stock indicatorsfor .NET

Getting started ​

Install the library, give it your price history, and calculate your first indicator. Using a coding agent? Paste this prompt; it runs the library on live market data itself and shows you the result:

prompt
Use the guide at https://dotnet.stockindicators.dev/agents/start.md
to show me what Stock Indicators for .NET can do on today's market
data. If you can run code, do the work yourself.

See Agent setup for what it covers.

Installation and setup ​

Install the FacioQuo.Stock.Indicators NuGet package into your project.

bash
dotnet add package FacioQuo.Stock.Indicators
powershell
Install-Package FacioQuo.Stock.Indicators

Calculate your first indicator ​

Indicators take a list of historical price bars, either the library's Bar class or your own bar class. Parameters have standard defaults where an industry convention exists, and you can override any of them.

This page uses the Batch (Series) style, the simplest starting point, which converts a full collection at once. For bars that arrive one at a time, see Buffer lists and Stream hubs, or compare all three styles.

Try it now ​

This complete console app downloads real Microsoft daily bars, so you can see results before connecting a market data provider.

bash
dotnet new console -n FirstIndicator
cd FirstIndicator
dotnet add package FacioQuo.Stock.Indicators

Replace the contents of Program.cs, then run dotnet run.

csharp
using System.Globalization;
using FacioQuo.Stock.Indicators;

// 32 years of real Microsoft daily bars from the library's test data
string url = "https://raw.githubusercontent.com/facioquo/stock-indicators-dotnet/main/tests/Library/TestData/quotes/msft.csv";
string csv = await new HttpClient().GetStringAsync(url);

List<Bar> bars = csv
    .Split('\n', StringSplitOptions.RemoveEmptyEntries)
    .Skip(1) // header: date,open,high,low,close,volume
    .Select(line => line.Trim().Split(','))
    .Select(f => new Bar(
        Timestamp: DateTime.Parse(f[0], CultureInfo.InvariantCulture),
        Open: decimal.Parse(f[1], CultureInfo.InvariantCulture),
        High: decimal.Parse(f[2], CultureInfo.InvariantCulture),
        Low: decimal.Parse(f[3], CultureInfo.InvariantCulture),
        Close: decimal.Parse(f[4], CultureInfo.InvariantCulture),
        Volume: decimal.Parse(f[5], CultureInfo.InvariantCulture)))
    .ToList();

// calculate 50-period SMA and 14-period RSI
IReadOnlyList<SmaResult> sma = bars.ToSma(50);
IReadOnlyList<RsiResult> rsi = bars.ToRsi(14);

for (int i = bars.Count - 5; i < bars.Count; i++)
{
    Console.WriteLine($"{bars[i].Timestamp:yyyy-MM-dd}  close {bars[i].Close:N2}  SMA {sma[i].Sma:N2}  RSI {rsi[i].Rsi:N1}");
}
console
2022-03-04  close 289.86  SMA 307.53  RSI 43.1
2022-03-07  close 278.91  SMA 306.45  RSI 36.8
2022-03-08  close 275.85  SMA 305.29  RSI 35.3
2022-03-09  close 288.50  SMA 304.23  RSI 45.5
2022-03-10  close 285.59  SMA 303.13  RSI 43.8

Use your own price data ​

Replace the downloaded bars with historical bars from your data provider. GetBarsFromFeed() stands in for your own data acquisition.

csharp
using FacioQuo.Stock.Indicators;

[..]

// fetch historical price bars from your feed (your method)
IReadOnlyList<Bar> bars = GetBarsFromFeed("MSFT");

// calculate 20-period SMA
IReadOnlyList<SmaResult> results = bars
  .ToSma(20);

// use results as needed for your use case (example only)
foreach (SmaResult r in results)
{
    Console.WriteLine($"SMA on {r.Timestamp:d} was ${r.Sma:N4}");
}
console
SMA on 4/19/2018 was $255.0590
SMA on 4/20/2018 was $255.2015
SMA on 4/23/2018 was $255.6135
SMA on 4/24/2018 was $255.5105
SMA on 4/25/2018 was $255.6570
SMA on 4/26/2018 was $255.9705
..

Next steps ​

Historical bars ​

Provide historical price bars as an OHLCV IReadOnlyList<Bar>, List, or ICollection, with a consistent frequency (day, hour, minute, etc.). To use your own class instead, see using custom bar classes.

propertydescription
Timestamp
DateTime		Close date
Open
decimal		Open price
High
decimal		High price
Low
decimal		Low price
Close
decimal		Close price
Volume
decimal		Volume

Where can I get historical bar data? ​

BYOD: bring your own data

You must get price bar data from your own provider. The GetBarsFromFeed() method shown in our examples represents your own acquisition of price data and is not part of this library.

Check with your brokerage or a commercial data provider. For free developer APIs, see our ongoing discussion on market data for ideas.

How much historical bar data do I need? ​

Each indicator page lists its minimum, but most use cases need more than the minimum. As a rule of thumb, 750 bars (about 3 years of daily data) is safe.

🚩 Use more than the minimum history

Supplying only the minimum bar history is NOT a good optimization. Some indicators use smoothing that converges to better precision over time, and two-decimal precision often needs 250 or more preceding bars.

For example, if you are using daily data and want one year of precise EMA(250) data, you need to provide 3 years of historical price bars (1 extra year for the lookback period and 1 extra year for convergence); thereafter, you would discard or not use the first two years of results. Occasionally, even more is required for optimal precision.

See discussion on warmup and convergence for more information.

Using custom bar classes ​

To use your own bar class without converting to the library Bar class, add the IBar interface.

csharp
using FacioQuo.Stock.Indicators;

[..]

public record MyCustomBar : IBar
{
    // required base properties
    public DateTime Timestamp { get; set; }
    public decimal Open { get; set; }
    public decimal High { get; set; }
    public decimal Low { get; set; }
    public decimal Close { get; set; }
    public decimal Volume { get; set; }

    // IReusable interface (enables chaining)
    [JsonIgnore]
    public double Value => (double)Close;

    // custom properties
    public int MyOtherProperty { get; set; }
}
csharp
// fetch historical price bars from your favorite feed
IReadOnlyList<MyCustomBar> myBars = GetBarsFromFeed("MSFT");

// example: get 20-period simple moving average
IReadOnlyList<SmaResult> results = myBars.ToSma(20);

🚩 Custom bars must have value based equality

Make your custom bar type a record class or implement IEquatable<T>, so stream hubs can detect duplicate bars.

Chaining indicators ​

To calculate an indicator of an indicator, such as an SMA of ADX or an RSI of OBV, chain them:

csharp
// fetch historical price bars from your feed (your method)
IReadOnlyList<Bar> bars = GetBarsFromFeed("SPY");

// calculate RSI of OBV
IReadOnlyList<RsiResult> results
  = bars
    .ToObv()
    .ToRsi(14);

See Chaining indicators for more.

Utilities ​

See Utilities and helper functions for additional tools.