QuanTAlib 0.1.17
.NET 6.0
This package targets .NET 6.0. The package is compatible with this framework or higher.
.NET Standard 2.0
This package targets .NET Standard 2.0. 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There is a newer version of this package available.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.
See the version list below for details.
dotnet add package QuanTAlib --version 0.1.17
NuGet\Install-Package QuanTAlib -Version 0.1.17
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="0.1.17" />
For projects that support PackageReference, copy this XML node into the project file to reference the package.
paket add QuanTAlib --version 0.1.17
The NuGet Team does not provide support for this client. Please contact its maintainers for support.
#r "nuget: QuanTAlib, 0.1.17"
#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=0.1.17 // Install QuanTAlib as a Cake Tool #tool nuget:?package=QuanTAlib&version=0.1.17
The NuGet Team does not provide support for this client. Please contact its maintainers for support.
QuanTAlib - quantitative technical indicators for Quantower and other C#-based trading platorms
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 |
|
| ✔️ ZL - De-lagged price (Zero-Lag) | ZL_Series |
||
| ⭐ MAX - Max value | MAX_Series |
MAX |
|
| ⛔ MID - Midpoint value | MIDPOINT |
||
| ⛔ MIDP - Midpoint price | MIDPRICE |
||
| ⭐ MIN - Min value | MIN_Series |
MIN |
|
| ⭐ 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 | ||
| ✔️ SSDEV - Sample Standard Deviation | SSDEV_Series | ||
| ✔️ SMAPE - Symmetric Mean Absolute Percent Error | SMAPE_Series | ||
| ✔️ VAR - Population Variance | VAR_Series | ||
| ✔️ 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 | ||
| ⛔ FWMA - Fibonacci's Weighted Moving Average | |||
| ✔️ 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 |
| ⛔ LSMA - Least Squares Moving Average | |||
| ⭐ MACD - Moving Average Convergence/Divergence | MACD_Series | MACD | GetMacd |
| ⛔ MAMA - MESA Adaptive Moving Average | MAMA | GetMama | |
| ⛔ 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 | ||
| ⭐ SMMA - Smoothed Moving Average | SMMA_Series | ||
| ⛔ SSF - Ehler's Super Smoother Filter | |||
| ⛔ SUP - Supertrend | |||
| ⛔ SWMA - Symmetric Weighted Moving Average | |||
| ⛔ T3 - Tillson T3 Moving Average | |||
| ⭐ TEMA - Triple EMA Average | TEMA_Series | ||
| ⛔ TRIMA - Triangular Moving Average | |||
| ⛔ VIDYA - Variable Index Dynamic Average | |||
| ⭐ WMA - Weighted Moving Average | WMA_Series | ||
| ✔️ 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 |
| ⛔ 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 | |
| ⭐ RSI - Relative Strength Index | RSI_Series | ||
| ⛔ SAR - Parabolic Stop and Reverse | SAR | GetParabolicSar | |
| ⛔ SRSI - Stochastic RSI | |||
| ⛔ STARC - Starc Bands | |||
| ⭐ TR - True Range | TR_Series | ||
| ⛔ 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 | |||
| ⛔ CMF - Chaikin Money Flow | |||
| ⛔ CMO - Chande Momentum Oscillator | CMO | GetCmo | |
| ⛔ COG - Center of Gravity | |||
| ⛔ 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 | |
| ⛔ ROC - Rate of Change (Momentum) | MOM | GetRoc | |
| ⛔ NVI - Negative Volume Index | |||
| ⛔ PO - Price Oscillator | |||
| ⛔ PPO - Percentage Price Oscillator | PPO | ||
| ⛔ PMO - Price Momentum Oscillator | |||
| ⛔ PVI - Positive Volume Index | |||
| ⛔ RVGI - Relative Vigor Index | |||
| ⛔ SMI - Stochastic Momentum Index | |||
| ⛔ STOCH - Stochastic Oscillator | |||
| ⛔ TRIX - 1-day ROC of TEMA | |||
| ⛔ TSI - True Strength Index | |||
| ⛔ UO - Ultimate Oscillator | |||
| ⛔ WGAT - Williams Alligator | |||
| VOLUME INDICATORS | QuanTAlib | TA-LIB | Skender |
| ⛔ AOBV - Archer On-Balance Volume | |||
| ⛔ OBV - On-Balance Volume | 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 | |||
| Unsorted | QuanTAlib | TA-LIB | Skender |
| ⛔ CHN - Price Channel | |||
| ⛔ COPPOCK - Coppock Curve | |||
| ⛔ EOM - Ease of Movement | |||
| ⛔ HILO - Gann High-Low Activator | |||
| ⛔ HT - HT Trendline | |||
| ⛔ MCGD - McGinley Dynamic | |||
| ⛔ STC - Schaff Trend Cycle | |||
| ⛔ WILLR - Larry Williams' %R | |||
| ⛔ VOR - Vortex Indicator | |||
| ⛔ PVT - Pivot Points | |||
| ⛔ KDJ - KDJ Index | |||
| ⛔ CHAND - Chandelier Exit |
| Product | Versions 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 | netcoreapp2.0 was computed. netcoreapp2.1 was computed. netcoreapp2.2 was computed. netcoreapp3.0 was computed. netcoreapp3.1 was computed. |
| .NET Standard | netstandard2.0 is compatible. netstandard2.1 was computed. |
| .NET Framework | net461 was computed. net462 was computed. net463 was computed. net47 was computed. net471 was computed. net472 was computed. net48 was computed. net481 was computed. |
| MonoAndroid | monoandroid was computed. |
| MonoMac | monomac was computed. |
| MonoTouch | monotouch was computed. |
| Tizen | tizen40 was computed. 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.
