Stock.Indicators

New indicators:

• Wilder's Volatility Stop
• Schaff Trend Cycle

Modified indicators:

• add K, D, and J aliases in results classes for Stochastic - #569

Bugs fixed:

• Stochastic does not handle negative values (non-standard usage) - #584

Chores:

• added a fully working sample Console App Example

Special thanks to:

• @rudeGit for recommending Volatility Stop
• @myalgomate for recommending Schaff Trend Cycle
• @jeonnagroup2 for your patronage

Minor indicator and utility updates:

• added 4 and 5 parameter variants for Ichimoku Cloud - #558
• added a quotes.Aggregate() variant that uses native TimeSpan argument values - #554

Special thanks to:

• @heavymanto for contributing the Aggregate variant
• @moslem7026 and @wclark17 for suggesting Ichimoku variants
• @wclark17 for your patronage

New/modified indicators:

• add Detrended Price Oscillator - #474
• extend SMA and EMA to allow specification of OHLCV candle part - #506

Special thanks to:

• @BlankaKorvo for inspiring DPO
• @bitwizardry for recommending and support SMA/EMA extension
• @StevenFischerWI for your patronage

New indicator:

• Pivots - #535

Potentially breaking change:

• added a lower limit constraint to Marubozu body size of 80% - #523

Chores:

• separated documentation for EMA, DEMA, and TEMA

New preview indicator:

• Marubozu candlestick pattern (preview)

  This is the first of many candlestick patterns that we intend to implement in the library. With this initial basic pattern, we hope to establish a baseline approach. Feedback appreciated. Follow the discussion on #220

Bugs fixed:

• HMA minimum historical quotes requirements calculation / documentation - #518

Chores:

• update the documentation to clarify indicators with convergence and repainting behavior

Special thanks to:

• @bobtabor for finding this strange HMA bug and for your patronage
• @heavymanto for suggesting documentation improvements

New indicator:

• Hurst Exponent (preview) - #466

Special thanks to:

• @8AWESOME4 for recommending Hurst Exponent

New indicator:

• Renko Chart / Price Transform (preview) - #479

New utilities for indicator results:

• RemoveWarmupPeriods() will remove the recommended or specific quantities of warmup periods from indicator results. - #470

• ConvertToQuotes() makes it easier to do indicator of indicators - #475

  // example: an RSI of Renko bricks
  IEnumerable<RsiResult> results 
    = quotes.GetRenko(..)
      .ConvertToQuotes()
      .GetRsi(14);
  

Breaking changes:

• Double and Triple EMA result classes were renamed from EmaResult to DemaResult and TemaResult, respectively. Also, property Ema was renamed to Dema and Tema, respectively.
• Rolling Pivots result class was renamed from PivotPointsResult to RollingPivotsResult to make it uniquely different from normal Pivot Point results.
• enum ZigZagType was renamed to EndType for reuse
• BadHistoryException was renamed to BadQuotesException - this will impact anyone catching this exception
• misc internal Pivot Point calculations were made private
• interface IResultBase was renamed to IResult
• numerous parameters were renamed, though this may not impact anyone

Chores (internals):

• update naming conventions, for example, we're using quotes instead of history to represent the historical quote collections.

Special thanks to:

• @vishalsmart for recommending Renko Charts

New feature:

Indicators can now be generated as an extension method of history. - #463
Please note this is not a breaking change as the original syntax still works as previously specified.

// existing original syntax
var results = Indicator.GetEma(history,lookbackperiod);

// newly added extension syntax
var results = history.GetEma(lookbackPeriod);

Documentation now shows the new extension approach syntax only.

Minor bug fix:

• add missing 30 minute interval to history.Aggregate() - #459

New feature:

• add history.Aggregate(newSize) helper method to resize history - #444

Minor breaking changes:

• PointType enum value Hour changed to OneHour. This is most commonly used in GetPivotPoints method
• Removed obsolete Cleaners.ValidateHistory(history) method. It was replaced by history.Validate() and history.Sort() syntax.

Special thanks to:

• @thomasd3 and @codebeaulieu for contributing code samples for quantization / resizing

Minor feature updates:

• add handling of more rare bad data scenarios for KVO - #450

New indicators:

• Rate of Change (ROC) with Bands
• Klinger Volume Oscillator

Chores:

• update documentation

Special thanks to:

• @codebeaulieu for your patronage

Minor bug fix:

• rarely occurring ADX div/zero - #423

Chores:

• update build and versioning
• add 404 page to doc site

New indicators:

• Ehlers Fisher Transform

Special thanks to:

• HK for recommending the FT indicator and @developer-myalgomate for providing useful information

Minor bug fix:

• rare Zig Zag initialization scenario - #400

⚠️ WARNING: This version contains a critical bug in ZigZag that was fixed in v1.10.6. Migrate to newer versions.

Minor bugfix:

• handle Zig Zag initialization bug - #400

Minor feature update:

• add Efficiency Ratio as output for KAMA - #398

Special thanks to:

• @Fredrik-C for recommending ER
• @sharpwood for finding and reporting the bug

New indicators:

• Williams Alligator and Gator Oscillator
• Smoothed Moving Average (SMMA)
• Elder-ray Index
• Force Index

Chores:

• update performance benchmarks
• update documentation

Special thanks to:

• @tanjera for contributing SMMA and Williams Alligator
• @ssathya for contributing documentation updates

New indicators:

• Hilbert Transform Instantaneous Trendline
• Standard Deviation Channels
• Endpoint Moving Average, aka Least-Squares Moving Average

Modified indicators

• added EPMA as an option for Moving Average Envelopes

Chores:

• reorganized Indicators page

Special thanks to:

• @Fredrik-C for recommending and testing HT Trendline
• @ray2k for recommending Standard Deviation Channels and inspiring EPMA

New indicators:

• Vortex Indicator (VI) - #340
• Fractal Chaos Bands (FCB) - #342
• Choppiness Index - #349

Special thanks to:

• @vebollu for recommending Vortex Indicator
• "BA" for recommending Fractal Chaos Bands
• @tanjera for contributing the code for Choppiness Index

New indicators:

• Tillson T3 Moving Average

Minor breaking change:

• Moved extra SMA analysis to new variant: GetSmaExtended. If you were using the extended=true parameter value in GetSma, you'll have to update the reference to the new separate extended method. See more info on this new convention to separate concerns.

Chores:

• Added GitHub lockbot to lock old closed issues and pull requests. Apologies for the spam notifications while that process caught up, for those of you who were watching the repo. It is caught up now.
• Update documentation