Technical Indicators |
Technical Indicators try to measure market bias by identifying "buy" and "sell" signals through mathematical calculations based on indications of price and/or volume. The values obtained are used to forecast probable price changes.
FinAnalysis has implemented currently 49 built-in technical indicators as shown in the table below. To use a technical indicator in a strategy, you need to create an instance of its class. The table below lists the names of each class and its corresponding indicator name.
Class Name | Indicator |
|---|---|
Accumulation/Distribution | |
Augmented Dickey–Fuller test | |
Aroon | |
Average Directional Movement Rating | |
Average True Range | |
Autocorrelation | |
Autocorrelogram | |
Bollinger Bands | |
Commodity Channel Index | |
Correlation | |
Correlogram | |
Cumulative Moving Average | |
DeMarker | |
Exponential Moving Average | |
Force Index | |
Kaufman’s Adaptive Moving Average | |
Keltner Channels | |
Kwiatkowski-Phillips-Schmidt-Shin test | |
Least Squares Moving Average | |
Mass Index | |
Maximum | |
MESA Sine Wave | |
Minimum | |
Modified Moving Average | |
Momentum | |
Money Flow Index | |
Moving Average Convergence / Divergence | |
Moving Correlation Coefficient | |
Mutual Information | |
On Balance Volume | |
Parabolic SAR | |
Polarized Fractal Efficiency | |
Positive/Negative Volume Index | |
Price and Volume Trend | |
Price Oscillator | |
Random Walk Index | |
Rate of Change | |
Relative Strength Index | |
R-squared | |
Simple Moving Average | |
Slope of Linear Regression | |
Stochastic | |
Trading Envelope | |
True Range | |
Ultimate Oscillator | |
Value Area | |
Volume Weighted Average Price | |
Williams %R | |
William's Accumulation/Distribution |
To use an indicator in a strategy you need to use the following namespaces:
1using FinAnalysis.TA; 2using FinAnalysis.Base;
Correlators such as Autocorrelation, Autocorrelogram, Correlation, Correlogram and MutualInformation are described in additional document Correlations.