-
.NETStandard 2.0
- System.Text.Json (>= 6.0.6)
-
net6.0
- System.Text.Json (>= 6.0.6)
-
net7.0
- System.Text.Json (>= 6.0.6)
NuGet packages
This package is not used by any NuGet packages.
GitHub repositories
This package is not used by any popular GitHub repositories.
| Version | Downloads | Last updated |
|---|---|---|
| 0.7.13 | 37 | 11/9/2024 |
| 0.7.12 | 36 | 11/8/2024 |
| 0.7.11 | 40 | 11/5/2024 |
| 0.7.10 | 35 | 11/5/2024 |
| 0.7.9 | 43 | 11/4/2024 |
| 0.7.6 | 39 | 11/3/2024 |
| 0.7.5 | 33 | 11/3/2024 |
| 0.7.4 | 37 | 11/2/2024 |
| 0.7.3 | 38 | 10/30/2024 |
| 0.7.2 | 39 | 10/28/2024 |
| 0.7.1 | 40 | 10/26/2024 |
| 0.7.0 | 39 | 10/25/2024 |
| 0.6.2 | 57 | 10/14/2024 |
| 0.6.1 | 49 | 10/14/2024 |
| 0.5.2 | 53 | 10/12/2024 |
| 0.5.0 | 64 | 9/30/2024 |
| 0.4.2 | 75 | 9/26/2024 |
| 0.4.0 | 52 | 9/24/2024 |
| 0.3.1 | 59 | 9/23/2024 |
| 0.3.0 | 52 | 9/23/2024 |
| 0.2.26 | 628 | 5/4/2023 |
| 0.2.4 | 225 | 4/17/2023 |
| 0.2.3 | 216 | 4/8/2023 |
| 0.2.2 | 198 | 4/8/2023 |
| 0.2.1 | 211 | 4/8/2023 |
| 0.2.0 | 196 | 4/7/2023 |
| 0.1.31 | 201 | 4/3/2023 |
| 0.1.30 | 203 | 3/30/2023 |
| 0.1.29 | 239 | 3/20/2023 |
| 0.1.28 | 222 | 3/20/2023 |
| 0.1.27 | 320 | 1/9/2023 |
| 0.1.25 | 294 | 1/4/2023 |
| 0.1.24 | 290 | 12/22/2022 |
| 0.1.23 | 310 | 12/6/2022 |
| 0.1.22 | 357 | 11/19/2022 |
| 0.1.21 | 328 | 11/18/2022 |
| 0.1.20 | 332 | 11/16/2022 |
| 0.1.19 | 79 | 11/14/2022 |
| 0.1.18 | 363 | 11/12/2022 |
| 0.1.17 | 322 | 11/11/2022 |
| 0.1.16 | 336 | 11/9/2022 |
| 0.1.15 | 112 | 11/6/2022 |
| 0.1.14 | 494 | 5/12/2022 |
| 0.1.13 | 445 | 4/30/2022 |
| 0.1.12 | 429 | 4/25/2022 |
| 0.1.11 | 414 | 4/20/2022 |
| 0.1.10-beta | 176 | 4/16/2022 |
| 0.1.1 | 43 | 10/14/2024 |
| 0.0.1 | 136 | 5/4/2023 |