FinAnalysis.TA Namespace |
The FinAnalysis.TA namespace contains classes for technical indicators.
Classes| Class | Description | |
|---|---|---|
 | Ad |
Accumulation/Distribution technical indicator.
http://en.wikipedia.org/wiki/Accumulation/distribution_index
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| AdfTest |
Technical indicator that allows to test time series for stationarity.
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| AdfTestSlice |
The values of the AdfTest indicator.
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| Adxr |
Average Directional Movement Rating (ADXR) technical indicator.
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| Aroon |
Aroon technical indicator.
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| Atr |
Average True Range (ATR) technical indicator. http://en.wikipedia.org/wiki/Average_True_Range
Default Averaging Method is MMA, default period is 14.
You can specify any other averaging method. It must be a class, which implement IAverage interface.
|
| Autocorrelation |
Implemntation of autocorrelation calculation with specified lags.
http://en.wikipedia.org/wiki/Autocorrelation
Analog of MatLab "autocorr" for sliding windows and for only one specific lag.
|
| Autocorrelogram |
Implementation of time series Autocorrelogram calculation, ie calculation number of lagged autocorrelation values
with lag from zero to specified number.
http://en.wikipedia.org/wiki/Correlogram
Analog of MatLab "autocorr" for sliding windows.
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| Bollinger |
Bollinger Bands technical indicator.
http://en.wikipedia.org/wiki/Bollinger_bands
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| Cci |
Commodity Channel Index (CCI) technical indicator.
http://en.wikipedia.org/wiki/Commodity_Channel_Index
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| Cma |
Cumulative Moving Average (CMA) technical indicator.
http://en.wikipedia.org/wiki/Moving_average#Cumulative_moving_average
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| CoefficientOfVariation |
Get Coefficient Of Variation estimation.
http://en.wikipedia.org/wiki/Coefficient_of_variation
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| Correlation |
Implemntation of Correlation calculation with specified lags.
http://en.wikipedia.org/wiki/Correlation_and_dependence
Analog of MatLab "crosscor" for sliding windows and for only one specific lag.
|
| Correlogram |
Implementation of time series Correlogram calculation, ie calculation number of lagged Correlation values
with lag from zero to specified number.
http://en.wikipedia.org/wiki/Correlogram
Analog of MatLab "crosscorr(x,y)" and "corr(y,x)" (in unbiased case) for sliding windows.
|
| DeMarker |
DeMarker technical indicator.
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| Distribution |
Represents an main distribution characteristic determinator. http://en.wikipedia.org/wiki/Probability_distribution
This class for user specific uses. For time series queue listener please use DistributionListener class.
It will be useful for finding quantiles, averages, moments, distribution function, etc.
It uses AvlTree, so it is useful only on on-line dynamic value, where count of elements is more than 50.
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| Ema |
Exponential Moving Average (EMA) technical indicator.
http://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average
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| Envelope |
Trading Envelope technical indicator.
http://en.wikipedia.org/wiki/Moving_average#Simple_moving_average
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| ForceIndex |
Force Index technical indicator.
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| IchimokuCloud |
Ichimoku Cloud technical indicator. https://school.stockcharts.com/doku.php?id=technical_indicators:ichimoku_cloud
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| Kama |
Kaufman's Adaptive Moving Average (KAMA) technical indicator.
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| Keltner |
Keltner channels indicator.
http://en.wikipedia.org/wiki/Keltner_channel
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| KpssTest |
Allows to perform test of Kwiatkowski, Phillips, Schmidt and Shin (KPSS test) for stationarity.
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| KpssTestSlice |
The values of the KpssTest indicator.
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| Lsma |
Least Squares Moving Average (LSMA) technical indicator.
http://en.wikipedia.org/wiki/Linear_regression
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| Macd |
Represents Moving Average Convergence / Divergence (MACD) technical indicator.
http://en.wikipedia.org/wiki/MACD
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| MassIndex |
Mass Index.
