FinAnalysis

Functionality

• Great simplicity. Indicators' API specially designed to make simple operations in purely intuitive way:
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  Code example

  Sma sma = new Sma(10);
  private void OnBarClose(Bar bar)
  {
  sma.Add(bar.Close);
  if (bar.Close > sma.Value)
  {
  // Open position.
  }
  }
  

• All indicators use optimized algorithms and formulas that allow to perform fast recalculation in minimal time.
• A high precision mode has been added to prevent the growth of a computation error during data processing.
• Various options for technical indicators usage: point based sliding windows, time based sliding window, offline data processing.
• All indicators support large amount of options: input validation, resampling factors, cloning and copying of its internal state, accessing history of previous values, stability indicator.
• All indicators equipped with special attributes and interfaces making integration with any automated system as charting or pattern fetching frameworks fairly simple.
• Base classes provide an easiest way to extend library with your own indicators, which will automatically support all indicators' library features.
• Special collections make custom indicators implementation straightforward and intuitive. Custom collections maintain sliding windows and support statistics calculation.
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  Code example

  using System;
  using FinAnalysis.Base;
  [IndicatorCategory(IndicatorCategory.MovingAverage)]
  [Indicator("Simple Moving Average", "SMA", "SMA are used to smooth the data..")]
  class MySma : BaseSimpleIndicator<Double>, IAverager
  {
  private SimpleDataQueue valueQueue;
  [Constructor("Point Window")]
  public MySma([Parameter("Period", 14)] Int32 period)
  {
  unstableValuesCount = period;
  valueQueue = new SimpleDataQueue(period, true);
  }
  protected override Boolean Update(Double value, DateTime time, out Double result)
  {
  valueQueue.Put(value, time);
  result = valueQueue.ArithmeticMean;
  return true; 
  }
  }