QuanTAlib 0.1.18

.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There is a newer version of this package available.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. 
dotnet add package QuanTAlib --version 0.1.18                

                    
                

            
NuGet\Install-Package QuanTAlib -Version 0.1.18
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="0.1.18" />
For projects that support PackageReference, copy this XML node into the project file to reference the package. 
paket add QuanTAlib --version 0.1.18                

                    
                

            
#r "nuget: QuanTAlib, 0.1.18"
#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=0.1.18

// Install QuanTAlib as a Cake Tool
#tool nuget:?package=QuanTAlib&version=0.1.18

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
  • 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
⭐ MAX - Max value MAX_Series MAX
⭐ MIN - Min value MIN_Series MIN
⛔ MID - Midpoint value MIDPOINT
⛔ MIDP - Midpoint price MIDPRICE
⛔ SUM - Summation 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 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.

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