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| Maximum |
Calculates maximum over the given period.
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| Mcc |
Moving Correlation Coefficient (MCC).
http://en.wikipedia.org/wiki/Correlation_and_dependence
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| MesaSinewave |
MESA Sinewave technical indicator.
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| Mfi |
Money Flow Index (MFI) technical indicator.
http://en.wikipedia.org/wiki/Money_flow
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| Minimum |
Calculates minimum over the given period.
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| Mma |
Modified Moving Average technical indicator.
http://en.wikipedia.org/wiki/Moving_average#Modified_Moving_Average
It is default averaging method for ATR, RWI etc.
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| Momentum |
Momentum technical indicator.
http://en.wikipedia.org/wiki/Momentum_(technical_analysis)
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| MutualInformation |
Implementation of calculation mutal information approximation between two data series using LSMA method.
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| Obv |
On Balance Volume (OVB) technical indicator.
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| Pfe |
Polarized Fractal Efficiency technical indicator.
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| PriceOscillator |
Common Price Oscillator.
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| Pvt |
Price and Volume Trend (PVT) technical indicator.
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| Roc |
Rate of Change (ROC) technical indicator.
http://en.wikipedia.org/wiki/Momentum_(technical_analysis)
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| RootMeanSquare |
Get root mean square estimation.
https://en.wikipedia.org/wiki/Root_mean_square
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| Rsi |
Relative Strength Index (RSI) technical indicator.
http://en.wikipedia.org/wiki/Relative_Strength_Index
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| RSquared |
R-Squared technical indicator.
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| Rwi |
Random Walk Index technical indicator.
If you do not specify period we use 14 as default.
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| Sar |
Parabolic Stop and Reverse (Parabolic SAR) technical indicator.
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| SecondRawMoment |
Get second raw moment estimation.
https://en.wikipedia.org/wiki/Moment_(mathematics)
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| Slope |
Slope of linear regression line.
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| Sma |
Simple Moving Average technical indicator.
http://en.wikipedia.org/wiki/Moving_average#Simple_moving_average
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| StandardDeviation |
Standard deviation technical indicator.
https://en.wikipedia.org/wiki/Standard_deviation
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| Stochastic |
Stochastic indicator.
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| TrueRange |
True Range technical indicator. http://en.wikipedia.org/wiki/Average_True_Range
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| UltimateOscillator |
Ultimate Oscillator technical indicator.
http://en.wikipedia.org/wiki/Ultimate_Oscillator
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| ValueArea |
Value Area technical indicator.
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| ValueAreaSlice |
Slice of values of Value Area technical indicator.
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| Variance |
Variance estimation technical indicator.
http://en.wikipedia.org/wiki/Variance
|
| VolumeIndex |
Positive/Negative Volume Index.
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| Vwap |
Volume Weighted Average Price.
http://en.wikipedia.org/wiki/VWAP
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| Wad |
William's Accumulation/Distribution technical indicator.
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| Wr |
William's %R technical indicator.
http://en.wikipedia.org/wiki/Williams_%25R
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| ZScore |
Standard score (Z-Score) technical indicator.
https://en.wikipedia.org/wiki/Standard_score
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Structures| Structure | Description | |
|---|---|---|
 | AdxrSlice |
Values of ADXR technical indicator.
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| AroonSlice |
Values of Aroon indicator.
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| BollingerSlice |
Values of Bollinger indicator.
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| EnvelopeSlice |
Values of Trading Envelope indicator.
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| KeltnerSlice |
Keltner Channels' values.
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| MacdSlice |
Represents values of MACD indicator.
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| MesaSinewaveSlice |
Slice of values MESA Sinewave indicator.
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| RwiSlice |
Values of Rwi indicator.
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| StochasticSlice |
Values of Stochastic indicator.
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| VolumeIndexSlice |
Values of Volume Index indicator.
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