭐ HL2 - Median Price .HL2 MEDPRICE CandlePart.HL2 hl2
⭐ HLC3 - Typical Price .HLC3 TYPPRICE CandlePart.HLC3 hlc3
⭐ OHL3 - (Open+High+Low)/3 .OHL3 CandlePart.OHL3
⭐ OHLC4 - Average Price .OHLC4 AVGPRICE ️ CandlePart.OHLC4 ohlc4 avgprice
⭐ HLCC4 - Weighted Price .HLCC4 WCLPRICE CandlePart.HLCC4
⭐ MIDPOINT - Midpoint value MIDPOINT_Series MIDPOINT midpoint
⭐ MIDPRICE - Midpoint price MIDPRICE_Series MIDPRICE midprice
⭐ MAX - Max value MAX_Series MAX max
⭐ MIN - Min value MIN_Series MIN min
⭐ SUM - Summation SUM_Series SUM sum
⭐ ADD - Addition ADD_Series ADD add
⭐ SUB - Subtraction SUB_Series SUB sub
⭐ MUL - Multiplication MUL_Series MUL mul
⭐ DIV - Division DIV_Series DIV div
STATISTICS & NUMERICAL ANALYSIS
⭐ BIAS - Bias BIAS_Series bias
⭐ CORR - Pearson's Correlation Coefficient CORR_Series CORREL GetCorrelation
⭐ COVAR - Covariance COVAR_Series GetCorrelation
⛔ DECAY - Linear Decay decay
⛔ EDECAY - Exponential Decay edecay
⭐ ENTROPY - Entropy ENTROPY_Series entropy
⭐ KURTOSIS - Kurtosis KURT_Series kurtosis
⭐ LINREG - Linear Regression LINREG_Series GetSlope
⭐ MAD - Mean Absolute Deviation MAD_Series GetSma mad
⭐ MAPE - Mean Absolute Percent Error MAPE_Series GetSma
⭐ MED - Median value MED_Series median
⭐ MSE - Mean Squared Error MSE_Series GetSma
⛔ SKEW - Skewness skew
⭐ SDEV - Standard Deviation (Volatility) SDEV_Series STDDEV GetStdDev stdev
⭐ SSDEV - Sample Standard Deviation SSDEV_Series stdev
✔️ SMAPE - Symmetric Mean Absolute Percent Error SMAPE_Series
⭐ VAR - Population Variance VAR_Series VAR variance
⭐ SVAR - Sample Variance SVAR_Series variance
⛔ QUANTILE - Quantile quantile
✔️ WMAPE - Weighted Mean Absolute Percent Error WMAPE_Series
⭐ ZSCORE - Number of standard deviations from mean ZSCORE_Series GetStdDev zscore
TREND INDICATORS & AVERAGES
⛔ AFIRMA - Autoregressive Finite Impulse Response Moving Average
⭐ ALMA - Arnaud Legoux Moving Average ALMA_Series GetAlma alma
⛔ ARIMA - Autoregressive Integrated Moving Average
⭐ DEMA - Double EMA Average DEMA_Series DEMA GetDema dema dema
⭐ EMA - Exponential Moving Average EMA_Series EMA GetEma ema ema
⛔ EPMA - Endpoint Moving Average GetEpma
⛔ FRAMA - Fractal Adaptive Moving Average
⛔ FWMA - Fibonacci's Weighted Moving Average fwma
⛔ HILO - Gann High-Low Activator hilo
✔️ HEMA - Hull/EMA Average HEMA_Series
⛔ Hilbert Transform Instantaneous Trendline HT_TRENDLINE GetHtTrendline
⭐ HMA - Hull Moving Average HMA_Series GetHma hma hma
⛔ HWMA - Holt-Winter Moving Average hwma
✔️ JMA - Jurik Moving Average JMA_Series jma
⭐ KAMA - Kaufman's Adaptive Moving Average KAMA_Series KAMA GetKama kama kama
⛔ KDJ - KDJ Indicator (trend reversal) kdj
⛔ LSMA - Least Squares Moving Average
⭐ MACD - Moving Average Convergence/Divergence MACD_Series MACD GetMacd macd
⭐ MAMA - MESA Adaptive Moving Average MAMA_Series MAMA GetMama
⛔ MCGD - McGinley Dynamic mcgd
⛔ MMA - Modified Moving Average
⛔ PPMA - Pivot Point Moving Average
⛔ PWMA - Pascal's Weighted Moving Average pwma
⭐ RMA - WildeR's Moving Average RMA_Series rma
⛔ SINWMA - Sine Weighted Moving Average sinwma
⭐ SMA - Simple Moving Average SMA_Series SMA GetSma sma
⭐ SMMA - Smoothed Moving Average SMMA_Series GetSmma
⛔ SSF - Ehler's Super Smoother Filter ssf
⛔ SUPERTREND - Supertrend supertrend
⛔ SWMA - Symmetric Weighted Moving Average swma
⭐ T3 - Tillson T3 Moving Average T3_Series T3 GetT3 t3
⭐ TEMA - Triple EMA Average TEMA_Series TEMA GetTema tema
