QuanTAlib/lib/core/_index.md

Core

Price transforms and fundamental building blocks. These indicators compute derived prices from OHLCV bars and serve as inputs to higher-order indicators.

Indicators

Indicator	Full Name	Description
AVGPRICE	Average Price	(O+H+L+C) * 0.25 via FMA
MEDPRICE	Median Price	(H+L) * 0.5
MIDPOINT	Rolling Midpoint	(Max+Min) * 0.5 over lookback window
MIDPRICE	Mid Price	(Highest High + Lowest Low) * 0.5
MIDBODY	Open-Close Average	(O+C) * 0.5
TYPPRICE	Typical Price	(H+L+C) * OneThird via FMA
HA	Heikin-Ashi	Modified OHLC candles. Smoothed trend visualization. Output is TBar.
WCLPRICE	Weighted Close Price	(H+L+2C) * 0.25 via FMA

Architecture

All Core indicators share common traits:

• Zero allocation in Update hot path
• FMA optimization where applicable (Avgprice, Typprice, Wclprice)
• Multiplication over division (0.25 instead of /4, OneThird instead of /3)
• NaN/Infinity guard via last-valid-value substitution
• Bar correction via isNew rollback pattern
• Dual API with stateful Update + stateless static Calculate
• SIMD batch via ReadOnlySpan<double> / Span<double> overloads

TBar-Based vs TValue-Based

Type	Indicators	Input
TBar	AVGPRICE, MEDPRICE, MIDPRICE, MIDBODY, TYPPRICE, WCLPRICE	OHLCV bars
TValue	MIDPOINT	Single value series