Stock.Indicators

New indicator:

• True Range (TR) - see #845 for explanation

True Range was always part of the results for Average True Range (ATR), but we're pulling it out independently for people who want to apply any of our available moving average types instead.

Special thanks to:

• @barisertekin and @Erdogan34 for the recommendation

⚠️ If migrating from v1, install version 2.0.0 first to get informative errors and warnings to assist in the migration.

Minor new utility:

• results.Condense() utility function - #833, see the guide

Bug fixes:

• use null instead of NaN in results to reduce user friction - #839

Minor update:

• return the same length as the provided quotes when chaining, for consistency - #834

⚠️ If migrating from v1, install version 2.0.0 first to get informative errors and warnings to assist in the migration.

Chore: remove v1 migration helper error and warning messages

⚠️ If migrating from v1, install version 2.0.0 first to get informative errors and warnings to assist in the migration.

This release removes that information. See #802 for more information on breaking changes.

Major Release

This release introduces a major new indicator chaining capability and has breaking changes.

⚠️ If migrating from v1, install version 2.0.0 first to get informative errors and warnings to assist in the migration.

New features:

• indicator chaining - see #802 for details, examples, and a list of breaking changes
  • slope of any indicator - #630
  • moving average of any indicator, etc
  • indicator of indicators

Special thanks to:

• @preintel and others for recommending slope for indicators
• @ooples for general chaining inspiration

See our roadmap for notable planned features. We'll be working on a preview for streaming uses cases next; and will continue to work on new indicators and candlestick patterns. Help wanted!

Minor new features and updates:

• Basic Quote Transforms - #776
• add use of candlePart to MACD - #788
• made percent values in Doji and Marubozu non-decimalized for consistency - #791

⚠️ Minor breaking changes:

• numerous output values changed from decimal to double - #797, #799
• renamed class Signal to Match for candlestick patterns to avoid conflicts with common user names - #791

Internal chores:

• add gaussian Brownian motion random quotes to test rig - #803

Special thanks to:

• @tiger2014 for contributing candlePart for MACD
• @mihakralj for contributing GBM test rig tools

New features:

• .NET 7 (preview) target - #773
• HL2, OC2, HLC3, OHL3, OHLC4 selection CandlePart options for SMA, EMA, and WMA - #772

Not-really breaking changes, to rename a few things:

• ConvertToQuotes() renamed to ToQuotes(), to be consistent with the C# ToList() style.
• GetDoubleEma() renamed to GetDema()
• GetTripleEma() renamed to GetTema()

I've set the old names as Obsolete, so you'll get a compiler Warning to help you find where and how to rename things. The old names still work, so they're not technically broken.

Special thanks to:

• @mihakralj for inspiring all of the above changes

Minor indicator update:

• add candlePart param option for WMA - #764

Special thanks to @Miguelgs25 for the recommendation

Minor indicator updates:

• improve PSAR: exclude warmup results when no reversal identified - #758

Chores:

• refactor remove redundant EMA + SMA overrides - #757
• add documentation and examples for custom indicators - #698

Special thanks to:

• @Salardx for identifying PSAR scenario
• @LeeDongGeon1996 for steadfast commitment to our Python wrapper
• @JefitCho for your patronage

Modified indicators:

• change Beta to use returns - #744

Special thanks to:

• @dhpulsar for recommending changing this convention

Minor breaking change:

• rename library Candle class to CandleProperties to reduce user friction - #739

Special thanks to:

• @M22arius494 and @endeffects for recommending this change

New indicators:

• Doji (Preview) - #735

Updated indicators:

• added PeriodSize.Month option for quotes.Aggregate() helper utility - #730
• added better validation for Pivot Points parameter validation - #723

Special thanks to:

• @SvenSkrabal for recommending Month quote aggregation
• @overstartup for inspiring PP validation

Minor indicator updates:

• add ADX Rating to ADX indicator - #693
• base Heikin-Ashi and Renko results on IQuote - #718

Special thanks to:

• @ooples for contributing ADX Rating
• @moslem7026 for recommending Heikin-Ashi re-usability improvements

⚠️ Breaking changes:

• removed BadQuotesException - please review #685
• redesigned Marubozu (Preview) based on feedback - #683

Special thanks to:

• @Jammooly1 and @myalgomate for feedback on handling BadQuotesException
• @jimtollan for feedback on Marubozu

Updated indicators:

• add 3rd support/resistance level to Standard Pivot Points - #671

Special thanks to:

• @myalgomate for contributing PP update
• @Marcusbaker1 for your patronage

Updated indicators:

• parameterize Alligator (and corresponding Gator) - #662

Minor breaking change:

• multiplier parameter for Chandelier Exit was changed from decimal to double

Chores:

• refactoring internal methods for handling Quote types, resulting in measurable performance improvements

Special thanks to:

• @myalgomate for recommending Alligator parameterization

New indicators:

• Stochastic Momentum Indicator - #644
• Volume Weighted Moving Average - #658

⚠️ Breaking changes:

• performance tuning - #652 (see notes)
  General performance tuning makes the library about 2x faster.
  Numerous results properties and a few input parameters were changed from decimal to double data types.

Special thanks to:

• @myalgomate for recommending SMI
• @Salardx for recommending VWMA

Bug fixed:

• ZigZag UnhandledException with small data sets - #632

Special thanks to:

• @Fredrik-C for reporting and providing clear information and historical quote data to reproduce the error.

Minor indicator updates:

• added more parameters to Stochastic Oscillator for customization of KDJ - #621
• added initialFactor parameter to Parabolic SAR - #619
• added SMMA option for Moving Average Envelopes - #617

Minor bugs fixed:

• improper lines when ZigZag has not met the threshold - #618
• special exception to Parabolic SAR values during reversal - #620

Special thanks to:

• @kokazani for encouraging added KDJ customization
• @Salardx for providing data for ZigZag that uncovered an unusual error case
• @overstartup for recommending initialFactor for Parabolic SAR

Modified indicators:

• add Beta+/Beta- to Beta - #597
• add slow and fast EMA to MACD results - #595

Modify supported frameworks:

• add .NET 6.0
• remove .NET Framework 4.6.1

Chores:

• add simple backtest example code

Special thanks to:

• @GordonEldest for recommending Beta+/-
• @sophisma for recommending EMA additions to MACD