⭐ TRIMA - Triangular Moving Average TRIMA_Series TRIMA trima
⛔ TSF - Time Series Forecast TSF
⛔ VIDYA - Variable Index Dynamic Average vidya
⛔ VORTEX - Vortex Indicator vortex
⭐ WMA - Weighted Moving Average WMA_Series WMA GetWma wma
⭐ ZLEMA - Zero Lag EMA Average ZLEMA_Series zlma
VOLATILITY INDICATORS
⭐ ADL - Chaikin Accumulation Distribution Line ADL_Series AD GetAdl ad ad
⭐ ADOSC - Chaikin Accumulation Distribution Oscillator ADOSC_Series ADOSC GetAdl adosc adosc
⭐ ATR - Average True Range ATR_Series ATR GetAtr atr atr
⭐ ATRP - Average True Range Percent ATRP_Series GetAtr
⛔ BETA - Beta coefficient BETA GetBeta
⭐ BBANDS - Bollinger Bands® BBANDS_Series BBANDS GetBollingerBands bbands
⛔ CHAND - Chandelier Exit GetChandelier
⛔ CRSI - Connor RSI GetConnorsRsi
⛔ CVI - Chaikins Volatility cvi
⛔ DON - Donchian Channels GetDonchian
⛔ FCB - Fractal Chaos Bands GetFcb
⛔ FISHER - Fisher Transform GetFcb fisher
⛔ 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 rsi
⛔ SAR - Parabolic Stop and Reverse SAR GetParabolicSar
⛔ SRSI - Stochastic RSI STOCHRSI GetStochRsi
⛔ STARC - Starc Bands
⭐ TR - True Range TR_Series TRANGE GetTr true_range
⛔ UI - Ulcer Index
⛔ VSTOP - Volatility Stop
MOMENTUM INDICATORS & OSCILLATORS
⛔ AC - Acceleration Oscillator
⛔ ADX - Average Directional Movement Index ADX GetAdx adx
⛔ ADXR - Average Directional Movement Index Rating ADXR GetAdx adxr
⛔ AO - Awesome Oscillator GetAwesome ao
⛔ APO - Absolute Price Oscillator APO apo
⛔ AROON - Aroon oscillator AROON GetAroon aroon
⛔ BOP - Balance of Power BOP GetBop bop
⭐ CCI - Commodity Channel Index CCI_Series CCI GetCci cci
⛔ CFO - Chande Forcast Oscillator
⛔ CMO - Chande Momentum Oscillator CMO GetCmo cmo
⛔ 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
⛔ FOSC - Forecast oscillator fosc
⛔ 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
⛔ AOBV - Archer On-Balance Volume
⛔ CMF - Chaikin Money Flow
⛔ EOM - Ease of Movement emv
⛔ KVO - Klinger Volume Oscilaltor kvo
⭐ 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 Compatible and additional computed target framework versions.
.NET net5.0 was computed.  net5.0-windows was computed.  net6.0 is compatible.  net6.0-android was computed.  net6.0-ios was computed.  net6.0-maccatalyst was computed.  net6.0-macos was computed.  net6.0-tvos was computed.  net6.0-windows was computed.  net7.0 is compatible.  net7.0-android was computed.  net7.0-ios was computed.  net7.0-maccatalyst was computed.  net7.0-macos was computed.  net7.0-tvos was computed.  net7.0-windows was computed.  net8.0 was computed.  net8.0-android was computed.  net8.0-browser was computed.  net8.0-ios was computed.  net8.0-maccatalyst was computed.  net8.0-macos was computed.  net8.0-tvos was computed.  net8.0-windows was computed. 
.NET Core netcoreapp3.0 was computed.  netcoreapp3.1 was computed. 
.NET Standard netstandard2.1 is compatible. 
MonoAndroid monoandroid was computed. 
MonoMac monomac was computed. 
MonoTouch monotouch was computed. 
Tizen tizen60 was computed. 
Xamarin.iOS xamarinios was computed. 
Xamarin.Mac xamarinmac was computed. 
Xamarin.TVOS xamarintvos was computed. 
Xamarin.WatchOS xamarinwatchos was computed. 
Compatible target framework(s)
Included target framework(s) (in package)
Learn more about Target Frameworks and .NET Standard.

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