Example usage code

To help you get started, here are a few minimalist .NET C# projects that you can review. They are complete working examples.

ConsoleApp is a minimalist example of how to use the library (start here)
Backtest is a slightly more complicated example of how to analyze results
CustomIndicatorsLibrary shows how you can create your own custom indicators
CustomIndicatorsUsage shows how you'd use custom indicators just like any other in the main library
UseQuoteApi shows how you'd get quotes from an API quote source, using the Alpaca SDK for .NET

For more information on how to use this library overall, see the Guide.

Getting started with our sample projects

We use an external API quote source for our streaming and quote API examples. If you intend to run those locally, you'll need to get a free Alpaca API key and secret, then set your local environment variables.

Run the following command line items to set, after replacing the MY-ALPACA-KEY and MY-ALPACA-SECRET values; then restart your IDE.

bash

# use your own keys
setx ALPACA_KEY "MY-ALPACA-KEY"
setx ALPACA_SECRET "MY-ALPACA-SECRET"

Get and run the sample projects

Download the ZIP file and extract contents
Open Examples.sln in Visual Studio
Review the code in the Program.cs file(s)
Run the ConsoleApp or any other project with one of the following methods:
- select (will be bold in Solution Explorer) and press the CTRL+F5 key
- execute dotnet run CLI command in the ConsoleApp project folder
- clicking the play button

Backtest example

/* This is a basic 20-year backtest-style analysis of
 * Stochastic RSI.  It will buy-to-open (BTO) one share
 * when the Stoch RSI (%K) is below 20 and crosses over the
 * Signal (%D). The reverse Sell-to-Close (STC) and
 * Sell-To-Open (STO) occurs when the Stoch RSI is above 80 and
 * crosses below the Signal.
 *
 * As a result, there will always be one open LONG or SHORT
 * position that is opened and closed at signal crossover
 * points in the overbought and oversold regions of the indicator.
 */

// fetch historical quotes from data provider
List<Quote> quotesList = GetQuotesFromFeed()
  .ToList();

// calculate Stochastic RSI
List<StochRsiResult> resultsList =
  quotesList
  .ToStochRsi(14, 14, 3, 1)
  .ToList();

// initialize
decimal trdPrice = 0;
decimal trdQty = 0;
decimal rlzGain = 0;

Console.WriteLine("   Date   Close  StRSI Signal  Cross  Net Gains");
Console.WriteLine("-------------------------------------------------------");

// roll through source values
for (int i = 1; i < quotesList.Count; i++)
{
  Quote q = quotesList[i];
  StochRsiResult e = resultsList[i];   // evaluation period
  StochRsiResult l = resultsList[i - 1]; // last (prior) period
  string cross = string.Empty;

  // unrealized gain on open trade
  decimal trdGain = trdQty * (q.Close - trdPrice);

  // check for LONG event
  // condition: Stoch RSI was <= 20 and Stoch RSI crosses over Signal
  if (l.StochRsi <= 20
   && l.StochRsi < l.Signal
   && e.StochRsi >= e.Signal
   && trdQty != 1)
  {
    // emulates BTC + BTO
    rlzGain += trdGain;
    trdQty = 1;
    trdPrice = q.Close;
    cross = "LONG";
  }

  // check for SHORT event
  // condition: Stoch RSI was >= 80 and Stoch RSI crosses under Signal
  if (l.StochRsi >= 80
   && l.StochRsi > l.Signal
   && e.StochRsi <= e.Signal
   && trdQty != -1)
  {
    // emulates STC + STO
    rlzGain += trdGain;
    trdQty = -1;
    trdPrice = q.Close;
    cross = "SHORT";
  }

  if (cross != string.Empty)
  {
    Console.WriteLine(
    $"{q.Timestamp,10:yyyy-MM-dd} " +
    $"{q.Close,10:c2}" +
    $"{e.StochRsi,7:N1}" +
    $"{e.Signal,7:N1}" +
    $"{cross,7}" +
    $"{rlzGain + trdGain,13:c2}");
  }
}

