stock indicatorsfor .NET

Donchian Channels ​

Created by Richard Donchian, Donchian Channels, also called Price Channels, are price ranges derived from highest High and lowest Low values. [Discuss] 💬

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csharp
// C# usage syntax
IReadOnlyList<DonchianResult> results =
  bars.ToDonchian(lookbackPeriods);

Parameters ​

paramdescription
lookbackPeriods
int		Number of periods (N) for lookback period. Must be greater than 0 to calculate; however we suggest a larger value for an appropriate sample size. Default is 20.

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.

Response ​

csharp
IReadOnlyList<DonchianResult>
  • 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 values since there's not enough data to calculate.

DonchianResult ​

propertydescription
Timestamp
DateTime		Date from evaluated TBar
UpperBand
double?		Upper line is the highest High over N periods
Centerline
double?		Simple average of Upper and Lower bands
LowerBand
double?		Lower line is the lowest Low over N periods
Width
double?		Width as percent of Centerline price. (UpperBand-LowerBand)/Centerline

Utilities ​

See Utilities and helpers for more information.

Chaining ​

This indicator is not chain-enabled and must be generated from bars. It cannot be used for further processing by other chain-enabled indicators.

See Chaining indicators for more.

Streaming ​

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

csharp
DonchianList donchianList = new(lookbackPeriods);

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

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

Subscribe to a BarHub for advanced streaming scenarios:

csharp
BarHub barHub = new();
DonchianHub observer = barHub.ToDonchianHub(lookbackPeriods);

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

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

See Buffer lists and Stream hubs for full usage guides.