Stock.Indicators

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

New minor feature:

• add IDE inline tooltip information with links to online documentation (e.g. in Visual Studio), example:

  

Chores:

• increase the history threshold for SuperTrend to match the underlying ATR threshold
• update code analysis and misc code cleanup
• update documentation
• remove internal use of GitVersion in build

New minor feature:

• add KDJ Index as an extension of Stochastic Oscillator

Special thanks to @muteddisk for contributing the idea.

New micro-features:

• added a results.Find() helper method to query a specific date in the indicator results collection (see docs)
• added a history.Validate() method to replace Cleaners.ValidateHistory() method

Chores:

• internals: refactor rename Cleaner class items to use more precise language
• updated performance benchmarks

New indicators:

• True Strength Index (TSI)
• Balance of Power (BOP)
• Percentage Volume Oscillator (PVO)
• Volume Weighted Average Price (VWAP)

Chores:

• minor bug fixes
• update documentation

New indicators:

• Awesome Oscillator
• Moving Average Envelopes
• STARC Bands
• Rolling Pivot Points

Minor breaking changes:

• update misc indicator history Exception thresholds based on a precision convergence analysis -- you may need to slightly increase the amount of history provided in some cases for RSI, MAMA, ADX, ATR, Chaikin Oscillator, ConnorsRSI, EMA, KAMA, Keltner Channels, MACD, PMO, Stochastic RSI, and TRIX.
• renamed several results properties for Sma trendlines to a less confusing name -- you'll have to update references if using the optional Sma signal line for ADL, OBV, PRS, ROC, and StdDev.

Bug fixes:

• Donchian Channel was including the current period for evaluating high/low thresholds
• Camarilla variant of Pivot Points had a math error in the PP value

New indicators:

• Pivot Points in 5 flavors
• Kaufman’s Adaptive Moving Average (KAMA)
• MESA Adaptive Moving Average (MAMA)
• Arnaud Legoux Moving Average (ALMA)

Modified indicators:

• increased history threshold for RSI (#222)

Chores:

• add Discussions for indicators and for other conversations

New indicators:

• SuperTrend (#199)
• Williams Fractal (#200)

Chores:

• extend unit tests (#194)
• fix for Satoshi cryptocurrency prices (#196)

New feature:

• allow the use of a custom generic quote class with IQuote interface - #179

This allows you to use your own historical quotes class so you can avoid having to transpose to the provided Quote class. You may still use the provided Quote class; however, this will give you an additional option. See Using custom quote classes in the guide for more information.

Special thanks to @MithrilMan for this contribution.

Minor bug fixes:

• fix: divide by zero error when using atypical or bad historical quotes data. Null result values for incalculable dates are now returned instead of thrown error. #188

Chores:

• add bad test data and corresponding unit tests to cover more unusual data scenarios

Minor breaking change (for few users):

• Replaced PrepareHistory with optional ValidateHistory method. The former is no longer needed to improve performance in high-frequency operations.

Chores:

• Removed internal indexes - #180

Resolved issues:

• Bollinger band divide by zero when the standard deviation is zero - #183
• Error when resizing and reusing historical quotes between calls - #170

• refactor: replace custom BadParameterException with standard ArgumentOutOfRangeException - #177
• revert bug fix that was introduced in version 1.0.6 since it created a scenario that would have corrupted history data if its length were manipulated and reused - #181

Minor breaking change:

• Fix typo in Williams %R name - #175 - you'll have to update the method, class, and class property name in your code by adding the missing "s"

Minor bug fix:

• Initialization period (first 100 periods) values of ADX were less precise - #173

• add .NET 5.0 framework targeting

Note: the package continues to include full compatibility and support for older .NET Framework, .NET Standard, and .NET Core targeted solutions. With that said, at some point, we will drop support for older frameworks when they become either obsolete or an impediment to continuous improvement.

Minor bug fix:

• Recompose the internal indexing of input history (historical quotes) for cases where it is cut down and reused after it was previously used or pre-cleaned. This is not a typical or common use case, but it can happen if a user is dynamically changing input history length between uses with methods like TakeLast() - see #170

• update the version number - #104
• update the documentation accordingly

New indicators:

• Triple EMA Oscillator (TRIX)

Chores:

• update docs to clarify the difference between TEMA and TRIX - #160

Updated indicators:

• added % change to PRS

Chores:

• update docs

New indicators:

• Ultimate Oscillator
• Price [Comparative] Relative Strength
• Triple EMA
• Slope / Linear Regression
• Volume SMA

Updated indicators:

• Add %B to Bollinger Bands
• Add optional SMA overlay for ADL, OBV, ROC, and STDEV

Chores and fixes:

• Update docs and charts
• Fix bad history sort resolution in Cleaner of test data

Special thanks to:

• @chetanku for contributing Ultimate Oscillator

Comments:
This is likely the last minor release prior to the initial v1.0 release (#104)

Internal chores only:

• final performance tuning (#114), for now; see test results
• add more unit tests to cover edge cases
• refactor code to address cyclomatic complexity