Console output

console

   Date         Close  StRSI Signal  Cross    Net Gains
-------------------------------------------------------
1999-11-01  $1,354.12   92.0   97.3  SHORT        $0.00
1999-12-01  $1,397.72   14.6    4.9   LONG     ($87.20)
1999-12-28  $1,457.66   96.9   97.6  SHORT       $76.28
2000-01-06  $1,403.45    5.2    2.9   LONG      $124.76
2000-02-09  $1,411.71   63.4   80.3  SHORT       $87.07
2000-02-22  $1,352.17    9.3    6.0   LONG      $197.89
2000-03-06  $1,391.28   77.8   92.6  SHORT      $216.57
2000-04-06  $1,501.34   22.0    7.3   LONG     ($42.66)
2000-05-17  $1,447.80   77.6   92.5  SHORT     ($39.68)
2000-05-24  $1,399.05   33.8   19.8   LONG      $111.36
2000-06-05  $1,467.63   89.9   96.1  SHORT      $199.77
2000-06-26  $1,455.31   29.8    9.9   LONG      $155.83
2000-07-14  $1,509.98  100.0  100.0  SHORT      $252.85
2000-07-25  $1,474.47   18.9   14.3   LONG      $269.20
2000-08-09  $1,472.87   82.5   90.9  SHORT      $230.49
2000-09-07  $1,502.51   29.4   18.2   LONG      $172.81
2000-10-23  $1,395.78   99.0   99.7  SHORT     ($11.01)
2000-11-14  $1,382.95   45.2   15.1   LONG      $121.38
2000-12-12  $1,371.18   89.0   94.1  SHORT       $85.01
2000-12-18  $1,322.74   34.5   34.4   LONG      $193.66
2001-01-05  $1,298.35   58.2   81.8  SHORT       $96.44
2001-02-09  $1,314.76    0.0    0.0   LONG       $88.01
2001-03-09  $1,233.42   46.1   74.1  SHORT     ($58.26)
2001-03-13  $1,197.66   36.0   27.4   LONG       $94.60
2001-03-28  $1,153.29   72.7   79.1  SHORT     ($29.90)
2001-05-15  $1,249.44   12.0   10.9   LONG    ($177.83)
2001-05-18  $1,291.96  100.0  100.0  SHORT        $3.36
2001-05-31  $1,255.82   10.4    3.5   LONG       $33.12
2001-07-05  $1,219.24   57.2   83.8  SHORT     ($76.18)
2001-07-12  $1,208.14   71.5   23.8   LONG     ($17.40)
2001-07-16  $1,202.45   62.9   74.1  SHORT     ($39.88)
2001-07-25  $1,190.49   63.7   42.5   LONG     ($10.27)
2001-08-02  $1,220.75  100.0  100.0  SHORT       $38.29
2001-08-16  $1,181.66   13.5    9.3   LONG       $86.21
2001-08-28  $1,161.51   42.8   75.9  SHORT        $6.82
2001-08-31  $1,133.58   12.8    9.8   LONG       $82.83
[...]
2020-01-08  $3,253.05   22.8   13.4   LONG      $633.19
2020-01-21  $3,320.79   70.1   81.6  SHORT      $797.71
2020-01-28  $3,276.24   24.6    8.2   LONG      $819.07
2020-02-18  $3,370.29   86.4   92.8  SHORT      $962.62
2020-02-26  $3,116.39    0.0    0.0   LONG    $1,376.37
2020-03-27  $2,541.47   87.3   95.8  SHORT     ($27.37)
2020-05-14  $2,852.50   23.5   11.3   LONG     ($74.51)
2020-05-21  $2,948.51   78.6   83.2  SHORT      $428.54
2020-06-15  $3,066.59   19.7   10.6   LONG       $96.37
2020-07-07  $3,145.32   73.8   86.8  SHORT      $371.91
2020-07-27  $3,239.41   32.7   25.2   LONG      $105.00
2020-08-07  $3,351.28  100.0  100.0  SHORT      $422.83

More info

Tutorial: Create a simple C# console app
These files can also be found in the /docs/examples GitHub repo folder

Example usage code ​

Getting started with our sample projects ​

Get and run the sample projects ​

Backtest example ​

Console output ​