Stock.Indicators

Warning
Preview releases are experimental and volatile with breaking changes and conventions.

Note
There will be a series of preview releases that implement streaming use cases. We expect possibly 5-10 preview pre-releases before we make an official stable v3 package.

This is only a rebase to catch up changes from main. See #1018 for ongoing discussion of the v3 previews.
We’ve released a new Stock Indicators for .NET NuGet package. See Skender.Stock.Indicators @ NuGet.org for more information.

Changes: Maintenance release only. No new preview features.

• 2f5e393e762fdc7b7cb1fe60688da282333e519f Merge branch 'main' into v3

We’ve released a new Stock Indicators for .NET NuGet package. See Skender.Stock.Indicators @ NuGet.org for more information.

Changes:

• b952eee530a8580e805e1392be18d2e506f08e72 chore: update packages (#1109)
• aba673cefcc46d2e3006b6a47934d3c4869cdbaf fix: stoch SMMA init bug (#1108)
• c4f020d5aae4e20c9bd20289b7474f4d54565500 fix: banner url (#1105)
• 196224295deb4cdfe4c63b7d73a6e9ffa44c3beb chore: update docs (#1104)

This list of changes was auto generated.

Special thanks to @MhAllan for finding and reporting STC bug

We’ve released a new Stock Indicators for .NET NuGet package. See Skender.Stock.Indicators @ NuGet.org for more information.

Changes:

• 737f536039e0befb07a1103abf41edeef806b860 add SMI default values (#1081)
• 7c7495eff9e3fb8299c7f470bbb19396e6b053ed remove default value for StarcBands (#1046)
• 82d5dc4f6de1c3cf7d8d5ed3c0c049edc21aaa7d refactor: ToSortedCollection (#1038)

This list of changes was auto generated.

This is only a rebase to catch up changes from main

Changes:

• 520a454fc5b65c7978ebd306282d487f1c8b537a Merge branch main into v3
• 2fb01afe549fad28a7a7742791e82c64dbbc0be9 refactor: codacy cleanup (#1042)
• 82d5dc4f6de1c3cf7d8d5ed3c0c049edc21aaa7d refactor: ToSortedCollection (#1038)
• 4a81d4d3430ca88134f52eea05e292d318c0d750 remove app type (#1040)
• ba0716968bd6db541f82b37b6e864165900bb289 chore: update docs (#1036)
• ba28312343696287f35953e432576f651e03e181 chore: update docs (#1009)

• 39bf1150c1c82bcf08add39750f4f2b838e46a41 streaming preview: quotes, use, EMA, SMA (#824)
• 1791086ee0c2a8d3f62a2f30939371139893111e rebase version branch (#1013)

This list of changes was auto generated.

Changes:

• 35317c5a26407294729b60e773da8feabb1b4814 adjust PSAR validation (#1030)

This list of changes was auto generated.

Minor fix:

• 6bc622fe229338ada0f03521a8d7f9d7e4ac6502 fix: Candle Properties not accessible (#1027)

This list of changes was auto generated.

Special thanks to @RobertWeaver for finding and fixing.

Minor updates and maintenance

• add Beta, Corr, Prs chaining options (#983)
• new T3 initialization (#989)
• upgrade misc utilities (#985)

Breaking changes ⚠️

• IQuote.Date should be replaced by ISeries.Date if you have a customized (renamed) quote date property
• .ToTupleCollection(NullTo.Null2NaN) was replaced by a simpler .ToTupleNaN()

Changes:

• 2e99d57f9479c5b4a11c5a718e0d1915c7ec1e58 chore: code cleanup (#1011)
• 7020552f8427cdede48270907c84ab800d5f1579 chore: code cleanup (#1008)
• 2942ab2c3fd88579d8f6153a0013eccbd8a12422 chore: code cleanup (#1003)
• 758dc17cdaa95102b33c1ab5ea5dc450abbcd660 chore: update build (#1007)
• afc5b9af8c9aad81aa1a773219a5256b2198cc77 fix 404 redirect (#1000)
• 81dc3312620df6e72f363e9cd2350e8a7e2249b8 add 404 redirect (#999)
• fb92dfc6394d01992b8bd087c6ac679b03f1e12a chore: replace doc tables (#996)
• 1a22bc3126c7c2f90eb4201ad43db740ed5ee764 new T3 initialization (#989)
• d558832c4f487964dffafdab46f92d3147c8b2ca add prepend sync to Beta, Corr, Prs (#993)
• b2c3db7de66d22a47d6af2b67e0e839fa8cfdc4f add Beta, Corr, Prs chaining options (#983)

