QuanTAlib - quantitative technical indicators for Quantower

(and other C#-based trading platorms)

Quantitative TA library (QuanTAlib) is a C# library of classess and methods for quantitative technical analysis useful for analyzing quotes with Quantower and other C#-based trading platforms.

QuanTAlib is written with some specific design criteria in mind - why there is 'yet another C# TA library':

Prioritize real-time data analysis: As new data items arrives, indicators don't have to re-calculate the entire history and can generate a result directly from the last item
Allow updates/corrections of the last quote - QuanTAlib is re-calculating the last value as many times as required before continuing to the new bar
Calculate early data right - calculated data is as valid as mathematically possible from the first value onwards - no blackout or warming-up periods. All indicators return data from the first bar, alongside with a flag isHot - defining if calculation is already stable.

QuanTAlib is intended for developers and users of Quantower, therefore it does not focus on privind sources of OHLCV quotes. There are some very basic data feeds available to use in the learning process: GBM_Feed for Random (Geometric Brownian Motion) data, and SyntheticVendor data generator for Quantower.

Coverage

List of indicators - implemented and planned

Validation

QuanTAlib uses validation tests with four other TA libraries to assure accuracy and validity of results: