QuanTAlib/docs/readme.md

# QuanTAlib - quantitative technical indicators for Quantower and other C#-based trading platorms

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**Quan**titative **TA** **lib**rary (QuanTAlib) is a C# library of classess and methods for quantitative technical analysis useful for trading securities with [Quantower](https://www.quantower.com/) and other C#-based trading platforms.

**QuanTAlib** is written with some specific design criteria in mind - some reasons why there is '_yet another C# TA library_':

- Supports both **historical data analysis** (working on bulk of historical arrays) and **real-time streaming analysis** (adding one data item at the time without the need to re-calculate the whole history)
- **Calculate early data right** - no hiding of incomplete calculations with NaN values (unless explicitly requested), data is as valid as mathematically possible from the first value
- Usage of events for communication between indicators - each data series is an event publisher, each indicator can be a subscriber - this allows easy and seamless data flow between indicators

If not obvious, QuanTAlib is intended for developers, and it does not focus on sources of OHLCV quotes. There are some very basic data feeds available to use in the learning process: `RND_Feed` and `GBM_Feed` for random data, `Yahoo_Feed` and `Alphavantage_Feed` for a quick grab of daily data of US stock market.

See [Getting Started](https://github.com/mihakralj/QuanTAlib/blob/main/Docs/getting_started.ipynb) .NET interactive notebook to get a feel how library works. Developers can use QuanTAlib in .NET interactive or in console apps, but the best usage of the library is withing C#-enabled trading platforms - see **QuanTower_Charts** folder for Quantower examples.

### Coverage

[List of all indicators - current and planned](indicators.md)

- **Basic calculations:** ADD, DIV, MAX, MIDPOINT, MIDPRICE, MIN, MUL, SUB, SUM, ZL
- **Momentum:** CCI
- **Statistics:** BIAS, VORR, COVAR, ENTROPY, KURTOSIS, LINREG, MAD, MAPE, MEDIAN, MSE, SDEV, SMAPE, SSDEV, SVAR, VAR, WMAPE, ZSCORE
- **Trends:** ALMA, DEMA, DWMA, 3EMA, HEMA, HMA, JMA, KAMA, MACD, MAMA, RMA, SMA, SMMA, T3, TEMA, TRIMA, TRIX, WMA, ZLEMA
- **Volatility:** ADL, ADOSC, ATR, ATRP, BBANDS, CMO, RSI
- **Volume:** OBV
- **Feeds:** GBM, RND, Yahoo, Alphavantage

### Validation

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

- [TA-LIB](https://www.ta-lib.org/function.html)
- [Skender Stock Indicators](https://dotnet.stockindicators.dev/)
- [Pandas-TA](https://twopirllc.github.io/pandas-ta/)
- [Tulip Indicators](https://tulipindicators.org/)