• 165ab69bf3a34169e4167ec956a4b847bad231e0 chore: code cleanup (#991)
• c8fd6edbed7eec192ffd3d97f91288f136e063d9 upgrade misc utilities (#985)
• 0357fe83a0209e4c26dab557f8eb350f6a06e324 chore: update docs (#987)

This list of changes was auto generated.

Warning
Preview releases are experimental and volatile with breaking changes and conventions.

Note
This is the first in a series of preview releases that implement streaming use cases. We expect possibly 5-10 preview pre-release versions before we make an official stable v3 package.

New features and scenarios:

• handle live quotes and provide them to other subscribers
• enable Use, EMA, and SMA indicator streaming
• live test case for WebSocket in /tests/observe/ in v3 branch

See #824 for more information and limitations on these use cases, and #1018 for general discussion and feedback.

Special thanks to @codebeaulieu, @danbopes, @martonb, and @mihakralj for early feedback and ideas

Minor update:

• reduced minimum lookbackPeriod value for Hurst Exponent

❤️ Special thanks to @sshquack for contributing it.

Minor fix:

• fix: make quotes.ToSortedCollection() public for those needing it to make custom indicators - #976

⚠️ Breaking changes for custom indicator developers:

• use generic base return types for several newly public utility methods

This is needed for wider extensibility and compliance to the Common Language Specification (CLS).

See #970 for details.

Bug fixed:

• CMO use of daily momentum - #962

Special thanks to @mihakralj for analyzing and reporting

Minor change to accommodate custom indicator chaining:

• make IReusableResult a public interface - #953

This enables custom indicators to be chainable. Example:

// custom external results class
public class MyCustomResult : ResultBase, IReusableResult
{
    public double? MyCustomValue { get; set; }
    
    // identify value choice for further chaining
    double? IReusableResult.Value => MyCustomValue;
}

Special thanks to @drakepro for recommending it. See our guide to learn more about creating custom indicators.

Minor improvements:

• add Dominant Cycle Periods to HT Trendline - #948
• discontinue calculation of True Range on first bar - #949, shifts calculation start by one bar for:
  • True Range and Average True Range
  • ATR Stop
  • Chandelier Exit
  • STARC Bands
  • SuperTrend
  • Volatility Stop

Special thanks to @mihakralj and @twopirllc for inspiring these changes.

Chores:

• documentation site has moved to dotnet.stockindicators.dev
• removed .NET 5.0 target framework (inline with Microsoft support ending)

Minor enhancement:

• add configurable adjustment k-factor for McGinley Dynamic - #901

Minor bug fix:

• Slope allows an invalid lookback value of 1 when 2 or more are needed to produce values - #898

Special thanks to:

• @myalgomate for recommending customizable k-factor

New indicators:

• ATR Trailing Stop - #891
• Chande Momentum Oscillator - #893

Special thanks to:

• @wclark17 for recommending CMO
• @myalgomate for recommending ATR Trailing Stop
• @stridskoma2 and @myalgomate for your patronage

❤️ If you use our library and like what we're doing, consider becoming a sponsor.

Oops, forgot to make .ToQuotes() public for HeikinAshi - #881

New indicators:

• McGinley Dynamic moving average - #875

Bugs fixes and improvements:

• fix: Renko pivot bricks - #877
• improved handling of flat quotes for ADX - #863
• added .ToQuotes() option for Heikin-Ashi - #873
• exposed numerous utility functions - #878

Special thanks to @myalgomate, @moslem7026, @burakoner, and @shinel70 for recommending these items.

Bug fixed:

• ADX producing NaN result values with flat quotes over warmup periods - #859

Special thanks to:

• @myalgomate for reporting the issue

Minor feature improvement:

• Stochastic RSI can now be generated from a prior chainable indicator - #854

Special thanks to:

• @cyberyaga for identifying this use case