Heikin-Ashi

Created by Munehisa Homma, Heikin-Ashi is a modified candlestick pattern that transforms prices based on prior period prices for smoothing. [Discuss] 💬

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// C# usage syntax
IReadOnlyList<HeikinAshiResult> results =
  bars.ToHeikinAshi();

Historical price bars requirements

You must have at least two periods of bars to cover the warmup periods; however, more is typically provided since this is a chartable candlestick pattern.

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

IReadOnlyList<HeikinAshiResult>

• 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.
• HeikinAshiResult is based on IBar, so it can be used as a direct replacement for bars.

HeikinAshiResult

property	description
Timestamp DateTime	Date from evaluated TBar
Open decimal	Modified open price
High decimal	Modified high price
Low decimal	Modified low price
Close decimal	Modified close price
Volume decimal	Volume (same as bars)

Utilities

• .Find(lookupDate)

• .RemoveWarmupPeriods(removePeriods)

• .ToBars() to convert to a Bar collection. Example:

  IReadOnlyList<Bar> results = bars
    .ToHeikinAshi()
    .ToBars();

See Utilities and helpers for more information.

Chaining

Results are based in IBar and can be further used in any indicator.

// example
var results = bars
    .ToHeikinAshi(..)
    .ToRsi(..);

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:

HeikinAshiList heikinAshiList = new();

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

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

Subscribe to a BarHub for advanced streaming scenarios:

BarHub barHub = new();
HeikinAshiHub observer = barHub.ToHeikinAshiHub();

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

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

See Buffer lists and Stream hubs for full usage guides.