stock indicatorsfor .NET

Chandelier Exit ​

Created by Charles Le Beau, the Chandelier Exit is an adjusted Average True Range (ATR) offset from price that is typically used for stop-loss and can be computed for both long or short types. [Discuss] 💬

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csharp
// C# usage syntax
IReadOnlyList<ChandelierResult> results =
  bars.ToChandelier(lookbackPeriods, multiplier, type);

Parameters ​

paramdescription
lookbackPeriods
int		Number of periods (N) for the lookback evaluation. Must be greater than 1. Default is 22.
multiplier
double		Multiplier number must be a positive value. Default is 3.
type
Direction		Direction of exit. Default is Direction.Long.

Historical price bars requirements ​

You must have at least N+1 periods of bars to cover the warmup periods.

bars is a collection of generic TBar historical price bars. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

Direction enum options ​

The direction of a held trade position

enum / valuedescription
Direction.Long
0		Long trade positions
Direction.Short
1		Short trade positions

Response ​

csharp
IReadOnlyList<ChandelierResult>
  • This method returns a time series of all available indicator values for the bars provided.
  • It always returns the same number of elements as there are in the historical price bars.
  • It does not return a single incremental indicator value.
  • The first N periods will have null Chandelier values since there's not enough data to calculate.

ChandelierResult ​

propertydescription
Timestamp
DateTime		Date from evaluated TBar
ChandelierExit
double?		Exit line

Utilities ​

See Utilities and helpers for more information.

Chaining ​

Results can be further processed on ChandelierExit with additional chain-enabled indicators.

csharp
// example
var results = bars
    .ToChandelier(..)
    .ToEma(..);

This indicator must be generated from bars and cannot be generated from results of another chain-enabled indicator or method.

See Chaining indicators for more.

Streaming ​

Use the buffer-style List<T> when you need incremental calculations without a hub:

csharp
ChandelierList chandelierList = new(lookbackPeriods, multiplier, type);

// call from your WebSocket or SSE message handler
void OnBarReceived(IBar bar) => chandelierList.Add(bar);

// based on `ICollection<ChandelierResult>`; fills as the handler runs
IReadOnlyList<ChandelierResult> results = chandelierList;

Subscribe to a BarHub for advanced streaming scenarios:

csharp
BarHub barHub = new();
ChandelierHub observer = barHub.ToChandelierHub(lookbackPeriods, multiplier, type);

// call from your WebSocket or SSE message handler
void OnBarReceived(IBar bar) => barHub.Add(bar);

// results fill as the handler runs
IReadOnlyList<ChandelierResult> results = observer.Results;

See Buffer lists and Stream hubs for full usage guides.