﻿FinAnalysis.TA Namespace

# FinAnalysis.TA Namespace

The FinAnalysis.TA namespace contains classes for technical indicators.
Classes
ClassDescription
Accumulation/Distribution technical indicator. http://en.wikipedia.org/wiki/Accumulation/distribution_index
Technical indicator that allows to test time series for stationarity.
The values of the AdfTest indicator.
Average Directional Movement Rating (ADXR) technical indicator.
Aroon
Aroon technical indicator.
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.
Bollinger
Bollinger Bands technical indicator. http://en.wikipedia.org/wiki/Bollinger_bands
Cci
Commodity Channel Index (CCI) technical indicator. http://en.wikipedia.org/wiki/Commodity_Channel_Index
Cma
Cumulative Moving Average (CMA) technical indicator. http://en.wikipedia.org/wiki/Moving_average#Cumulative_moving_average
CoefficientOfVariation
Get Coefficient Of Variation estimation. http://en.wikipedia.org/wiki/Coefficient_of_variation
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.
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.
Ema
Exponential Moving Average (EMA) technical indicator. http://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average
Envelope
ForceIndex
Force Index technical indicator.
IchimokuCloud
Ichimoku Cloud technical indicator. https://school.stockcharts.com/doku.php?id=technical_indicators:ichimoku_cloud
Kama
Kaufman's Adaptive Moving Average (KAMA) technical indicator.
Keltner
Keltner channels indicator. http://en.wikipedia.org/wiki/Keltner_channel
KpssTest
Allows to perform test of Kwiatkowski, Phillips, Schmidt and Shin (KPSS test) for stationarity.
KpssTestSlice
The values of the KpssTest indicator.
Lsma
Least Squares Moving Average (LSMA) technical indicator. http://en.wikipedia.org/wiki/Linear_regression
Macd
Represents Moving Average Convergence / Divergence (MACD) technical indicator. http://en.wikipedia.org/wiki/MACD
MassIndex
Mass Index.
Maximum
Calculates maximum over the given period.
Mcc
Moving Correlation Coefficient (MCC). http://en.wikipedia.org/wiki/Correlation_and_dependence
MesaSinewave
MESA Sinewave technical indicator.
Mfi
Money Flow Index (MFI) technical indicator. http://en.wikipedia.org/wiki/Money_flow
Minimum
Calculates minimum over the given period.
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.
Momentum
Momentum technical indicator. http://en.wikipedia.org/wiki/Momentum_(technical_analysis)
MutualInformation
Implementation of calculation mutal information approximation between two data series using LSMA method.
Obv
On Balance Volume (OVB) technical indicator.
Pfe
Polarized Fractal Efficiency technical indicator.
PriceOscillator
Common Price Oscillator.
Pvt
Price and Volume Trend (PVT) technical indicator.
Roc
Rate of Change (ROC) technical indicator. http://en.wikipedia.org/wiki/Momentum_(technical_analysis)
RootMeanSquare
Get root mean square estimation. https://en.wikipedia.org/wiki/Root_mean_square
Rsi
Relative Strength Index (RSI) technical indicator. http://en.wikipedia.org/wiki/Relative_Strength_Index
RSquared
R-Squared technical indicator.
Rwi
Random Walk Index technical indicator. If you do not specify period we use 14 as default.
Sar
Parabolic Stop and Reverse (Parabolic SAR) technical indicator.
SecondRawMoment
Get second raw moment estimation. https://en.wikipedia.org/wiki/Moment_(mathematics)
Slope
Slope of linear regression line.
Sma
Simple Moving Average technical indicator. http://en.wikipedia.org/wiki/Moving_average#Simple_moving_average
StandardDeviation
Standard deviation technical indicator. https://en.wikipedia.org/wiki/Standard_deviation
Stochastic
Stochastic indicator.
TrueRange
True Range technical indicator. http://en.wikipedia.org/wiki/Average_True_Range
UltimateOscillator
Ultimate Oscillator technical indicator. http://en.wikipedia.org/wiki/Ultimate_Oscillator
ValueArea
Value Area technical indicator.
ValueAreaSlice
Slice of values of Value Area technical indicator.
Variance
Variance estimation technical indicator. http://en.wikipedia.org/wiki/Variance
VolumeIndex
Positive/Negative Volume Index.
Vwap
Volume Weighted Average Price. http://en.wikipedia.org/wiki/VWAP
William's Accumulation/Distribution technical indicator.
Wr
William's %R technical indicator. http://en.wikipedia.org/wiki/Williams_%25R
ZScore
Standard score (Z-Score) technical indicator. https://en.wikipedia.org/wiki/Standard_score
Structures
StructureDescription
AroonSlice
Values of Aroon indicator.
BollingerSlice
Values of Bollinger indicator.
EnvelopeSlice