Stock.Indicators

Chores:

• added charts to documentation to make it easier to visualize the indicators (all generated using this library)
• refactor: performance tuning on Double EMA

Bug fixes:

• AROON edge case #130
• CMF scaling updated #131
• ICHIMOKU class property name typo corrected
• ULCER INDEX protection on property removed

MINOR BREAKING CHANGES

• changed Volume data type from long to decimal in the Quote class
• added extended parameter to SMA to automatically exclude MAD, MSE, and MAPE calculations by default

Chores:

• significant performance tuning across all indicators
• added performance benchmarking tooling (see performance benchmarks)
• minor bug fixes
• update documentation

Special thanks to:

• @ikorman for contributing ideas for performance improvement
• @baidenx7 for contributing changes to Quote class to better support cryptocurrency's non-integer volume

MINOR BREAKING CHANGE
for Chandelier Exit:

• renamed parameter variant to type and changed it from string to ChandelierType enum

BREAKING CHANGES:

• Removed public accessibility to the Index property of both Quote and various results classes. From a user's perspective, Index no longer exists.
• Removed extra helper and analysis fields (e.g. IsBullish, IsIncreasing, IsDiverging, IsCrossed, etc) from various results classes
• This simplification and removal of extra features came from user feedback poll (#92) and is something I've been thinking about. A core theme of this library is that it just produces indicators, nothing more. A large majority of users also prefer a simple library without superfluous flourishes.

New indicators:

• Weighted Moving Average (WMA)
• Hull Moving Average (HMA)
• Zig Zag overlay
• Ichimoku Cloud

Chores:

• update documentation (add guidance for making indicator of indicators)
• refactor unit tests
• add dependabot configuration

Chores:

• performance tuning - #90
• update user guide - #89
• setup CI with Azure Pipelines using YAML - #87
• setup CodeQL analysis scanning - #85

New indicators:

• Money Flow Index (MFI)
• Price Momentum Oscillator (PMO)

Chores:

• add globalization considerations
• update documentation

• change Chandelier multiplier from double to decimal - potentially breaking change
• add [Serializable] attribute to public classes. this is needed in rare cases where package users want to convert object to binary or use certain types of compression

BREAKING CHANGES:

• updated Stochastic RSI to require more parameters to control the Stochastic behavior and change from scale of 1 to 100
• replace use of float with decimal data type in calculations and result data due to minor observed rounding errors

Chores:

• update unit tests and documentation

New indicators:

• Double Exponential Moving Average (DEMA)
• ConnorsRSI

Chores:

• protected SET on Index property in Quote and various results classes.

If you are using derived classes for any of these, see the using derived classes section in the Guide for more information.

New indicators:

• Keltner Channel
• Donchain Channel
• William %R
• R-Squared added to Correlation Coefficient output

Chores:

• update Chaikin Oscillator history requirements
• add unit tests for better code coverage

New indicators:

• On-balance Volume (OBV)
• Accumulation Distribution Line (ADL)
• Chaikin Money Flow (CMF)
• Chaikin Oscillator
• Rate of Change (ROC)

Chores:

• cleanup naming conventions
• update documentation

Updated SMA indicator with additional result elements: #45

• Mean Absolute Deviation
• Mean Square Error
• Mean Absolute Percentage Error

Updated indicators:

• Added more appropriate validation on EMA history requirements. Please note that this indicator does require substantially more history due to convergence. For example, an EMA(250) requires more than 3 years of history.
  Given that you may be getting your history from a feed, you'll need to handle the BadHistoryException or pre-validate the history you're getting to avoid surprises and errors.

• Reverted nullability for IsBullish flag on Heikin-Ashi. It was an unnecessary change.

Chores:

• Added Index value to test data spreadsheet

Updated indicators:

• added Width to Bollinger Bands result value
• added ATR Percentage (ATRP) result value

Chores:

• refactor and update unit tests

Updated indicators:

• added Z-Score to both Bollinger Band and Standard Deviation results

Buggy fixes:

• improved IsIncreasing results for RSI, Stochastic RSI, Stochastic, and Heikin-Ashi to better handle the "no change" edge case. The prior IsIncreasing value will now persist when there is no change and will only change when there is an actual reversal. In other words, no change does not count as a reversal anymore.

Chores:

• updated documentation, added some badges, etc.
• refactored some exceptions in modified indicators

Bug fixes:

• for Stochastic, RSI, and Stochastic RSI the IsIncreasing result value returned true when there was no change (e.g. should have been current > last instead of current >= last

Chores:

• update documentation
• add Jekyll GitHub Pages site -> https://daveskender.github.io/Stock.Indicators
• update packages

New indicators:

• Chandelier Exit overlay

Updated indicators:

• only adding the Oscillator component to Aroon output

New Indicators:

• Aroon Oscillator #23

Chores:

• added exception for insufficient history on all indicators; this is a POTENTIALLY BREAKING change if you are not supplying enough history. The README.md files for indicators provide guidance on minimum required and recommended amount of history to provide.

New indicators:

• standard deviation
• beta coefficient

Updated indicators:

• correlation coefficient - added variance and covariance outputs

Chores:

• update docs
• add code analyzers
• update build + add code coverage