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

Quantitative TA Library (QuanTAlib) is an easy-to-use C# library for quantitative technical analysis with base algorithms, charts, signals and strategies useful for trading securities with Quantower and other C#-based trading platforms.

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

• Written in native C# - no code conversion from TA-LIB or other imported/converted TA libraries
• No usage of Decimal datatypes, LINQ, interface abstractions, or static classes (all for performance reasons)
• Supports both historical data analysis (working on bulk of historical arrays) and real-time analysis (adding one data item at the time without the need to re-calculate the whole history)
• Separation of calculations (algos) and visualizations (charts)
• Handle early data right - no hiding of poor calculations with NaN values (unless explicitly requested), data is as valid as mathematically possible from the first value
• Preservation of time-value integrity of each data throughout the calculation chain (each data point has a timestamp)
• Usage of events - each data series is an event publisher, each indicator is a subscriber - this allows seamless data flow between indicators without the need of plumbing (see MACD example to understand how events allow chaining of indicators)

QuanTAlib does not provide OHLCV quotes - but it can easily connect to any data feeds. There are some data feed classess available (RND_Feed for random OHLCV, YAHOO_Feed for Yahoo Finance daily stock data)

See Getting Started .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.

List of available and planned indicators. So. Much. To. Do...